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Washington Federal Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $2,433,516,000 | 128 |
| U.S. Government securities | $1,588,201,000 | 130 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $1,588,201,000 | 121 |
| Securities issued by states & political subdivisions | $35,206,000 | 1,216 |
| Other domestic debt securities | $780,332,000 | 70 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $561,303,000 | 21 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $219,029,000 | 50 |
| Foreign debt securities | $29,777,000 | 41 |
| 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 | $1,411,681,000 | 121 |
| Mortgage-backed securities | $1,355,841,000 | 117 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $677,674,000 | 118 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $493,173,000 | 91 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $184,994,000 | 95 |
| Held to maturity securities (book value) | $415,078,000 | 158 |
| Available-for-sale securities (fair market value) | $2,018,438,000 | 118 |
| Total debt securities | $2,433,518,000 | 126 |
| Structured notes | ||
| Amortized cost | $131,694,000 | 16 |
| Fair value | $119,830,000 | 16 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $2,418,685,000 | 128 |
| U.S. Government securities | $1,553,485,000 | 132 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $1,553,485,000 | 120 |
| Securities issued by states & political subdivisions | $34,662,000 | 1,202 |
| Other domestic debt securities | $802,420,000 | 66 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $588,015,000 | 21 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $214,405,000 | 49 |
| Foreign debt securities | $28,118,000 | 42 |
| 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 | $1,222,483,000 | 128 |
| Mortgage-backed securities | $1,336,431,000 | 121 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $672,728,000 | 120 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $494,457,000 | 89 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $169,246,000 | 100 |
| Held to maturity securities (book value) | $423,587,000 | 157 |
| Available-for-sale securities (fair market value) | $1,995,098,000 | 116 |
| Total debt securities | $2,418,684,000 | 126 |
| Structured notes | ||
| Amortized cost | $131,776,000 | 15 |
| Fair value | $115,264,000 | 15 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $2,470,404,000 | 128 |
| U.S. Government securities | $1,576,941,000 | 135 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $1,576,941,000 | 124 |
| Securities issued by states & political subdivisions | $35,048,000 | 1,243 |
| Other domestic debt securities | $828,911,000 | 61 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $611,783,000 | 21 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $217,128,000 | 49 |
| Foreign debt securities | $29,504,000 | 45 |
| 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 | $1,323,716,000 | 120 |
| Mortgage-backed securities | $1,384,381,000 | 119 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $673,310,000 | 117 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $525,858,000 | 85 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $185,213,000 | 90 |
| Held to maturity securities (book value) | $434,171,000 | 153 |
| Available-for-sale securities (fair market value) | $2,036,233,000 | 116 |
| Total debt securities | $2,470,404,000 | 125 |
| Structured notes | ||
| Amortized cost | $131,859,000 | 17 |
| Fair value | $117,894,000 | 17 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $2,451,485,000 | 137 |
| U.S. Government securities | $1,439,738,000 | 155 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $1,439,738,000 | 132 |
| Securities issued by states & political subdivisions | $35,297,000 | 1,279 |
| Other domestic debt securities | $922,059,000 | 62 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $654,070,000 | 19 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $267,989,000 | 43 |
| Foreign debt securities | $54,391,000 | 31 |
| 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 | $1,375,093,000 | 113 |
| Mortgage-backed securities | $1,344,965,000 | 129 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $693,352,000 | 122 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $555,180,000 | 88 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $96,433,000 | 130 |
| Held to maturity securities (book value) | $445,222,000 | 157 |
| Available-for-sale securities (fair market value) | $2,006,263,000 | 124 |
| Total debt securities | $2,451,485,000 | 135 |
| Structured notes | ||
| Amortized cost | $156,941,000 | 15 |
| Fair value | $144,011,000 | 15 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $2,513,281,000 | 140 |
| U.S. Government securities | $1,465,168,000 | 162 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $1,465,168,000 | 136 |
| Securities issued by states & political subdivisions | $35,054,000 | 1,320 |
| Other domestic debt securities | $959,575,000 | 61 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $696,572,000 | 20 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $263,003,000 | 47 |
| Foreign debt securities | $53,484,000 | 32 |
| 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 | $740,236,000 | 157 |
| Mortgage-backed securities | $1,365,279,000 | 134 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $705,422,000 | 129 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $584,386,000 | 90 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $75,471,000 | 157 |
| Held to maturity securities (book value) | $453,443,000 | 162 |
| Available-for-sale securities (fair market value) | $2,059,838,000 | 131 |
| Total debt securities | $2,513,281,000 | 138 |
| Structured notes | ||
| Amortized cost | $157,023,000 | 19 |
| Fair value | $139,598,000 | 19 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $2,514,337,000 | 143 |
| U.S. Government securities | $1,398,618,000 | 165 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $1,398,618,000 | 144 |
| Securities issued by states & political subdivisions | $34,961,000 | 1,327 |
| Other domestic debt securities | $1,080,758,000 | 52 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $767,002,000 | 19 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $313,756,000 | 45 |
| 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 | $596,701,000 | 172 |
| Mortgage-backed securities | $1,359,264,000 | 138 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $716,423,000 | 129 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $586,905,000 | 94 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $55,936,000 | 206 |
| Held to maturity securities (book value) | $463,300,000 | 160 |
| Available-for-sale securities (fair market value) | $2,051,037,000 | 135 |
| Total debt securities | $2,514,337,000 | 140 |
| Structured notes | ||
| Amortized cost | $157,106,000 | 18 |
| Fair value | $138,511,000 | 18 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $2,628,617,000 | 140 |
| U.S. Government securities | $1,431,429,000 | 166 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $1,431,429,000 | 147 |
| Securities issued by states & political subdivisions | $37,231,000 | 1,299 |
| Other domestic debt securities | $1,159,957,000 | 48 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $838,033,000 | 19 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $321,924,000 | 45 |
| 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 | $631,057,000 | 168 |
| Mortgage-backed securities | $1,385,967,000 | 138 |
| Certificates of participation in pools of residential mortgages | $760,484,000 | 129 |
| Issued or guaranteed by U.S. | $760,484,000 | 128 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $562,423,000 | 107 |
| CMOs issued by government agencies or sponsored agencies | $562,423,000 | 96 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $63,060,000 | 306 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $63,060,000 | 214 |
| Held to maturity securities (book value) | $477,884,000 | 152 |
| Available-for-sale securities (fair market value) | $2,150,733,000 | 134 |
| Total debt securities | $2,628,615,000 | 137 |
| Structured notes | ||
| Amortized cost | $157,188,000 | 17 |
| Fair value | $144,329,000 | 17 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $2,210,825,000 | 162 |
| U.S. Government securities | $948,933,000 | 222 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $948,933,000 | 197 |
| Securities issued by states & political subdivisions | $38,468,000 | 1,302 |
| Other domestic debt securities | $1,223,424,000 | 48 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $889,426,000 | 20 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $333,998,000 | 44 |
| 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 | $584,789,000 | 170 |
| Mortgage-backed securities | $899,123,000 | 184 |
| Certificates of participation in pools of residential mortgages | $622,703,000 | 157 |
| Issued or guaranteed by U.S. | $622,703,000 | 156 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $210,650,000 | 186 |
| CMOs issued by government agencies or sponsored agencies | $210,650,000 | 158 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $65,770,000 | 309 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $65,770,000 | 212 |
| Held to maturity securities (book value) | $301,221,000 | 185 |
| Available-for-sale securities (fair market value) | $1,909,604,000 | 152 |
| Total debt securities | $2,210,825,000 | 158 |
| Structured notes | ||
| Amortized cost | $157,270,000 | 17 |
| Fair value | $151,540,000 | 16 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $2,272,526,000 | 161 |
| U.S. Government securities | $924,298,000 | 220 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $924,298,000 | 203 |
| Securities issued by states & political subdivisions | $40,148,000 | 1,309 |
| Other domestic debt securities | $1,308,080,000 | 44 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $959,894,000 | 20 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $348,186,000 | 42 |
| 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 | $644,452,000 | 157 |
| Mortgage-backed securities | $866,731,000 | 189 |
| Certificates of participation in pools of residential mortgages | $674,408,000 | 145 |
| Issued or guaranteed by U.S. | $674,408,000 | 144 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $119,698,000 | 275 |
| CMOs issued by government agencies or sponsored agencies | $119,698,000 | 250 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $72,625,000 | 288 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $72,625,000 | 202 |
| Held to maturity securities (book value) | $326,387,000 | 140 |
| Available-for-sale securities (fair market value) | $1,946,139,000 | 150 |
| Total debt securities | $2,272,526,000 | 160 |
| Structured notes | ||
| Amortized cost | $157,352,000 | 14 |
| Fair value | $160,348,000 | 14 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $2,504,284,000 | 145 |
| U.S. Government securities | $1,034,630,000 | 194 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $1,034,630,000 | 180 |
| Securities issued by states & political subdivisions | $39,985,000 | 1,276 |
| Other domestic debt securities | $1,429,669,000 | 42 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,078,681,000 | 19 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $350,988,000 | 44 |
| 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 | $580,466,000 | 163 |
| Mortgage-backed securities | $972,852,000 | 170 |
| Certificates of participation in pools of residential mortgages | $753,737,000 | 128 |
| Issued or guaranteed by U.S. | $753,737,000 | 127 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $131,926,000 | 257 |
| CMOs issued by government agencies or sponsored agencies | $131,926,000 | 234 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $87,189,000 | 254 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $87,189,000 | 179 |
| Held to maturity securities (book value) | $366,025,000 | 120 |
| Available-for-sale securities (fair market value) | $2,138,259,000 | 140 |
| Total debt securities | $2,504,284,000 | 144 |
| Structured notes | ||
| Amortized cost | $157,435,000 | 10 |
| Fair value | $161,685,000 | 10 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $2,708,404,000 | 133 |
| U.S. Government securities | $1,164,584,000 | 177 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $1,164,584,000 | 163 |
| Securities issued by states & political subdivisions | $39,337,000 | 1,250 |
| Other domestic debt securities | $1,504,483,000 | 36 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,132,155,000 | 17 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $372,328,000 | 37 |
| 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 | $604,152,000 | 158 |
| Mortgage-backed securities | $1,097,100,000 | 156 |
| Certificates of participation in pools of residential mortgages | $848,710,000 | 106 |
| Issued or guaranteed by U.S. | $848,710,000 | 105 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $148,001,000 | 229 |
| CMOs issued by government agencies or sponsored agencies | $148,001,000 | 212 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $100,389,000 | 220 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $100,389,000 | 146 |
| Held to maturity securities (book value) | $415,748,000 | 103 |
| Available-for-sale securities (fair market value) | $2,292,656,000 | 129 |
| Total debt securities | $2,708,404,000 | 132 |
| Structured notes | ||
| Amortized cost | $157,517,000 | 8 |
| Fair value | $162,415,000 | 8 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $2,932,991,000 | 125 |
| U.S. Government securities | $1,326,057,000 | 151 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $1,326,057,000 | 142 |
| Securities issued by states & political subdivisions | $38,669,000 | 1,220 |
| Other domestic debt securities | $1,568,265,000 | 30 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,183,977,000 | 17 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $380,114,000 | 30 |
| 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 | $539,567,000 | 166 |
| Mortgage-backed securities | $1,258,719,000 | 137 |
| Certificates of participation in pools of residential mortgages | $973,878,000 | 96 |
| Issued or guaranteed by U.S. | $973,878,000 | 96 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $167,126,000 | 208 |
| CMOs issued by government agencies or sponsored agencies | $167,126,000 | 191 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $117,715,000 | 189 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $117,715,000 | 131 |
| Held to maturity securities (book value) | $494,089,000 | 86 |
| Available-for-sale securities (fair market value) | $2,438,902,000 | 119 |
| Total debt securities | $2,932,991,000 | 124 |
| Structured notes | ||
| Amortized cost | $157,599,000 | 9 |
| Fair value | $160,335,000 | 9 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $3,069,816,000 | 117 |
| U.S. Government securities | $1,527,806,000 | 134 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $1,527,806,000 | 126 |
| Securities issued by states & political subdivisions | $38,703,000 | 1,164 |
| Other domestic debt securities | $1,503,307,000 | 30 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,210,356,000 | 16 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $287,394,000 | 43 |
| 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 | $522,275,000 | 171 |
| Mortgage-backed securities | $1,455,082,000 | 125 |
| Certificates of participation in pools of residential mortgages | $1,124,732,000 | 84 |
| Issued or guaranteed by U.S. | $1,124,732,000 | 84 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $186,765,000 | 189 |
| CMOs issued by government agencies or sponsored agencies | $186,765,000 | 171 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $143,585,000 | 170 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $143,585,000 | 119 |
| Held to maturity securities (book value) | $586,871,000 | 69 |
| Available-for-sale securities (fair market value) | $2,482,945,000 | 115 |
| Total debt securities | $3,069,816,000 | 116 |
| Structured notes | ||
| Amortized cost | $76,980,000 | 9 |
| Fair value | $80,940,000 | 9 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $2,955,330,000 | 113 |
| U.S. Government securities | $1,686,010,000 | 122 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $1,686,010,000 | 113 |
| Securities issued by states & political subdivisions | $38,314,000 | 1,088 |
| Other domestic debt securities | $1,231,006,000 | 33 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $936,917,000 | 19 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $287,185,000 | 42 |
| 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 | $470,749,000 | 178 |
| Mortgage-backed securities | $1,674,090,000 | 111 |
| Certificates of participation in pools of residential mortgages | $1,324,225,000 | 77 |
| Issued or guaranteed by U.S. | $1,324,225,000 | 77 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $184,444,000 | 182 |
| CMOs issued by government agencies or sponsored agencies | $184,444,000 | 170 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $165,421,000 | 156 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $165,421,000 | 110 |
| Held to maturity securities (book value) | $705,838,000 | 58 |
| Available-for-sale securities (fair market value) | $2,249,492,000 | 117 |
| Total debt securities | $2,955,330,000 | 111 |
| Structured notes | ||
| Amortized cost | $231,164,000 | 4 |
| Fair value | $238,401,000 | 4 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $2,891,276,000 | 110 |
| U.S. Government securities | $1,874,993,000 | 115 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $1,874,993,000 | 104 |
| Securities issued by states & political subdivisions | $38,041,000 | 1,013 |
| Other domestic debt securities | $978,242,000 | 34 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $649,230,000 | 20 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $322,000,000 | 40 |
| 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 | $509,050,000 | 171 |
| Mortgage-backed securities | $1,861,330,000 | 97 |
| Certificates of participation in pools of residential mortgages | $1,523,425,000 | 67 |
| Issued or guaranteed by U.S. | $1,523,425,000 | 67 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $161,077,000 | 198 |
| CMOs issued by government agencies or sponsored agencies | $161,077,000 | 183 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $176,828,000 | 148 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $176,828,000 | 107 |
| Held to maturity securities (book value) | $827,316,000 | 56 |
| Available-for-sale securities (fair market value) | $2,063,960,000 | 121 |
| Total debt securities | $2,891,276,000 | 108 |
| Structured notes | ||
| Amortized cost | $241,037,000 | 4 |
| Fair value | $246,662,000 | 4 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $2,613,301,000 | 113 |
| U.S. Government securities | $2,006,957,000 | 111 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $2,006,957,000 | 102 |
| Securities issued by states & political subdivisions | $21,998,000 | 1,448 |
| Other domestic debt securities | $584,346,000 | 45 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $317,810,000 | 29 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $259,524,000 | 37 |
| 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 | $515,895,000 | 166 |
| Mortgage-backed securities | $1,993,419,000 | 95 |
| Certificates of participation in pools of residential mortgages | $1,693,988,000 | 60 |
| Issued or guaranteed by U.S. | $1,693,988,000 | 60 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $122,092,000 | 232 |
| CMOs issued by government agencies or sponsored agencies | $122,092,000 | 219 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $177,339,000 | 147 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $177,339,000 | 106 |
| Held to maturity securities (book value) | $920,255,000 | 52 |
| Available-for-sale securities (fair market value) | $1,693,046,000 | 130 |
| Total debt securities | $2,613,301,000 | 112 |
| Structured notes | ||
| Amortized cost | $244,204,000 | 4 |
| Fair value | $239,130,000 | 4 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $2,856,279,000 | 105 |
| U.S. Government securities | $2,298,265,000 | 100 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $2,298,265,000 | 89 |
| Securities issued by states & political subdivisions | $22,490,000 | 1,395 |
| Other domestic debt securities | $535,524,000 | 47 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $12,100,000 | 84 |
| Asset backed securities | $312,775,000 | 28 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $210,649,000 | 40 |
| 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 | $518,769,000 | 142 |
| Mortgage-backed securities | $2,289,627,000 | 86 |
| Certificates of participation in pools of residential mortgages | $1,885,604,000 | 57 |
| Issued or guaranteed by U.S. | $1,885,604,000 | 57 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $127,934,000 | 229 |
| CMOs issued by government agencies or sponsored agencies | $127,934,000 | 213 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $276,089,000 | 113 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $276,089,000 | 80 |
| Held to maturity securities (book value) | $1,360,693,000 | 48 |
| Available-for-sale securities (fair market value) | $1,495,586,000 | 137 |
| Total debt securities | $2,856,279,000 | 103 |
| Structured notes | ||
| Amortized cost | $186,974,000 | 6 |
| Fair value | $190,475,000 | 6 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $2,929,222,000 | 97 |
| U.S. Government securities | $2,432,128,000 | 95 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $2,432,128,000 | 84 |
| Securities issued by states & political subdivisions | $22,642,000 | 1,383 |
| Other domestic debt securities | $474,452,000 | 57 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $15,000,000 | 78 |
| Asset backed securities | $249,690,000 | 35 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $209,762,000 | 41 |
| 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 | $532,077,000 | 140 |
| Mortgage-backed securities | $2,426,040,000 | 78 |
| Certificates of participation in pools of residential mortgages | $2,006,653,000 | 55 |
| Issued or guaranteed by U.S. | $2,006,653,000 | 55 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $135,530,000 | 217 |
| CMOs issued by government agencies or sponsored agencies | $135,530,000 | 206 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $283,857,000 | 110 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $283,857,000 | 77 |
| Held to maturity securities (book value) | $1,443,480,000 | 52 |
| Available-for-sale securities (fair market value) | $1,485,742,000 | 137 |
| Total debt securities | $2,929,222,000 | 95 |
| Structured notes | ||
| Amortized cost | $186,863,000 | 7 |
| Fair value | $189,617,000 | 7 |
| 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 | $3,016,114,000 | 90 |
| U.S. Government securities | $2,542,476,000 | 83 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $2,542,476,000 | 73 |
| Securities issued by states & political subdivisions | $22,885,000 | 1,403 |
| Other domestic debt securities | $450,753,000 | 59 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $15,000,000 | 76 |
| Asset backed securities | $227,045,000 | 36 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $208,708,000 | 42 |
| 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 | $554,144,000 | 139 |
| Mortgage-backed securities | $2,535,579,000 | 73 |
| Certificates of participation in pools of residential mortgages | $2,109,266,000 | 49 |
| Issued or guaranteed by U.S. | $2,109,266,000 | 49 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $143,750,000 | 204 |
| CMOs issued by government agencies or sponsored agencies | $143,750,000 | 197 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $282,563,000 | 104 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $282,563,000 | 72 |
| Held to maturity securities (book value) | $1,508,176,000 | 50 |
| Available-for-sale securities (fair market value) | $1,507,938,000 | 134 |
| Total debt securities | $3,016,114,000 | 89 |
| Structured notes | ||
| Amortized cost | $186,752,000 | 8 |
| Fair value | $188,708,000 | 8 |
| 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 | $3,099,289,000 | 91 |
| U.S. Government securities | $2,590,162,000 | 83 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $2,590,162,000 | 74 |
| Securities issued by states & political subdivisions | $22,408,000 | 1,489 |
| Other domestic debt securities | $436,711,000 | 56 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $15,000,000 | 70 |
| Asset backed securities | $213,737,000 | 34 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $207,974,000 | 40 |
| Foreign debt securities | $50,008,000 | 31 |
| 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 | $562,120,000 | 143 |
| Mortgage-backed securities | $2,583,619,000 | 74 |
| Certificates of participation in pools of residential mortgages | $2,157,497,000 | 49 |
| Issued or guaranteed by U.S. | $2,157,497,000 | 49 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $150,298,000 | 201 |
| CMOs issued by government agencies or sponsored agencies | $150,298,000 | 195 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $275,824,000 | 99 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $275,824,000 | 71 |
| Held to maturity securities (book value) | $1,553,683,000 | 51 |
| Available-for-sale securities (fair market value) | $1,545,606,000 | 133 |
| Total debt securities | $3,099,289,000 | 90 |
| Structured notes | ||
| Amortized cost | $236,641,000 | 8 |
| Fair value | $238,455,000 | 8 |
| 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 | $3,038,156,000 | 93 |
| U.S. Government securities | $2,598,507,000 | 84 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $2,598,507,000 | 75 |
| Securities issued by states & political subdivisions | $23,058,000 | 1,481 |
| Other domestic debt securities | $368,726,000 | 63 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $15,000,000 | 65 |
| Asset backed securities | $179,050,000 | 39 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $174,676,000 | 45 |
| Foreign debt securities | $47,865,000 | 32 |
| 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 | $576,302,000 | 140 |
| Mortgage-backed securities | $2,591,853,000 | 72 |
| Certificates of participation in pools of residential mortgages | $2,197,243,000 | 49 |
| Issued or guaranteed by U.S. | $2,197,243,000 | 49 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $155,208,000 | 200 |
| CMOs issued by government agencies or sponsored agencies | $155,208,000 | 194 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $239,402,000 | 102 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $239,402,000 | 72 |
| Held to maturity securities (book value) | $1,586,815,000 | 52 |
| Available-for-sale securities (fair market value) | $1,451,341,000 | 141 |
| Total debt securities | $3,038,156,000 | 92 |
| Structured notes | ||
| Amortized cost | $206,418,000 | 7 |
| Fair value | $203,216,000 | 7 |
| 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 | $2,940,377,000 | 89 |
| U.S. Government securities | $2,527,845,000 | 81 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $2,527,845,000 | 73 |
| Securities issued by states & political subdivisions | $22,978,000 | 1,485 |
| Other domestic debt securities | $339,994,000 | 67 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $18,462,000 | 59 |
| Asset backed securities | $185,907,000 | 36 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $135,625,000 | 49 |
| Foreign debt securities | $49,072,000 | 32 |
| Equity securities | $488,000 | 345 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $592,996,000 | 139 |
| Mortgage-backed securities | $2,524,921,000 | 71 |
| Certificates of participation in pools of residential mortgages | $2,229,696,000 | 50 |
| Issued or guaranteed by U.S. | $2,229,696,000 | 50 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $161,080,000 | 195 |
| CMOs issued by government agencies or sponsored agencies | $161,080,000 | 189 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $134,145,000 | 142 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $134,145,000 | 98 |
| Held to maturity securities (book value) | $1,625,420,000 | 52 |
| Available-for-sale securities (fair market value) | $1,314,957,000 | 142 |
| Total debt securities | $2,939,890,000 | 88 |
| Structured notes | ||
| Amortized cost | $163,762,000 | 8 |
| Fair value | $164,696,000 | 7 |
| 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 | $2,925,851,000 | 89 |
| U.S. Government securities | $2,506,380,000 | 79 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $2,506,380,000 | 73 |
| Securities issued by states & political subdivisions | $22,755,000 | 1,551 |
| Other domestic debt securities | $346,859,000 | 61 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $18,465,000 | 55 |
| Asset backed securities | $193,528,000 | 33 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $134,866,000 | 50 |
| Foreign debt securities | $49,366,000 | 33 |
| Equity securities | $491,000 | 355 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $444,171,000 | 178 |
| Mortgage-backed securities | $2,502,364,000 | 71 |
| Certificates of participation in pools of residential mortgages | $2,304,214,000 | 49 |
| Issued or guaranteed by U.S. | $2,304,214,000 | 49 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $169,677,000 | 187 |
| CMOs issued by government agencies or sponsored agencies | $169,677,000 | 181 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $28,473,000 | 327 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $28,473,000 | 206 |
| Held to maturity securities (book value) | $1,670,450,000 | 52 |
| Available-for-sale securities (fair market value) | $1,255,401,000 | 145 |
| Total debt securities | $2,925,360,000 | 88 |
| Structured notes | ||
| Amortized cost | $163,727,000 | 8 |
| Fair value | $164,507,000 | 7 |
| 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 | $2,985,837,000 | 89 |
| U.S. Government securities | $2,594,424,000 | 79 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $2,594,424,000 | 73 |
| Securities issued by states & political subdivisions | $26,196,000 | 1,406 |
| Other domestic debt securities | $315,464,000 | 63 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $23,361,000 | 47 |
| Asset backed securities | $157,903,000 | 37 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $134,200,000 | 48 |
| Foreign debt securities | $49,258,000 | 32 |
| Equity securities | $495,000 | 377 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $539,889,000 | 154 |
| Mortgage-backed securities | $2,591,749,000 | 69 |
| Certificates of participation in pools of residential mortgages | $2,380,617,000 | 46 |
| Issued or guaranteed by U.S. | $2,380,617,000 | 46 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $177,660,000 | 182 |
| CMOs issued by government agencies or sponsored agencies | $177,660,000 | 177 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $33,472,000 | 278 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $33,472,000 | 188 |
| Held to maturity securities (book value) | $1,716,566,000 | 51 |
| Available-for-sale securities (fair market value) | $1,269,271,000 | 144 |
| Total debt securities | $2,985,342,000 | 86 |
| Structured notes | ||
| Amortized cost | $163,692,000 | 8 |
| Fair value | $163,416,000 | 7 |
| 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 | $3,011,741,000 | 84 |
| U.S. Government securities | $2,610,070,000 | 75 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $2,610,070,000 | 69 |
| Securities issued by states & political subdivisions | $26,211,000 | 1,471 |
| Other domestic debt securities | $325,265,000 | 58 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $23,366,000 | 49 |
| Asset backed securities | $167,175,000 | 34 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $134,724,000 | 47 |
| Foreign debt securities | $49,692,000 | 32 |
| Equity securities | $503,000 | 597 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $534,450,000 | 154 |
| Mortgage-backed securities | $2,605,741,000 | 68 |
| Certificates of participation in pools of residential mortgages | $2,385,879,000 | 48 |
| Issued or guaranteed by U.S. | $2,385,879,000 | 48 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $186,128,000 | 171 |
| CMOs issued by government agencies or sponsored agencies | $186,128,000 | 166 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $33,734,000 | 273 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $33,734,000 | 180 |
| Held to maturity securities (book value) | $1,765,886,000 | 49 |
| Available-for-sale securities (fair market value) | $1,245,855,000 | 142 |
| Total debt securities | $3,011,238,000 | 82 |
| Structured notes | ||
| Amortized cost | $163,657,000 | 8 |
| Fair value | $164,241,000 | 8 |
| 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 | $2,913,065,000 | 84 |
| U.S. Government securities | $2,514,999,000 | 76 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $2,514,999,000 | 70 |
| Securities issued by states & political subdivisions | $26,623,000 | 1,467 |
| Other domestic debt securities | $320,726,000 | 63 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $8,391,000 | 64 |
| Asset backed securities | $177,232,000 | 32 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $135,103,000 | 45 |
| Foreign debt securities | $50,195,000 | 32 |
| Equity securities | $522,000 | 605 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $512,869,000 | 158 |
| Mortgage-backed securities | $2,489,544,000 | 69 |
| Certificates of participation in pools of residential mortgages | $2,273,412,000 | 48 |
| Issued or guaranteed by U.S. | $2,273,412,000 | 48 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $197,243,000 | 163 |
| CMOs issued by government agencies or sponsored agencies | $197,243,000 | 157 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $18,889,000 | 358 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $18,889,000 | 236 |
| Held to maturity securities (book value) | $1,646,856,000 | 51 |
| Available-for-sale securities (fair market value) | $1,266,209,000 | 140 |
| Total debt securities | $2,912,543,000 | 83 |
| Structured notes | ||
| Amortized cost | $163,622,000 | 8 |
| Fair value | $165,323,000 | 8 |
| 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 | $2,921,942,000 | 86 |
| U.S. Government securities | $2,487,323,000 | 76 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $2,487,323,000 | 69 |
| Securities issued by states & political subdivisions | $26,736,000 | 1,478 |
| Other domestic debt securities | $357,617,000 | 62 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $8,309,000 | 63 |
| Asset backed securities | $187,843,000 | 34 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $161,465,000 | 43 |
| Foreign debt securities | $49,744,000 | 34 |
| Equity securities | $522,000 | 613 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $420,665,000 | 190 |
| Mortgage-backed securities | $2,461,230,000 | 68 |
| Certificates of participation in pools of residential mortgages | $2,234,904,000 | 49 |
| Issued or guaranteed by U.S. | $2,234,904,000 | 48 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $207,546,000 | 161 |
| CMOs issued by government agencies or sponsored agencies | $207,546,000 | 152 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $18,780,000 | 350 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $18,780,000 | 230 |
| Held to maturity securities (book value) | $1,651,528,000 | 47 |
| Available-for-sale securities (fair market value) | $1,270,414,000 | 138 |
| Total debt securities | $2,921,420,000 | 84 |
| Structured notes | ||
| Amortized cost | $163,587,000 | 9 |
| Fair value | $163,457,000 | 9 |
| 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 | $3,086,432,000 | 80 |
| U.S. Government securities | $2,595,514,000 | 76 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $2,595,514,000 | 69 |
| Securities issued by states & political subdivisions | $26,654,000 | 1,494 |
| Other domestic debt securities | $414,780,000 | 55 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $52,975,000 | 38 |
| Asset backed securities | $200,786,000 | 35 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $161,019,000 | 45 |
| Foreign debt securities | $48,962,000 | 35 |
| Equity securities | $522,000 | 614 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $371,432,000 | 207 |
| Mortgage-backed securities | $2,613,657,000 | 67 |
| Certificates of participation in pools of residential mortgages | $2,333,632,000 | 48 |
| Issued or guaranteed by U.S. | $2,333,632,000 | 47 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $216,563,000 | 160 |
| CMOs issued by government agencies or sponsored agencies | $216,563,000 | 147 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $63,462,000 | 183 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $63,462,000 | 121 |
| Held to maturity securities (book value) | $1,697,650,000 | 48 |
| Available-for-sale securities (fair market value) | $1,388,782,000 | 122 |
| Total debt securities | $3,085,910,000 | 79 |
| Structured notes | ||
| Amortized cost | $163,552,000 | 9 |
| Fair value | $161,975,000 | 9 |
| 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 | $3,193,945,000 | 78 |
| U.S. Government securities | $2,693,408,000 | 75 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,693,408,000 | 68 |
| Securities issued by states & political subdivisions | $26,459,000 | 1,488 |
| Other domestic debt securities | $424,690,000 | 51 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $52,814,000 | 36 |
| Asset backed securities | $212,717,000 | 33 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $159,159,000 | 44 |
| Foreign debt securities | $48,866,000 | 35 |
| Equity securities | $522,000 | 621 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $292,061,000 | 241 |
| Mortgage-backed securities | $2,711,671,000 | 64 |
| Certificates of participation in pools of residential mortgages | $2,422,890,000 | 43 |
| Issued or guaranteed by U.S. | $2,422,890,000 | 42 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $225,414,000 | 153 |
| CMOs issued by government agencies or sponsored agencies | $225,414,000 | 140 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $63,367,000 | 176 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $63,367,000 | 114 |
| Held to maturity securities (book value) | $1,752,010,000 | 45 |
| Available-for-sale securities (fair market value) | $1,441,935,000 | 114 |
| Total debt securities | $3,193,423,000 | 77 |
| Structured notes | ||
| Amortized cost | $163,516,000 | 10 |
| Fair value | $161,285,000 | 10 |
| 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 | $3,340,493,000 | 72 |
| U.S. Government securities | $2,420,967,000 | 73 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $2,420,967,000 | 71 |
| Securities issued by states & political subdivisions | $27,668,000 | 1,441 |
| Other domestic debt securities | $488,789,000 | 50 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $79,870,000 | 32 |
| Asset backed securities | $223,780,000 | 31 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $185,139,000 | 44 |
| Foreign debt securities | $301,245,000 | 18 |
| Equity securities | $101,824,000 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $277,617,000 | 253 |
| Mortgage-backed securities | $2,490,510,000 | 68 |
| Certificates of participation in pools of residential mortgages | $2,154,348,000 | 45 |
| Issued or guaranteed by U.S. | $2,154,348,000 | 44 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $245,346,000 | 146 |
| CMOs issued by government agencies or sponsored agencies | $245,346,000 | 133 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $90,816,000 | 134 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $90,816,000 | 99 |
| Held to maturity securities (book value) | $1,417,599,000 | 50 |
| Available-for-sale securities (fair market value) | $1,922,894,000 | 97 |
| Total debt securities | $3,238,669,000 | 75 |
| Structured notes | ||
| Amortized cost | $163,481,000 | 9 |
| Fair value | $163,198,000 | 9 |
| 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 | $3,462,349,000 | 70 |
| U.S. Government securities | $2,555,295,000 | 73 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $2,555,295,000 | 67 |
| Securities issued by states & political subdivisions | $27,488,000 | 1,455 |
| Other domestic debt securities | $476,544,000 | 52 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $78,803,000 | 34 |
| Asset backed securities | $238,479,000 | 33 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $159,262,000 | 48 |
| Foreign debt securities | $301,137,000 | 18 |
| Equity securities | $101,885,000 | 16 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $297,047,000 | 233 |
| Mortgage-backed securities | $2,623,525,000 | 66 |
| Certificates of participation in pools of residential mortgages | $2,276,929,000 | 45 |
| Issued or guaranteed by U.S. | $2,276,929,000 | 43 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $262,058,000 | 146 |
| CMOs issued by government agencies or sponsored agencies | $262,058,000 | 133 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $84,538,000 | 128 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $84,538,000 | 96 |
| Held to maturity securities (book value) | $1,492,480,000 | 51 |
| Available-for-sale securities (fair market value) | $1,969,869,000 | 94 |
| Total debt securities | $3,360,465,000 | 70 |
| Structured notes | ||
| Amortized cost | $163,446,000 | 9 |
| Fair value | $162,504,000 | 9 |
| 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 | $3,655,173,000 | 68 |
| U.S. Government securities | $2,939,863,000 | 68 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $2,939,863,000 | 63 |
| Securities issued by states & political subdivisions | $27,335,000 | 1,435 |
| Other domestic debt securities | $285,191,000 | 77 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $80,115,000 | 33 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $205,076,000 | 46 |
| Foreign debt securities | $301,194,000 | 20 |
| Equity securities | $101,590,000 | 18 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $315,828,000 | 236 |
| Mortgage-backed securities | $2,755,434,000 | 64 |
| Certificates of participation in pools of residential mortgages | $2,385,283,000 | 43 |
| Issued or guaranteed by U.S. | $2,385,283,000 | 41 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $277,820,000 | 143 |
| CMOs issued by government agencies or sponsored agencies | $277,820,000 | 133 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $92,331,000 | 114 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $92,331,000 | 88 |
| Held to maturity securities (book value) | $1,558,087,000 | 50 |
| Available-for-sale securities (fair market value) | $2,097,086,000 | 87 |
| Total debt securities | $3,553,583,000 | 68 |
| Structured notes | ||
| Amortized cost | $183,411,000 | 10 |
| Fair value | $182,406,000 | 10 |
| 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 | $3,903,158,000 | 63 |
| U.S. Government securities | $3,189,332,000 | 65 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $3,189,332,000 | 61 |
| Securities issued by states & political subdivisions | $27,232,000 | 1,439 |
| Other domestic debt securities | $314,816,000 | 69 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $79,630,000 | 32 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $235,186,000 | 42 |
| Foreign debt securities | $270,220,000 | 20 |
| Equity securities | $101,558,000 | 15 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $224,271,000 | 317 |
| Mortgage-backed securities | $2,843,148,000 | 62 |
| Certificates of participation in pools of residential mortgages | $2,460,304,000 | 41 |
| Issued or guaranteed by U.S. | $2,460,304,000 | 39 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $287,153,000 | 140 |
| CMOs issued by government agencies or sponsored agencies | $287,153,000 | 130 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $95,691,000 | 102 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $95,691,000 | 81 |
| Held to maturity securities (book value) | $1,598,370,000 | 49 |
| Available-for-sale securities (fair market value) | $2,304,788,000 | 80 |
| Total debt securities | $3,801,601,000 | 63 |
| Structured notes | ||
| Amortized cost | $308,359,000 | 8 |
| Fair value | $306,313,000 | 8 |
| 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 | $4,023,779,000 | 63 |
| U.S. Government securities | $3,303,431,000 | 63 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $3,303,431,000 | 59 |
| Securities issued by states & political subdivisions | $27,123,000 | 1,450 |
| Other domestic debt securities | $320,840,000 | 67 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $85,473,000 | 29 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $235,367,000 | 41 |
| Foreign debt securities | $270,433,000 | 21 |
| Equity securities | $101,952,000 | 18 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $189,940,000 | 372 |
| Mortgage-backed securities | $2,906,440,000 | 62 |
| Certificates of participation in pools of residential mortgages | $2,557,303,000 | 40 |
| Issued or guaranteed by U.S. | $2,557,303,000 | 38 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $246,431,000 | 149 |
| CMOs issued by government agencies or sponsored agencies | $246,431,000 | 138 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $102,706,000 | 91 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $102,706,000 | 77 |
| Held to maturity securities (book value) | $1,643,216,000 | 44 |
| Available-for-sale securities (fair market value) | $2,380,563,000 | 77 |
| Total debt securities | $3,921,827,000 | 63 |
| Structured notes | ||
| Amortized cost | $349,538,000 | 6 |
| Fair value | $348,096,000 | 6 |
| 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 | $4,210,888,000 | 61 |
| U.S. Government securities | $3,465,664,000 | 60 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $3,465,664,000 | 56 |
| Securities issued by states & political subdivisions | $27,275,000 | 1,414 |
| Other domestic debt securities | $313,734,000 | 69 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $86,786,000 | 30 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $226,948,000 | 43 |
| Foreign debt securities | $301,768,000 | 19 |
| Equity securities | $102,447,000 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $218,405,000 | 326 |
| Mortgage-backed securities | $3,022,978,000 | 60 |
| Certificates of participation in pools of residential mortgages | $2,657,606,000 | 38 |
| Issued or guaranteed by U.S. | $2,657,606,000 | 36 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $257,760,000 | 151 |
| CMOs issued by government agencies or sponsored agencies | $257,760,000 | 140 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $107,612,000 | 82 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $107,612,000 | 69 |
| Held to maturity securities (book value) | $1,586,514,000 | 48 |
| Available-for-sale securities (fair market value) | $2,624,374,000 | 69 |
| Total debt securities | $4,108,441,000 | 62 |
| Structured notes | ||
| Amortized cost | $374,502,000 | 8 |
| Fair value | $375,103,000 | 7 |
| 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 | $4,236,687,000 | 61 |
| U.S. Government securities | $3,495,071,000 | 61 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $3,495,071,000 | 56 |
| Securities issued by states & political subdivisions | $24,014,000 | 1,565 |
| Other domestic debt securities | $313,728,000 | 66 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $86,761,000 | 29 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $226,967,000 | 41 |
| Foreign debt securities | $301,597,000 | 20 |
| Equity securities | $102,277,000 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $279,118,000 | 261 |
| Mortgage-backed securities | $3,047,388,000 | 59 |
| Certificates of participation in pools of residential mortgages | $2,667,736,000 | 37 |
| Issued or guaranteed by U.S. | $2,667,736,000 | 35 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $268,990,000 | 148 |
| CMOs issued by government agencies or sponsored agencies | $268,990,000 | 137 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $110,662,000 | 80 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $110,662,000 | 67 |
| Held to maturity securities (book value) | $1,479,781,000 | 49 |
| Available-for-sale securities (fair market value) | $2,756,906,000 | 65 |
| Total debt securities | $4,134,411,000 | 62 |
| Structured notes | ||
| Amortized cost | $360,265,000 | 8 |
| Fair value | $361,043,000 | 8 |
| 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 | $4,411,275,000 | 59 |
| U.S. Government securities | $3,664,046,000 | 58 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $3,664,046,000 | 53 |
| Securities issued by states & political subdivisions | $24,068,000 | 1,572 |
| Other domestic debt securities | $621,525,000 | 43 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $93,586,000 | 29 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $527,939,000 | 21 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $101,636,000 | 21 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $291,469,000 | 252 |
| Mortgage-backed securities | $3,137,614,000 | 57 |
| Certificates of participation in pools of residential mortgages | $2,765,791,000 | 36 |
| Issued or guaranteed by U.S. | $2,765,791,000 | 34 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $278,237,000 | 147 |
| CMOs issued by government agencies or sponsored agencies | $278,237,000 | 137 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $93,586,000 | 88 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $93,586,000 | 72 |
| Held to maturity securities (book value) | $1,516,219,000 | 45 |
| Available-for-sale securities (fair market value) | $2,895,056,000 | 62 |
| Total debt securities | $4,309,639,000 | 59 |
| Structured notes | ||
| Amortized cost | $429,461,000 | 8 |
| Fair value | $429,345,000 | 8 |
| 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 | $4,597,707,000 | 56 |
| U.S. Government securities | $3,864,716,000 | 55 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $3,864,716,000 | 51 |
| Securities issued by states & political subdivisions | $23,681,000 | 1,595 |
| Other domestic debt securities | $607,923,000 | 43 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $98,916,000 | 28 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $509,007,000 | 23 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $101,387,000 | 23 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $303,395,000 | 240 |
| Mortgage-backed securities | $3,231,689,000 | 55 |
| Certificates of participation in pools of residential mortgages | $2,844,026,000 | 36 |
| Issued or guaranteed by U.S. | $2,844,026,000 | 34 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $288,747,000 | 143 |
| CMOs issued by government agencies or sponsored agencies | $288,747,000 | 132 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $98,916,000 | 83 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $98,916,000 | 68 |
| Held to maturity securities (book value) | $1,548,265,000 | 44 |
| Available-for-sale securities (fair market value) | $3,049,442,000 | 60 |
| Total debt securities | $4,496,322,000 | 57 |
| Structured notes | ||
| Amortized cost | $388,201,000 | 8 |
| Fair value | $388,021,000 | 8 |
| 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 | $4,686,874,000 | 56 |
| U.S. Government securities | $3,967,166,000 | 55 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $3,967,166,000 | 51 |
| Securities issued by states & political subdivisions | $23,277,000 | 1,619 |
| Other domestic debt securities | $594,450,000 | 45 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $109,367,000 | 29 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $485,083,000 | 24 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $101,981,000 | 23 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $326,746,000 | 220 |
| Mortgage-backed securities | $3,355,221,000 | 53 |
| Certificates of participation in pools of residential mortgages | $2,945,186,000 | 37 |
| Issued or guaranteed by U.S. | $2,945,186,000 | 35 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $300,668,000 | 140 |
| CMOs issued by government agencies or sponsored agencies | $300,668,000 | 130 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $109,367,000 | 79 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $109,367,000 | 63 |
| Held to maturity securities (book value) | $1,583,853,000 | 43 |
| Available-for-sale securities (fair market value) | $3,103,021,000 | 61 |
| Total debt securities | $4,584,892,000 | 56 |
| Structured notes | ||
| Amortized cost | $438,165,000 | 7 |
| Fair value | $439,760,000 | 6 |
| 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 | $4,721,878,000 | 56 |
| U.S. Government securities | $4,103,432,000 | 53 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $4,103,432,000 | 51 |
| Securities issued by states & political subdivisions | $22,912,000 | 1,641 |
| Other domestic debt securities | $494,037,000 | 51 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $59,467,000 | 35 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $434,570,000 | 26 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $101,497,000 | 23 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $264,288,000 | 273 |
| Mortgage-backed securities | $3,380,642,000 | 54 |
| Certificates of participation in pools of residential mortgages | $3,011,566,000 | 36 |
| Issued or guaranteed by U.S. | $3,011,566,000 | 34 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $309,609,000 | 138 |
| CMOs issued by government agencies or sponsored agencies | $309,609,000 | 129 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $59,467,000 | 108 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $59,467,000 | 75 |
| Held to maturity securities (book value) | $1,611,303,000 | 43 |
| Available-for-sale securities (fair market value) | $3,110,575,000 | 62 |
| Total debt securities | $4,620,381,000 | 56 |
| Structured notes | ||
| Amortized cost | $438,130,000 | 7 |
| Fair value | $437,905,000 | 6 |
| 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 | $4,469,440,000 | 59 |
| U.S. Government securities | $3,895,937,000 | 57 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $3,895,937,000 | 54 |
| Securities issued by states & political subdivisions | $22,640,000 | 1,652 |
| Other domestic debt securities | $450,114,000 | 59 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $450,114,000 | 26 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $100,749,000 | 24 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $161,252,000 | 413 |
| Mortgage-backed securities | $3,264,611,000 | 52 |
| Certificates of participation in pools of residential mortgages | $2,947,047,000 | 35 |
| Issued or guaranteed by U.S. | $2,947,047,000 | 33 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $317,564,000 | 137 |
| CMOs issued by government agencies or sponsored agencies | $317,564,000 | 126 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $1,630,936,000 | 41 |
| Available-for-sale securities (fair market value) | $2,838,504,000 | 66 |
| Total debt securities | $4,368,691,000 | 59 |
| Structured notes | ||
| Amortized cost | $238,095,000 | 14 |
| Fair value | $234,452,000 | 14 |
| 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 | $4,015,614,000 | 61 |
| U.S. Government securities | $3,439,817,000 | 58 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $3,439,817,000 | 55 |
| Securities issued by states & political subdivisions | $22,545,000 | 1,671 |
| Other domestic debt securities | $452,015,000 | 59 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $452,015,000 | 24 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $101,237,000 | 23 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $168,415,000 | 396 |
| Mortgage-backed securities | $2,905,842,000 | 57 |
| Certificates of participation in pools of residential mortgages | $2,578,839,000 | 38 |
| Issued or guaranteed by U.S. | $2,578,839,000 | 36 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $327,003,000 | 133 |
| CMOs issued by government agencies or sponsored agencies | $327,003,000 | 122 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $1,654,666,000 | 39 |
| Available-for-sale securities (fair market value) | $2,360,948,000 | 72 |
| Total debt securities | $3,914,377,000 | 62 |
| Structured notes | ||
| Amortized cost | $238,060,000 | 14 |
| Fair value | $210,247,000 | 14 |
| 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 | $3,647,924,000 | 64 |
| U.S. Government securities | $3,172,754,000 | 60 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $3,172,754,000 | 57 |
| Securities issued by states & political subdivisions | $22,545,000 | 1,656 |
| Other domestic debt securities | $452,111,000 | 55 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $452,111,000 | 25 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $514,000 | 738 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $190,341,000 | 338 |
| Mortgage-backed securities | $2,627,169,000 | 62 |
| Certificates of participation in pools of residential mortgages | $2,627,169,000 | 37 |
| Issued or guaranteed by U.S. | $2,627,169,000 | 35 |
| Privately issued | $0 | 83 |
| 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 | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $1,589,779,000 | 33 |
| Available-for-sale securities (fair market value) | $2,058,145,000 | 81 |
| Total debt securities | $3,647,410,000 | 64 |
| Structured notes | ||
| Amortized cost | $305,737,000 | 9 |
| Fair value | $303,430,000 | 10 |
| 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 | $3,492,651,000 | 67 |
| U.S. Government securities | $3,063,205,000 | 63 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $3,063,205,000 | 61 |
| Securities issued by states & political subdivisions | $24,804,000 | 1,495 |
| Other domestic debt securities | $404,111,000 | 62 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $404,111,000 | 29 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $531,000 | 738 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $199,458,000 | 338 |
| Mortgage-backed securities | $2,573,682,000 | 63 |
| Certificates of participation in pools of residential mortgages | $2,573,682,000 | 37 |
| Issued or guaranteed by U.S. | $2,573,682,000 | 35 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $1,469,983,000 | 30 |
| Available-for-sale securities (fair market value) | $2,022,668,000 | 85 |
| Total debt securities | $3,492,120,000 | 66 |
| Structured notes | ||
| Amortized cost | $183,903,000 | 13 |
| Fair value | $184,433,000 | 13 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $3,411,023,000 | 66 |
| U.S. Government securities | $2,982,070,000 | 60 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $2,982,070,000 | 59 |
| Securities issued by states & political subdivisions | $25,061,000 | 1,447 |
| Other domestic debt securities | $403,357,000 | 60 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $403,357,000 | 26 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $535,000 | 727 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $204,848,000 | 331 |
| Mortgage-backed securities | $2,575,234,000 | 62 |
| Certificates of participation in pools of residential mortgages | $2,575,234,000 | 37 |
| Issued or guaranteed by U.S. | $2,575,234,000 | 35 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $1,407,246,000 | 29 |
| Available-for-sale securities (fair market value) | $2,003,777,000 | 84 |
| Total debt securities | $3,410,488,000 | 65 |
| Structured notes | ||
| Amortized cost | $136,464,000 | 22 |
| Fair value | $138,070,000 | 22 |
| 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 | $2,973,192,000 | 73 |
| U.S. Government securities | $2,543,686,000 | 69 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $2,543,686,000 | 69 |
| Securities issued by states & political subdivisions | $25,639,000 | 1,387 |
| Other domestic debt securities | $403,326,000 | 60 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $403,326,000 | 27 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $541,000 | 725 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $159,726,000 | 417 |
| Mortgage-backed securities | $2,360,668,000 | 68 |
| Certificates of participation in pools of residential mortgages | $2,360,668,000 | 38 |
| Issued or guaranteed by U.S. | $2,360,668,000 | 36 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $1,191,487,000 | 31 |
| Available-for-sale securities (fair market value) | $1,781,705,000 | 91 |
| Total debt securities | $2,972,654,000 | 73 |
| Structured notes | ||
| Amortized cost | $61,919,000 | 50 |
| Fair value | $64,236,000 | 45 |
| 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 | $3,661,343,000 | 61 |
| U.S. Government securities | $3,332,796,000 | 59 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $3,332,796,000 | 56 |
| Securities issued by states & political subdivisions | $24,796,000 | 1,388 |
| Other domestic debt securities | $303,214,000 | 75 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $303,214,000 | 35 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $537,000 | 723 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,035,705,000 | 88 |
| Mortgage-backed securities | $3,219,190,000 | 53 |
| Certificates of participation in pools of residential mortgages | $3,219,190,000 | 32 |
| Issued or guaranteed by U.S. | $3,219,190,000 | 30 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $35,228,000 | 450 |
| Available-for-sale securities (fair market value) | $3,626,115,000 | 55 |
| Total debt securities | $3,660,805,000 | 61 |
| Structured notes | ||
| Amortized cost | $130,000,000 | 18 |
| Fair value | $129,239,000 | 18 |
| 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 | $3,726,333,000 | 61 |
| U.S. Government securities | $3,423,919,000 | 59 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $3,423,919,000 | 56 |
| Securities issued by states & political subdivisions | $24,295,000 | 1,357 |
| Other domestic debt securities | $277,587,000 | 80 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $277,587,000 | 41 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $532,000 | 707 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,081,216,000 | 87 |
| Mortgage-backed securities | $3,410,309,000 | 52 |
| Certificates of participation in pools of residential mortgages | $3,410,309,000 | 31 |
| Issued or guaranteed by U.S. | $3,410,309,000 | 29 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $38,707,000 | 420 |
| Available-for-sale securities (fair market value) | $3,687,626,000 | 56 |
| Total debt securities | $3,725,801,000 | 61 |
| Structured notes | ||
| Amortized cost | $30,000,000 | 183 |
| Fair value | $29,034,000 | 193 |
| 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 | $3,590,302,000 | 65 |
| U.S. Government securities | $3,535,895,000 | 57 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $3,535,895,000 | 53 |
| Securities issued by states & political subdivisions | $24,505,000 | 1,312 |
| Other domestic debt securities | $29,371,000 | 362 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $29,371,000 | 198 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $531,000 | 697 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,006,395,000 | 83 |
| Mortgage-backed securities | $3,385,201,000 | 52 |
| Certificates of participation in pools of residential mortgages | $3,385,201,000 | 31 |
| Issued or guaranteed by U.S. | $3,385,201,000 | 31 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $42,226,000 | 400 |
| Available-for-sale securities (fair market value) | $3,548,076,000 | 57 |
| Total debt securities | $3,589,773,000 | 65 |
| Structured notes | ||
| Amortized cost | $125,522,000 | 25 |
| Fair value | $126,127,000 | 24 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $3,302,180,000 | 68 |
| U.S. Government securities | $3,246,169,000 | 58 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,246,169,000 | 54 |
| Securities issued by states & political subdivisions | $25,518,000 | 1,218 |
| Other domestic debt securities | $29,959,000 | 356 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $29,959,000 | 187 |
| Foreign debt securities | NA | NA |
| Equity securities | $534,000 | 719 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,056,176,000 | 53 |
| Certificates of participation in pools of residential mortgages | $3,056,176,000 | 33 |
| Issued or guaranteed by U.S. | $3,056,176,000 | 33 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $47,036,000 | 347 |
| Available-for-sale securities (fair market value) | $3,255,144,000 | 62 |
| Total debt securities | $3,301,646,000 | 68 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $3,175,913,000 | 72 |
| U.S. Government securities | $3,140,662,000 | 60 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,140,662,000 | 55 |
| Securities issued by states & political subdivisions | $23,919,000 | 1,244 |
| Other domestic debt securities | $10,811,000 | 666 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,811,000 | 369 |
| Foreign debt securities | NA | NA |
| Equity securities | $521,000 | 726 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,865,037,000 | 54 |
| Certificates of participation in pools of residential mortgages | $2,865,037,000 | 31 |
| Issued or guaranteed by U.S. | $2,865,037,000 | 30 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $49,503,000 | 335 |
| Available-for-sale securities (fair market value) | $3,126,410,000 | 65 |
| Total debt securities | $3,175,392,000 | 72 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $2,957,787,000 | 73 |
| U.S. Government securities | $2,924,469,000 | 63 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,924,469,000 | 59 |
| Securities issued by states & political subdivisions | $22,807,000 | 1,278 |
| Other domestic debt securities | $10,000,000 | 721 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,000,000 | 383 |
| Foreign debt securities | NA | NA |
| Equity securities | $511,000 | 744 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,617,582,000 | 57 |
| Certificates of participation in pools of residential mortgages | $2,617,582,000 | 34 |
| Issued or guaranteed by U.S. | $2,617,582,000 | 34 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $52,710,000 | 323 |
| Available-for-sale securities (fair market value) | $2,905,077,000 | 66 |
| Total debt securities | $2,957,276,000 | 70 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $2,880,861,000 | 75 |
| U.S. Government securities | $2,847,540,000 | 65 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,847,540,000 | 58 |
| Securities issued by states & political subdivisions | $22,908,000 | 1,250 |
| Other domestic debt securities | $9,900,000 | 763 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,900,000 | 378 |
| Foreign debt securities | NA | NA |
| Equity securities | $513,000 | 756 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,438,216,000 | 59 |
| Certificates of participation in pools of residential mortgages | $2,438,216,000 | 32 |
| Issued or guaranteed by U.S. | $2,438,216,000 | 32 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $68,746,000 | 251 |
| Available-for-sale securities (fair market value) | $2,812,115,000 | 70 |
| Total debt securities | $2,880,348,000 | 73 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $2,561,200,000 | 81 |
| U.S. Government securities | $2,553,620,000 | 66 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,553,620,000 | 62 |
| Securities issued by states & political subdivisions | $7,055,000 | 2,893 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $525,000 | 795 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,203,139,000 | 61 |
| Certificates of participation in pools of residential mortgages | $2,203,139,000 | 35 |
| Issued or guaranteed by U.S. | $2,203,139,000 | 35 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $80,106,000 | 232 |
| Available-for-sale securities (fair market value) | $2,481,094,000 | 72 |
| Total debt securities | $2,560,675,000 | 81 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $2,341,007,000 | 81 |
| U.S. Government securities | $2,333,430,000 | 70 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,333,430,000 | 65 |
| Securities issued by states & political subdivisions | $7,055,000 | 2,771 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $522,000 | 820 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,901,115,000 | 65 |
| Certificates of participation in pools of residential mortgages | $1,901,115,000 | 42 |
| Issued or guaranteed by U.S. | $1,901,115,000 | 42 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $85,220,000 | 231 |
| Available-for-sale securities (fair market value) | $2,255,787,000 | 72 |
| Total debt securities | $2,340,485,000 | 81 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $2,369,021,000 | 78 |
| U.S. Government securities | $2,361,454,000 | 69 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,361,454,000 | 65 |
| Securities issued by states & political subdivisions | $7,055,000 | 2,750 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $512,000 | 845 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,997,239,000 | 66 |
| Certificates of participation in pools of residential mortgages | $1,997,239,000 | 40 |
| Issued or guaranteed by U.S. | $1,997,239,000 | 39 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $91,958,000 | 201 |
| Available-for-sale securities (fair market value) | $2,277,063,000 | 70 |
| Total debt securities | $2,368,509,000 | 78 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $2,017,960,000 | 96 |
| U.S. Government securities | $2,010,365,000 | 76 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,010,365,000 | 74 |
| Securities issued by states & political subdivisions | $7,080,000 | 2,754 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $515,000 | 858 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,917,502,000 | 68 |
| Certificates of participation in pools of residential mortgages | $1,917,502,000 | 44 |
| Issued or guaranteed by U.S. | $1,917,502,000 | 43 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $97,795,000 | 191 |
| Available-for-sale securities (fair market value) | $1,920,165,000 | 83 |
| Total debt securities | $2,017,445,000 | 95 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $2,304,125,000 | 91 |
| U.S. Government securities | $2,296,174,000 | 72 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,296,174,000 | 70 |
| Securities issued by states & political subdivisions | $7,435,000 | 2,695 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $516,000 | 897 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,282,865,000 | 62 |
| Certificates of participation in pools of residential mortgages | $2,282,865,000 | 41 |
| Issued or guaranteed by U.S. | $2,282,865,000 | 41 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $103,042,000 | 196 |
| Available-for-sale securities (fair market value) | $2,201,083,000 | 80 |
| Total debt securities | $2,303,609,000 | 90 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $2,037,563,000 | 101 |
| U.S. Government securities | $2,027,262,000 | 78 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,027,262,000 | 75 |
| Securities issued by states & political subdivisions | $7,440,000 | 2,642 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,861,000 | 498 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,013,978,000 | 73 |
| Certificates of participation in pools of residential mortgages | $2,013,978,000 | 43 |
| Issued or guaranteed by U.S. | $2,013,978,000 | 42 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $109,690,000 | 187 |
| Available-for-sale securities (fair market value) | $1,927,873,000 | 87 |
| Total debt securities | $2,034,702,000 | 101 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $2,081,515,000 | 98 |
| U.S. Government securities | $2,072,280,000 | 74 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,072,280,000 | 72 |
| Securities issued by states & political subdivisions | $7,440,000 | 2,567 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,795,000 | 621 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,033,905,000 | 70 |
| Certificates of participation in pools of residential mortgages | $2,033,905,000 | 39 |
| Issued or guaranteed by U.S. | $2,033,905,000 | 39 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $117,280,000 | 176 |
| Available-for-sale securities (fair market value) | $1,964,235,000 | 87 |
| Total debt securities | $2,079,720,000 | 95 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $2,102,465,000 | 89 |
| U.S. Government securities | $2,093,671,000 | 69 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,093,671,000 | 67 |
| Securities issued by states & political subdivisions | $7,440,000 | 2,537 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,354,000 | 661 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,054,811,000 | 67 |
| Certificates of participation in pools of residential mortgages | $2,054,811,000 | 40 |
| Issued or guaranteed by U.S. | $2,054,811,000 | 40 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $121,735,000 | 170 |
| Available-for-sale securities (fair market value) | $1,980,730,000 | 80 |
| Total debt securities | $2,101,111,000 | 87 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $1,600,604,000 | 103 |
| U.S. Government securities | $1,589,377,000 | 78 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,589,377,000 | 77 |
| Securities issued by states & political subdivisions | $7,770,000 | 2,433 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,457,000 | 432 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,551,602,000 | 76 |
| Certificates of participation in pools of residential mortgages | $1,551,602,000 | 51 |
| Issued or guaranteed by U.S. | $1,551,602,000 | 49 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $124,537,000 | 162 |
| Available-for-sale securities (fair market value) | $1,476,067,000 | 90 |
| Total debt securities | $1,597,147,000 | 102 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $1,709,840,000 | 102 |
| U.S. Government securities | $1,637,110,000 | 81 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,637,110,000 | 77 |
| Securities issued by states & political subdivisions | $7,785,000 | 2,464 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $64,945,000 | 66 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,573,796,000 | 78 |
| Certificates of participation in pools of residential mortgages | $1,573,796,000 | 52 |
| Issued or guaranteed by U.S. | $1,573,796,000 | 51 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $127,177,000 | 156 |
| Available-for-sale securities (fair market value) | $1,582,663,000 | 89 |
| Total debt securities | $1,644,895,000 | 103 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $1,769,662,000 | 108 |
| U.S. Government securities | $1,691,617,000 | 78 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,691,617,000 | 75 |
| Securities issued by states & political subdivisions | $7,800,000 | 2,473 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $70,245,000 | 64 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,612,436,000 | 80 |
| Certificates of participation in pools of residential mortgages | $1,612,436,000 | 55 |
| Issued or guaranteed by U.S. | $1,612,436,000 | 51 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $131,270,000 | 140 |
| Available-for-sale securities (fair market value) | $1,638,392,000 | 96 |
| Total debt securities | $1,699,417,000 | 107 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $1,780,994,000 | 110 |
| U.S. Government securities | $1,700,469,000 | 79 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,700,469,000 | 79 |
| Securities issued by states & political subdivisions | $8,106,000 | 2,382 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $72,419,000 | 63 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,549,936,000 | 77 |
| Certificates of participation in pools of residential mortgages | $1,549,936,000 | 50 |
| Issued or guaranteed by U.S. | $1,549,936,000 | 48 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $135,022,000 | 145 |
| Available-for-sale securities (fair market value) | $1,645,972,000 | 97 |
| Total debt securities | $1,708,575,000 | 110 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $1,653,961,000 | 120 |
| U.S. Government securities | $1,562,682,000 | 89 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,562,682,000 | 85 |
| Securities issued by states & political subdivisions | $8,107,000 | 2,340 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $83,172,000 | 50 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,413,668,000 | 84 |
| Certificates of participation in pools of residential mortgages | $1,413,668,000 | 50 |
| Issued or guaranteed by U.S. | $1,413,668,000 | 48 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $138,273,000 | 142 |
| Available-for-sale securities (fair market value) | $1,515,688,000 | 103 |
| Total debt securities | $1,570,789,000 | 119 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $1,564,783,000 | 129 |
| U.S. Government securities | $1,461,909,000 | 97 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,461,909,000 | 95 |
| Securities issued by states & political subdivisions | $8,118,000 | 2,348 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $94,756,000 | 37 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,315,074,000 | 95 |
| Certificates of participation in pools of residential mortgages | $1,315,074,000 | 53 |
| Issued or guaranteed by U.S. | $1,315,074,000 | 50 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $143,213,000 | 141 |
| Available-for-sale securities (fair market value) | $1,421,570,000 | 115 |
| Total debt securities | $1,470,027,000 | 131 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $1,513,115,000 | 130 |
| U.S. Government securities | $1,422,908,000 | 100 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,422,908,000 | 97 |
| Securities issued by states & political subdivisions | $8,119,000 | 2,354 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $82,088,000 | 47 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,294,154,000 | 98 |
| Certificates of participation in pools of residential mortgages | $1,294,154,000 | 57 |
| Issued or guaranteed by U.S. | $1,294,154,000 | 52 |
| 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) | $147,215,000 | 140 |
| Available-for-sale securities (fair market value) | $1,365,900,000 | 120 |
| Total debt securities | $1,431,027,000 | 132 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $1,538,424,000 | 128 |
| U.S. Government securities | $1,450,633,000 | 106 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,450,633,000 | 103 |
| Securities issued by states & political subdivisions | $8,120,000 | 2,357 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $79,671,000 | 43 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,336,741,000 | 97 |
| Certificates of participation in pools of residential mortgages | $1,336,741,000 | 54 |
| Issued or guaranteed by U.S. | $1,336,741,000 | 51 |
| 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) | $152,637,000 | 137 |
| Available-for-sale securities (fair market value) | $1,385,787,000 | 123 |
| Total debt securities | $1,458,753,000 | 133 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $1,635,965,000 | 125 |
| U.S. Government securities | $1,545,876,000 | 106 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,545,876,000 | 104 |
| Securities issued by states & political subdivisions | $8,121,000 | 2,354 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $81,968,000 | 41 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,379,316,000 | 101 |
| Certificates of participation in pools of residential mortgages | $1,379,316,000 | 59 |
| Issued or guaranteed by U.S. | $1,379,316,000 | 55 |
| 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) | $184,927,000 | 122 |
| Available-for-sale securities (fair market value) | $1,451,038,000 | 120 |
| Total debt securities | $1,553,997,000 | 126 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $1,613,517,000 | 124 |
| U.S. Government securities | $1,532,842,000 | 103 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,532,842,000 | 101 |
| Securities issued by states & political subdivisions | $8,132,000 | 2,322 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $72,543,000 | 47 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,344,372,000 | 100 |
| Certificates of participation in pools of residential mortgages | $1,344,372,000 | 56 |
| Issued or guaranteed by U.S. | $1,344,372,000 | 53 |
| 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) | $190,283,000 | 125 |
| Available-for-sale securities (fair market value) | $1,423,234,000 | 121 |
| Total debt securities | $1,540,974,000 | 126 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $1,356,823,000 | 143 |
| U.S. Government securities | $1,272,563,000 | 118 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,272,563,000 | 115 |
| Securities issued by states & political subdivisions | $8,133,000 | 2,304 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $76,127,000 | 48 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,146,906,000 | 107 |
| Certificates of participation in pools of residential mortgages | $1,146,906,000 | 69 |
| Issued or guaranteed by U.S. | $1,146,906,000 | 62 |
| 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) | $196,954,000 | 126 |
| Available-for-sale securities (fair market value) | $1,159,869,000 | 139 |
| Total debt securities | $1,280,696,000 | 149 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $1,309,489,000 | 149 |
| U.S. Government securities | $1,230,157,000 | 120 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,230,157,000 | 117 |
| Securities issued by states & political subdivisions | $8,139,000 | 2,302 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $71,193,000 | 50 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,103,754,000 | 114 |
| Certificates of participation in pools of residential mortgages | $1,103,754,000 | 71 |
| Issued or guaranteed by U.S. | $1,103,754,000 | 67 |
| 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) | $203,059,000 | 122 |
| Available-for-sale securities (fair market value) | $1,106,430,000 | 152 |
| Total debt securities | $1,238,296,000 | 154 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $1,290,336,000 | 151 |
| U.S. Government securities | $1,202,345,000 | 120 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,202,345,000 | 117 |
| Securities issued by states & political subdivisions | $10,158,000 | 1,903 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $77,833,000 | 45 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,075,342,000 | 120 |
| Certificates of participation in pools of residential mortgages | $1,075,342,000 | 71 |
| Issued or guaranteed by U.S. | $1,075,342,000 | 67 |
| 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) | $212,480,000 | 122 |
| Available-for-sale securities (fair market value) | $1,077,856,000 | 155 |
| Total debt securities | $1,212,503,000 | 157 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $1,326,951,000 | 157 |
| U.S. Government securities | $1,241,190,000 | 127 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,241,190,000 | 121 |
| Securities issued by states & political subdivisions | $10,159,000 | 1,900 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $75,602,000 | 44 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $963,201,000 | 129 |
| Certificates of participation in pools of residential mortgages | $963,201,000 | 81 |
| Issued or guaranteed by U.S. | $963,201,000 | 79 |
| 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) | $138,464,000 | 164 |
| Available-for-sale securities (fair market value) | $1,188,487,000 | 147 |
| Total debt securities | $1,251,349,000 | 158 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $1,297,247,000 | 158 |
| U.S. Government securities | $1,213,527,000 | 130 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,213,527,000 | 126 |
| Securities issued by states & political subdivisions | $10,159,000 | 1,890 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $73,561,000 | 50 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $887,382,000 | 137 |
| Certificates of participation in pools of residential mortgages | $887,382,000 | 90 |
| Issued or guaranteed by U.S. | $887,382,000 | 88 |
| 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) | $144,043,000 | 157 |
| Available-for-sale securities (fair market value) | $1,153,204,000 | 152 |
| Total debt securities | $1,223,686,000 | 161 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $1,221,468,000 | 165 |
| U.S. Government securities | $1,137,380,000 | 141 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,137,380,000 | 138 |
| Securities issued by states & political subdivisions | $10,160,000 | 1,912 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $73,928,000 | 54 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $818,581,000 | 149 |
| Certificates of participation in pools of residential mortgages | $818,581,000 | 93 |
| Issued or guaranteed by U.S. | $818,581,000 | 91 |
| 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) | $150,099,000 | 154 |
| Available-for-sale securities (fair market value) | $1,071,369,000 | 157 |
| Total debt securities | $1,147,540,000 | 172 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $1,055,898,000 | 180 |
| U.S. Government securities | $961,486,000 | 156 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $961,486,000 | 152 |
| Securities issued by states & political subdivisions | $10,161,000 | 1,908 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $84,251,000 | 49 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $641,215,000 | 169 |
| Certificates of participation in pools of residential mortgages | $641,215,000 | 110 |
| Issued or guaranteed by U.S. | $641,215,000 | 107 |
| 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) | $156,373,000 | 150 |
| Available-for-sale securities (fair market value) | $899,525,000 | 180 |
| Total debt securities | $971,647,000 | 189 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $1,089,413,000 | 181 |
| U.S. Government securities | $991,261,000 | 156 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $991,261,000 | 152 |
| Securities issued by states & political subdivisions | $10,182,000 | 1,889 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $87,970,000 | 53 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $672,011,000 | 169 |
| Certificates of participation in pools of residential mortgages | $672,011,000 | 110 |
| Issued or guaranteed by U.S. | $672,011,000 | 106 |
| 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) | $164,277,000 | 146 |
| Available-for-sale securities (fair market value) | $925,136,000 | 174 |
| Total debt securities | $1,001,443,000 | 188 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $1,117,156,000 | 176 |
| U.S. Government securities | $1,016,600,000 | 152 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,016,600,000 | 147 |
| Securities issued by states & political subdivisions | $10,183,000 | 1,920 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $90,373,000 | 52 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $678,449,000 | 171 |
| Certificates of participation in pools of residential mortgages | $678,449,000 | 107 |
| Issued or guaranteed by U.S. | $678,449,000 | 103 |
| 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) | $176,316,000 | 138 |
| Available-for-sale securities (fair market value) | $940,840,000 | 174 |
| Total debt securities | $1,026,783,000 | 185 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $915,010,000 | 195 |
| U.S. Government securities | $774,940,000 | 181 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $774,940,000 | 172 |
| Securities issued by states & political subdivisions | $10,834,000 | 1,826 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $129,236,000 | 35 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $711,489,000 | 169 |
| Certificates of participation in pools of residential mortgages | $711,489,000 | 107 |
| Issued or guaranteed by U.S. | $711,489,000 | 103 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| 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) | $173,701,000 | 134 |
| Available-for-sale securities (fair market value) | $741,309,000 | 208 |
| Total debt securities | $785,774,000 | 223 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $935,976,000 | 192 |
| U.S. Government securities | $663,396,000 | 206 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $663,396,000 | 199 |
| Securities issued by states & political subdivisions | $14,127,000 | 1,395 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $258,453,000 | 13 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $625,758,000 | 174 |
| Certificates of participation in pools of residential mortgages | $625,758,000 | 116 |
| Issued or guaranteed by U.S. | $625,758,000 | 114 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| 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) | $131,790,000 | 171 |
| Available-for-sale securities (fair market value) | $804,186,000 | 196 |
| Total debt securities | $677,523,000 | 242 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $919,887,000 | 183 |
| U.S. Government securities | $645,369,000 | 210 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $645,369,000 | 201 |
| Securities issued by states & political subdivisions | $14,028,000 | 1,375 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $260,490,000 | 20 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $614,382,000 | 178 |
| Certificates of participation in pools of residential mortgages | $612,984,000 | 112 |
| Issued or guaranteed by U.S. | $612,984,000 | 110 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,398,000 | 2,783 |
| CMOs issued by government agencies or sponsored agencies | $1,398,000 | 2,628 |
| Privately issued | NA | NA |
| 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) | $165,816,000 | 137 |
| Available-for-sale securities (fair market value) | $754,071,000 | 199 |
| Total debt securities | $659,397,000 | 244 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $1,000,559,000 | 174 |
| U.S. Government securities | $766,687,000 | 176 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $766,687,000 | 169 |
| Securities issued by states & political subdivisions | $14,029,000 | 1,328 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $219,843,000 | 20 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $737,038,000 | 158 |
| Certificates of participation in pools of residential mortgages | $733,575,000 | 93 |
| Issued or guaranteed by U.S. | $733,575,000 | 91 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $3,463,000 | 2,105 |
| CMOs issued by government agencies or sponsored agencies | $3,463,000 | 1,996 |
| Privately issued | NA | NA |
| 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) | $145,796,000 | 150 |
| Available-for-sale securities (fair market value) | $854,763,000 | 175 |
| Total debt securities | $780,716,000 | 208 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $894,968,000 | 181 |
| U.S. Government securities | $800,627,000 | 164 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $800,627,000 | 156 |
| Securities issued by states & political subdivisions | $14,030,000 | 1,312 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $80,311,000 | 61 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $769,431,000 | 148 |
| Certificates of participation in pools of residential mortgages | $765,213,000 | 92 |
| Issued or guaranteed by U.S. | $765,213,000 | 89 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $4,218,000 | 1,965 |
| CMOs issued by government agencies or sponsored agencies | $4,218,000 | 1,866 |
| Privately issued | NA | NA |
| 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) | $112,722,000 | 192 |
| Available-for-sale securities (fair market value) | $782,246,000 | 183 |
| Total debt securities | $814,657,000 | 202 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $1,192,693,000 | 151 |
| U.S. Government securities | $1,088,190,000 | 133 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,088,190,000 | 127 |
| Securities issued by states & political subdivisions | $22,841,000 | 704 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $81,662,000 | 57 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,058,619,000 | 118 |
| Certificates of participation in pools of residential mortgages | $1,046,110,000 | 72 |
| Issued or guaranteed by U.S. | $1,046,110,000 | 71 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $12,509,000 | 1,137 |
| CMOs issued by government agencies or sponsored agencies | $12,509,000 | 1,047 |
| Privately issued | NA | NA |
| 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) | $36,041,000 | 565 |
| Available-for-sale securities (fair market value) | $1,156,652,000 | 137 |
| Total debt securities | $1,111,031,000 | 155 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $1,470,428,000 | 129 |
| U.S. Government securities | $1,353,662,000 | 104 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,353,662,000 | 99 |
| Securities issued by states & political subdivisions | $25,488,000 | 572 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $91,278,000 | 85 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,324,436,000 | 89 |
| Certificates of participation in pools of residential mortgages | $1,300,247,000 | 52 |
| Issued or guaranteed by U.S. | $1,300,247,000 | 49 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $24,189,000 | 598 |
| CMOs issued by government agencies or sponsored agencies | $24,189,000 | 536 |
| Privately issued | NA | NA |
| 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) | $285,030,000 | 101 |
| Available-for-sale securities (fair market value) | $1,185,398,000 | 121 |
| Total debt securities | $1,379,150,000 | 130 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $1,438,397,000 | 134 |
| U.S. Government securities | $1,344,938,000 | 108 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,344,938,000 | 99 |
| Securities issued by states & political subdivisions | $21,476,000 | 732 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $71,983,000 | 97 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,297,305,000 | 93 |
| Certificates of participation in pools of residential mortgages | $1,269,787,000 | 57 |
| Issued or guaranteed by U.S. | $1,269,787,000 | 54 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $27,518,000 | 603 |
| CMOs issued by government agencies or sponsored agencies | $27,518,000 | 531 |
| Privately issued | NA | NA |
| 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) | $313,354,000 | 103 |
| Available-for-sale securities (fair market value) | $1,125,043,000 | 131 |
| Total debt securities | $1,366,414,000 | 135 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $1,279,388,000 | 136 |
| U.S. Government securities | $1,193,475,000 | 109 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,193,475,000 | 96 |
| Securities issued by states & political subdivisions | $21,474,000 | 734 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $64,439,000 | 103 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,071,261,000 | 106 |
| Certificates of participation in pools of residential mortgages | $1,026,875,000 | 72 |
| Issued or guaranteed by U.S. | $1,026,875,000 | 69 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $44,386,000 | 443 |
| CMOs issued by government agencies or sponsored agencies | $44,386,000 | 389 |
| Privately issued | NA | NA |
| 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) | $407,848,000 | 84 |
| Available-for-sale securities (fair market value) | $871,540,000 | 142 |
| Total debt securities | $1,214,949,000 | 134 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $1,203,325,000 | 137 |
| U.S. Government securities | $1,115,938,000 | 122 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,115,938,000 | 104 |
| Securities issued by states & political subdivisions | $23,471,000 | 526 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $63,916,000 | 73 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $911,420,000 | 109 |
| Certificates of participation in pools of residential mortgages | $828,628,000 | 76 |
| Issued or guaranteed by U.S. | $828,628,000 | 73 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $82,792,000 | 277 |
| CMOs issued by government agencies or sponsored agencies | $82,792,000 | 255 |
| Privately issued | NA | NA |
| 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) | $540,983,000 | 74 |
| Available-for-sale securities (fair market value) | $662,342,000 | 173 |
| Total debt securities | $1,139,409,000 | 139 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $1,426,772,000 | 122 |
| U.S. Government securities | $1,378,880,000 | 100 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,378,880,000 | 80 |
| Securities issued by states & political subdivisions | $23,469,000 | 513 |
| Other domestic debt securities | $1,341,000 | 1,810 |
| Privately issued residential mortgage-backed securities | $1,341,000 | 642 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $50,343,000 | 92 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $27,261,000 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,167,558,000 | 94 |
| Certificates of participation in pools of residential mortgages | $972,695,000 | 74 |
| Issued or guaranteed by U.S. | $971,354,000 | 70 |
| Privately issued | $1,341,000 | 234 |
| Collaterized mortgage obligations | $194,863,000 | 162 |
| CMOs issued by government agencies or sponsored agencies | $194,863,000 | 140 |
| Privately issued | NA | NA |
| 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) | $615,915,000 | 78 |
| Available-for-sale securities (fair market value) | $810,857,000 | 140 |
| Total debt securities | $1,403,690,000 | 120 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $1,319,503,000 | 145 |
| U.S. Government securities | $1,293,167,000 | 118 |
| U.S. Treasury securities | $31,159,000 | 895 |
| U.S. Government agency obligations | $1,262,008,000 | 89 |
| Securities issued by states & political subdivisions | $44,862,000 | 237 |
| Other domestic debt securities | $1,662,000 | 1,968 |
| Privately issued residential mortgage-backed securities | $1,662,000 | 684 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,000 | 8,425 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $20,192,000 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,073,929,000 | 99 |
| Certificates of participation in pools of residential mortgages | $1,065,033,000 | 66 |
| Issued or guaranteed by U.S. | $1,063,371,000 | 62 |
| Privately issued | $1,662,000 | 250 |
| Collaterized mortgage obligations | $8,896,000 | 1,511 |
| CMOs issued by government agencies or sponsored agencies | $8,896,000 | 1,453 |
| Privately issued | NA | NA |
| 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) | $731,031,000 | 76 |
| Available-for-sale securities (fair market value) | $588,472,000 | 214 |
| Total debt securities | $1,339,691,000 | 139 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $1,342,636,000 | 150 |
| U.S. Government securities | $1,295,130,000 | 129 |
| U.S. Treasury securities | $44,545,000 | 790 |
| U.S. Government agency obligations | $1,250,585,000 | 89 |
| Securities issued by states & political subdivisions | $68,245,000 | 149 |
| Other domestic debt securities | $1,880,000 | 2,112 |
| Privately issued residential mortgage-backed securities | $1,880,000 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,000 | 8,600 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $22,623,000 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,153,423,000 | 97 |
| Certificates of participation in pools of residential mortgages | $1,143,292,000 | 61 |
| Issued or guaranteed by U.S. | $1,141,412,000 | 54 |
| Privately issued | $1,880,000 | 221 |
| Collaterized mortgage obligations | $10,131,000 | 1,465 |
| CMOs issued by government agencies or sponsored agencies | $10,131,000 | 1,384 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,072,527,000 | 117 |
| Available-for-sale securities (fair market value) | $270,109,000 | 240 |
| Total debt securities | $1,365,255,000 | 148 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $776,959,000 | 247 |
| U.S. Government securities | $697,170,000 | 216 |
| U.S. Treasury securities | $6,985,000 | 4,610 |
| U.S. Government agency obligations | $690,185,000 | 146 |
| Securities issued by states & political subdivisions | $80,047,000 | 123 |
| Other domestic debt securities | $12,897,000 | 730 |
| Privately issued residential mortgage-backed securities | $2,684,000 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,213,000 | 607 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,000 | 8,665 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $13,159,000 | 6 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $661,591,000 | 158 |
| Certificates of participation in pools of residential mortgages | $649,072,000 | 97 |
| Issued or guaranteed by U.S. | $646,388,000 | 82 |
| Privately issued | $2,684,000 | 274 |
| Collaterized mortgage obligations | $12,519,000 | 1,442 |
| CMOs issued by government agencies or sponsored agencies | $12,519,000 | 1,355 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $790,114,000 | 237 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $826,346,000 | 219 |
| U.S. Government securities | $594,867,000 | 233 |
| U.S. Treasury securities | $27,222,000 | 1,383 |
| U.S. Government agency obligations | $567,645,000 | 167 |
| Securities issued by states & political subdivisions | $80,722,000 | 116 |
| Other domestic debt securities | $169,055,000 | 118 |
| Privately issued residential mortgage-backed securities | $4,404,000 | 727 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $164,651,000 | 54 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,000 | 8,619 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $18,302,000 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $526,772,000 | 179 |
| Certificates of participation in pools of residential mortgages | $526,772,000 | 104 |
| Issued or guaranteed by U.S. | $522,368,000 | 82 |
| Privately issued | $4,404,000 | 254 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $844,644,000 | 215 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |