Home > American Express Bank, FSB. > Securities
American Express Bank, FSB., Securities
| 2018-03-31 | Rank | |
| Total securities | $370,830,000 | 414 |
| U.S. Government securities | $51,609,000 | 1,486 |
| U.S. Treasury securities | $980,000 | 1,161 |
| U.S. Government agency obligations | $50,629,000 | 1,452 |
| Securities issued by states & political subdivisions | $54,943,000 | 676 |
| Other domestic debt securities | $241,527,000 | 85 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $241,527,000 | 33 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,746 |
| Mortgage-backed securities | $43,407,000 | 1,186 |
| Certificates of participation in pools of residential mortgages | $43,407,000 | 798 |
| Issued or guaranteed by U.S. | $43,407,000 | 797 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $348,079,000 | 378 |
| Total debt securities | $348,078,000 | 424 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $365,314,000 | 414 |
| U.S. Government securities | $54,825,000 | 1,423 |
| U.S. Treasury securities | $992,000 | 1,086 |
| U.S. Government agency obligations | $53,833,000 | 1,391 |
| Securities issued by states & political subdivisions | $66,360,000 | 585 |
| Other domestic debt securities | $220,963,000 | 83 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $220,963,000 | 31 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $23,166,000 | 71 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,818 |
| Mortgage-backed securities | $46,318,000 | 1,133 |
| Certificates of participation in pools of residential mortgages | $46,318,000 | 776 |
| Issued or guaranteed by U.S. | $46,318,000 | 776 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $365,314,000 | 366 |
| Total debt securities | $342,147,000 | 430 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $395,776,000 | 397 |
| U.S. Government securities | $59,024,000 | 1,367 |
| U.S. Treasury securities | $1,002,000 | 1,027 |
| U.S. Government agency obligations | $58,022,000 | 1,325 |
| Securities issued by states & political subdivisions | $67,331,000 | 576 |
| Other domestic debt securities | $246,089,000 | 76 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $246,089,000 | 28 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $23,332,000 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,886 |
| Mortgage-backed securities | $49,681,000 | 1,096 |
| Certificates of participation in pools of residential mortgages | $49,681,000 | 756 |
| Issued or guaranteed by U.S. | $49,681,000 | 756 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $395,776,000 | 344 |
| Total debt securities | $372,443,000 | 407 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $438,248,000 | 367 |
| U.S. Government securities | $61,946,000 | 1,348 |
| U.S. Treasury securities | $1,003,000 | 1,045 |
| U.S. Government agency obligations | $60,943,000 | 1,297 |
| Securities issued by states & political subdivisions | $75,889,000 | 498 |
| Other domestic debt securities | $277,104,000 | 72 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $277,104,000 | 29 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $23,309,000 | 72 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,931 |
| Mortgage-backed securities | $52,412,000 | 1,072 |
| Certificates of participation in pools of residential mortgages | $52,412,000 | 741 |
| Issued or guaranteed by U.S. | $52,412,000 | 741 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $438,248,000 | 317 |
| Total debt securities | $414,940,000 | 377 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $450,263,000 | 360 |
| U.S. Government securities | $66,938,000 | 1,281 |
| U.S. Treasury securities | $1,000,000 | 1,086 |
| U.S. Government agency obligations | $65,938,000 | 1,246 |
| Securities issued by states & political subdivisions | $73,861,000 | 503 |
| Other domestic debt securities | $286,240,000 | 72 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $286,240,000 | 30 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $23,224,000 | 73 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $57,338,000 | 1,029 |
| Certificates of participation in pools of residential mortgages | $57,338,000 | 699 |
| Issued or guaranteed by U.S. | $57,338,000 | 699 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $450,263,000 | 311 |
| Total debt securities | $427,038,000 | 367 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $420,907,000 | 367 |
| U.S. Government securities | $68,741,000 | 1,241 |
| U.S. Treasury securities | $997,000 | 1,096 |
| U.S. Government agency obligations | $67,744,000 | 1,207 |
| Securities issued by states & political subdivisions | $74,725,000 | 491 |
| Other domestic debt securities | $254,181,000 | 79 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $254,181,000 | 30 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $23,260,000 | 75 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,033 |
| Mortgage-backed securities | $59,294,000 | 984 |
| Certificates of participation in pools of residential mortgages | $59,294,000 | 667 |
| Issued or guaranteed by U.S. | $59,294,000 | 667 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $420,907,000 | 317 |
| Total debt securities | $397,648,000 | 378 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $368,360,000 | 416 |
| U.S. Government securities | $76,033,000 | 1,134 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $76,033,000 | 1,087 |
| Securities issued by states & political subdivisions | $83,898,000 | 437 |
| Other domestic debt securities | $184,502,000 | 98 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $184,502,000 | 35 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $23,927,000 | 76 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $67,191,000 | 896 |
| Certificates of participation in pools of residential mortgages | $67,191,000 | 607 |
| Issued or guaranteed by U.S. | $67,191,000 | 607 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $368,360,000 | 354 |
| Total debt securities | $344,433,000 | 436 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $381,156,000 | 413 |
| U.S. Government securities | $73,879,000 | 1,167 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $73,879,000 | 1,119 |
| Securities issued by states & political subdivisions | $95,298,000 | 376 |
| Other domestic debt securities | $187,969,000 | 97 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $187,969,000 | 35 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $24,010,000 | 74 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,199 |
| Mortgage-backed securities | $72,207,000 | 851 |
| Certificates of participation in pools of residential mortgages | $72,136,000 | 562 |
| Issued or guaranteed by U.S. | $72,136,000 | 561 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $71,000 | 1,193 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $71,000 | 790 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $381,156,000 | 345 |
| Total debt securities | $357,144,000 | 434 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $425,131,000 | 365 |
| U.S. Government securities | $77,252,000 | 1,169 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $77,252,000 | 1,110 |
| Securities issued by states & political subdivisions | $87,291,000 | 401 |
| Other domestic debt securities | $236,685,000 | 84 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $236,685,000 | 33 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $23,903,000 | 71 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,255 |
| Mortgage-backed securities | $75,595,000 | 820 |
| Certificates of participation in pools of residential mortgages | $75,481,000 | 541 |
| Issued or guaranteed by U.S. | $75,481,000 | 540 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $114,000 | 1,172 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $114,000 | 767 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $425,131,000 | 306 |
| Total debt securities | $401,230,000 | 385 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $421,094,000 | 376 |
| U.S. Government securities | $73,641,000 | 1,235 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $73,641,000 | 1,169 |
| Securities issued by states & political subdivisions | $71,107,000 | 524 |
| Other domestic debt securities | $252,741,000 | 84 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $252,741,000 | 32 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $23,605,000 | 70 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,301 |
| Mortgage-backed securities | $71,873,000 | 843 |
| Certificates of participation in pools of residential mortgages | $71,747,000 | 577 |
| Issued or guaranteed by U.S. | $71,747,000 | 576 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $126,000 | 1,126 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $126,000 | 710 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $421,094,000 | 305 |
| Total debt securities | $397,488,000 | 394 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $399,597,000 | 397 |
| U.S. Government securities | $62,460,000 | 1,416 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $62,460,000 | 1,355 |
| Securities issued by states & political subdivisions | $53,411,000 | 727 |
| Other domestic debt securities | $259,871,000 | 80 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $259,871,000 | 32 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $23,855,000 | 72 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $60,662,000 | 961 |
| Certificates of participation in pools of residential mortgages | $60,262,000 | 677 |
| Issued or guaranteed by U.S. | $60,262,000 | 677 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $400,000 | 1,038 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $400,000 | 658 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $399,597,000 | 328 |
| Total debt securities | $375,742,000 | 409 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $493,531,000 | 316 |
| U.S. Government securities | $64,175,000 | 1,430 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $64,175,000 | 1,372 |
| Securities issued by states & political subdivisions | $60,396,000 | 616 |
| Other domestic debt securities | $345,225,000 | 65 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $345,225,000 | 29 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $23,735,000 | 72 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $62,283,000 | 972 |
| Certificates of participation in pools of residential mortgages | $61,250,000 | 690 |
| Issued or guaranteed by U.S. | $61,250,000 | 690 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $1,033,000 | 831 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $1,033,000 | 535 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $493,531,000 | 266 |
| Total debt securities | $469,796,000 | 327 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $512,410,000 | 301 |
| U.S. Government securities | $70,480,000 | 1,329 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $70,480,000 | 1,271 |
| Securities issued by states & political subdivisions | $60,229,000 | 608 |
| Other domestic debt securities | $357,657,000 | 60 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $357,657,000 | 29 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $24,044,000 | 74 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $68,560,000 | 888 |
| Certificates of participation in pools of residential mortgages | $67,520,000 | 640 |
| Issued or guaranteed by U.S. | $67,520,000 | 638 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $1,040,000 | 818 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $1,040,000 | 525 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $512,410,000 | 261 |
| Total debt securities | $488,366,000 | 311 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $533,555,000 | 285 |
| U.S. Government securities | $75,260,000 | 1,268 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $75,260,000 | 1,210 |
| Securities issued by states & political subdivisions | $63,758,000 | 547 |
| Other domestic debt securities | $370,649,000 | 59 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $370,649,000 | 30 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $23,888,000 | 73 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $73,197,000 | 861 |
| Certificates of participation in pools of residential mortgages | $72,151,000 | 608 |
| Issued or guaranteed by U.S. | $72,151,000 | 605 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $1,046,000 | 789 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $1,046,000 | 495 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $533,555,000 | 247 |
| Total debt securities | $509,665,000 | 290 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $503,199,000 | 300 |
| U.S. Government securities | $80,833,000 | 1,214 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $80,833,000 | 1,149 |
| Securities issued by states & political subdivisions | $63,371,000 | 546 |
| Other domestic debt securities | $335,285,000 | 66 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $335,285,000 | 32 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $23,710,000 | 79 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $78,780,000 | 828 |
| Certificates of participation in pools of residential mortgages | $77,741,000 | 576 |
| Issued or guaranteed by U.S. | $77,741,000 | 576 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $1,039,000 | 758 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $1,039,000 | 458 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $503,199,000 | 258 |
| Total debt securities | $479,488,000 | 309 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $535,301,000 | 283 |
| U.S. Government securities | $87,087,000 | 1,165 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $87,087,000 | 1,111 |
| Securities issued by states & political subdivisions | $66,774,000 | 511 |
| Other domestic debt securities | $357,635,000 | 63 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $357,635,000 | 31 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $23,805,000 | 76 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $84,928,000 | 797 |
| Certificates of participation in pools of residential mortgages | $83,888,000 | 543 |
| Issued or guaranteed by U.S. | $83,888,000 | 543 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $1,040,000 | 758 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $1,040,000 | 452 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $535,301,000 | 246 |
| Total debt securities | $511,496,000 | 286 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $537,680,000 | 278 |
| U.S. Government securities | $90,569,000 | 1,133 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $90,569,000 | 1,080 |
| Securities issued by states & political subdivisions | $66,812,000 | 504 |
| Other domestic debt securities | $356,804,000 | 64 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $356,804,000 | 32 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $23,495,000 | 81 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $88,416,000 | 771 |
| Certificates of participation in pools of residential mortgages | $86,437,000 | 545 |
| Issued or guaranteed by U.S. | $86,437,000 | 545 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $1,979,000 | 622 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $1,979,000 | 368 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $537,680,000 | 243 |
| Total debt securities | $514,185,000 | 287 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $607,640,000 | 252 |
| U.S. Government securities | $95,290,000 | 1,064 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $95,290,000 | 1,016 |
| Securities issued by states & political subdivisions | $71,944,000 | 448 |
| Other domestic debt securities | $417,030,000 | 62 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $417,030,000 | 30 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $23,376,000 | 78 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $93,070,000 | 726 |
| Certificates of participation in pools of residential mortgages | $89,993,000 | 505 |
| Issued or guaranteed by U.S. | $89,993,000 | 505 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $3,077,000 | 493 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $3,077,000 | 290 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $607,640,000 | 217 |
| Total debt securities | $584,264,000 | 252 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $604,396,000 | 256 |
| U.S. Government securities | $103,395,000 | 986 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $103,395,000 | 950 |
| Securities issued by states & political subdivisions | $56,864,000 | 637 |
| Other domestic debt securities | $420,451,000 | 64 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $420,451,000 | 32 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $23,686,000 | 83 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $101,160,000 | 661 |
| Certificates of participation in pools of residential mortgages | $96,806,000 | 464 |
| Issued or guaranteed by U.S. | $96,806,000 | 464 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $4,354,000 | 422 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $4,354,000 | 249 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $604,396,000 | 223 |
| Total debt securities | $580,710,000 | 258 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $604,945,000 | 256 |
| U.S. Government securities | $112,541,000 | 908 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $112,541,000 | 877 |
| Securities issued by states & political subdivisions | $62,227,000 | 546 |
| Other domestic debt securities | $406,396,000 | 61 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $406,396,000 | 33 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $23,781,000 | 80 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $110,153,000 | 634 |
| Certificates of participation in pools of residential mortgages | $103,752,000 | 434 |
| Issued or guaranteed by U.S. | $103,752,000 | 433 |
| 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 | $6,401,000 | 327 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $6,401,000 | 175 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $604,945,000 | 225 |
| Total debt securities | $581,164,000 | 258 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $606,404,000 | 258 |
| U.S. Government securities | $128,939,000 | 816 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $128,939,000 | 780 |
| Securities issued by states & political subdivisions | $18,643,000 | 1,936 |
| Other domestic debt securities | $434,256,000 | 57 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $434,256,000 | 31 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $24,566,000 | 79 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $126,437,000 | 573 |
| Certificates of participation in pools of residential mortgages | $117,507,000 | 391 |
| Issued or guaranteed by U.S. | $117,507,000 | 390 |
| 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 | $8,930,000 | 244 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $8,930,000 | 128 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $606,404,000 | 228 |
| Total debt securities | $581,838,000 | 261 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $638,282,000 | 242 |
| U.S. Government securities | $142,561,000 | 723 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $142,561,000 | 694 |
| Securities issued by states & political subdivisions | $20,643,000 | 1,755 |
| Other domestic debt securities | $450,346,000 | 53 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $450,346,000 | 31 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $24,732,000 | 76 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $139,955,000 | 530 |
| Certificates of participation in pools of residential mortgages | $128,142,000 | 356 |
| Issued or guaranteed by U.S. | $128,142,000 | 355 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $11,813,000 | 1,368 |
| CMOs issued by government agencies or sponsored agencies | $11,813,000 | 1,283 |
| 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) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $638,282,000 | 214 |
| Total debt securities | $613,549,000 | 243 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $758,837,000 | 205 |
| U.S. Government securities | $158,831,000 | 669 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $158,831,000 | 649 |
| Securities issued by states & political subdivisions | $20,662,000 | 1,703 |
| Other domestic debt securities | $554,326,000 | 50 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $453,745,000 | 33 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $100,581,000 | 85 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $25,018,000 | 74 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $156,253,000 | 516 |
| Certificates of participation in pools of residential mortgages | $143,964,000 | 337 |
| Issued or guaranteed by U.S. | $143,964,000 | 336 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $12,289,000 | 1,408 |
| CMOs issued by government agencies or sponsored agencies | $12,289,000 | 1,316 |
| 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) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $758,837,000 | 178 |
| Total debt securities | $733,819,000 | 210 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $861,241,000 | 182 |
| U.S. Government securities | $162,516,000 | 663 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $162,516,000 | 642 |
| Securities issued by states & political subdivisions | $21,495,000 | 1,603 |
| Other domestic debt securities | $652,391,000 | 45 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $450,788,000 | 32 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $201,603,000 | 51 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $24,839,000 | 70 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $159,878,000 | 513 |
| Certificates of participation in pools of residential mortgages | $147,642,000 | 336 |
| Issued or guaranteed by U.S. | $147,642,000 | 335 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $12,236,000 | 1,452 |
| CMOs issued by government agencies or sponsored agencies | $12,236,000 | 1,344 |
| 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) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $861,241,000 | 160 |
| Total debt securities | $836,402,000 | 188 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $1,040,955,000 | 163 |
| U.S. Government securities | $169,710,000 | 662 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $169,710,000 | 646 |
| Securities issued by states & political subdivisions | $21,514,000 | 1,538 |
| Other domestic debt securities | $825,060,000 | 44 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $472,149,000 | 29 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $352,911,000 | 32 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $24,671,000 | 66 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $167,113,000 | 509 |
| Certificates of participation in pools of residential mortgages | $155,077,000 | 332 |
| Issued or guaranteed by U.S. | $155,077,000 | 331 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $12,036,000 | 1,486 |
| CMOs issued by government agencies or sponsored agencies | $12,036,000 | 1,371 |
| 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) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $1,040,955,000 | 144 |
| Total debt securities | $1,016,284,000 | 170 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $1,160,571,000 | 146 |
| U.S. Government securities | $273,767,000 | 404 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $273,767,000 | 387 |
| Securities issued by states & political subdivisions | $24,102,000 | 1,336 |
| Other domestic debt securities | $837,995,000 | 45 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $354,770,000 | 32 |
| Foreign debt securities | NA | NA |
| Equity securities | $24,707,000 | 66 |
| 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 | $172,365,000 | 472 |
| Certificates of participation in pools of residential mortgages | $172,365,000 | 283 |
| Issued or guaranteed by U.S. | $172,365,000 | 282 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $511,983,000 | 53 |
| Available-for-sale securities (fair market value) | $648,588,000 | 205 |
| Total debt securities | $1,135,864,000 | 147 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $2,692,044,000 | 77 |
| U.S. Government securities | $1,480,925,000 | 103 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,480,925,000 | 97 |
| Securities issued by states & political subdivisions | $22,593,000 | 1,379 |
| Other domestic debt securities | $1,163,712,000 | 38 |
| 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 | $737,051,000 | 18 |
| Foreign debt securities | NA | NA |
| Equity securities | $24,814,000 | 70 |
| 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 | $176,940,000 | 443 |
| Certificates of participation in pools of residential mortgages | $176,940,000 | 266 |
| Issued or guaranteed by U.S. | $176,940,000 | 263 |
| 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) | $459,787,000 | 63 |
| Available-for-sale securities (fair market value) | $2,232,257,000 | 80 |
| Total debt securities | $2,667,230,000 | 77 |
| 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 | $2,738,285,000 | 79 |
| U.S. Government securities | $1,482,016,000 | 101 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,482,016,000 | 98 |
| Securities issued by states & political subdivisions | $25,183,000 | 1,164 |
| Other domestic debt securities | $1,206,655,000 | 36 |
| 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 | $742,171,000 | 18 |
| Foreign debt securities | NA | NA |
| Equity securities | $24,431,000 | 70 |
| 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 | $175,043,000 | 438 |
| Certificates of participation in pools of residential mortgages | $175,043,000 | 265 |
| Issued or guaranteed by U.S. | $175,043,000 | 263 |
| 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) | $498,584,000 | 58 |
| Available-for-sale securities (fair market value) | $2,239,701,000 | 80 |
| Total debt securities | $2,713,854,000 | 80 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $3,445,057,000 | 65 |
| U.S. Government securities | $2,183,161,000 | 79 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,183,161,000 | 77 |
| Securities issued by states & political subdivisions | $25,130,000 | 1,143 |
| Other domestic debt securities | $1,212,633,000 | 38 |
| 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 | $743,697,000 | 18 |
| Foreign debt securities | NA | NA |
| Equity securities | $24,133,000 | 72 |
| 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 | $174,229,000 | 426 |
| Certificates of participation in pools of residential mortgages | $174,229,000 | 268 |
| Issued or guaranteed by U.S. | $174,229,000 | 267 |
| 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) | $510,232,000 | 55 |
| Available-for-sale securities (fair market value) | $2,934,825,000 | 65 |
| Total debt securities | $3,420,924,000 | 66 |
| 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 | $4,857,512,000 | 54 |
| U.S. Government securities | $3,075,361,000 | 59 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,075,361,000 | 54 |
| Securities issued by states & political subdivisions | $28,299,000 | 991 |
| Other domestic debt securities | $1,729,565,000 | 32 |
| 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 | $1,146,789,000 | 14 |
| Foreign debt securities | NA | NA |
| Equity securities | $24,287,000 | 69 |
| 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 | $163,851,000 | 430 |
| Certificates of participation in pools of residential mortgages | $163,851,000 | 264 |
| Issued or guaranteed by U.S. | $163,851,000 | 262 |
| 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) | $630,008,000 | 44 |
| Available-for-sale securities (fair market value) | $4,227,504,000 | 53 |
| Total debt securities | $4,833,225,000 | 54 |
| 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 | $5,740,513,000 | 43 |
| U.S. Government securities | $3,956,662,000 | 47 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,956,662,000 | 46 |
| Securities issued by states & political subdivisions | $18,517,000 | 1,479 |
| Other domestic debt securities | $1,745,586,000 | 34 |
| 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 | $1,153,296,000 | 14 |
| Foreign debt securities | NA | NA |
| Equity securities | $19,748,000 | 94 |
| 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 | $139,812,000 | 482 |
| Certificates of participation in pools of residential mortgages | $139,812,000 | 289 |
| Issued or guaranteed by U.S. | $139,812,000 | 285 |
| 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) | $634,965,000 | 38 |
| Available-for-sale securities (fair market value) | $5,105,548,000 | 47 |
| Total debt securities | $5,720,765,000 | 43 |
| 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 | $6,313,144,000 | 40 |
| U.S. Government securities | $4,641,295,000 | 41 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,641,295,000 | 39 |
| Securities issued by states & political subdivisions | $18,665,000 | 1,390 |
| Other domestic debt securities | $1,633,402,000 | 32 |
| 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 | $969,072,000 | 16 |
| Foreign debt securities | NA | NA |
| Equity securities | $19,782,000 | 85 |
| 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 | $125,016,000 | 540 |
| Certificates of participation in pools of residential mortgages | $125,016,000 | 324 |
| Issued or guaranteed by U.S. | $125,016,000 | 320 |
| 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) | $690,531,000 | 35 |
| Available-for-sale securities (fair market value) | $5,622,613,000 | 43 |
| Total debt securities | $6,293,362,000 | 40 |
| 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 | $5,914,985,000 | 41 |
| U.S. Government securities | $4,246,944,000 | 43 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,246,944,000 | 41 |
| Securities issued by states & political subdivisions | $16,758,000 | 1,523 |
| Other domestic debt securities | $1,651,283,000 | 32 |
| 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 | $986,097,000 | 15 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| 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 | $115,895,000 | 590 |
| Certificates of participation in pools of residential mortgages | $115,895,000 | 369 |
| Issued or guaranteed by U.S. | $115,895,000 | 367 |
| 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) | $710,444,000 | 34 |
| Available-for-sale securities (fair market value) | $5,204,541,000 | 45 |
| Total debt securities | $5,914,985,000 | 41 |
| 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 | $7,601,009,000 | 31 |
| U.S. Government securities | $5,989,788,000 | 30 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,989,788,000 | 29 |
| Securities issued by states & political subdivisions | $16,492,000 | 1,533 |
| Other domestic debt securities | $1,594,729,000 | 36 |
| 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 | $881,183,000 | 14 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| 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 | $99,932,000 | 660 |
| Certificates of participation in pools of residential mortgages | $99,932,000 | 426 |
| Issued or guaranteed by U.S. | $99,932,000 | 423 |
| 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) | $778,870,000 | 32 |
| Available-for-sale securities (fair market value) | $6,822,139,000 | 31 |
| Total debt securities | $7,601,009,000 | 30 |
| 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 | $7,629,755,000 | 36 |
| U.S. Government securities | $5,998,632,000 | 29 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,998,632,000 | 27 |
| Securities issued by states & political subdivisions | $16,140,000 | 1,535 |
| Other domestic debt securities | $1,614,983,000 | 38 |
| 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 | $882,876,000 | 18 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| 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 | $80,125,000 | 795 |
| Certificates of participation in pools of residential mortgages | $80,125,000 | 525 |
| Issued or guaranteed by U.S. | $80,125,000 | 520 |
| 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) | $793,805,000 | 39 |
| Available-for-sale securities (fair market value) | $6,835,950,000 | 35 |
| Total debt securities | $7,629,755,000 | 34 |
| 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 | $6,804,561,000 | 38 |
| U.S. Government securities | $5,395,005,000 | 29 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,395,005,000 | 29 |
| Securities issued by states & political subdivisions | $16,170,000 | 1,476 |
| Other domestic debt securities | $1,393,386,000 | 41 |
| 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 | $770,855,000 | 19 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| 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 | $69,661,000 | 907 |
| Certificates of participation in pools of residential mortgages | $69,661,000 | 611 |
| Issued or guaranteed by U.S. | $69,661,000 | 602 |
| 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) | $692,170,000 | 38 |
| Available-for-sale securities (fair market value) | $6,112,391,000 | 36 |
| Total debt securities | $6,804,561,000 | 36 |
| 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 | $5,964,370,000 | 42 |
| U.S. Government securities | $5,437,283,000 | 29 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,437,283,000 | 28 |
| Securities issued by states & political subdivisions | $16,142,000 | 1,424 |
| Other domestic debt securities | $510,945,000 | 72 |
| 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 | $510,945,000 | 21 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| 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 | $47,915,000 | 1,265 |
| Certificates of participation in pools of residential mortgages | $47,915,000 | 896 |
| Issued or guaranteed by U.S. | $47,915,000 | 885 |
| 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) | $60,493,000 | 310 |
| Available-for-sale securities (fair market value) | $5,903,877,000 | 39 |
| Total debt securities | $5,964,370,000 | 38 |
| 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 | $1,094,335,000 | 142 |
| U.S. Government securities | $1,066,815,000 | 105 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,066,815,000 | 103 |
| Securities issued by states & political subdivisions | $19,773,000 | 1,114 |
| Other domestic debt securities | $7,747,000 | 974 |
| 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 | $7,747,000 | 468 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| 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 | $37,702,000 | 1,472 |
| Certificates of participation in pools of residential mortgages | $37,702,000 | 1,061 |
| Issued or guaranteed by U.S. | $37,702,000 | 1,050 |
| 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) | $10,413,000 | 1,130 |
| Available-for-sale securities (fair market value) | $1,083,922,000 | 121 |
| Total debt securities | $1,094,335,000 | 138 |
| 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 | $1,087,654,000 | 136 |
| U.S. Government securities | $1,058,378,000 | 102 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,058,378,000 | 101 |
| Securities issued by states & political subdivisions | $21,560,000 | 990 |
| Other domestic debt securities | $7,716,000 | 949 |
| 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 | $7,716,000 | 456 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| 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 | $35,469,000 | 1,472 |
| Certificates of participation in pools of residential mortgages | $35,469,000 | 1,073 |
| Issued or guaranteed by U.S. | $35,469,000 | 1,063 |
| 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) | $6,924,000 | 1,417 |
| Available-for-sale securities (fair market value) | $1,080,730,000 | 115 |
| Total debt securities | $1,087,654,000 | 133 |
| 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 | $1,088,164,000 | 141 |
| U.S. Government securities | $1,055,996,000 | 106 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,055,996,000 | 105 |
| Securities issued by states & political subdivisions | $24,463,000 | 891 |
| Other domestic debt securities | $7,705,000 | 989 |
| 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 | $7,705,000 | 520 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| 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 | $36,363,000 | 1,424 |
| Certificates of participation in pools of residential mortgages | $36,363,000 | 1,045 |
| Issued or guaranteed by U.S. | $36,363,000 | 1,034 |
| 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) | $10,546,000 | 1,098 |
| Available-for-sale securities (fair market value) | $1,077,618,000 | 119 |
| Total debt securities | $1,088,164,000 | 139 |
| 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 | $1,103,636,000 | 144 |
| U.S. Government securities | $1,075,269,000 | 108 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,075,269,000 | 108 |
| Securities issued by states & political subdivisions | $20,501,000 | 1,062 |
| Other domestic debt securities | $7,866,000 | 962 |
| 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 | $7,866,000 | 516 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| 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 | $37,781,000 | 1,347 |
| Certificates of participation in pools of residential mortgages | $37,781,000 | 963 |
| Issued or guaranteed by U.S. | $37,781,000 | 953 |
| 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) | $10,795,000 | 1,101 |
| Available-for-sale securities (fair market value) | $1,092,841,000 | 131 |
| Total debt securities | $1,103,636,000 | 141 |
| 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 | $1,089,888,000 | 148 |
| U.S. Government securities | $1,060,441,000 | 115 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,060,441,000 | 113 |
| Securities issued by states & political subdivisions | $21,594,000 | 987 |
| Other domestic debt securities | $7,853,000 | 925 |
| 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 | $7,853,000 | 516 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| 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 | $39,885,000 | 1,162 |
| Certificates of participation in pools of residential mortgages | $39,885,000 | 818 |
| Issued or guaranteed by U.S. | $39,885,000 | 808 |
| 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) | $9,996,000 | 1,196 |
| Available-for-sale securities (fair market value) | $1,079,892,000 | 131 |
| Total debt securities | $1,089,888,000 | 147 |
| 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 | $1,078,900,000 | 153 |
| U.S. Government securities | $1,049,719,000 | 118 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,049,719,000 | 116 |
| Securities issued by states & political subdivisions | $21,443,000 | 970 |
| Other domestic debt securities | $7,738,000 | 869 |
| 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 | $7,738,000 | 504 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| 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 | $40,485,000 | 1,073 |
| Certificates of participation in pools of residential mortgages | $40,485,000 | 773 |
| Issued or guaranteed by U.S. | $40,485,000 | 765 |
| 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) | $5,527,000 | 1,669 |
| Available-for-sale securities (fair market value) | $1,073,373,000 | 134 |
| Total debt securities | $1,078,900,000 | 148 |
| 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 | $1,063,402,000 | 159 |
| U.S. Government securities | $1,033,601,000 | 128 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,033,601,000 | 126 |
| Securities issued by states & political subdivisions | $22,143,000 | 919 |
| Other domestic debt securities | $7,658,000 | 839 |
| 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 | $7,658,000 | 479 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| 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 | $38,718,000 | 1,096 |
| Certificates of participation in pools of residential mortgages | $38,718,000 | 797 |
| Issued or guaranteed by U.S. | $38,718,000 | 787 |
| 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) | $7,909,000 | 1,423 |
| Available-for-sale securities (fair market value) | $1,055,493,000 | 136 |
| Total debt securities | $1,063,402,000 | 157 |
| 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 | $1,050,889,000 | 165 |
| U.S. Government securities | $1,030,284,000 | 130 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,030,284,000 | 127 |
| Securities issued by states & political subdivisions | $12,807,000 | 1,622 |
| Other domestic debt securities | $7,798,000 | 840 |
| 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 | $7,798,000 | 488 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| 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 | $34,226,000 | 1,193 |
| Certificates of participation in pools of residential mortgages | $34,226,000 | 864 |
| Issued or guaranteed by U.S. | $34,226,000 | 856 |
| 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) | $7,797,000 | 1,453 |
| Available-for-sale securities (fair market value) | $1,043,092,000 | 142 |
| Total debt securities | $1,050,889,000 | 164 |
| 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 | $1,045,380,000 | 168 |
| U.S. Government securities | $1,026,737,000 | 133 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,026,737,000 | 130 |
| Securities issued by states & political subdivisions | $10,864,000 | 1,862 |
| Other domestic debt securities | $7,779,000 | 821 |
| 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 | $7,779,000 | 494 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| 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 | $34,384,000 | 1,210 |
| Certificates of participation in pools of residential mortgages | $34,384,000 | 875 |
| Issued or guaranteed by U.S. | $34,384,000 | 866 |
| 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) | $7,778,000 | 1,504 |
| Available-for-sale securities (fair market value) | $1,037,602,000 | 143 |
| Total debt securities | $1,045,380,000 | 166 |
| 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 | $1,039,418,000 | 170 |
| U.S. Government securities | $1,020,893,000 | 135 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,020,893,000 | 132 |
| Securities issued by states & political subdivisions | $10,899,000 | 1,851 |
| Other domestic debt securities | $7,626,000 | 825 |
| 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 | $7,626,000 | 492 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| 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 | $31,277,000 | 1,295 |
| Certificates of participation in pools of residential mortgages | $31,277,000 | 943 |
| Issued or guaranteed by U.S. | $31,277,000 | 933 |
| 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) | $7,625,000 | 1,567 |
| Available-for-sale securities (fair market value) | $1,031,793,000 | 145 |
| Total debt securities | $1,039,418,000 | 168 |
| 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 | $1,031,546,000 | 176 |
| U.S. Government securities | $1,012,755,000 | 134 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,012,755,000 | 132 |
| Securities issued by states & political subdivisions | $11,105,000 | 1,771 |
| Other domestic debt securities | $7,686,000 | 825 |
| 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 | $7,686,000 | 512 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| 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 | $29,946,000 | 1,352 |
| Certificates of participation in pools of residential mortgages | $29,946,000 | 981 |
| Issued or guaranteed by U.S. | $29,946,000 | 973 |
| 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) | $7,687,000 | 1,581 |
| Available-for-sale securities (fair market value) | $1,023,859,000 | 152 |
| Total debt securities | $1,031,546,000 | 171 |
| 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 | $1,031,690,000 | 180 |
| U.S. Government securities | $1,017,853,000 | 133 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,017,853,000 | 128 |
| Securities issued by states & political subdivisions | $6,146,000 | 2,745 |
| Other domestic debt securities | $7,691,000 | 851 |
| 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 | $7,691,000 | 533 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| 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 | $33,815,000 | 1,264 |
| Certificates of participation in pools of residential mortgages | $33,815,000 | 918 |
| Issued or guaranteed by U.S. | $33,815,000 | 910 |
| 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) | $7,691,000 | 1,602 |
| Available-for-sale securities (fair market value) | $1,023,999,000 | 156 |
| Total debt securities | $1,031,690,000 | 179 |
| 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 | $1,037,233,000 | 180 |
| U.S. Government securities | $1,023,005,000 | 142 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,023,005,000 | 131 |
| Securities issued by states & political subdivisions | $6,397,000 | 2,677 |
| Other domestic debt securities | $7,831,000 | 850 |
| 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 | $7,831,000 | 539 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| 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 | $37,829,000 | 1,180 |
| Certificates of participation in pools of residential mortgages | $37,829,000 | 860 |
| Issued or guaranteed by U.S. | $37,829,000 | 855 |
| 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) | $6,233,000 | 1,791 |
| Available-for-sale securities (fair market value) | $1,031,000,000 | 160 |
| Total debt securities | $1,037,233,000 | 180 |
| 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 | $1,038,453,000 | 180 |
| U.S. Government securities | $1,026,850,000 | 138 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,026,850,000 | 133 |
| Securities issued by states & political subdivisions | $4,450,000 | 3,249 |
| Other domestic debt securities | $7,153,000 | 899 |
| 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 | $7,153,000 | 587 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| 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 | $39,725,000 | 1,147 |
| Certificates of participation in pools of residential mortgages | $39,725,000 | 846 |
| Issued or guaranteed by U.S. | $39,725,000 | 841 |
| 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) | $5,230,000 | 1,934 |
| Available-for-sale securities (fair market value) | $1,033,223,000 | 159 |
| Total debt securities | $1,038,453,000 | 179 |
| 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 | $1,058,234,000 | 182 |
| U.S. Government securities | $1,035,803,000 | 138 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,035,803,000 | 134 |
| Securities issued by states & political subdivisions | $2,669,000 | 3,959 |
| Other domestic debt securities | $19,762,000 | 536 |
| 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 | $19,762,000 | 299 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| 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 | $40,003,000 | 1,163 |
| Certificates of participation in pools of residential mortgages | $40,003,000 | 851 |
| Issued or guaranteed by U.S. | $40,003,000 | 844 |
| 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) | $17,504,000 | 1,022 |
| Available-for-sale securities (fair market value) | $1,040,730,000 | 159 |
| Total debt securities | $1,058,234,000 | 180 |
| 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 | $64,885,000 | 1,894 |
| U.S. Government securities | $42,488,000 | 2,122 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $42,488,000 | 2,040 |
| Securities issued by states & political subdivisions | $2,760,000 | 3,914 |
| Other domestic debt securities | $19,637,000 | 544 |
| 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 | $19,637,000 | 304 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| 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 | $40,809,000 | 1,185 |
| Certificates of participation in pools of residential mortgages | $40,809,000 | 859 |
| Issued or guaranteed by U.S. | $40,809,000 | 853 |
| 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) | $20,387,000 | 937 |
| Available-for-sale securities (fair market value) | $44,498,000 | 2,225 |
| Total debt securities | $64,885,000 | 1,843 |
| 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 | $59,948,000 | 2,079 |
| U.S. Government securities | $44,763,000 | 2,045 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $44,763,000 | 1,963 |
| Securities issued by states & political subdivisions | $2,831,000 | 3,901 |
| Other domestic debt securities | $12,354,000 | 709 |
| 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 | $12,354,000 | 457 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| 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 | $43,061,000 | 1,155 |
| Certificates of participation in pools of residential mortgages | $43,061,000 | 850 |
| Issued or guaranteed by U.S. | $43,061,000 | 845 |
| 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) | $13,126,000 | 1,274 |
| Available-for-sale securities (fair market value) | $46,822,000 | 2,155 |
| Total debt securities | $59,948,000 | 2,022 |
| 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 | $24,574,000 | 4,157 |
| U.S. Government securities | $21,073,000 | 3,721 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,073,000 | 3,599 |
| Securities issued by states & political subdivisions | $2,514,000 | 4,047 |
| Other domestic debt securities | $987,000 | 2,398 |
| 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 | $987,000 | 2,033 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| 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 | $19,306,000 | 1,976 |
| Certificates of participation in pools of residential mortgages | $19,306,000 | 1,532 |
| Issued or guaranteed by U.S. | $19,306,000 | 1,523 |
| 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) | $1,298,000 | 3,117 |
| Available-for-sale securities (fair market value) | $23,276,000 | 3,732 |
| Total debt securities | $24,574,000 | 4,085 |
| 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 | $28,577,000 | 3,785 |
| U.S. Government securities | $21,183,000 | 3,768 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,183,000 | 3,630 |
| Securities issued by states & political subdivisions | $2,627,000 | 4,000 |
| Other domestic debt securities | $4,767,000 | 1,231 |
| Privately issued residential mortgage-backed securities | $4,767,000 | 442 |
| 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 | $0 | 2,274 |
| 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 | $24,190,000 | 1,737 |
| Certificates of participation in pools of residential mortgages | $24,190,000 | 1,321 |
| Issued or guaranteed by U.S. | $19,423,000 | 1,535 |
| Privately issued | $4,767,000 | 63 |
| 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) | $9,154,000 | 1,550 |
| Available-for-sale securities (fair market value) | $19,423,000 | 4,258 |
| Total debt securities | $28,577,000 | 3,714 |
| 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 | $7,393,000 | 7,164 |
| U.S. Government securities | $7,393,000 | 6,403 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,393,000 | 6,245 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| 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 | $5,589,000 | 3,910 |
| Certificates of participation in pools of residential mortgages | $5,589,000 | 3,267 |
| Issued or guaranteed by U.S. | $5,589,000 | 3,257 |
| 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) | $985,000 | 3,356 |
| Available-for-sale securities (fair market value) | $6,408,000 | 6,592 |
| Total debt securities | $7,393,000 | 7,075 |
| 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 | $5,541,000 | 7,683 |
| U.S. Government securities | $5,541,000 | 7,076 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,541,000 | 6,887 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| 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 | $3,726,000 | 4,473 |
| Certificates of participation in pools of residential mortgages | $3,726,000 | 3,835 |
| Issued or guaranteed by U.S. | $3,726,000 | 3,823 |
| 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) | $1,016,000 | 3,361 |
| Available-for-sale securities (fair market value) | $4,525,000 | 7,102 |
| Total debt securities | $5,541,000 | 7,600 |
| 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 | $5,724,000 | 7,606 |
| U.S. Government securities | $5,724,000 | 6,897 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,724,000 | 6,720 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| 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 | $3,799,000 | 4,422 |
| Certificates of participation in pools of residential mortgages | $3,799,000 | 3,811 |
| Issued or guaranteed by U.S. | $3,799,000 | 3,799 |
| 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) | $1,026,000 | 3,387 |
| Available-for-sale securities (fair market value) | $4,698,000 | 7,033 |
| Total debt securities | $5,724,000 | 7,517 |
| 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 | $5,496,000 | 7,631 |
| U.S. Government securities | $5,496,000 | 6,922 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,496,000 | 6,735 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| 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 | $3,660,000 | 4,554 |
| Certificates of participation in pools of residential mortgages | $3,660,000 | 3,888 |
| Issued or guaranteed by U.S. | $3,660,000 | 3,877 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| 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) | $1,037,000 | 3,414 |
| Available-for-sale securities (fair market value) | $4,459,000 | 7,093 |
| Total debt securities | $5,496,000 | 7,534 |
| 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 | $5,771,000 | 7,589 |
| U.S. Government securities | $5,771,000 | 6,872 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,771,000 | 6,675 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| 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 | $3,628,000 | 4,637 |
| Certificates of participation in pools of residential mortgages | $3,628,000 | 3,914 |
| Issued or guaranteed by U.S. | $3,628,000 | 3,900 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| 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) | $1,045,000 | 3,477 |
| Available-for-sale securities (fair market value) | $4,726,000 | 7,039 |
| Total debt securities | $5,771,000 | 7,499 |
| 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 | $6,348,000 | 7,441 |
| U.S. Government securities | $6,348,000 | 6,697 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,348,000 | 6,498 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| 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 | $3,999,000 | 4,480 |
| Certificates of participation in pools of residential mortgages | $3,999,000 | 3,731 |
| Issued or guaranteed by U.S. | $3,999,000 | 3,719 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| 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) | $1,053,000 | 3,541 |
| Available-for-sale securities (fair market value) | $5,295,000 | 6,869 |
| Total debt securities | $6,348,000 | 7,358 |
| 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 | $4,671,000 | 8,035 |
| U.S. Government securities | $4,671,000 | 7,358 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,671,000 | 7,108 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| 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 | $0 | 2,400 |
| 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 | $3,128,000 | 4,662 |
| Certificates of participation in pools of residential mortgages | $3,128,000 | 3,833 |
| Issued or guaranteed by U.S. | $3,128,000 | 3,817 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| 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) | $1,043,000 | 3,792 |
| Available-for-sale securities (fair market value) | $3,628,000 | 7,412 |
| Total debt securities | $4,671,000 | 7,931 |
| 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 | $4,130,000 | 8,654 |
| U.S. Government securities | $4,130,000 | 8,118 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,130,000 | 7,780 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| 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 | $0 | 8,187 |
| 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 | $3,127,000 | 4,109 |
| Certificates of participation in pools of residential mortgages | $3,127,000 | 3,320 |
| Issued or guaranteed by U.S. | $3,127,000 | 3,304 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| 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) | $1,003,000 | 4,447 |
| Available-for-sale securities (fair market value) | $3,127,000 | 7,830 |
| Total debt securities | $4,130,000 | 8,544 |
| 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 |