Home > Stifel Bank and Trust > Securities
Stifel Bank and Trust, Securities
| 2023-12-31 | Rank | |
| Total securities | $3,143,380,000 | 109 |
| U.S. Government securities | $95,265,000 | 1,212 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $95,265,000 | 1,011 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $3,048,115,000 | 26 |
| Privately issued residential mortgage-backed securities | $262,000 | 574 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $33,672,000 | 110 |
| Structured financial products - Total | $2,923,565,000 | 16 |
| Other domestic debt securities - All other | $90,616,000 | 107 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $529,447,000 | 233 |
| Mortgage-backed securities | $95,527,000 | 824 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $95,265,000 | 533 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $262,000 | 424 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $2,957,237,000 | 46 |
| Available-for-sale securities (fair market value) | $186,143,000 | 884 |
| Total debt securities | $3,143,381,000 | 107 |
| Structured notes | ||
| Amortized cost | $2,957,237,000 | 1 |
| Fair value | $2,928,532,000 | 1 |
| Trading account assets | $7,018,000 | 125 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $7,018,000 | 99 |
| 2023-09-30 | Rank | |
| Total securities | $4,140,029,000 | 91 |
| U.S. Government securities | $91,305,000 | 1,237 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $91,305,000 | 1,033 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $4,048,724,000 | 20 |
| Privately issued residential mortgage-backed securities | $332,000 | 540 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $35,599,000 | 111 |
| Structured financial products - Total | $3,925,467,000 | 13 |
| Other domestic debt securities - All other | $87,326,000 | 109 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $816,820,000 | 167 |
| Mortgage-backed securities | $91,637,000 | 823 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $91,305,000 | 537 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $332,000 | 409 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $3,938,670,000 | 34 |
| Available-for-sale securities (fair market value) | $201,359,000 | 800 |
| Total debt securities | $4,140,029,000 | 89 |
| Structured notes | ||
| Amortized cost | $3,938,670,000 | 1 |
| Fair value | $3,870,396,000 | 1 |
| Trading account assets | $11,056,000 | 116 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $11,056,000 | 95 |
| 2023-06-30 | Rank | |
| Total securities | $4,495,055,000 | 85 |
| U.S. Government securities | $99,054,000 | 1,208 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $99,054,000 | 1,013 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $4,396,001,000 | 21 |
| Privately issued residential mortgage-backed securities | $343,000 | 546 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $52,866,000 | 84 |
| Structured financial products - Total | $4,248,593,000 | 13 |
| Other domestic debt securities - All other | $94,199,000 | 102 |
| Foreign debt securities | $0 | 312 |
| 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 | $877,000,000 | 159 |
| Mortgage-backed securities | $99,397,000 | 796 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $99,054,000 | 522 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $343,000 | 406 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $4,270,724,000 | 32 |
| Available-for-sale securities (fair market value) | $224,331,000 | 747 |
| Total debt securities | $4,495,056,000 | 83 |
| Structured notes | ||
| Amortized cost | $4,301,862,000 | 1 |
| Fair value | $4,175,891,000 | 1 |
| Trading account assets | $8,196,000 | 123 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $8,196,000 | 96 |
| 2023-03-31 | Rank | |
| Total securities | $4,497,342,000 | 90 |
| U.S. Government securities | $95,356,000 | 1,306 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $95,356,000 | 1,045 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $4,401,986,000 | 22 |
| Privately issued residential mortgage-backed securities | $392,000 | 565 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $54,003,000 | 84 |
| Structured financial products - Total | $4,250,706,000 | 13 |
| Other domestic debt securities - All other | $96,885,000 | 103 |
| 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 | $875,669,000 | 155 |
| Mortgage-backed securities | $95,748,000 | 856 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $95,356,000 | 562 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $392,000 | 416 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $4,272,798,000 | 36 |
| Available-for-sale securities (fair market value) | $224,544,000 | 788 |
| Total debt securities | $4,497,342,000 | 88 |
| Structured notes | ||
| Amortized cost | $4,305,212,000 | 1 |
| Fair value | $4,151,924,000 | 1 |
| Trading account assets | $7,757,000 | 124 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $7,757,000 | 93 |
| 2022-12-31 | Rank | |
| Total securities | $4,500,677,000 | 97 |
| U.S. Government securities | $88,325,000 | 1,395 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $88,325,000 | 1,106 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $4,412,352,000 | 24 |
| Privately issued residential mortgage-backed securities | $388,000 | 583 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $55,728,000 | 80 |
| Structured financial products - Total | $4,252,224,000 | 13 |
| Other domestic debt securities - All other | $104,012,000 | 103 |
| 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 | $883,080,000 | 131 |
| Mortgage-backed securities | $88,713,000 | 916 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $88,325,000 | 597 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $388,000 | 416 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $4,275,675,000 | 39 |
| Available-for-sale securities (fair market value) | $225,002,000 | 799 |
| Total debt securities | $4,500,678,000 | 95 |
| Structured notes | ||
| Amortized cost | $4,308,675,000 | 1 |
| Fair value | $4,088,444,000 | 1 |
| Trading account assets | $9,075,000 | 134 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $9,075,000 | 97 |
| 2022-09-30 | Rank | |
| Total securities | $4,500,890,000 | 99 |
| U.S. Government securities | $88,754,000 | 1,392 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $88,754,000 | 1,108 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $4,412,136,000 | 24 |
| Privately issued residential mortgage-backed securities | $463,000 | 562 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $56,469,000 | 85 |
| Structured financial products - Total | $4,251,895,000 | 10 |
| Other domestic debt securities - All other | $103,309,000 | 109 |
| 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 | $799,169,000 | 136 |
| Mortgage-backed securities | $89,217,000 | 914 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $88,754,000 | 602 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $463,000 | 418 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $4,276,252,000 | 36 |
| Available-for-sale securities (fair market value) | $224,638,000 | 814 |
| Total debt securities | $4,500,892,000 | 97 |
| Structured notes | ||
| Amortized cost | $4,309,252,000 | 1 |
| Fair value | $4,073,707,000 | 1 |
| Trading account assets | $8,621,000 | 140 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $8,621,000 | 102 |
| 2022-06-30 | Rank | |
| Total securities | $4,584,025,000 | 99 |
| U.S. Government securities | $97,251,000 | 1,314 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $97,251,000 | 1,060 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $4,486,774,000 | 21 |
| Privately issued residential mortgage-backed securities | $487,000 | 573 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $56,420,000 | 88 |
| Structured financial products - Total | $4,318,278,000 | 7 |
| Other domestic debt securities - All other | $111,589,000 | 104 |
| 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 | $792,604,000 | 135 |
| Mortgage-backed securities | $97,738,000 | 874 |
| Certificates of participation in pools of residential mortgages | $97,251,000 | 577 |
| Issued or guaranteed by U.S. | $97,251,000 | 574 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $487,000 | 2,508 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $487,000 | 419 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $4,334,445,000 | 33 |
| Available-for-sale securities (fair market value) | $249,580,000 | 768 |
| Total debt securities | $4,584,035,000 | 98 |
| Structured notes | ||
| Amortized cost | $4,375,445,000 | 1 |
| Fair value | $4,164,559,000 | 1 |
| Trading account assets | $4,305,000 | 161 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $4,305,000 | 108 |
| 2022-03-31 | Rank | |
| Total securities | $4,074,618,000 | 104 |
| U.S. Government securities | $81,473,000 | 1,458 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $81,473,000 | 1,225 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $3,993,145,000 | 20 |
| Privately issued residential mortgage-backed securities | $505,000 | 547 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $57,348,000 | 86 |
| Structured financial products - Total | $3,818,451,000 | 6 |
| Other domestic debt securities - All other | $116,841,000 | 99 |
| 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 | $787,154,000 | 138 |
| Mortgage-backed securities | $81,978,000 | 1,010 |
| Certificates of participation in pools of residential mortgages | $81,473,000 | 678 |
| Issued or guaranteed by U.S. | $81,473,000 | 670 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $505,000 | 2,499 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $505,000 | 394 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $3,834,978,000 | 32 |
| Available-for-sale securities (fair market value) | $239,640,000 | 823 |
| Total debt securities | $4,074,620,000 | 103 |
| Structured notes | ||
| Amortized cost | $3,875,978,000 | 1 |
| Fair value | $3,827,028,000 | 1 |
| Trading account assets | $3,029,000 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $3,029,000 | 110 |
| 2021-12-31 | Rank | |
| Total securities | $4,105,097,000 | 106 |
| U.S. Government securities | $89,579,000 | 1,269 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $89,579,000 | 1,118 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $4,015,518,000 | 20 |
| Privately issued residential mortgage-backed securities | $568,000 | 503 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $58,568,000 | 86 |
| Structured financial products - Total | $3,825,319,000 | 6 |
| Other domestic debt securities - All other | $131,063,000 | 94 |
| 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 | $766,452,000 | 137 |
| Mortgage-backed securities | $90,147,000 | 933 |
| Certificates of participation in pools of residential mortgages | $89,559,000 | 628 |
| Issued or guaranteed by U.S. | $89,559,000 | 618 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $588,000 | 2,450 |
| CMOs issued by government agencies or sponsored agencies | $20,000 | 2,773 |
| Privately issued | $568,000 | 342 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $3,842,829,000 | 28 |
| Available-for-sale securities (fair market value) | $262,268,000 | 733 |
| Total debt securities | $4,105,097,000 | 105 |
| Structured notes | ||
| Amortized cost | $3,883,829,000 | 1 |
| Fair value | $3,879,052,000 | 1 |
| Trading account assets | $651,000 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $651,000 | 126 |
| 2021-09-30 | Rank | |
| Total securities | $4,518,478,000 | 96 |
| U.S. Government securities | $224,659,000 | 578 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $224,659,000 | 528 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $4,293,819,000 | 18 |
| Privately issued residential mortgage-backed securities | $581,000 | 479 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $58,554,000 | 96 |
| Structured financial products - Total | $3,878,584,000 | 7 |
| Other domestic debt securities - All other | $356,100,000 | 43 |
| 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 | $943,439,000 | 112 |
| Mortgage-backed securities | $225,240,000 | 456 |
| Certificates of participation in pools of residential mortgages | $224,602,000 | 302 |
| Issued or guaranteed by U.S. | $224,602,000 | 302 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $638,000 | 2,465 |
| CMOs issued by government agencies or sponsored agencies | $57,000 | 2,759 |
| Privately issued | $581,000 | 326 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $3,881,204,000 | 26 |
| Available-for-sale securities (fair market value) | $637,274,000 | 329 |
| Total debt securities | $4,518,479,000 | 95 |
| Structured notes | ||
| Amortized cost | $3,937,205,000 | 1 |
| Fair value | $3,939,099,000 | 1 |
| Trading account assets | $586,000 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $586,000 | 125 |
| 2021-06-30 | Rank | |
| Total securities | $3,999,878,000 | 103 |
| U.S. Government securities | $156,648,000 | 732 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $156,648,000 | 674 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $3,843,230,000 | 18 |
| Privately issued residential mortgage-backed securities | $621,000 | 476 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $58,496,000 | 95 |
| Structured financial products - Total | $3,420,429,000 | 7 |
| Other domestic debt securities - All other | $363,684,000 | 40 |
| 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 | $910,930,000 | 111 |
| Mortgage-backed securities | $157,269,000 | 568 |
| Certificates of participation in pools of residential mortgages | $156,543,000 | 369 |
| Issued or guaranteed by U.S. | $156,543,000 | 365 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $726,000 | 2,411 |
| CMOs issued by government agencies or sponsored agencies | $105,000 | 2,698 |
| Privately issued | $621,000 | 309 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $3,392,982,000 | 25 |
| Available-for-sale securities (fair market value) | $606,896,000 | 321 |
| Total debt securities | $3,999,879,000 | 102 |
| Structured notes | ||
| Amortized cost | $3,478,982,000 | 1 |
| Fair value | $3,477,773,000 | 1 |
| Trading account assets | $522,000 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $522,000 | 128 |
| 2021-03-31 | Rank | |
| Total securities | $3,995,863,000 | 96 |
| U.S. Government securities | $151,097,000 | 702 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $151,097,000 | 650 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $3,844,766,000 | 17 |
| Privately issued residential mortgage-backed securities | $688,000 | 468 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $58,482,000 | 95 |
| Structured financial products - Total | $3,528,685,000 | 7 |
| Other domestic debt securities - All other | $256,911,000 | 52 |
| 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 | $714,975,000 | 131 |
| Mortgage-backed securities | $151,785,000 | 552 |
| Certificates of participation in pools of residential mortgages | $150,933,000 | 361 |
| Issued or guaranteed by U.S. | $150,933,000 | 356 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $852,000 | 2,333 |
| CMOs issued by government agencies or sponsored agencies | $164,000 | 2,641 |
| Privately issued | $688,000 | 300 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $3,501,251,000 | 26 |
| Available-for-sale securities (fair market value) | $494,612,000 | 355 |
| Total debt securities | $3,995,865,000 | 95 |
| Structured notes | ||
| Amortized cost | $3,587,252,000 | 1 |
| Fair value | $3,585,067,000 | 1 |
| Trading account assets | $808,000 | 200 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $808,000 | 126 |
| 2020-12-31 | Rank | |
| Total securities | $4,029,314,000 | 92 |
| U.S. Government securities | $144,870,000 | 653 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $144,870,000 | 618 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $3,884,444,000 | 16 |
| Privately issued residential mortgage-backed securities | $728,000 | 442 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $61,840,000 | 91 |
| Structured financial products - Total | $3,418,361,000 | 7 |
| Other domestic debt securities - All other | $374,635,000 | 33 |
| 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 | $1,108,710,000 | 102 |
| Mortgage-backed securities | $141,861,000 | 535 |
| Certificates of participation in pools of residential mortgages | $112,031,000 | 410 |
| Issued or guaranteed by U.S. | $112,031,000 | 406 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $950,000 | 2,317 |
| CMOs issued by government agencies or sponsored agencies | $222,000 | 2,611 |
| Privately issued | $728,000 | 290 |
| Commercial mortgage-backed securities | $28,880,000 | 416 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $28,880,000 | 279 |
| Held to maturity securities (book value) | $3,126,999,000 | 28 |
| Available-for-sale securities (fair market value) | $902,315,000 | 221 |
| Total debt securities | $4,029,313,000 | 91 |
| Structured notes | ||
| Amortized cost | $3,482,374,000 | 1 |
| Fair value | $3,466,189,000 | 1 |
| Trading account assets | $847,000 | 195 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $847,000 | 124 |
| 2020-09-30 | Rank | |
| Total securities | $4,190,071,000 | 87 |
| U.S. Government securities | $75,796,000 | 1,028 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $75,796,000 | 970 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $4,114,275,000 | 16 |
| Privately issued residential mortgage-backed securities | $713,000 | 442 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $61,821,000 | 83 |
| Structured financial products - Total | $3,682,795,000 | 5 |
| Other domestic debt securities - All other | $340,250,000 | 37 |
| 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 | $1,064,945,000 | 102 |
| Mortgage-backed securities | $71,283,000 | 886 |
| Certificates of participation in pools of residential mortgages | $41,512,000 | 841 |
| Issued or guaranteed by U.S. | $41,512,000 | 823 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,075,000 | 2,298 |
| CMOs issued by government agencies or sponsored agencies | $362,000 | 2,557 |
| Privately issued | $713,000 | 273 |
| Commercial mortgage-backed securities | $28,696,000 | 406 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $28,696,000 | 269 |
| Held to maturity securities (book value) | $2,852,261,000 | 27 |
| Available-for-sale securities (fair market value) | $1,337,810,000 | 153 |
| Total debt securities | $4,190,073,000 | 86 |
| Structured notes | ||
| Amortized cost | $3,756,906,000 | 1 |
| Fair value | $3,687,258,000 | 1 |
| Trading account assets | $909,000 | 198 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $909,000 | 122 |
| 2020-06-30 | Rank | |
| Total securities | $4,253,152,000 | 81 |
| U.S. Government securities | $122,689,000 | 689 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $122,689,000 | 651 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $4,130,463,000 | 15 |
| Privately issued residential mortgage-backed securities | $788,000 | 414 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $61,737,000 | 74 |
| Structured financial products - Total | $3,711,504,000 | 5 |
| Other domestic debt securities - All other | $327,828,000 | 38 |
| 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 | $858,406,000 | 116 |
| Mortgage-backed securities | $75,679,000 | 830 |
| Certificates of participation in pools of residential mortgages | $45,700,000 | 757 |
| Issued or guaranteed by U.S. | $45,700,000 | 741 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,373,000 | 2,236 |
| CMOs issued by government agencies or sponsored agencies | $585,000 | 2,470 |
| Privately issued | $788,000 | 253 |
| Commercial mortgage-backed securities | $28,606,000 | 401 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $28,606,000 | 271 |
| Held to maturity securities (book value) | $2,662,582,000 | 28 |
| Available-for-sale securities (fair market value) | $1,590,570,000 | 139 |
| Total debt securities | $4,253,152,000 | 80 |
| Structured notes | ||
| Amortized cost | $3,802,734,000 | 1 |
| Fair value | $3,660,158,000 | 1 |
| Trading account assets | $6,329,000 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $781,000 | 124 |
| 2020-03-31 | Rank | |
| Total securities | $4,757,469,000 | 69 |
| U.S. Government securities | $361,355,000 | 304 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $361,355,000 | 290 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $4,396,114,000 | 14 |
| Privately issued residential mortgage-backed securities | $817,000 | 427 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $61,717,000 | 66 |
| Structured financial products - Total | $3,760,289,000 | 5 |
| Other domestic debt securities - All other | $532,417,000 | 20 |
| 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 | $1,473,656,000 | 85 |
| Mortgage-backed securities | $316,192,000 | 285 |
| Certificates of participation in pools of residential mortgages | $273,791,000 | 196 |
| Issued or guaranteed by U.S. | $273,791,000 | 194 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,527,000 | 2,199 |
| CMOs issued by government agencies or sponsored agencies | $710,000 | 2,411 |
| Privately issued | $817,000 | 258 |
| Commercial mortgage-backed securities | $40,874,000 | 314 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $40,874,000 | 221 |
| Held to maturity securities (book value) | $2,668,061,000 | 28 |
| Available-for-sale securities (fair market value) | $2,089,408,000 | 116 |
| Total debt securities | $4,757,470,000 | 68 |
| Structured notes | ||
| Amortized cost | $3,919,639,000 | 1 |
| Fair value | $3,493,967,000 | 1 |
| Trading account assets | $590,000 | 200 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $590,000 | 123 |
| 2019-12-31 | Rank | |
| Total securities | $4,759,916,000 | 70 |
| U.S. Government securities | $580,870,000 | 229 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $580,870,000 | 217 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $4,179,046,000 | 15 |
| Privately issued residential mortgage-backed securities | $966,000 | 382 |
| Commercial mortgage-backed securities - Total | $63,295,000 | 36 |
| Asset backed securities | $61,823,000 | 68 |
| Structured financial products - Total | $3,490,388,000 | 5 |
| Other domestic debt securities - All other | $562,574,000 | 18 |
| 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 | $1,487,185,000 | 72 |
| Mortgage-backed securities | $496,930,000 | 221 |
| Certificates of participation in pools of residential mortgages | $399,462,000 | 139 |
| Issued or guaranteed by U.S. | $399,462,000 | 138 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,760,000 | 2,153 |
| CMOs issued by government agencies or sponsored agencies | $794,000 | 2,385 |
| Privately issued | $966,000 | 235 |
| Commercial mortgage-backed securities | $95,708,000 | 197 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $95,708,000 | 143 |
| Held to maturity securities (book value) | $2,529,264,000 | 33 |
| Available-for-sale securities (fair market value) | $2,230,652,000 | 113 |
| Total debt securities | $4,759,916,000 | 69 |
| Structured notes | ||
| Amortized cost | $4,110,322,000 | 1 |
| Fair value | $4,082,140,000 | 1 |
| Trading account assets | $106,000 | 204 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $106,000 | 121 |
| 2019-09-30 | Rank | |
| Total securities | $4,991,834,000 | 70 |
| U.S. Government securities | $655,677,000 | 209 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $655,677,000 | 199 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $4,336,157,000 | 14 |
| Privately issued residential mortgage-backed securities | $1,027,000 | 391 |
| Commercial mortgage-backed securities - Total | $68,555,000 | 38 |
| Asset backed securities | $61,770,000 | 72 |
| Structured financial products - Total | $3,635,082,000 | 5 |
| Other domestic debt securities - All other | $569,723,000 | 18 |
| 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 | $1,738,630,000 | 64 |
| Mortgage-backed securities | $558,641,000 | 196 |
| Certificates of participation in pools of residential mortgages | $452,113,000 | 126 |
| Issued or guaranteed by U.S. | $452,113,000 | 126 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,934,000 | 2,133 |
| CMOs issued by government agencies or sponsored agencies | $907,000 | 2,367 |
| Privately issued | $1,027,000 | 222 |
| Commercial mortgage-backed securities | $104,594,000 | 187 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $104,594,000 | 135 |
| Held to maturity securities (book value) | $2,548,208,000 | 39 |
| Available-for-sale securities (fair market value) | $2,443,626,000 | 100 |
| Total debt securities | $4,991,832,000 | 69 |
| Structured notes | ||
| Amortized cost | $3,700,380,000 | 1 |
| Fair value | $3,665,284,000 | 1 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $5,724,171,000 | 62 |
| U.S. Government securities | $1,278,012,000 | 141 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $1,278,012,000 | 132 |
| Securities issued by states & political subdivisions | $2,463,000 | 3,529 |
| Other domestic debt securities | $4,443,696,000 | 14 |
| Privately issued residential mortgage-backed securities | $1,090,000 | 351 |
| Commercial mortgage-backed securities - Total | $73,170,000 | 37 |
| Asset backed securities | $89,996,000 | 54 |
| Structured financial products - Total | $3,573,551,000 | 4 |
| Other domestic debt securities - All other | $705,889,000 | 16 |
| 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 | $2,561,311,000 | 46 |
| Mortgage-backed securities | $1,119,974,000 | 133 |
| Certificates of participation in pools of residential mortgages | $1,007,429,000 | 77 |
| Issued or guaranteed by U.S. | $1,007,429,000 | 77 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $2,113,000 | 2,064 |
| CMOs issued by government agencies or sponsored agencies | $1,023,000 | 2,306 |
| Privately issued | $1,090,000 | 225 |
| Commercial mortgage-backed securities | $110,432,000 | 175 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $110,432,000 | 125 |
| Held to maturity securities (book value) | $3,539,119,000 | 32 |
| Available-for-sale securities (fair market value) | $2,185,052,000 | 107 |
| Total debt securities | $5,724,170,000 | 62 |
| Structured notes | ||
| Amortized cost | $3,666,995,000 | 1 |
| Fair value | $3,638,237,000 | 1 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $6,377,417,000 | 57 |
| U.S. Government securities | $1,543,173,000 | 121 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $1,543,173,000 | 109 |
| Securities issued by states & political subdivisions | $2,817,000 | 3,529 |
| Other domestic debt securities | $4,831,427,000 | 13 |
| Privately issued residential mortgage-backed securities | $1,148,000 | 352 |
| Commercial mortgage-backed securities - Total | $71,377,000 | 36 |
| Asset backed securities | $95,354,000 | 49 |
| Structured financial products - Total | $3,763,454,000 | 4 |
| Other domestic debt securities - All other | $900,094,000 | 14 |
| 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 | $3,264,509,000 | 39 |
| Mortgage-backed securities | $1,213,371,000 | 127 |
| Certificates of participation in pools of residential mortgages | $1,102,013,000 | 77 |
| Issued or guaranteed by U.S. | $1,102,013,000 | 77 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,242,000 | 2,040 |
| CMOs issued by government agencies or sponsored agencies | $1,094,000 | 2,279 |
| Privately issued | $1,148,000 | 228 |
| Commercial mortgage-backed securities | $109,116,000 | 165 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $109,116,000 | 118 |
| Held to maturity securities (book value) | $3,715,585,000 | 32 |
| Available-for-sale securities (fair market value) | $2,661,832,000 | 91 |
| Total debt securities | $6,377,416,000 | 57 |
| Structured notes | ||
| Amortized cost | $3,864,012,000 | 1 |
| Fair value | $3,822,484,000 | 1 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $7,068,529,000 | 50 |
| U.S. Government securities | $1,889,232,000 | 104 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $1,889,232,000 | 93 |
| Securities issued by states & political subdivisions | $68,146,000 | 504 |
| Other domestic debt securities | $5,111,151,000 | 12 |
| Privately issued residential mortgage-backed securities | $1,219,000 | 323 |
| Commercial mortgage-backed securities - Total | $69,715,000 | 34 |
| Asset backed securities | $157,174,000 | 41 |
| Structured financial products - Total | $3,952,334,000 | 4 |
| Other domestic debt securities - All other | $930,709,000 | 14 |
| 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 | $3,782,605,000 | 32 |
| Mortgage-backed securities | $1,539,998,000 | 102 |
| Certificates of participation in pools of residential mortgages | $1,416,369,000 | 67 |
| Issued or guaranteed by U.S. | $1,416,369,000 | 67 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,390,000 | 2,009 |
| CMOs issued by government agencies or sponsored agencies | $1,171,000 | 2,269 |
| Privately issued | $1,219,000 | 228 |
| Commercial mortgage-backed securities | $121,239,000 | 150 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $121,239,000 | 107 |
| Held to maturity securities (book value) | $4,103,081,000 | 28 |
| Available-for-sale securities (fair market value) | $2,965,448,000 | 80 |
| Total debt securities | $7,068,532,000 | 50 |
| Structured notes | ||
| Amortized cost | $4,117,012,000 | 1 |
| Fair value | $4,043,690,000 | 1 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $7,893,013,000 | 46 |
| U.S. Government securities | $1,980,564,000 | 100 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $1,980,564,000 | 88 |
| Securities issued by states & political subdivisions | $68,481,000 | 505 |
| Other domestic debt securities | $5,843,968,000 | 10 |
| Privately issued residential mortgage-backed securities | $1,269,000 | 270 |
| Commercial mortgage-backed securities - Total | $68,823,000 | 32 |
| Asset backed securities | $157,342,000 | 41 |
| Structured financial products - Total | $4,440,311,000 | 4 |
| Other domestic debt securities - All other | $1,176,223,000 | 11 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,376,304,000 | 27 |
| Mortgage-backed securities | $1,608,871,000 | 99 |
| Certificates of participation in pools of residential mortgages | $1,482,108,000 | 63 |
| Issued or guaranteed by U.S. | $1,482,108,000 | 63 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,589,000 | 1,956 |
| CMOs issued by government agencies or sponsored agencies | $1,320,000 | 2,229 |
| Privately issued | $1,269,000 | 227 |
| Commercial mortgage-backed securities | $124,174,000 | 148 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $124,174,000 | 104 |
| Held to maturity securities (book value) | $4,562,021,000 | 25 |
| Available-for-sale securities (fair market value) | $3,330,992,000 | 65 |
| Total debt securities | $7,893,014,000 | 46 |
| Structured notes | ||
| Amortized cost | $4,595,865,000 | 1 |
| Fair value | $4,586,709,000 | 1 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $7,985,274,000 | 46 |
| U.S. Government securities | $2,087,541,000 | 94 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $2,087,541,000 | 84 |
| Securities issued by states & political subdivisions | $69,107,000 | 524 |
| Other domestic debt securities | $5,828,626,000 | 10 |
| Privately issued residential mortgage-backed securities | $1,406,000 | 442 |
| Commercial mortgage-backed securities - Total | $69,479,000 | 32 |
| Asset backed securities | $157,077,000 | 38 |
| Structured financial products - Total | $4,331,248,000 | 4 |
| Other domestic debt securities - All other | $1,269,416,000 | 10 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,688,456,000 | 28 |
| Mortgage-backed securities | $1,690,239,000 | 94 |
| Certificates of participation in pools of residential mortgages | $1,560,110,000 | 62 |
| Issued or guaranteed by U.S. | $1,560,110,000 | 62 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $2,916,000 | 1,900 |
| CMOs issued by government agencies or sponsored agencies | $1,510,000 | 2,183 |
| Privately issued | $1,406,000 | 223 |
| Commercial mortgage-backed securities | $127,213,000 | 139 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $127,213,000 | 101 |
| Held to maturity securities (book value) | $4,516,442,000 | 25 |
| Available-for-sale securities (fair market value) | $3,468,832,000 | 63 |
| Total debt securities | $7,985,272,000 | 46 |
| Structured notes | ||
| Amortized cost | $4,485,015,000 | 1 |
| Fair value | $4,485,023,000 | 1 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $7,548,806,000 | 45 |
| U.S. Government securities | $2,109,654,000 | 93 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $2,109,654,000 | 82 |
| Securities issued by states & political subdivisions | $69,506,000 | 529 |
| Other domestic debt securities | $5,369,646,000 | 12 |
| Privately issued residential mortgage-backed securities | $1,441,000 | 249 |
| Commercial mortgage-backed securities - Total | $70,449,000 | 32 |
| Asset backed securities | $156,742,000 | 39 |
| Structured financial products - Total | $3,861,418,000 | 4 |
| Other domestic debt securities - All other | $1,279,596,000 | 10 |
| 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 | $4,627,393,000 | 28 |
| Mortgage-backed securities | $1,697,071,000 | 91 |
| Certificates of participation in pools of residential mortgages | $1,564,819,000 | 61 |
| Issued or guaranteed by U.S. | $1,564,819,000 | 61 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,105,000 | 1,863 |
| CMOs issued by government agencies or sponsored agencies | $1,664,000 | 2,128 |
| Privately issued | $1,441,000 | 235 |
| Commercial mortgage-backed securities | $129,147,000 | 132 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $129,147,000 | 97 |
| Held to maturity securities (book value) | $3,842,888,000 | 27 |
| Available-for-sale securities (fair market value) | $3,705,918,000 | 62 |
| Total debt securities | $7,548,805,000 | 45 |
| Structured notes | ||
| Amortized cost | $4,010,571,000 | 1 |
| Fair value | $4,025,418,000 | 1 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $7,460,749,000 | 46 |
| U.S. Government securities | $2,185,566,000 | 89 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $2,185,566,000 | 81 |
| Securities issued by states & political subdivisions | $70,201,000 | 544 |
| Other domestic debt securities | $5,204,982,000 | 12 |
| Privately issued residential mortgage-backed securities | $1,568,000 | 241 |
| Commercial mortgage-backed securities - Total | $72,489,000 | 30 |
| Asset backed securities | $156,698,000 | 36 |
| Structured financial products - Total | $3,724,569,000 | 4 |
| Other domestic debt securities - All other | $1,249,658,000 | 10 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,889,391,000 | 28 |
| Mortgage-backed securities | $1,773,392,000 | 89 |
| Certificates of participation in pools of residential mortgages | $1,638,538,000 | 61 |
| Issued or guaranteed by U.S. | $1,638,538,000 | 61 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $3,394,000 | 1,802 |
| CMOs issued by government agencies or sponsored agencies | $1,826,000 | 2,056 |
| Privately issued | $1,568,000 | 227 |
| Commercial mortgage-backed securities | $131,460,000 | 121 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $131,460,000 | 88 |
| Held to maturity securities (book value) | $3,694,377,000 | 29 |
| Available-for-sale securities (fair market value) | $3,766,372,000 | 58 |
| Total debt securities | $7,460,749,000 | 46 |
| Structured notes | ||
| Amortized cost | $3,870,791,000 | 1 |
| Fair value | $3,894,177,000 | 1 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $7,238,212,000 | 45 |
| U.S. Government securities | $2,268,584,000 | 83 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $2,268,584,000 | 76 |
| Securities issued by states & political subdivisions | $71,397,000 | 531 |
| Other domestic debt securities | $4,898,231,000 | 12 |
| Privately issued residential mortgage-backed securities | $1,619,000 | 245 |
| Commercial mortgage-backed securities - Total | $72,733,000 | 32 |
| Asset backed securities | $156,556,000 | 34 |
| Structured financial products - Total | $3,556,720,000 | 4 |
| Other domestic debt securities - All other | $1,110,603,000 | 13 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,599,855,000 | 29 |
| Mortgage-backed securities | $1,837,690,000 | 87 |
| Certificates of participation in pools of residential mortgages | $1,701,996,000 | 58 |
| Issued or guaranteed by U.S. | $1,701,996,000 | 58 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $3,625,000 | 1,781 |
| CMOs issued by government agencies or sponsored agencies | $2,006,000 | 2,025 |
| Privately issued | $1,619,000 | 232 |
| Commercial mortgage-backed securities | $132,069,000 | 119 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $132,069,000 | 87 |
| Held to maturity securities (book value) | $3,550,963,000 | 29 |
| Available-for-sale securities (fair market value) | $3,687,249,000 | 57 |
| Total debt securities | $7,238,209,000 | 45 |
| Structured notes | ||
| Amortized cost | $3,701,475,000 | 1 |
| Fair value | $3,723,987,000 | 1 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $6,752,638,000 | 50 |
| U.S. Government securities | $2,313,659,000 | 82 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $2,313,659,000 | 75 |
| Securities issued by states & political subdivisions | $71,807,000 | 528 |
| Other domestic debt securities | $4,367,172,000 | 14 |
| Privately issued residential mortgage-backed securities | $1,617,000 | 254 |
| Commercial mortgage-backed securities - Total | $72,688,000 | 32 |
| Asset backed securities | $156,505,000 | 36 |
| Structured financial products - Total | $3,126,871,000 | 4 |
| Other domestic debt securities - All other | $1,009,491,000 | 14 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,754,329,000 | 32 |
| Mortgage-backed securities | $1,907,200,000 | 83 |
| Certificates of participation in pools of residential mortgages | $1,771,133,000 | 57 |
| Issued or guaranteed by U.S. | $1,771,133,000 | 57 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,861,000 | 1,772 |
| CMOs issued by government agencies or sponsored agencies | $2,244,000 | 1,989 |
| Privately issued | $1,617,000 | 239 |
| Commercial mortgage-backed securities | $132,206,000 | 117 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $132,206,000 | 86 |
| Held to maturity securities (book value) | $3,304,090,000 | 29 |
| Available-for-sale securities (fair market value) | $3,448,548,000 | 61 |
| Total debt securities | $6,752,639,000 | 50 |
| Structured notes | ||
| Amortized cost | $3,274,595,000 | 2 |
| Fair value | $3,292,285,000 | 2 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $6,557,001,000 | 51 |
| U.S. Government securities | $2,324,438,000 | 83 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $2,324,438,000 | 74 |
| Securities issued by states & political subdivisions | $71,841,000 | 529 |
| Other domestic debt securities | $4,160,722,000 | 14 |
| Privately issued residential mortgage-backed securities | $1,731,000 | 260 |
| Commercial mortgage-backed securities - Total | $72,758,000 | 34 |
| Asset backed securities | $156,458,000 | 36 |
| Structured financial products - Total | $3,067,320,000 | 4 |
| Other domestic debt securities - All other | $862,455,000 | 13 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,928,678,000 | 28 |
| Mortgage-backed securities | $1,985,086,000 | 79 |
| Certificates of participation in pools of residential mortgages | $1,848,594,000 | 55 |
| Issued or guaranteed by U.S. | $1,848,594,000 | 54 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,161,000 | 1,731 |
| CMOs issued by government agencies or sponsored agencies | $2,430,000 | 1,960 |
| Privately issued | $1,731,000 | 246 |
| Commercial mortgage-backed securities | $132,331,000 | 113 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $132,331,000 | 84 |
| Held to maturity securities (book value) | $3,185,813,000 | 29 |
| Available-for-sale securities (fair market value) | $3,371,188,000 | 60 |
| Total debt securities | $6,557,000,000 | 51 |
| Structured notes | ||
| Amortized cost | $3,212,090,000 | 2 |
| Fair value | $3,232,288,000 | 2 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $6,209,022,000 | 52 |
| U.S. Government securities | $2,231,186,000 | 81 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,231,186,000 | 75 |
| Securities issued by states & political subdivisions | $71,815,000 | 523 |
| Other domestic debt securities | $3,906,021,000 | 17 |
| Privately issued residential mortgage-backed securities | $2,581,000 | 228 |
| Commercial mortgage-backed securities - Total | $72,773,000 | 34 |
| Asset backed securities | $166,070,000 | 37 |
| Structured financial products - Total | $2,802,807,000 | 4 |
| Other domestic debt securities - All other | $861,790,000 | 14 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,981,696,000 | 28 |
| Mortgage-backed securities | $2,041,424,000 | 78 |
| Certificates of participation in pools of residential mortgages | $1,903,802,000 | 55 |
| Issued or guaranteed by U.S. | $1,903,802,000 | 54 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $5,268,000 | 1,535 |
| CMOs issued by government agencies or sponsored agencies | $2,687,000 | 1,905 |
| Privately issued | $2,581,000 | 215 |
| Commercial mortgage-backed securities | $132,354,000 | 112 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $132,354,000 | 81 |
| Held to maturity securities (book value) | $3,034,380,000 | 29 |
| Available-for-sale securities (fair market value) | $3,174,642,000 | 64 |
| Total debt securities | $6,209,022,000 | 52 |
| Structured notes | ||
| Amortized cost | $2,960,100,000 | 2 |
| Fair value | $2,971,473,000 | 2 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $5,376,549,000 | 57 |
| U.S. Government securities | $2,267,852,000 | 76 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $2,267,852,000 | 72 |
| Securities issued by states & political subdivisions | $73,683,000 | 522 |
| Other domestic debt securities | $3,035,014,000 | 19 |
| Privately issued residential mortgage-backed securities | $2,792,000 | 224 |
| Commercial mortgage-backed securities - Total | $77,271,000 | 33 |
| Asset backed securities | $173,872,000 | 36 |
| Structured financial products - Total | $1,913,421,000 | 7 |
| Other domestic debt securities - All other | $867,658,000 | 16 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,918,311,000 | 29 |
| Mortgage-backed securities | $2,148,745,000 | 72 |
| Certificates of participation in pools of residential mortgages | $2,006,116,000 | 49 |
| Issued or guaranteed by U.S. | $2,006,116,000 | 48 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,792,000 | 1,486 |
| CMOs issued by government agencies or sponsored agencies | $3,000,000 | 1,854 |
| Privately issued | $2,792,000 | 216 |
| Commercial mortgage-backed securities | $136,837,000 | 106 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $136,837,000 | 81 |
| Held to maturity securities (book value) | $2,237,111,000 | 38 |
| Available-for-sale securities (fair market value) | $3,139,438,000 | 63 |
| Total debt securities | $5,376,551,000 | 57 |
| Structured notes | ||
| Amortized cost | $2,079,890,000 | 2 |
| Fair value | $2,093,808,000 | 2 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $4,579,752,000 | 61 |
| U.S. Government securities | $2,023,097,000 | 85 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $2,023,097,000 | 79 |
| Securities issued by states & political subdivisions | $74,712,000 | 498 |
| Other domestic debt securities | $2,481,943,000 | 21 |
| Privately issued residential mortgage-backed securities | $2,961,000 | 226 |
| Commercial mortgage-backed securities - Total | $2,787,000 | 93 |
| Asset backed securities | $173,726,000 | 38 |
| Structured financial products - Total | $1,610,265,000 | 8 |
| Other domestic debt securities - All other | $692,204,000 | 17 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,738,165,000 | 33 |
| Mortgage-backed securities | $1,982,780,000 | 76 |
| Certificates of participation in pools of residential mortgages | $1,914,153,000 | 53 |
| Issued or guaranteed by U.S. | $1,914,153,000 | 51 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $6,289,000 | 1,461 |
| CMOs issued by government agencies or sponsored agencies | $3,328,000 | 1,815 |
| Privately issued | $2,961,000 | 213 |
| Commercial mortgage-backed securities | $62,338,000 | 154 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $62,338,000 | 103 |
| Held to maturity securities (book value) | $2,115,734,000 | 40 |
| Available-for-sale securities (fair market value) | $2,464,018,000 | 77 |
| Total debt securities | $4,579,752,000 | 61 |
| Structured notes | ||
| Amortized cost | $1,786,542,000 | 2 |
| Fair value | $1,787,136,000 | 2 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $4,147,648,000 | 61 |
| U.S. Government securities | $1,890,753,000 | 89 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $1,890,753,000 | 83 |
| Securities issued by states & political subdivisions | $74,105,000 | 493 |
| Other domestic debt securities | $2,182,790,000 | 24 |
| Privately issued residential mortgage-backed securities | $3,078,000 | 220 |
| Commercial mortgage-backed securities - Total | $19,565,000 | 51 |
| Asset backed securities | $173,591,000 | 35 |
| Structured financial products - Total | $1,405,219,000 | 8 |
| Other domestic debt securities - All other | $581,337,000 | 21 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,228,481,000 | 33 |
| Mortgage-backed securities | $1,913,396,000 | 78 |
| Certificates of participation in pools of residential mortgages | $1,827,525,000 | 56 |
| Issued or guaranteed by U.S. | $1,827,525,000 | 54 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,770,000 | 1,431 |
| CMOs issued by government agencies or sponsored agencies | $3,692,000 | 1,755 |
| Privately issued | $3,078,000 | 210 |
| Commercial mortgage-backed securities | $79,101,000 | 124 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $79,101,000 | 91 |
| Held to maturity securities (book value) | $2,023,963,000 | 40 |
| Available-for-sale securities (fair market value) | $2,123,685,000 | 83 |
| Total debt securities | $4,147,649,000 | 61 |
| Structured notes | ||
| Amortized cost | $1,589,060,000 | 2 |
| Fair value | $1,577,618,000 | 2 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $3,479,336,000 | 69 |
| U.S. Government securities | $1,622,222,000 | 96 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,622,222,000 | 90 |
| Securities issued by states & political subdivisions | $74,167,000 | 495 |
| Other domestic debt securities | $1,782,947,000 | 25 |
| Privately issued residential mortgage-backed securities | $3,447,000 | 202 |
| Commercial mortgage-backed securities - Total | $11,310,000 | 59 |
| Asset backed securities | $173,438,000 | 34 |
| Structured financial products - Total | $1,235,199,000 | 8 |
| Other domestic debt securities - All other | $359,553,000 | 28 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,209,414,000 | 52 |
| Mortgage-backed securities | $1,636,979,000 | 79 |
| Certificates of participation in pools of residential mortgages | $1,558,707,000 | 58 |
| Issued or guaranteed by U.S. | $1,558,707,000 | 56 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $7,441,000 | 1,380 |
| CMOs issued by government agencies or sponsored agencies | $3,994,000 | 1,728 |
| Privately issued | $3,447,000 | 192 |
| Commercial mortgage-backed securities | $70,831,000 | 122 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $70,831,000 | 87 |
| Held to maturity securities (book value) | $1,851,127,000 | 43 |
| Available-for-sale securities (fair market value) | $1,628,209,000 | 100 |
| Total debt securities | $3,479,336,000 | 69 |
| Structured notes | ||
| Amortized cost | $1,415,286,000 | 2 |
| Fair value | $1,406,789,000 | 2 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $1,749,589,000 | 120 |
| U.S. Government securities | $889,475,000 | 147 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $889,475,000 | 141 |
| Securities issued by states & political subdivisions | $74,179,000 | 484 |
| Other domestic debt securities | $785,935,000 | 38 |
| Privately issued residential mortgage-backed securities | $3,738,000 | 200 |
| Commercial mortgage-backed securities - Total | $17,983,000 | 54 |
| Asset backed securities | $173,290,000 | 34 |
| Structured financial products - Total | $447,032,000 | 11 |
| Other domestic debt securities - All other | $143,892,000 | 56 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,237,386,000 | 80 |
| Mortgage-backed securities | $911,196,000 | 124 |
| Certificates of participation in pools of residential mortgages | $825,657,000 | 79 |
| Issued or guaranteed by U.S. | $825,657,000 | 78 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $8,050,000 | 1,335 |
| CMOs issued by government agencies or sponsored agencies | $4,312,000 | 1,699 |
| Privately issued | $3,738,000 | 190 |
| Commercial mortgage-backed securities | $77,489,000 | 107 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $77,489,000 | 80 |
| Held to maturity securities (book value) | $1,091,466,000 | 62 |
| Available-for-sale securities (fair market value) | $658,123,000 | 215 |
| Total debt securities | $1,749,590,000 | 120 |
| Structured notes | ||
| Amortized cost | $622,975,000 | 3 |
| Fair value | $620,100,000 | 3 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $1,907,232,000 | 115 |
| U.S. Government securities | $919,642,000 | 140 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $919,642,000 | 137 |
| Securities issued by states & political subdivisions | $73,733,000 | 472 |
| Other domestic debt securities | $913,857,000 | 35 |
| Privately issued residential mortgage-backed securities | $3,908,000 | 206 |
| Commercial mortgage-backed securities - Total | $36,654,000 | 38 |
| Asset backed securities | $173,142,000 | 39 |
| Structured financial products - Total | $456,429,000 | 12 |
| Other domestic debt securities - All other | $243,724,000 | 41 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $917,029,000 | 108 |
| Mortgage-backed securities | $960,204,000 | 120 |
| Certificates of participation in pools of residential mortgages | $855,397,000 | 77 |
| Issued or guaranteed by U.S. | $855,397,000 | 76 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $8,662,000 | 1,351 |
| CMOs issued by government agencies or sponsored agencies | $4,754,000 | 1,691 |
| Privately issued | $3,908,000 | 196 |
| Commercial mortgage-backed securities | $96,145,000 | 91 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $96,145,000 | 74 |
| Held to maturity securities (book value) | $1,121,045,000 | 58 |
| Available-for-sale securities (fair market value) | $786,187,000 | 178 |
| Total debt securities | $1,907,230,000 | 114 |
| Structured notes | ||
| Amortized cost | $628,918,000 | 3 |
| Fair value | $629,821,000 | 3 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $2,599,854,000 | 84 |
| U.S. Government securities | $1,162,329,000 | 122 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $1,162,329,000 | 117 |
| Securities issued by states & political subdivisions | $75,247,000 | 442 |
| Other domestic debt securities | $1,362,278,000 | 30 |
| Privately issued residential mortgage-backed securities | $4,057,000 | 209 |
| Commercial mortgage-backed securities - Total | $52,172,000 | 35 |
| Asset backed securities | $217,383,000 | 35 |
| Structured financial products - Total | $728,099,000 | 12 |
| Other domestic debt securities - All other | $360,567,000 | 28 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,168,130,000 | 91 |
| Mortgage-backed securities | $1,218,558,000 | 102 |
| Certificates of participation in pools of residential mortgages | $1,056,014,000 | 71 |
| Issued or guaranteed by U.S. | $1,056,014,000 | 70 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $9,285,000 | 1,347 |
| CMOs issued by government agencies or sponsored agencies | $5,228,000 | 1,661 |
| Privately issued | $4,057,000 | 198 |
| Commercial mortgage-backed securities | $153,259,000 | 74 |
| Commercial mortgage pass-through securities | $10,118,000 | 179 |
| Other commercial mortgage-backed securities | $143,141,000 | 58 |
| Held to maturity securities (book value) | $1,150,306,000 | 57 |
| Available-for-sale securities (fair market value) | $1,449,548,000 | 107 |
| Total debt securities | $2,599,853,000 | 84 |
| Structured notes | ||
| Amortized cost | $946,731,000 | 3 |
| Fair value | $947,593,000 | 3 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $2,684,947,000 | 78 |
| U.S. Government securities | $1,194,077,000 | 117 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $1,194,077,000 | 109 |
| Securities issued by states & political subdivisions | $74,401,000 | 450 |
| Other domestic debt securities | $1,416,469,000 | 31 |
| Privately issued residential mortgage-backed securities | $4,218,000 | 209 |
| Commercial mortgage-backed securities - Total | $66,685,000 | 34 |
| Asset backed securities | $221,893,000 | 35 |
| Structured financial products - Total | $731,030,000 | 12 |
| Other domestic debt securities - All other | $392,643,000 | 26 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,210,193,000 | 88 |
| Mortgage-backed securities | $1,264,980,000 | 99 |
| Certificates of participation in pools of residential mortgages | $1,088,071,000 | 68 |
| Issued or guaranteed by U.S. | $1,088,071,000 | 67 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $9,803,000 | 1,338 |
| CMOs issued by government agencies or sponsored agencies | $5,585,000 | 1,647 |
| Privately issued | $4,218,000 | 197 |
| Commercial mortgage-backed securities | $167,106,000 | 70 |
| Commercial mortgage pass-through securities | $10,043,000 | 183 |
| Other commercial mortgage-backed securities | $157,063,000 | 55 |
| Held to maturity securities (book value) | $1,173,081,000 | 54 |
| Available-for-sale securities (fair market value) | $1,511,866,000 | 105 |
| Total debt securities | $2,684,948,000 | 78 |
| Structured notes | ||
| Amortized cost | $961,757,000 | 3 |
| Fair value | $953,867,000 | 3 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $2,720,860,000 | 76 |
| U.S. Government securities | $1,212,309,000 | 114 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $1,212,309,000 | 107 |
| Securities issued by states & political subdivisions | $74,113,000 | 447 |
| Other domestic debt securities | $1,434,438,000 | 30 |
| Privately issued residential mortgage-backed securities | $30,664,000 | 75 |
| Commercial mortgage-backed securities - Total | $87,411,000 | 30 |
| Asset backed securities | $230,842,000 | 35 |
| Structured financial products - Total | $670,047,000 | 12 |
| Other domestic debt securities - All other | $415,474,000 | 27 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,227,705,000 | 90 |
| Mortgage-backed securities | $1,330,384,000 | 95 |
| Certificates of participation in pools of residential mortgages | $1,106,434,000 | 66 |
| Issued or guaranteed by U.S. | $1,106,434,000 | 65 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $36,618,000 | 596 |
| CMOs issued by government agencies or sponsored agencies | $5,954,000 | 1,623 |
| Privately issued | $30,664,000 | 71 |
| Commercial mortgage-backed securities | $187,332,000 | 63 |
| Commercial mortgage pass-through securities | $9,996,000 | 189 |
| Other commercial mortgage-backed securities | $177,336,000 | 49 |
| Held to maturity securities (book value) | $1,194,825,000 | 52 |
| Available-for-sale securities (fair market value) | $1,526,035,000 | 104 |
| Total debt securities | $2,720,861,000 | 76 |
| Structured notes | ||
| Amortized cost | $906,802,000 | 3 |
| Fair value | $902,877,000 | 3 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $2,915,238,000 | 75 |
| U.S. Government securities | $1,249,195,000 | 111 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $1,249,195,000 | 106 |
| Securities issued by states & political subdivisions | $73,172,000 | 449 |
| Other domestic debt securities | $1,592,871,000 | 30 |
| Privately issued residential mortgage-backed securities | $31,433,000 | 75 |
| Commercial mortgage-backed securities - Total | $113,373,000 | 28 |
| Asset backed securities | $287,737,000 | 35 |
| Structured financial products - Total | $683,758,000 | 13 |
| Other domestic debt securities - All other | $476,570,000 | 25 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,290,264,000 | 82 |
| Mortgage-backed securities | $1,394,001,000 | 96 |
| Certificates of participation in pools of residential mortgages | $1,142,408,000 | 65 |
| Issued or guaranteed by U.S. | $1,142,408,000 | 64 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $37,704,000 | 590 |
| CMOs issued by government agencies or sponsored agencies | $6,271,000 | 1,603 |
| Privately issued | $31,433,000 | 71 |
| Commercial mortgage-backed securities | $213,889,000 | 56 |
| Commercial mortgage pass-through securities | $10,227,000 | 177 |
| Other commercial mortgage-backed securities | $203,662,000 | 43 |
| Held to maturity securities (book value) | $1,270,176,000 | 50 |
| Available-for-sale securities (fair market value) | $1,645,062,000 | 96 |
| Total debt securities | $2,915,237,000 | 74 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $3,084,006,000 | 74 |
| U.S. Government securities | $1,271,566,000 | 112 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $1,271,566,000 | 107 |
| Securities issued by states & political subdivisions | $92,131,000 | 335 |
| Other domestic debt securities | $1,720,308,000 | 29 |
| Privately issued residential mortgage-backed securities | $31,560,000 | 77 |
| Commercial mortgage-backed securities - Total | $154,926,000 | 21 |
| Asset backed securities | $287,495,000 | 33 |
| Structured financial products - Total | $698,538,000 | 11 |
| Other domestic debt securities - All other | $547,789,000 | 21 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $1,000 | 1,264 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $552,075,000 | 141 |
| Mortgage-backed securities | $1,458,052,000 | 92 |
| Certificates of participation in pools of residential mortgages | $1,165,174,000 | 62 |
| Issued or guaranteed by U.S. | $1,165,174,000 | 59 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $38,188,000 | 587 |
| CMOs issued by government agencies or sponsored agencies | $6,628,000 | 1,575 |
| Privately issued | $31,560,000 | 72 |
| Commercial mortgage-backed securities | $254,690,000 | 51 |
| Commercial mortgage pass-through securities | $10,629,000 | 160 |
| Other commercial mortgage-backed securities | $244,061,000 | 38 |
| Held to maturity securities (book value) | $1,290,211,000 | 48 |
| Available-for-sale securities (fair market value) | $1,793,795,000 | 89 |
| Total debt securities | $3,084,005,000 | 73 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $3,062,602,000 | 73 |
| U.S. Government securities | $1,248,616,000 | 112 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,248,616,000 | 108 |
| Securities issued by states & political subdivisions | $89,729,000 | 338 |
| Other domestic debt securities | $1,724,256,000 | 28 |
| Privately issued residential mortgage-backed securities | $7,927,000 | 187 |
| Commercial mortgage-backed securities - Total | $171,947,000 | 21 |
| Asset backed securities | $287,475,000 | 35 |
| Structured financial products - Total | $703,263,000 | 12 |
| Other domestic debt securities - All other | $553,644,000 | 22 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $1,000 | 1,283 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $570,678,000 | 138 |
| Mortgage-backed securities | $1,428,490,000 | 92 |
| Certificates of participation in pools of residential mortgages | $1,133,551,000 | 64 |
| Issued or guaranteed by U.S. | $1,133,551,000 | 61 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $23,815,000 | 810 |
| CMOs issued by government agencies or sponsored agencies | $15,888,000 | 994 |
| Privately issued | $7,927,000 | 176 |
| Commercial mortgage-backed securities | $271,124,000 | 45 |
| Commercial mortgage pass-through securities | $10,578,000 | 149 |
| Other commercial mortgage-backed securities | $260,546,000 | 36 |
| Held to maturity securities (book value) | $1,307,421,000 | 47 |
| Available-for-sale securities (fair market value) | $1,755,181,000 | 93 |
| Total debt securities | $3,062,601,000 | 72 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $2,949,080,000 | 72 |
| U.S. Government securities | $1,253,972,000 | 111 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,253,972,000 | 107 |
| Securities issued by states & political subdivisions | $91,161,000 | 328 |
| Other domestic debt securities | $1,603,946,000 | 30 |
| Privately issued residential mortgage-backed securities | $4,838,000 | 249 |
| Commercial mortgage-backed securities - Total | $191,573,000 | 20 |
| Asset backed securities | $310,529,000 | 35 |
| Structured financial products - Total | $541,688,000 | 11 |
| Other domestic debt securities - All other | $555,318,000 | 21 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $1,000 | 1,297 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $544,150,000 | 134 |
| Mortgage-backed securities | $1,450,383,000 | 92 |
| Certificates of participation in pools of residential mortgages | $1,154,447,000 | 62 |
| Issued or guaranteed by U.S. | $1,154,447,000 | 60 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $4,838,000 | 1,916 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $4,838,000 | 236 |
| Commercial mortgage-backed securities | $291,098,000 | 41 |
| Commercial mortgage pass-through securities | $10,306,000 | 147 |
| Other commercial mortgage-backed securities | $280,792,000 | 33 |
| Held to maturity securities (book value) | $1,718,734,000 | 36 |
| Available-for-sale securities (fair market value) | $1,230,346,000 | 117 |
| Total debt securities | $2,949,080,000 | 71 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $2,956,073,000 | 74 |
| U.S. Government securities | $1,438,517,000 | 105 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $1,438,517,000 | 100 |
| Securities issued by states & political subdivisions | $190,049,000 | 118 |
| Other domestic debt securities | $1,327,506,000 | 33 |
| Privately issued residential mortgage-backed securities | $5,741,000 | 242 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $739,613,000 | 24 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $582,152,000 | 21 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $1,000 | 1,304 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $568,781,000 | 134 |
| Mortgage-backed securities | $1,444,258,000 | 95 |
| Certificates of participation in pools of residential mortgages | $1,236,401,000 | 61 |
| Issued or guaranteed by U.S. | $1,230,660,000 | 59 |
| Privately issued | $5,741,000 | 17 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $207,857,000 | 51 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $207,857,000 | 35 |
| Held to maturity securities (book value) | $697,280,000 | 52 |
| Available-for-sale securities (fair market value) | $2,258,793,000 | 74 |
| Total debt securities | $2,956,072,000 | 73 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $2,440,145,000 | 85 |
| U.S. Government securities | $726,796,000 | 161 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $726,796,000 | 159 |
| Securities issued by states & political subdivisions | $208,979,000 | 100 |
| Other domestic debt securities | $1,504,369,000 | 31 |
| Privately issued residential mortgage-backed securities | $6,294,000 | 246 |
| Commercial mortgage-backed securities - Total | $247,979,000 | 20 |
| Asset backed securities | $694,089,000 | 23 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $556,007,000 | 22 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $1,000 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $563,000,000 | 131 |
| Mortgage-backed securities | $981,069,000 | 120 |
| Certificates of participation in pools of residential mortgages | $726,796,000 | 85 |
| Issued or guaranteed by U.S. | $726,796,000 | 83 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $6,294,000 | 1,812 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $6,294,000 | 239 |
| Commercial mortgage-backed securities | $247,979,000 | 44 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $247,979,000 | 32 |
| Held to maturity securities (book value) | $711,526,000 | 49 |
| Available-for-sale securities (fair market value) | $1,728,619,000 | 100 |
| Total debt securities | $2,440,144,000 | 84 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $2,327,315,000 | 91 |
| U.S. Government securities | $684,847,000 | 166 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $684,847,000 | 164 |
| Securities issued by states & political subdivisions | $179,729,000 | 124 |
| Other domestic debt securities | $1,462,738,000 | 32 |
| Privately issued residential mortgage-backed securities | $13,878,000 | 166 |
| Commercial mortgage-backed securities - Total | $260,974,000 | 18 |
| Asset backed securities | $652,285,000 | 27 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $535,601,000 | 19 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $1,000 | 1,300 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $613,635,000 | 126 |
| Mortgage-backed securities | $959,699,000 | 123 |
| Certificates of participation in pools of residential mortgages | $684,847,000 | 87 |
| Issued or guaranteed by U.S. | $684,847,000 | 86 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $13,878,000 | 1,259 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $13,878,000 | 161 |
| Commercial mortgage-backed securities | $260,974,000 | 40 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $260,974,000 | 30 |
| Held to maturity securities (book value) | $703,260,000 | 49 |
| Available-for-sale securities (fair market value) | $1,624,055,000 | 98 |
| Total debt securities | $2,327,314,000 | 90 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $2,128,753,000 | 103 |
| U.S. Government securities | $520,332,000 | 226 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $520,332,000 | 223 |
| Securities issued by states & political subdivisions | $164,911,000 | 134 |
| Other domestic debt securities | $1,443,509,000 | 34 |
| Privately issued residential mortgage-backed securities | $14,765,000 | 172 |
| Commercial mortgage-backed securities - Total | $269,808,000 | 20 |
| Asset backed securities | $602,511,000 | 28 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $556,425,000 | 21 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $1,000 | 1,322 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $709,582,000 | 113 |
| Mortgage-backed securities | $804,905,000 | 137 |
| Certificates of participation in pools of residential mortgages | $520,332,000 | 114 |
| Issued or guaranteed by U.S. | $520,332,000 | 112 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $14,765,000 | 1,278 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $14,765,000 | 168 |
| Commercial mortgage-backed securities | $269,808,000 | 41 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $269,808,000 | 30 |
| Held to maturity securities (book value) | $653,186,000 | 49 |
| Available-for-sale securities (fair market value) | $1,475,567,000 | 107 |
| Total debt securities | $2,128,753,000 | 102 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $1,846,417,000 | 109 |
| U.S. Government securities | $411,277,000 | 288 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $411,277,000 | 281 |
| Securities issued by states & political subdivisions | $141,991,000 | 156 |
| Other domestic debt securities | $1,291,607,000 | 37 |
| Privately issued residential mortgage-backed securities | $15,408,000 | 181 |
| Commercial mortgage-backed securities - Total | $283,825,000 | 20 |
| Asset backed securities | $465,898,000 | 31 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $526,476,000 | 22 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $1,542,000 | 504 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $615,989,000 | 128 |
| Mortgage-backed securities | $710,510,000 | 146 |
| Certificates of participation in pools of residential mortgages | $404,135,000 | 136 |
| Issued or guaranteed by U.S. | $404,135,000 | 134 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $22,550,000 | 981 |
| CMOs issued by government agencies or sponsored agencies | $7,142,000 | 1,743 |
| Privately issued | $15,408,000 | 177 |
| Commercial mortgage-backed securities | $283,825,000 | 34 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $283,825,000 | 26 |
| Held to maturity securities (book value) | $516,631,000 | 58 |
| Available-for-sale securities (fair market value) | $1,329,786,000 | 114 |
| Total debt securities | $1,844,875,000 | 109 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $1,670,661,000 | 120 |
| U.S. Government securities | $465,883,000 | 260 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $465,883,000 | 255 |
| Securities issued by states & political subdivisions | $103,562,000 | 222 |
| Other domestic debt securities | $1,099,674,000 | 39 |
| Privately issued residential mortgage-backed securities | $16,689,000 | 175 |
| Commercial mortgage-backed securities - Total | $286,867,000 | 21 |
| Asset backed securities | $272,501,000 | 38 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $523,617,000 | 20 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $1,542,000 | 474 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $706,288,000 | 116 |
| Mortgage-backed securities | $769,439,000 | 141 |
| Certificates of participation in pools of residential mortgages | $458,384,000 | 127 |
| Issued or guaranteed by U.S. | $458,384,000 | 125 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $24,188,000 | 967 |
| CMOs issued by government agencies or sponsored agencies | $7,499,000 | 1,733 |
| Privately issued | $16,689,000 | 169 |
| Commercial mortgage-backed securities | $286,867,000 | 32 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $286,867,000 | 25 |
| Held to maturity securities (book value) | $322,700,000 | 80 |
| Available-for-sale securities (fair market value) | $1,347,961,000 | 116 |
| Total debt securities | $1,669,119,000 | 119 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $1,400,315,000 | 131 |
| U.S. Government securities | $404,662,000 | 285 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $404,662,000 | 279 |
| Securities issued by states & political subdivisions | $99,723,000 | 230 |
| Other domestic debt securities | $894,389,000 | 42 |
| Privately issued residential mortgage-backed securities | $17,460,000 | 221 |
| Commercial mortgage-backed securities - Total | $271,510,000 | 19 |
| Asset backed securities | $143,890,000 | 36 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $461,529,000 | 23 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $1,541,000 | 456 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $634,816,000 | 122 |
| Mortgage-backed securities | $693,632,000 | 149 |
| Certificates of participation in pools of residential mortgages | $378,718,000 | 142 |
| Issued or guaranteed by U.S. | $378,718,000 | 142 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $43,404,000 | 636 |
| CMOs issued by government agencies or sponsored agencies | $25,944,000 | 813 |
| Privately issued | $17,460,000 | 214 |
| Commercial mortgage-backed securities | $271,510,000 | 26 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $271,510,000 | 22 |
| Held to maturity securities (book value) | $185,737,000 | 115 |
| Available-for-sale securities (fair market value) | $1,214,578,000 | 124 |
| Total debt securities | $1,398,774,000 | 131 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $1,467,606,000 | 126 |
| U.S. Government securities | $506,767,000 | 219 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $506,767,000 | 216 |
| Securities issued by states & political subdivisions | $105,351,000 | 195 |
| Other domestic debt securities | $853,948,000 | 47 |
| Privately issued residential mortgage-backed securities | $18,257,000 | 224 |
| Commercial mortgage-backed securities - Total | $265,926,000 | 19 |
| Asset backed securities | $104,579,000 | 40 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $465,186,000 | 24 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $1,540,000 | 471 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $510,286,000 | 130 |
| Mortgage-backed securities | $790,950,000 | 131 |
| Certificates of participation in pools of residential mortgages | $478,226,000 | 116 |
| Issued or guaranteed by U.S. | $478,226,000 | 115 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $46,798,000 | 615 |
| CMOs issued by government agencies or sponsored agencies | $28,541,000 | 728 |
| Privately issued | $18,257,000 | 217 |
| Commercial mortgage-backed securities | $265,926,000 | 25 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $265,926,000 | 20 |
| Held to maturity securities (book value) | $154,385,000 | 138 |
| Available-for-sale securities (fair market value) | $1,313,221,000 | 118 |
| Total debt securities | $1,466,065,000 | 127 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $1,174,643,000 | 149 |
| U.S. Government securities | $572,650,000 | 205 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $572,650,000 | 197 |
| Securities issued by states & political subdivisions | $78,867,000 | 293 |
| Other domestic debt securities | $521,586,000 | 56 |
| Privately issued residential mortgage-backed securities | $24,308,000 | 203 |
| Commercial mortgage-backed securities - Total | $150,147,000 | 18 |
| Asset backed securities | $52,543,000 | 45 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $294,588,000 | 41 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $1,540,000 | 477 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $123,994,000 | 499 |
| Mortgage-backed securities | $747,105,000 | 133 |
| Certificates of participation in pools of residential mortgages | $521,355,000 | 109 |
| Issued or guaranteed by U.S. | $521,355,000 | 108 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $75,603,000 | 427 |
| CMOs issued by government agencies or sponsored agencies | $51,295,000 | 491 |
| Privately issued | $24,308,000 | 195 |
| Commercial mortgage-backed securities | $150,147,000 | 27 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $150,147,000 | 22 |
| Held to maturity securities (book value) | $98,989,000 | 198 |
| Available-for-sale securities (fair market value) | $1,075,654,000 | 133 |
| Total debt securities | $1,173,103,000 | 148 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $1,249,188,000 | 137 |
| U.S. Government securities | $694,929,000 | 169 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $694,929,000 | 164 |
| Securities issued by states & political subdivisions | $85,857,000 | 247 |
| Other domestic debt securities | $466,863,000 | 64 |
| Privately issued residential mortgage-backed securities | $26,555,000 | 200 |
| Commercial mortgage-backed securities - Total | $111,508,000 | 19 |
| Asset backed securities | $38,444,000 | 48 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $290,356,000 | 42 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $1,539,000 | 478 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $125,398,000 | 484 |
| Mortgage-backed securities | $808,007,000 | 125 |
| Certificates of participation in pools of residential mortgages | $590,152,000 | 101 |
| Issued or guaranteed by U.S. | $590,152,000 | 99 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $106,347,000 | 320 |
| CMOs issued by government agencies or sponsored agencies | $79,792,000 | 334 |
| Privately issued | $26,555,000 | 194 |
| Commercial mortgage-backed securities | $111,508,000 | 27 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $111,508,000 | 21 |
| Held to maturity securities (book value) | $56,873,000 | 301 |
| Available-for-sale securities (fair market value) | $1,192,315,000 | 124 |
| Total debt securities | $1,247,649,000 | 137 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $1,060,215,000 | 153 |
| U.S. Government securities | $722,192,000 | 163 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $722,192,000 | 157 |
| Securities issued by states & political subdivisions | $70,062,000 | 314 |
| Other domestic debt securities | $266,422,000 | 90 |
| Privately issued residential mortgage-backed securities | $29,274,000 | 208 |
| Commercial mortgage-backed securities - Total | $67,996,000 | 25 |
| Asset backed securities | $14,251,000 | 52 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $154,901,000 | 62 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $1,539,000 | 486 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $112,983,000 | 512 |
| Mortgage-backed securities | $794,433,000 | 122 |
| Certificates of participation in pools of residential mortgages | $614,020,000 | 96 |
| Issued or guaranteed by U.S. | $614,020,000 | 94 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $112,417,000 | 305 |
| CMOs issued by government agencies or sponsored agencies | $83,143,000 | 314 |
| Privately issued | $29,274,000 | 202 |
| Commercial mortgage-backed securities | $67,996,000 | 25 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $67,996,000 | 19 |
| Held to maturity securities (book value) | $45,963,000 | 342 |
| Available-for-sale securities (fair market value) | $1,014,252,000 | 132 |
| Total debt securities | $1,058,676,000 | 152 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $874,595,000 | 167 |
| U.S. Government securities | $645,316,000 | 166 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $645,316,000 | 158 |
| Securities issued by states & political subdivisions | $57,154,000 | 397 |
| Other domestic debt securities | $170,587,000 | 115 |
| Privately issued residential mortgage-backed securities | $32,698,000 | 191 |
| Commercial mortgage-backed securities - Total | $47,891,000 | 26 |
| Asset backed securities | $12,025,000 | 53 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $77,973,000 | 88 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $1,538,000 | 523 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,180,000 | 845 |
| Mortgage-backed securities | $610,740,000 | 142 |
| Certificates of participation in pools of residential mortgages | $444,922,000 | 109 |
| Issued or guaranteed by U.S. | $444,922,000 | 108 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $117,927,000 | 296 |
| CMOs issued by government agencies or sponsored agencies | $85,229,000 | 307 |
| Privately issued | $32,698,000 | 185 |
| Commercial mortgage-backed securities | $47,891,000 | 26 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $47,891,000 | 21 |
| Held to maturity securities (book value) | $42,931,000 | 376 |
| Available-for-sale securities (fair market value) | $831,664,000 | 155 |
| Total debt securities | $873,057,000 | 166 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $741,658,000 | 189 |
| U.S. Government securities | $590,611,000 | 178 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $590,611,000 | 173 |
| Securities issued by states & political subdivisions | $13,990,000 | 1,788 |
| Other domestic debt securities | $135,520,000 | 130 |
| Privately issued residential mortgage-backed securities | $34,683,000 | 189 |
| Commercial mortgage-backed securities - Total | $47,841,000 | 26 |
| Asset backed securities | $11,993,000 | 48 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $41,003,000 | 131 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $1,537,000 | 552 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,491,000 | 803 |
| Mortgage-backed securities | $574,165,000 | 148 |
| Certificates of participation in pools of residential mortgages | $481,794,000 | 104 |
| Issued or guaranteed by U.S. | $481,794,000 | 102 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $44,530,000 | 576 |
| CMOs issued by government agencies or sponsored agencies | $9,847,000 | 1,233 |
| Privately issued | $34,683,000 | 184 |
| Commercial mortgage-backed securities | $47,841,000 | 26 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $47,841,000 | 22 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $741,658,000 | 167 |
| Total debt securities | $740,121,000 | 189 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $550,657,000 | 240 |
| U.S. Government securities | $409,167,000 | 245 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $409,167,000 | 234 |
| Securities issued by states & political subdivisions | $989,000 | 4,859 |
| Other domestic debt securities | $138,964,000 | 133 |
| Privately issued residential mortgage-backed securities | $36,732,000 | 202 |
| Commercial mortgage-backed securities - Total | $48,175,000 | 30 |
| Asset backed securities | $11,982,000 | 52 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $42,075,000 | 130 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $1,537,000 | 549 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,820,000 | 788 |
| Mortgage-backed securities | $493,571,000 | 165 |
| Certificates of participation in pools of residential mortgages | $398,383,000 | 119 |
| Issued or guaranteed by U.S. | $398,383,000 | 116 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $47,013,000 | 553 |
| CMOs issued by government agencies or sponsored agencies | $10,281,000 | 1,143 |
| Privately issued | $36,732,000 | 198 |
| Commercial mortgage-backed securities | $48,175,000 | 30 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $48,175,000 | 24 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $550,657,000 | 209 |
| Total debt securities | $549,120,000 | 236 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $580,024,000 | 232 |
| U.S. Government securities | $434,031,000 | 222 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $434,031,000 | 213 |
| Securities issued by states & political subdivisions | $992,000 | 4,906 |
| Other domestic debt securities | $143,465,000 | 136 |
| Privately issued residential mortgage-backed securities | $38,466,000 | 198 |
| Commercial mortgage-backed securities - Total | $47,641,000 | 31 |
| Asset backed securities | $11,777,000 | 59 |
| Structured financial products - Total | $2,692,000 | 128 |
| Other domestic debt securities - All other | $42,889,000 | 128 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $1,536,000 | 563 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,502,000 | 739 |
| Mortgage-backed securities | $519,126,000 | 164 |
| Certificates of participation in pools of residential mortgages | $422,524,000 | 118 |
| Issued or guaranteed by U.S. | $422,524,000 | 117 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $48,961,000 | 534 |
| CMOs issued by government agencies or sponsored agencies | $10,495,000 | 1,105 |
| Privately issued | $38,466,000 | 195 |
| Commercial mortgage-backed securities | $47,641,000 | 31 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $47,641,000 | 25 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $580,024,000 | 201 |
| Total debt securities | $578,488,000 | 227 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $396,145,000 | 336 |
| U.S. Government securities | $174,226,000 | 527 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $174,226,000 | 508 |
| Securities issued by states & political subdivisions | $996,000 | 4,938 |
| Other domestic debt securities | $125,401,000 | 158 |
| Privately issued residential mortgage-backed securities | $26,330,000 | 292 |
| Commercial mortgage-backed securities - Total | $38,419,000 | 36 |
| Asset backed securities | $11,695,000 | 62 |
| Structured financial products - Total | $6,513,000 | 94 |
| Other domestic debt securities - All other | $42,444,000 | 126 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $95,522,000 | 42 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,780,000 | 688 |
| Mortgage-backed securities | $237,954,000 | 317 |
| Certificates of participation in pools of residential mortgages | $162,280,000 | 282 |
| Issued or guaranteed by U.S. | $162,280,000 | 279 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $37,255,000 | 626 |
| CMOs issued by government agencies or sponsored agencies | $10,925,000 | 1,057 |
| Privately issued | $26,330,000 | 284 |
| Commercial mortgage-backed securities | $38,419,000 | 36 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $38,419,000 | 29 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $396,145,000 | 292 |
| Total debt securities | $300,623,000 | 427 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $258,623,000 | 498 |
| U.S. Government securities | $28,534,000 | 2,729 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $28,534,000 | 2,668 |
| Securities issued by states & political subdivisions | $983,000 | 4,939 |
| Other domestic debt securities | $103,721,000 | 191 |
| Privately issued residential mortgage-backed securities | $23,241,000 | 323 |
| Commercial mortgage-backed securities - Total | $25,870,000 | 49 |
| Asset backed securities | $6,791,000 | 88 |
| Structured financial products - Total | $7,858,000 | 85 |
| Other domestic debt securities - All other | $39,961,000 | 142 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $125,385,000 | 34 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,957,000 | 1,959 |
| Mortgage-backed securities | $75,614,000 | 846 |
| Certificates of participation in pools of residential mortgages | $14,830,000 | 2,180 |
| Issued or guaranteed by U.S. | $14,830,000 | 2,169 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $34,914,000 | 639 |
| CMOs issued by government agencies or sponsored agencies | $11,673,000 | 1,001 |
| Privately issued | $23,241,000 | 314 |
| Commercial mortgage-backed securities | $25,870,000 | 49 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $25,870,000 | 36 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $258,623,000 | 431 |
| Total debt securities | $133,238,000 | 932 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $61,201,000 | 1,968 |
| U.S. Government securities | $14,409,000 | 4,286 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $14,409,000 | 4,206 |
| Securities issued by states & political subdivisions | $1,537,000 | 4,509 |
| Other domestic debt securities | $45,255,000 | 329 |
| Privately issued residential mortgage-backed securities | $18,985,000 | 375 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $15,909,000 | 71 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,361,000 | 371 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,129,000 | 1,522 |
| Mortgage-backed securities | $31,347,000 | 1,753 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $31,347,000 | 676 |
| CMOs issued by government agencies or sponsored agencies | $12,362,000 | 954 |
| Privately issued | $18,985,000 | 358 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,574,000 | 1,338 |
| Available-for-sale securities (fair market value) | $53,627,000 | 1,922 |
| Total debt securities | $61,201,000 | 1,951 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $57,971,000 | 2,034 |
| U.S. Government securities | $21,021,000 | 3,434 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $21,021,000 | 3,367 |
| Securities issued by states & political subdivisions | $1,531,000 | 4,465 |
| Other domestic debt securities | $35,419,000 | 371 |
| Privately issued residential mortgage-backed securities | $17,422,000 | 368 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $17,997,000 | 65 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,570,000 | 1,336 |
| Mortgage-backed securities | $29,853,000 | 1,777 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $29,853,000 | 672 |
| CMOs issued by government agencies or sponsored agencies | $12,431,000 | 919 |
| Privately issued | $17,422,000 | 355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,574,000 | 1,343 |
| Available-for-sale securities (fair market value) | $50,397,000 | 2,022 |
| Total debt securities | $57,971,000 | 2,011 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $73,165,000 | 1,624 |
| U.S. Government securities | $21,270,000 | 3,344 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $21,270,000 | 3,283 |
| Securities issued by states & political subdivisions | $9,823,000 | 2,076 |
| Other domestic debt securities | $42,072,000 | 348 |
| Privately issued residential mortgage-backed securities | $21,701,000 | 332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $20,371,000 | 60 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,151,000 | 1,213 |
| Mortgage-backed securities | $34,415,000 | 1,510 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $34,415,000 | 578 |
| CMOs issued by government agencies or sponsored agencies | $12,714,000 | 864 |
| Privately issued | $21,701,000 | 318 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,574,000 | 1,346 |
| Available-for-sale securities (fair market value) | $65,591,000 | 1,558 |
| Total debt securities | $73,165,000 | 1,597 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $86,356,000 | 1,394 |
| U.S. Government securities | $28,903,000 | 2,697 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $28,903,000 | 2,649 |
| Securities issued by states & political subdivisions | $12,542,000 | 1,732 |
| Other domestic debt securities | $44,911,000 | 344 |
| Privately issued residential mortgage-backed securities | $23,411,000 | 322 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $21,500,000 | 60 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,812,000 | 1,250 |
| Mortgage-backed securities | $36,146,000 | 1,430 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $36,146,000 | 552 |
| CMOs issued by government agencies or sponsored agencies | $12,735,000 | 852 |
| Privately issued | $23,411,000 | 304 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,574,000 | 1,350 |
| Available-for-sale securities (fair market value) | $78,782,000 | 1,318 |
| Total debt securities | $86,356,000 | 1,364 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $75,293,000 | 1,584 |
| U.S. Government securities | $29,789,000 | 2,637 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $29,789,000 | 2,584 |
| Securities issued by states & political subdivisions | $12,559,000 | 1,735 |
| Other domestic debt securities | $32,945,000 | 403 |
| Privately issued residential mortgage-backed securities | $14,298,000 | 416 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $15,655,000 | 79 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,992,000 | 940 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,160,000 | 3,020 |
| Mortgage-backed securities | $27,227,000 | 1,731 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $27,227,000 | 657 |
| CMOs issued by government agencies or sponsored agencies | $12,929,000 | 839 |
| Privately issued | $14,298,000 | 390 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $75,293,000 | 1,376 |
| Total debt securities | $75,293,000 | 1,541 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $87,106,000 | 1,370 |
| U.S. Government securities | $36,216,000 | 2,243 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $36,216,000 | 2,198 |
| Securities issued by states & political subdivisions | $15,126,000 | 1,466 |
| Other domestic debt securities | $35,764,000 | 374 |
| Privately issued residential mortgage-backed securities | $14,676,000 | 372 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $18,118,000 | 72 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,970,000 | 894 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,105,000 | 3,060 |
| Mortgage-backed securities | $28,131,000 | 1,517 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $28,131,000 | 600 |
| CMOs issued by government agencies or sponsored agencies | $13,455,000 | 750 |
| Privately issued | $14,676,000 | 347 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $87,106,000 | 1,189 |
| Total debt securities | $87,106,000 | 1,338 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $78,614,000 | 1,510 |
| U.S. Government securities | $36,645,000 | 2,239 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $36,645,000 | 2,185 |
| Securities issued by states & political subdivisions | $11,621,000 | 1,782 |
| Other domestic debt securities | $30,348,000 | 388 |
| Privately issued residential mortgage-backed securities | $14,565,000 | 355 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $15,783,000 | 74 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,019,000 | 3,085 |
| Mortgage-backed securities | $28,133,000 | 1,417 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $28,133,000 | 576 |
| CMOs issued by government agencies or sponsored agencies | $13,568,000 | 702 |
| Privately issued | $14,565,000 | 331 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $78,614,000 | 1,309 |
| Total debt securities | $78,614,000 | 1,478 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $55,040,000 | 2,078 |
| U.S. Government securities | $38,337,000 | 2,155 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $38,337,000 | 2,093 |
| Securities issued by states & political subdivisions | $1,510,000 | 4,554 |
| Other domestic debt securities | $15,193,000 | 557 |
| Privately issued residential mortgage-backed securities | $15,193,000 | 341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,988,000 | 5,749 |
| Mortgage-backed securities | $28,831,000 | 1,369 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $28,831,000 | 567 |
| CMOs issued by government agencies or sponsored agencies | $13,638,000 | 683 |
| Privately issued | $15,193,000 | 323 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $55,040,000 | 1,790 |
| Total debt securities | $55,040,000 | 2,036 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $16,585,000 | 4,988 |
| U.S. Government securities | $15,058,000 | 4,422 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $15,058,000 | 4,312 |
| Securities issued by states & political subdivisions | $1,527,000 | 4,560 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,011,000 | 5,728 |
| Mortgage-backed securities | $0 | 6,691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $16,585,000 | 4,398 |
| Total debt securities | $16,585,000 | 4,944 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $14,085,000 | 5,427 |
| U.S. Government securities | $12,555,000 | 4,944 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $12,555,000 | 4,815 |
| Securities issued by states & political subdivisions | $1,530,000 | 4,570 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,025,000 | 6,243 |
| Mortgage-backed securities | $0 | 6,730 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $14,085,000 | 4,819 |
| Total debt securities | $14,085,000 | 5,377 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $19,067,000 | 4,710 |
| U.S. Government securities | $17,535,000 | 4,120 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $17,535,000 | 4,005 |
| Securities issued by states & political subdivisions | $1,532,000 | 4,595 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,985,000 | 4,049 |
| Mortgage-backed securities | $0 | 6,779 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $19,067,000 | 4,124 |
| Total debt securities | $19,068,000 | 4,661 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $13,847,000 | 5,506 |
| U.S. Government securities | $12,323,000 | 5,047 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $12,323,000 | 4,913 |
| Securities issued by states & political subdivisions | $1,524,000 | 4,617 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,370,000 | 4,222 |
| Mortgage-backed securities | $0 | 6,845 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $13,847,000 | 4,853 |
| Total debt securities | $13,847,000 | 5,458 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 837 |
| Fair value | $4,900,000 | 842 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $13,916,000 | 5,553 |
| U.S. Government securities | $12,381,000 | 5,055 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $12,381,000 | 4,921 |
| Securities issued by states & political subdivisions | $1,535,000 | 4,634 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,398,000 | 4,209 |
| Mortgage-backed securities | $0 | 6,885 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $13,916,000 | 4,884 |
| Total debt securities | $13,916,000 | 5,504 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 851 |
| Fair value | $4,920,000 | 866 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $15,022,000 | 5,368 |
| U.S. Government securities | $13,478,000 | 4,839 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $13,478,000 | 4,690 |
| Securities issued by states & political subdivisions | $1,544,000 | 4,660 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,956,000 | 5,411 |
| Mortgage-backed securities | $0 | 6,961 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $15,022,000 | 4,691 |
| Total debt securities | $15,022,000 | 5,316 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 864 |
| Fair value | $4,993,000 | 854 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $13,467,000 | 5,624 |
| U.S. Government securities | $12,893,000 | 4,924 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $12,893,000 | 4,780 |
| Securities issued by states & political subdivisions | $574,000 | 5,515 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,967,000 | 5,401 |
| Mortgage-backed securities | $0 | 6,997 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $13,467,000 | 4,948 |
| Total debt securities | $13,467,000 | 5,567 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $7,933,000 | 6,841 |
| U.S. Government securities | $7,933,000 | 6,139 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $7,933,000 | 5,998 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,971,000 | 5,381 |
| Mortgage-backed securities | $0 | 7,037 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $7,933,000 | 6,090 |
| Total debt securities | $7,933,000 | 6,784 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $5,898,000 | 7,411 |
| U.S. Government securities | $5,898,000 | 6,808 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,898,000 | 6,653 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,954,000 | 5,429 |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $5,898,000 | 6,612 |
| Total debt securities | $5,898,000 | 7,347 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $5,962,000 | 7,409 |
| U.S. Government securities | $5,962,000 | 6,802 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,962,000 | 6,646 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,986,000 | 5,435 |
| Mortgage-backed securities | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $5,962,000 | 6,608 |
| Total debt securities | $5,962,000 | 7,337 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $5,993,000 | 7,443 |
| U.S. Government securities | $5,993,000 | 6,815 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $5,993,000 | 6,655 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,509,000 | 5,640 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $5,993,000 | 6,628 |
| Total debt securities | $5,993,000 | 7,366 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $3,935,000 | 7,993 |
| U.S. Government securities | $3,935,000 | 7,542 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $3,935,000 | 7,382 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,447,000 | 5,693 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $3,935,000 | 7,209 |
| Total debt securities | $3,935,000 | 7,934 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $3,045,000 | 8,220 |
| U.S. Government securities | $3,045,000 | 7,804 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $3,045,000 | 7,642 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,035,000 | 6,490 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $3,045,000 | 7,400 |
| Total debt securities | $3,045,000 | 8,151 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $7,019,000 | 7,309 |
| U.S. Government securities | $7,019,000 | 6,592 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $7,019,000 | 6,426 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,003,000 | 6,527 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $7,019,000 | 6,486 |
| Total debt securities | $7,019,000 | 7,228 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $6,025,000 | 7,515 |
| U.S. Government securities | $6,025,000 | 6,802 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $6,025,000 | 6,623 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,008,000 | 6,531 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $6,025,000 | 6,713 |
| Total debt securities | $6,025,000 | 7,430 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $7,048,000 | 7,209 |
| U.S. Government securities | $7,048,000 | 6,388 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $7,048,000 | 6,217 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,015,000 | 6,544 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $7,048,000 | 6,407 |
| Total debt securities | $7,048,000 | 7,117 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $7,047,000 | 7,262 |
| U.S. Government securities | $7,047,000 | 6,437 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $7,047,000 | 6,254 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,017,000 | 6,575 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $7,047,000 | 6,448 |
| Total debt securities | $7,047,000 | 7,167 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $5,068,000 | 7,817 |
| U.S. Government securities | $5,068,000 | 7,137 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $5,068,000 | 6,928 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,021,000 | 6,580 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $5,068,000 | 6,937 |
| Total debt securities | $5,068,000 | 7,739 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |