Home > Capitol Federal Savings Bank > Securities
Capitol Federal Savings Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $740,462,000 | 305 |
| U.S. Government securities | $736,978,000 | 227 |
| U.S. Treasury securities | $213,758,000 | 136 |
| U.S. Government agency obligations | $523,220,000 | 270 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $3,484,000 | 1,521 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $3,484,000 | 1,122 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $272,623,000 | 398 |
| Mortgage-backed securities | $523,220,000 | 231 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $206,049,000 | 286 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $247,709,000 | 137 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $69,326,000 | 136 |
| Other commercial mortgage-backed securities | $136,000 | 1,327 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $740,462,000 | 249 |
| Total debt securities | $740,463,000 | 301 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $1,371,136,000 | 197 |
| U.S. Government securities | $1,366,875,000 | 147 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $1,366,875,000 | 132 |
| Securities issued by states & political subdivisions | $883,000 | 3,590 |
| Other domestic debt securities | $3,378,000 | 1,520 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $3,378,000 | 1,121 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $685,749,000 | 193 |
| Mortgage-backed securities | $887,679,000 | 158 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $874,598,000 | 91 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $12,497,000 | 939 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $584,000 | 1,202 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $1,371,136,000 | 159 |
| Total debt securities | $1,371,137,000 | 194 |
| Structured notes | ||
| Amortized cost | $22,725,000 | 76 |
| Fair value | $22,725,000 | 67 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-03-31 | Rank | |
| Total securities | $1,505,808,000 | 201 |
| U.S. Government securities | $1,501,220,000 | 150 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $1,501,220,000 | 126 |
| Securities issued by states & political subdivisions | $1,026,000 | 3,657 |
| Other domestic debt securities | $3,562,000 | 1,543 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $3,562,000 | 1,153 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $775,352,000 | 174 |
| Mortgage-backed securities | $1,021,980,000 | 152 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,004,914,000 | 89 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $16,402,000 | 855 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $664,000 | 1,188 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $1,505,808,000 | 162 |
| Total debt securities | $1,505,808,000 | 197 |
| Structured notes | ||
| Amortized cost | $25,000,000 | 79 |
| Fair value | $23,053,000 | 78 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $1,528,686,000 | 204 |
| U.S. Government securities | $1,524,035,000 | 158 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $1,524,035,000 | 131 |
| Securities issued by states & political subdivisions | $1,010,000 | 3,693 |
| Other domestic debt securities | $3,641,000 | 1,555 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $3,641,000 | 1,151 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $754,128,000 | 153 |
| Mortgage-backed securities | $1,052,255,000 | 154 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,033,271,000 | 95 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $18,285,000 | 803 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $699,000 | 1,175 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $1,528,686,000 | 165 |
| Total debt securities | $1,528,685,000 | 201 |
| Structured notes | ||
| Amortized cost | $25,000,000 | 85 |
| Fair value | $22,696,000 | 84 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $1,563,307,000 | 198 |
| U.S. Government securities | $1,558,451,000 | 155 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $1,558,451,000 | 130 |
| Securities issued by states & political subdivisions | $1,161,000 | 3,686 |
| Other domestic debt securities | $3,695,000 | 1,530 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $3,695,000 | 1,153 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $744,692,000 | 142 |
| Mortgage-backed securities | $1,088,624,000 | 155 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,067,290,000 | 96 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $20,580,000 | 772 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $754,000 | 1,199 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $1,563,307,000 | 164 |
| Total debt securities | $1,563,308,000 | 196 |
| Structured notes | ||
| Amortized cost | $25,000,000 | 83 |
| Fair value | $22,346,000 | 84 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $1,694,160,000 | 192 |
| U.S. Government securities | $1,689,940,000 | 150 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $1,689,940,000 | 131 |
| Securities issued by states & political subdivisions | $210,000 | 3,973 |
| Other domestic debt securities | $4,010,000 | 1,412 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $4,010,000 | 1,119 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $193,968,000 | 415 |
| Mortgage-backed securities | $1,206,747,000 | 151 |
| Certificates of participation in pools of residential mortgages | $1,181,924,000 | 94 |
| Issued or guaranteed by U.S. | $1,181,924,000 | 94 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $23,769,000 | 783 |
| CMOs issued by government agencies or sponsored agencies | $23,769,000 | 711 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $1,054,000 | 1,685 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $1,054,000 | 1,190 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $1,694,160,000 | 161 |
| Total debt securities | $1,694,160,000 | 190 |
| Structured notes | ||
| Amortized cost | $25,000,000 | 81 |
| Fair value | $23,149,000 | 80 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $1,780,419,000 | 187 |
| U.S. Government securities | $1,779,668,000 | 148 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $1,779,668,000 | 131 |
| Securities issued by states & political subdivisions | $751,000 | 3,845 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $290,458,000 | 294 |
| Mortgage-backed securities | $1,290,519,000 | 141 |
| Certificates of participation in pools of residential mortgages | $1,261,364,000 | 94 |
| Issued or guaranteed by U.S. | $1,261,364,000 | 94 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $27,503,000 | 711 |
| CMOs issued by government agencies or sponsored agencies | $27,503,000 | 646 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $1,652,000 | 1,574 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $1,652,000 | 1,103 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $1,780,419,000 | 160 |
| Total debt securities | $1,780,418,000 | 183 |
| Structured notes | ||
| Amortized cost | $25,000,000 | 71 |
| Fair value | $23,580,000 | 73 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $1,890,653,000 | 174 |
| U.S. Government securities | $1,887,303,000 | 142 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $1,887,303,000 | 127 |
| Securities issued by states & political subdivisions | $3,350,000 | 3,394 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $338,384,000 | 248 |
| Mortgage-backed securities | $1,376,239,000 | 143 |
| Certificates of participation in pools of residential mortgages | $1,341,549,000 | 93 |
| Issued or guaranteed by U.S. | $1,341,549,000 | 93 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $32,356,000 | 613 |
| CMOs issued by government agencies or sponsored agencies | $32,356,000 | 567 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $2,334,000 | 1,438 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $2,334,000 | 1,003 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $1,890,653,000 | 151 |
| Total debt securities | $1,890,652,000 | 172 |
| Structured notes | ||
| Amortized cost | $25,000,000 | 60 |
| Fair value | $24,747,000 | 60 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $2,014,608,000 | 168 |
| U.S. Government securities | $2,010,319,000 | 136 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $2,010,319,000 | 125 |
| Securities issued by states & political subdivisions | $4,289,000 | 3,302 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $395,848,000 | 214 |
| Mortgage-backed securities | $1,493,993,000 | 139 |
| Certificates of participation in pools of residential mortgages | $1,454,568,000 | 87 |
| Issued or guaranteed by U.S. | $1,454,568,000 | 87 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $36,889,000 | 543 |
| CMOs issued by government agencies or sponsored agencies | $36,889,000 | 512 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $2,536,000 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $2,536,000 | 969 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $2,014,608,000 | 144 |
| Total debt securities | $2,014,608,000 | 167 |
| Structured notes | ||
| Amortized cost | $25,000,000 | 54 |
| Fair value | $24,976,000 | 54 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $2,015,705,000 | 159 |
| U.S. Government securities | $2,010,543,000 | 126 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $2,010,543,000 | 118 |
| Securities issued by states & political subdivisions | $5,162,000 | 3,196 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $442,468,000 | 201 |
| Mortgage-backed securities | $1,519,028,000 | 135 |
| Certificates of participation in pools of residential mortgages | $1,473,567,000 | 80 |
| Issued or guaranteed by U.S. | $1,473,567,000 | 80 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $41,719,000 | 492 |
| CMOs issued by government agencies or sponsored agencies | $41,719,000 | 462 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $3,742,000 | 1,255 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $3,742,000 | 846 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $2,015,705,000 | 140 |
| Total debt securities | $2,015,704,000 | 158 |
| Structured notes | ||
| Amortized cost | $25,000,000 | 44 |
| Fair value | $25,013,000 | 45 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $2,095,924,000 | 141 |
| U.S. Government securities | $2,090,434,000 | 119 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $2,090,434,000 | 111 |
| Securities issued by states & political subdivisions | $5,490,000 | 3,142 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $453,363,000 | 195 |
| Mortgage-backed securities | $1,549,901,000 | 127 |
| Certificates of participation in pools of residential mortgages | $1,496,308,000 | 80 |
| Issued or guaranteed by U.S. | $1,496,308,000 | 80 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $47,555,000 | 429 |
| CMOs issued by government agencies or sponsored agencies | $47,555,000 | 395 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $6,038,000 | 1,031 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $6,038,000 | 677 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $2,095,924,000 | 131 |
| Total debt securities | $2,095,923,000 | 140 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $1,913,866,000 | 147 |
| U.S. Government securities | $1,905,011,000 | 118 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $1,905,011,000 | 109 |
| Securities issued by states & political subdivisions | $8,855,000 | 2,730 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $559,531,000 | 164 |
| Mortgage-backed securities | $1,459,300,000 | 123 |
| Certificates of participation in pools of residential mortgages | $1,398,100,000 | 78 |
| Issued or guaranteed by U.S. | $1,398,100,000 | 78 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $53,553,000 | 394 |
| CMOs issued by government agencies or sponsored agencies | $53,553,000 | 364 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $7,647,000 | 897 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $7,647,000 | 587 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $1,913,866,000 | 133 |
| Total debt securities | $1,913,866,000 | 146 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $1,560,950,000 | 153 |
| U.S. Government securities | $1,551,143,000 | 126 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $1,551,143,000 | 118 |
| Securities issued by states & political subdivisions | $9,807,000 | 2,502 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $590,837,000 | 153 |
| Mortgage-backed securities | $1,180,803,000 | 133 |
| Certificates of participation in pools of residential mortgages | $1,110,322,000 | 80 |
| Issued or guaranteed by U.S. | $1,110,322,000 | 80 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $61,087,000 | 372 |
| CMOs issued by government agencies or sponsored agencies | $61,087,000 | 341 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $9,394,000 | 795 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $9,394,000 | 509 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $1,560,950,000 | 141 |
| Total debt securities | $1,560,951,000 | 150 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $1,220,054,000 | 174 |
| U.S. Government securities | $1,208,087,000 | 146 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $1,208,087,000 | 136 |
| Securities issued by states & political subdivisions | $11,967,000 | 2,241 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $762,525,000 | 121 |
| Mortgage-backed securities | $982,587,000 | 148 |
| Certificates of participation in pools of residential mortgages | $900,915,000 | 82 |
| Issued or guaranteed by U.S. | $900,915,000 | 82 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $69,304,000 | 346 |
| CMOs issued by government agencies or sponsored agencies | $69,304,000 | 315 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $12,368,000 | 654 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $12,368,000 | 423 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $1,220,054,000 | 157 |
| Total debt securities | $1,220,052,000 | 172 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $1,236,037,000 | 173 |
| U.S. Government securities | $1,224,097,000 | 145 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $1,224,097,000 | 134 |
| Securities issued by states & political subdivisions | $11,940,000 | 2,123 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $827,334,000 | 116 |
| Mortgage-backed securities | $973,318,000 | 144 |
| Certificates of participation in pools of residential mortgages | $882,279,000 | 85 |
| Issued or guaranteed by U.S. | $882,279,000 | 85 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $76,353,000 | 328 |
| CMOs issued by government agencies or sponsored agencies | $76,353,000 | 303 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $14,686,000 | 588 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $14,686,000 | 385 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $1,236,037,000 | 156 |
| Total debt securities | $1,236,038,000 | 171 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $1,229,587,000 | 173 |
| U.S. Government securities | $1,212,472,000 | 149 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $1,212,472,000 | 138 |
| Securities issued by states & political subdivisions | $17,115,000 | 1,698 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $421,984,000 | 179 |
| Mortgage-backed securities | $937,317,000 | 150 |
| Certificates of participation in pools of residential mortgages | $839,852,000 | 89 |
| Issued or guaranteed by U.S. | $839,852,000 | 89 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $81,596,000 | 313 |
| CMOs issued by government agencies or sponsored agencies | $81,596,000 | 292 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $15,869,000 | 559 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $15,869,000 | 358 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $1,229,587,000 | 156 |
| Total debt securities | $1,229,585,000 | 171 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $1,204,862,000 | 173 |
| U.S. Government securities | $1,186,440,000 | 151 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $1,186,440,000 | 140 |
| Securities issued by states & political subdivisions | $18,422,000 | 1,618 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $496,050,000 | 150 |
| Mortgage-backed securities | $936,486,000 | 149 |
| Certificates of participation in pools of residential mortgages | $828,461,000 | 90 |
| Issued or guaranteed by U.S. | $828,461,000 | 90 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $90,245,000 | 288 |
| CMOs issued by government agencies or sponsored agencies | $90,245,000 | 270 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $17,780,000 | 510 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $17,780,000 | 332 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $1,204,862,000 | 161 |
| Total debt securities | $1,204,862,000 | 172 |
| Structured notes | ||
| Amortized cost | $24,838,000 | 45 |
| Fair value | $24,899,000 | 45 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $1,253,251,000 | 172 |
| U.S. Government securities | $1,232,138,000 | 144 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $1,232,138,000 | 137 |
| Securities issued by states & political subdivisions | $21,113,000 | 1,477 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $537,890,000 | 143 |
| Mortgage-backed securities | $979,256,000 | 145 |
| Certificates of participation in pools of residential mortgages | $861,107,000 | 86 |
| Issued or guaranteed by U.S. | $861,107,000 | 86 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $99,296,000 | 272 |
| CMOs issued by government agencies or sponsored agencies | $99,296,000 | 254 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $18,853,000 | 479 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $18,853,000 | 312 |
| Held to maturity securities (book value) | $483,858,000 | 86 |
| Available-for-sale securities (fair market value) | $769,393,000 | 206 |
| Total debt securities | $1,253,251,000 | 170 |
| Structured notes | ||
| Amortized cost | $24,814,000 | 54 |
| Fair value | $24,872,000 | 54 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $1,274,188,000 | 166 |
| U.S. Government securities | $1,253,035,000 | 138 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $1,253,035,000 | 131 |
| Securities issued by states & political subdivisions | $21,153,000 | 1,543 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $587,329,000 | 134 |
| Mortgage-backed securities | $985,294,000 | 145 |
| Certificates of participation in pools of residential mortgages | $858,615,000 | 87 |
| Issued or guaranteed by U.S. | $858,615,000 | 87 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $107,891,000 | 251 |
| CMOs issued by government agencies or sponsored agencies | $107,891,000 | 238 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $18,788,000 | 463 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $18,788,000 | 297 |
| Held to maturity securities (book value) | $527,460,000 | 86 |
| Available-for-sale securities (fair market value) | $746,728,000 | 211 |
| Total debt securities | $1,274,188,000 | 162 |
| Structured notes | ||
| Amortized cost | $40,397,000 | 36 |
| Fair value | $40,569,000 | 35 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $1,237,325,000 | 172 |
| U.S. Government securities | $1,214,496,000 | 142 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $1,214,496,000 | 131 |
| Securities issued by states & political subdivisions | $22,829,000 | 1,499 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $579,369,000 | 139 |
| Mortgage-backed securities | $972,543,000 | 143 |
| Certificates of participation in pools of residential mortgages | $836,797,000 | 87 |
| Issued or guaranteed by U.S. | $836,797,000 | 87 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $116,658,000 | 238 |
| CMOs issued by government agencies or sponsored agencies | $116,658,000 | 228 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $19,088,000 | 451 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $19,088,000 | 287 |
| Held to maturity securities (book value) | $568,838,000 | 81 |
| Available-for-sale securities (fair market value) | $668,487,000 | 230 |
| Total debt securities | $1,237,325,000 | 169 |
| Structured notes | ||
| Amortized cost | $40,595,000 | 35 |
| Fair value | $40,723,000 | 34 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $1,326,932,000 | 159 |
| U.S. Government securities | $1,302,387,000 | 133 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $1,302,387,000 | 121 |
| Securities issued by states & political subdivisions | $24,545,000 | 1,405 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $637,435,000 | 132 |
| Mortgage-backed securities | $1,036,989,000 | 135 |
| Certificates of participation in pools of residential mortgages | $891,444,000 | 85 |
| Issued or guaranteed by U.S. | $891,444,000 | 85 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $145,545,000 | 206 |
| CMOs issued by government agencies or sponsored agencies | $145,545,000 | 200 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $612,318,000 | 76 |
| Available-for-sale securities (fair market value) | $714,614,000 | 218 |
| Total debt securities | $1,326,933,000 | 158 |
| Structured notes | ||
| Amortized cost | $40,584,000 | 35 |
| Fair value | $40,513,000 | 34 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $1,219,884,000 | 170 |
| U.S. Government securities | $1,196,136,000 | 142 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $1,196,136,000 | 130 |
| Securities issued by states & political subdivisions | $23,748,000 | 1,492 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $571,226,000 | 143 |
| Mortgage-backed securities | $958,269,000 | 143 |
| Certificates of participation in pools of residential mortgages | $854,528,000 | 89 |
| Issued or guaranteed by U.S. | $854,528,000 | 88 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $103,741,000 | 253 |
| CMOs issued by government agencies or sponsored agencies | $103,741,000 | 240 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $664,522,000 | 71 |
| Available-for-sale securities (fair market value) | $555,362,000 | 259 |
| Total debt securities | $1,219,883,000 | 167 |
| Structured notes | ||
| Amortized cost | $40,572,000 | 34 |
| Fair value | $40,561,000 | 34 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $1,275,518,000 | 166 |
| U.S. Government securities | $1,251,406,000 | 132 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $1,251,406,000 | 124 |
| Securities issued by states & political subdivisions | $24,112,000 | 1,517 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $558,717,000 | 149 |
| Mortgage-backed securities | $982,405,000 | 140 |
| Certificates of participation in pools of residential mortgages | $869,054,000 | 91 |
| Issued or guaranteed by U.S. | $869,054,000 | 90 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $113,351,000 | 242 |
| CMOs issued by government agencies or sponsored agencies | $113,351,000 | 231 |
| 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) | $716,372,000 | 68 |
| Available-for-sale securities (fair market value) | $559,146,000 | 261 |
| Total debt securities | $1,275,518,000 | 162 |
| Structured notes | ||
| Amortized cost | $25,000,000 | 53 |
| Fair value | $24,873,000 | 52 |
| 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 | $1,272,690,000 | 160 |
| U.S. Government securities | $1,246,142,000 | 124 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $1,246,142,000 | 116 |
| Securities issued by states & political subdivisions | $26,548,000 | 1,453 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $559,377,000 | 145 |
| Mortgage-backed securities | $951,238,000 | 136 |
| Certificates of participation in pools of residential mortgages | $828,323,000 | 92 |
| Issued or guaranteed by U.S. | $828,323,000 | 91 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $122,915,000 | 224 |
| CMOs issued by government agencies or sponsored agencies | $122,915,000 | 213 |
| 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) | $770,806,000 | 67 |
| Available-for-sale securities (fair market value) | $501,884,000 | 288 |
| Total debt securities | $1,272,688,000 | 158 |
| Structured notes | ||
| Amortized cost | $25,000,000 | 50 |
| Fair value | $24,910,000 | 50 |
| 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 | $1,243,569,000 | 162 |
| U.S. Government securities | $1,213,176,000 | 130 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $1,213,176,000 | 122 |
| Securities issued by states & political subdivisions | $28,342,000 | 1,382 |
| Other domestic debt securities | $2,051,000 | 1,201 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $2,051,000 | 122 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $726,061,000 | 125 |
| Mortgage-backed securities | $942,447,000 | 138 |
| Certificates of participation in pools of residential mortgages | $808,671,000 | 96 |
| Issued or guaranteed by U.S. | $808,671,000 | 95 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $133,776,000 | 212 |
| CMOs issued by government agencies or sponsored agencies | $133,776,000 | 201 |
| 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) | $827,738,000 | 68 |
| Available-for-sale securities (fair market value) | $415,831,000 | 328 |
| Total debt securities | $1,243,568,000 | 161 |
| Structured notes | ||
| Amortized cost | $25,000,000 | 51 |
| Fair value | $24,976,000 | 51 |
| 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 | $1,343,931,000 | 151 |
| U.S. Government securities | $1,312,808,000 | 119 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $1,312,808,000 | 111 |
| Securities issued by states & political subdivisions | $29,222,000 | 1,363 |
| Other domestic debt securities | $1,901,000 | 1,282 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $1,901,000 | 126 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $665,407,000 | 127 |
| Mortgage-backed securities | $1,017,145,000 | 129 |
| Certificates of participation in pools of residential mortgages | $871,897,000 | 92 |
| Issued or guaranteed by U.S. | $871,897,000 | 91 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $145,248,000 | 206 |
| CMOs issued by government agencies or sponsored agencies | $145,248,000 | 193 |
| 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) | $891,037,000 | 66 |
| Available-for-sale securities (fair market value) | $452,894,000 | 304 |
| Total debt securities | $1,343,929,000 | 149 |
| Structured notes | ||
| Amortized cost | $25,000,000 | 59 |
| Fair value | $24,956,000 | 59 |
| 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 | $1,419,193,000 | 144 |
| U.S. Government securities | $1,386,458,000 | 116 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $1,386,458,000 | 109 |
| Securities issued by states & political subdivisions | $30,821,000 | 1,299 |
| Other domestic debt securities | $1,914,000 | 1,297 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $1,914,000 | 123 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $622,794,000 | 138 |
| Mortgage-backed securities | $1,090,870,000 | 119 |
| Certificates of participation in pools of residential mortgages | $933,788,000 | 83 |
| Issued or guaranteed by U.S. | $933,788,000 | 82 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $157,082,000 | 192 |
| CMOs issued by government agencies or sponsored agencies | $157,082,000 | 181 |
| 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) | $954,110,000 | 65 |
| Available-for-sale securities (fair market value) | $465,083,000 | 300 |
| Total debt securities | $1,419,193,000 | 143 |
| Structured notes | ||
| Amortized cost | $25,000,000 | 60 |
| Fair value | $24,937,000 | 59 |
| 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 | $1,522,007,000 | 131 |
| U.S. Government securities | $1,486,930,000 | 106 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,486,930,000 | 99 |
| Securities issued by states & political subdivisions | $33,203,000 | 1,209 |
| Other domestic debt securities | $1,874,000 | 1,311 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $1,874,000 | 128 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $659,035,000 | 127 |
| Mortgage-backed securities | $1,166,326,000 | 114 |
| Certificates of participation in pools of residential mortgages | $997,063,000 | 78 |
| Issued or guaranteed by U.S. | $997,063,000 | 77 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $169,263,000 | 180 |
| CMOs issued by government agencies or sponsored agencies | $169,263,000 | 169 |
| 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) | $1,022,215,000 | 64 |
| Available-for-sale securities (fair market value) | $499,792,000 | 272 |
| Total debt securities | $1,522,008,000 | 130 |
| Structured notes | ||
| Amortized cost | $49,997,000 | 31 |
| Fair value | $49,941,000 | 31 |
| 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 | $1,628,175,000 | 124 |
| U.S. Government securities | $1,593,116,000 | 99 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $1,593,116,000 | 94 |
| Securities issued by states & political subdivisions | $33,303,000 | 1,204 |
| Other domestic debt securities | $1,756,000 | 1,347 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $1,756,000 | 131 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $652,594,000 | 124 |
| Mortgage-backed securities | $1,246,078,000 | 110 |
| Certificates of participation in pools of residential mortgages | $1,061,247,000 | 71 |
| Issued or guaranteed by U.S. | $1,061,247,000 | 70 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $184,831,000 | 175 |
| CMOs issued by government agencies or sponsored agencies | $184,831,000 | 164 |
| 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) | $1,100,874,000 | 62 |
| Available-for-sale securities (fair market value) | $527,301,000 | 259 |
| Total debt securities | $1,628,176,000 | 123 |
| Structured notes | ||
| Amortized cost | $49,994,000 | 26 |
| Fair value | $50,041,000 | 25 |
| 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 | $1,855,226,000 | 117 |
| U.S. Government securities | $1,817,194,000 | 90 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $1,817,194,000 | 85 |
| Securities issued by states & political subdivisions | $36,279,000 | 1,111 |
| Other domestic debt securities | $1,753,000 | 1,372 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $1,753,000 | 135 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $615,352,000 | 128 |
| Mortgage-backed securities | $1,344,481,000 | 99 |
| Certificates of participation in pools of residential mortgages | $1,143,629,000 | 69 |
| Issued or guaranteed by U.S. | $1,143,629,000 | 68 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $200,852,000 | 170 |
| CMOs issued by government agencies or sponsored agencies | $200,852,000 | 157 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $1,188,913,000 | 60 |
| Available-for-sale securities (fair market value) | $666,313,000 | 217 |
| Total debt securities | $1,855,225,000 | 116 |
| Structured notes | ||
| Amortized cost | $74,991,000 | 23 |
| Fair value | $75,060,000 | 23 |
| 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 | $1,948,265,000 | 115 |
| U.S. Government securities | $1,909,225,000 | 88 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $1,909,225,000 | 82 |
| Securities issued by states & political subdivisions | $37,250,000 | 1,067 |
| Other domestic debt securities | $1,790,000 | 1,365 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $1,790,000 | 136 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $847,189,000 | 111 |
| Mortgage-backed securities | $1,436,774,000 | 91 |
| Certificates of participation in pools of residential mortgages | $1,220,527,000 | 69 |
| Issued or guaranteed by U.S. | $1,220,527,000 | 67 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $216,247,000 | 167 |
| CMOs issued by government agencies or sponsored agencies | $216,247,000 | 156 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $1,270,849,000 | 56 |
| Available-for-sale securities (fair market value) | $677,416,000 | 210 |
| Total debt securities | $1,948,265,000 | 112 |
| Structured notes | ||
| Amortized cost | $74,988,000 | 25 |
| Fair value | $75,034,000 | 25 |
| 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 | $1,836,948,000 | 117 |
| U.S. Government securities | $1,795,557,000 | 89 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,795,557,000 | 83 |
| Securities issued by states & political subdivisions | $39,537,000 | 1,013 |
| Other domestic debt securities | $1,854,000 | 1,330 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $1,854,000 | 129 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $825,021,000 | 110 |
| Mortgage-backed securities | $1,376,119,000 | 98 |
| Certificates of participation in pools of residential mortgages | $1,145,723,000 | 70 |
| Issued or guaranteed by U.S. | $1,145,723,000 | 68 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $230,396,000 | 160 |
| CMOs issued by government agencies or sponsored agencies | $230,396,000 | 150 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $1,199,978,000 | 60 |
| Available-for-sale securities (fair market value) | $636,970,000 | 222 |
| Total debt securities | $1,836,947,000 | 116 |
| Structured notes | ||
| Amortized cost | $24,988,000 | 87 |
| Fair value | $24,930,000 | 85 |
| 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 | $2,029,293,000 | 108 |
| U.S. Government securities | $1,989,159,000 | 83 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $1,989,159,000 | 78 |
| Securities issued by states & political subdivisions | $38,218,000 | 1,050 |
| Other domestic debt securities | $1,916,000 | 1,337 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $1,916,000 | 125 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $799,424,000 | 112 |
| Mortgage-backed securities | $1,462,539,000 | 86 |
| Certificates of participation in pools of residential mortgages | $1,217,546,000 | 67 |
| Issued or guaranteed by U.S. | $1,217,546,000 | 65 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $244,993,000 | 151 |
| CMOs issued by government agencies or sponsored agencies | $244,993,000 | 140 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $1,271,122,000 | 55 |
| Available-for-sale securities (fair market value) | $758,171,000 | 188 |
| Total debt securities | $2,029,294,000 | 108 |
| Structured notes | ||
| Amortized cost | $79,120,000 | 24 |
| Fair value | $79,205,000 | 24 |
| 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 | $2,206,716,000 | 102 |
| U.S. Government securities | $2,165,140,000 | 81 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $2,165,140,000 | 76 |
| Securities issued by states & political subdivisions | $39,512,000 | 994 |
| Other domestic debt securities | $2,064,000 | 1,284 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $2,064,000 | 124 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $840,225,000 | 111 |
| Mortgage-backed securities | $1,565,184,000 | 83 |
| Certificates of participation in pools of residential mortgages | $1,302,340,000 | 64 |
| Issued or guaranteed by U.S. | $1,302,340,000 | 61 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $262,844,000 | 150 |
| CMOs issued by government agencies or sponsored agencies | $262,844,000 | 139 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $1,359,657,000 | 52 |
| Available-for-sale securities (fair market value) | $847,059,000 | 168 |
| Total debt securities | $2,206,715,000 | 101 |
| Structured notes | ||
| Amortized cost | $104,104,000 | 22 |
| Fair value | $104,059,000 | 22 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $2,268,239,000 | 100 |
| U.S. Government securities | $2,228,338,000 | 78 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $2,228,338,000 | 72 |
| Securities issued by states & political subdivisions | $37,839,000 | 1,014 |
| Other domestic debt securities | $2,062,000 | 1,316 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $2,062,000 | 116 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,017,947,000 | 99 |
| Mortgage-backed securities | $1,648,046,000 | 83 |
| Certificates of participation in pools of residential mortgages | $1,367,320,000 | 61 |
| Issued or guaranteed by U.S. | $1,367,320,000 | 59 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $280,726,000 | 144 |
| CMOs issued by government agencies or sponsored agencies | $280,726,000 | 131 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $1,425,383,000 | 50 |
| Available-for-sale securities (fair market value) | $842,856,000 | 166 |
| Total debt securities | $2,268,237,000 | 100 |
| Structured notes | ||
| Amortized cost | $108,479,000 | 24 |
| Fair value | $108,612,000 | 24 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $2,250,243,000 | 95 |
| U.S. Government securities | $2,212,501,000 | 74 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $2,212,501,000 | 71 |
| Securities issued by states & political subdivisions | $35,545,000 | 1,079 |
| Other domestic debt securities | $2,197,000 | 1,288 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $2,197,000 | 117 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,014,799,000 | 100 |
| Mortgage-backed securities | $1,711,231,000 | 77 |
| Certificates of participation in pools of residential mortgages | $1,414,324,000 | 59 |
| Issued or guaranteed by U.S. | $1,414,324,000 | 57 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $296,907,000 | 140 |
| CMOs issued by government agencies or sponsored agencies | $296,907,000 | 129 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $1,472,914,000 | 46 |
| Available-for-sale securities (fair market value) | $777,329,000 | 180 |
| Total debt securities | $2,250,244,000 | 94 |
| Structured notes | ||
| Amortized cost | $58,537,000 | 50 |
| Fair value | $57,849,000 | 49 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $2,393,489,000 | 88 |
| U.S. Government securities | $2,352,302,000 | 72 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $2,352,302,000 | 69 |
| Securities issued by states & political subdivisions | $38,891,000 | 996 |
| Other domestic debt securities | $2,296,000 | 1,310 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $2,296,000 | 119 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,039,945,000 | 100 |
| Mortgage-backed securities | $1,802,547,000 | 72 |
| Certificates of participation in pools of residential mortgages | $1,489,521,000 | 59 |
| Issued or guaranteed by U.S. | $1,489,521,000 | 57 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $313,026,000 | 136 |
| CMOs issued by government agencies or sponsored agencies | $313,026,000 | 126 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $1,552,699,000 | 43 |
| Available-for-sale securities (fair market value) | $840,790,000 | 163 |
| Total debt securities | $2,393,488,000 | 88 |
| Structured notes | ||
| Amortized cost | $108,534,000 | 29 |
| Fair value | $107,366,000 | 29 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $2,494,415,000 | 84 |
| U.S. Government securities | $2,454,441,000 | 70 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $2,454,441,000 | 67 |
| Securities issued by states & political subdivisions | $37,618,000 | 1,026 |
| Other domestic debt securities | $2,356,000 | 1,332 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $2,356,000 | 119 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $691,275,000 | 123 |
| Mortgage-backed securities | $1,904,010,000 | 72 |
| Certificates of participation in pools of residential mortgages | $1,573,448,000 | 57 |
| Issued or guaranteed by U.S. | $1,573,448,000 | 55 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $330,562,000 | 132 |
| CMOs issued by government agencies or sponsored agencies | $330,562,000 | 123 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $1,637,043,000 | 42 |
| Available-for-sale securities (fair market value) | $857,372,000 | 161 |
| Total debt securities | $2,494,416,000 | 83 |
| Structured notes | ||
| Amortized cost | $108,531,000 | 29 |
| Fair value | $107,510,000 | 28 |
| 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 | $2,615,906,000 | 79 |
| U.S. Government securities | $2,576,678,000 | 68 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $2,576,678,000 | 65 |
| Securities issued by states & political subdivisions | $36,859,000 | 1,055 |
| Other domestic debt securities | $2,369,000 | 1,360 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $2,369,000 | 116 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $652,017,000 | 130 |
| Mortgage-backed securities | $2,005,138,000 | 69 |
| Certificates of participation in pools of residential mortgages | $1,659,099,000 | 53 |
| Issued or guaranteed by U.S. | $1,659,099,000 | 51 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $346,039,000 | 132 |
| CMOs issued by government agencies or sponsored agencies | $346,039,000 | 123 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $1,720,283,000 | 41 |
| Available-for-sale securities (fair market value) | $895,623,000 | 157 |
| Total debt securities | $2,615,907,000 | 78 |
| Structured notes | ||
| Amortized cost | $108,527,000 | 29 |
| Fair value | $106,808,000 | 29 |
| 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 | $2,662,077,000 | 79 |
| U.S. Government securities | $2,623,326,000 | 68 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,623,326,000 | 64 |
| Securities issued by states & political subdivisions | $36,342,000 | 1,052 |
| Other domestic debt securities | $2,409,000 | 1,394 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $2,409,000 | 123 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $668,632,000 | 124 |
| Mortgage-backed securities | $1,975,164,000 | 69 |
| Certificates of participation in pools of residential mortgages | $1,613,905,000 | 49 |
| Issued or guaranteed by U.S. | $1,613,905,000 | 47 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $361,259,000 | 127 |
| CMOs issued by government agencies or sponsored agencies | $361,259,000 | 117 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $1,668,484,000 | 40 |
| Available-for-sale securities (fair market value) | $993,593,000 | 145 |
| Total debt securities | $2,662,078,000 | 77 |
| Structured notes | ||
| Amortized cost | $108,524,000 | 30 |
| Fair value | $106,329,000 | 29 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $2,787,990,000 | 77 |
| U.S. Government securities | $2,749,936,000 | 65 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,749,936,000 | 63 |
| Securities issued by states & political subdivisions | $35,631,000 | 1,071 |
| Other domestic debt securities | $2,423,000 | 1,431 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $2,423,000 | 133 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $662,432,000 | 121 |
| Mortgage-backed securities | $2,047,708,000 | 69 |
| Certificates of participation in pools of residential mortgages | $1,669,359,000 | 47 |
| Issued or guaranteed by U.S. | $1,669,359,000 | 45 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $378,349,000 | 122 |
| CMOs issued by government agencies or sponsored agencies | $378,349,000 | 110 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $1,718,023,000 | 37 |
| Available-for-sale securities (fair market value) | $1,069,967,000 | 133 |
| Total debt securities | $2,787,990,000 | 76 |
| Structured notes | ||
| Amortized cost | $108,521,000 | 28 |
| Fair value | $106,972,000 | 27 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $2,986,938,000 | 73 |
| U.S. Government securities | $2,943,968,000 | 65 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $2,943,968,000 | 63 |
| Securities issued by states & political subdivisions | $40,529,000 | 927 |
| Other domestic debt securities | $2,441,000 | 1,465 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $2,441,000 | 126 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $638,607,000 | 125 |
| Mortgage-backed securities | $2,179,539,000 | 66 |
| Certificates of participation in pools of residential mortgages | $1,774,295,000 | 42 |
| Issued or guaranteed by U.S. | $1,774,295,000 | 40 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $405,244,000 | 116 |
| CMOs issued by government agencies or sponsored agencies | $405,244,000 | 101 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $1,819,895,000 | 30 |
| Available-for-sale securities (fair market value) | $1,167,043,000 | 127 |
| Total debt securities | $2,986,937,000 | 72 |
| Structured notes | ||
| Amortized cost | $108,514,000 | 27 |
| Fair value | $106,309,000 | 27 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $3,199,222,000 | 71 |
| U.S. Government securities | $3,155,128,000 | 60 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $3,155,128,000 | 58 |
| Securities issued by states & political subdivisions | $41,201,000 | 903 |
| Other domestic debt securities | $2,893,000 | 1,351 |
| Privately issued residential mortgage-backed securities | $137,000 | 860 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $2,756,000 | 116 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $610,345,000 | 125 |
| Mortgage-backed securities | $2,358,095,000 | 67 |
| Certificates of participation in pools of residential mortgages | $1,922,431,000 | 43 |
| Issued or guaranteed by U.S. | $1,922,431,000 | 41 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $435,664,000 | 112 |
| CMOs issued by government agencies or sponsored agencies | $435,527,000 | 95 |
| Privately issued | $137,000 | 825 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $1,953,779,000 | 23 |
| Available-for-sale securities (fair market value) | $1,245,443,000 | 125 |
| Total debt securities | $3,199,222,000 | 69 |
| Structured notes | ||
| Amortized cost | $129,144,000 | 20 |
| Fair value | $129,012,000 | 20 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $3,161,620,000 | 68 |
| U.S. Government securities | $3,114,401,000 | 58 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $3,114,401,000 | 57 |
| Securities issued by states & political subdivisions | $44,447,000 | 813 |
| Other domestic debt securities | $2,772,000 | 1,366 |
| Privately issued residential mortgage-backed securities | $308,000 | 783 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $2,464,000 | 116 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $669,888,000 | 120 |
| Mortgage-backed securities | $2,324,187,000 | 66 |
| Certificates of participation in pools of residential mortgages | $1,877,584,000 | 42 |
| Issued or guaranteed by U.S. | $1,877,584,000 | 40 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $446,603,000 | 113 |
| CMOs issued by government agencies or sponsored agencies | $446,295,000 | 95 |
| Privately issued | $308,000 | 751 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $1,902,228,000 | 22 |
| Available-for-sale securities (fair market value) | $1,259,392,000 | 122 |
| Total debt securities | $3,161,619,000 | 67 |
| Structured notes | ||
| Amortized cost | $171,888,000 | 13 |
| Fair value | $171,717,000 | 13 |
| 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 | $3,234,671,000 | 66 |
| U.S. Government securities | $3,183,849,000 | 59 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $3,183,849,000 | 57 |
| Securities issued by states & political subdivisions | $47,850,000 | 721 |
| Other domestic debt securities | $2,972,000 | 1,364 |
| Privately issued residential mortgage-backed securities | $674,000 | 681 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $2,298,000 | 121 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $674,047,000 | 118 |
| Mortgage-backed securities | $2,332,942,000 | 69 |
| Certificates of participation in pools of residential mortgages | $1,944,237,000 | 44 |
| Issued or guaranteed by U.S. | $1,944,237,000 | 43 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $388,705,000 | 123 |
| CMOs issued by government agencies or sponsored agencies | $388,031,000 | 112 |
| Privately issued | $674,000 | 658 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $1,887,947,000 | 21 |
| Available-for-sale securities (fair market value) | $1,346,724,000 | 116 |
| Total debt securities | $3,234,669,000 | 66 |
| Structured notes | ||
| Amortized cost | $214,680,000 | 9 |
| Fair value | $214,958,000 | 9 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $3,585,811,000 | 63 |
| U.S. Government securities | $3,529,351,000 | 54 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $3,529,351,000 | 52 |
| Securities issued by states & political subdivisions | $53,440,000 | 591 |
| Other domestic debt securities | $3,020,000 | 1,345 |
| Privately issued residential mortgage-backed securities | $935,000 | 681 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $2,085,000 | 123 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $658,858,000 | 116 |
| Mortgage-backed securities | $2,510,659,000 | 66 |
| Certificates of participation in pools of residential mortgages | $2,090,800,000 | 41 |
| Issued or guaranteed by U.S. | $2,090,800,000 | 40 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $419,859,000 | 120 |
| CMOs issued by government agencies or sponsored agencies | $418,924,000 | 108 |
| Privately issued | $935,000 | 656 |
| 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) | $2,073,951,000 | 20 |
| Available-for-sale securities (fair market value) | $1,511,860,000 | 106 |
| Total debt securities | $3,585,811,000 | 63 |
| Structured notes | ||
| Amortized cost | $314,641,000 | 3 |
| Fair value | $315,310,000 | 3 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $3,699,488,000 | 63 |
| U.S. Government securities | $3,642,722,000 | 56 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $3,642,722,000 | 52 |
| Securities issued by states & political subdivisions | $53,534,000 | 549 |
| Other domestic debt securities | $3,232,000 | 1,286 |
| Privately issued residential mortgage-backed securities | $1,141,000 | 668 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $2,091,000 | 119 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $682,026,000 | 119 |
| Mortgage-backed securities | $2,626,544,000 | 64 |
| Certificates of participation in pools of residential mortgages | $2,202,791,000 | 40 |
| Issued or guaranteed by U.S. | $2,202,791,000 | 39 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $423,753,000 | 117 |
| CMOs issued by government agencies or sponsored agencies | $422,612,000 | 105 |
| Privately issued | $1,141,000 | 645 |
| 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) | $2,165,036,000 | 21 |
| Available-for-sale securities (fair market value) | $1,534,452,000 | 109 |
| Total debt securities | $3,699,488,000 | 63 |
| Structured notes | ||
| Amortized cost | $289,620,000 | 5 |
| Fair value | $289,851,000 | 4 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $3,428,326,000 | 67 |
| U.S. Government securities | $3,364,759,000 | 58 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,364,759,000 | 55 |
| Securities issued by states & political subdivisions | $59,209,000 | 471 |
| Other domestic debt securities | $4,358,000 | 1,121 |
| Privately issued residential mortgage-backed securities | $1,356,000 | 701 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,002,000 | 919 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,405,685,000 | 68 |
| Certificates of participation in pools of residential mortgages | $2,078,006,000 | 43 |
| Issued or guaranteed by U.S. | $2,078,006,000 | 43 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $327,679,000 | 143 |
| CMOs issued by government agencies or sponsored agencies | $326,323,000 | 128 |
| Privately issued | $1,356,000 | 669 |
| 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) | $2,129,418,000 | 20 |
| Available-for-sale securities (fair market value) | $1,298,908,000 | 118 |
| Total debt securities | $3,428,326,000 | 67 |
| 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 | $3,493,680,000 | 65 |
| U.S. Government securities | $3,429,381,000 | 55 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,429,381,000 | 52 |
| Securities issued by states & political subdivisions | $59,747,000 | 430 |
| Other domestic debt securities | $4,552,000 | 1,091 |
| Privately issued residential mortgage-backed securities | $1,611,000 | 697 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,941,000 | 915 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,412,076,000 | 67 |
| Certificates of participation in pools of residential mortgages | $2,140,038,000 | 39 |
| Issued or guaranteed by U.S. | $2,140,038,000 | 39 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $272,038,000 | 162 |
| CMOs issued by government agencies or sponsored agencies | $270,427,000 | 143 |
| Privately issued | $1,611,000 | 660 |
| 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) | $2,370,116,000 | 18 |
| Available-for-sale securities (fair market value) | $1,123,564,000 | 129 |
| Total debt securities | $3,493,680,000 | 65 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $3,559,510,000 | 66 |
| U.S. Government securities | $3,492,363,000 | 55 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,492,363,000 | 51 |
| Securities issued by states & political subdivisions | $61,966,000 | 386 |
| Other domestic debt securities | $5,181,000 | 1,003 |
| Privately issued residential mortgage-backed securities | $2,121,000 | 646 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,060,000 | 816 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,342,545,000 | 67 |
| Certificates of participation in pools of residential mortgages | $2,161,482,000 | 39 |
| Issued or guaranteed by U.S. | $2,161,482,000 | 39 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $181,063,000 | 219 |
| CMOs issued by government agencies or sponsored agencies | $178,942,000 | 191 |
| Privately issued | $2,121,000 | 611 |
| 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) | $2,693,719,000 | 16 |
| Available-for-sale securities (fair market value) | $865,791,000 | 158 |
| Total debt securities | $3,559,510,000 | 65 |
| 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 | $3,798,855,000 | 62 |
| U.S. Government securities | $3,730,401,000 | 53 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,730,401,000 | 51 |
| Securities issued by states & political subdivisions | $63,435,000 | 368 |
| Other domestic debt securities | $5,019,000 | 1,046 |
| Privately issued residential mortgage-backed securities | $2,240,000 | 664 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,779,000 | 884 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,355,899,000 | 67 |
| Certificates of participation in pools of residential mortgages | $2,191,737,000 | 38 |
| Issued or guaranteed by U.S. | $2,191,737,000 | 38 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $164,162,000 | 225 |
| CMOs issued by government agencies or sponsored agencies | $161,922,000 | 194 |
| Privately issued | $2,240,000 | 632 |
| 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) | $2,953,661,000 | 16 |
| Available-for-sale securities (fair market value) | $845,194,000 | 163 |
| Total debt securities | $3,798,855,000 | 62 |
| 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 | $3,042,951,000 | 70 |
| U.S. Government securities | $2,971,692,000 | 63 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,971,692,000 | 56 |
| Securities issued by states & political subdivisions | $65,745,000 | 341 |
| Other domestic debt securities | $5,514,000 | 1,058 |
| Privately issued residential mortgage-backed securities | $2,732,000 | 646 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,782,000 | 882 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| 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 | $1,695,294,000 | 76 |
| Certificates of participation in pools of residential mortgages | $1,664,124,000 | 50 |
| Issued or guaranteed by U.S. | $1,664,124,000 | 50 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $31,170,000 | 763 |
| CMOs issued by government agencies or sponsored agencies | $28,438,000 | 682 |
| Privately issued | $2,732,000 | 617 |
| 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) | $2,119,826,000 | 16 |
| Available-for-sale securities (fair market value) | $923,125,000 | 147 |
| Total debt securities | $3,042,951,000 | 69 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $2,940,519,000 | 70 |
| U.S. Government securities | $2,864,005,000 | 63 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,864,005,000 | 55 |
| Securities issued by states & political subdivisions | $70,775,000 | 297 |
| Other domestic debt securities | $5,739,000 | 1,065 |
| Privately issued residential mortgage-backed securities | $2,943,000 | 687 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,796,000 | 866 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| 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 | $1,607,864,000 | 76 |
| Certificates of participation in pools of residential mortgages | $1,575,064,000 | 52 |
| Issued or guaranteed by U.S. | $1,575,064,000 | 51 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $32,800,000 | 729 |
| CMOs issued by government agencies or sponsored agencies | $29,857,000 | 660 |
| Privately issued | $2,943,000 | 656 |
| 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) | $1,880,153,000 | 16 |
| Available-for-sale securities (fair market value) | $1,060,366,000 | 124 |
| Total debt securities | $2,940,519,000 | 70 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $2,823,687,000 | 72 |
| U.S. Government securities | $2,743,194,000 | 63 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,743,194,000 | 59 |
| Securities issued by states & political subdivisions | $73,698,000 | 248 |
| Other domestic debt securities | $6,795,000 | 974 |
| Privately issued residential mortgage-backed securities | $3,640,000 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,155,000 | 783 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,620,623,000 | 77 |
| Certificates of participation in pools of residential mortgages | $1,584,008,000 | 52 |
| Issued or guaranteed by U.S. | $1,584,008,000 | 50 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $36,615,000 | 655 |
| CMOs issued by government agencies or sponsored agencies | $32,975,000 | 581 |
| Privately issued | $3,640,000 | 648 |
| 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) | $1,660,271,000 | 17 |
| Available-for-sale securities (fair market value) | $1,163,416,000 | 116 |
| Total debt securities | $2,823,687,000 | 72 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $2,727,740,000 | 70 |
| U.S. Government securities | $2,648,932,000 | 63 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,648,932,000 | 58 |
| Securities issued by states & political subdivisions | $71,883,000 | 251 |
| Other domestic debt securities | $6,925,000 | 1,002 |
| Privately issued residential mortgage-backed securities | $3,861,000 | 684 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,064,000 | 820 |
| 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 | $1,757,310,000 | 70 |
| Certificates of participation in pools of residential mortgages | $1,710,818,000 | 48 |
| Issued or guaranteed by U.S. | $1,710,818,000 | 47 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $46,492,000 | 559 |
| CMOs issued by government agencies or sponsored agencies | $42,631,000 | 480 |
| Privately issued | $3,861,000 | 656 |
| 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) | $1,372,855,000 | 19 |
| Available-for-sale securities (fair market value) | $1,354,885,000 | 103 |
| Total debt securities | $2,727,740,000 | 71 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $2,529,913,000 | 78 |
| U.S. Government securities | $2,450,971,000 | 63 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,450,971,000 | 62 |
| Securities issued by states & political subdivisions | $72,072,000 | 251 |
| Other domestic debt securities | $6,870,000 | 1,047 |
| Privately issued residential mortgage-backed securities | $4,462,000 | 680 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,408,000 | 960 |
| 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 | $1,877,969,000 | 71 |
| Certificates of participation in pools of residential mortgages | $1,826,855,000 | 47 |
| Issued or guaranteed by U.S. | $1,826,855,000 | 46 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $51,114,000 | 520 |
| CMOs issued by government agencies or sponsored agencies | $46,652,000 | 425 |
| Privately issued | $4,462,000 | 654 |
| 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) | $990,816,000 | 27 |
| Available-for-sale securities (fair market value) | $1,539,097,000 | 98 |
| Total debt securities | $2,529,913,000 | 80 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $2,473,171,000 | 86 |
| U.S. Government securities | $2,397,735,000 | 70 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,397,735,000 | 68 |
| Securities issued by states & political subdivisions | $73,325,000 | 246 |
| Other domestic debt securities | $2,111,000 | 1,868 |
| 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 | $2,111,000 | 1,075 |
| 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 | $1,992,466,000 | 70 |
| Certificates of participation in pools of residential mortgages | $1,939,770,000 | 44 |
| Issued or guaranteed by U.S. | $1,939,770,000 | 44 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $52,696,000 | 494 |
| CMOs issued by government agencies or sponsored agencies | $52,696,000 | 373 |
| 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) | $849,176,000 | 35 |
| Available-for-sale securities (fair market value) | $1,623,995,000 | 96 |
| Total debt securities | $2,473,171,000 | 85 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $2,423,164,000 | 90 |
| U.S. Government securities | $2,355,743,000 | 67 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,355,743,000 | 65 |
| Securities issued by states & political subdivisions | $65,595,000 | 281 |
| Other domestic debt securities | $1,826,000 | 2,014 |
| 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 | $1,826,000 | 1,187 |
| 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 | $2,100,998,000 | 72 |
| Certificates of participation in pools of residential mortgages | $2,045,844,000 | 41 |
| Issued or guaranteed by U.S. | $2,045,844,000 | 40 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $55,154,000 | 462 |
| CMOs issued by government agencies or sponsored agencies | $55,154,000 | 331 |
| 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) | $691,308,000 | 39 |
| Available-for-sale securities (fair market value) | $1,731,856,000 | 95 |
| Total debt securities | $2,423,164,000 | 89 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $2,418,779,000 | 88 |
| U.S. Government securities | $2,356,358,000 | 67 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,356,358,000 | 63 |
| Securities issued by states & political subdivisions | $60,599,000 | 292 |
| Other domestic debt securities | $1,822,000 | 1,950 |
| 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 | $1,822,000 | 1,205 |
| 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 | $2,204,369,000 | 66 |
| Certificates of participation in pools of residential mortgages | $2,197,812,000 | 36 |
| Issued or guaranteed by U.S. | $2,197,812,000 | 36 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $6,557,000 | 1,653 |
| CMOs issued by government agencies or sponsored agencies | $6,557,000 | 1,325 |
| 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) | $730,313,000 | 34 |
| Available-for-sale securities (fair market value) | $1,688,466,000 | 94 |
| Total debt securities | $2,418,779,000 | 85 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $2,282,267,000 | 84 |
| U.S. Government securities | $2,221,498,000 | 62 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,221,498,000 | 60 |
| Securities issued by states & political subdivisions | $58,850,000 | 293 |
| Other domestic debt securities | $1,919,000 | 1,866 |
| 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 | $1,919,000 | 1,159 |
| 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 | $2,176,302,000 | 66 |
| Certificates of participation in pools of residential mortgages | $2,169,195,000 | 36 |
| Issued or guaranteed by U.S. | $2,169,195,000 | 36 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $7,107,000 | 1,548 |
| CMOs issued by government agencies or sponsored agencies | $7,107,000 | 1,252 |
| 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) | $765,665,000 | 34 |
| Available-for-sale securities (fair market value) | $1,516,602,000 | 94 |
| Total debt securities | $2,282,267,000 | 81 |
| 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 | $2,376,699,000 | 77 |
| U.S. Government securities | $2,315,925,000 | 57 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,315,925,000 | 54 |
| Securities issued by states & political subdivisions | $58,119,000 | 281 |
| Other domestic debt securities | $2,655,000 | 1,597 |
| 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 | $2,655,000 | 942 |
| 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 | $2,234,339,000 | 60 |
| Certificates of participation in pools of residential mortgages | $2,227,052,000 | 35 |
| Issued or guaranteed by U.S. | $2,227,052,000 | 34 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $7,287,000 | 1,459 |
| CMOs issued by government agencies or sponsored agencies | $7,287,000 | 1,172 |
| 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) | $843,058,000 | 28 |
| Available-for-sale securities (fair market value) | $1,533,641,000 | 86 |
| Total debt securities | $2,376,699,000 | 77 |
| 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 | $2,211,030,000 | 86 |
| U.S. Government securities | $2,148,551,000 | 61 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,148,551,000 | 59 |
| Securities issued by states & political subdivisions | $58,320,000 | 287 |
| Other domestic debt securities | $4,159,000 | 1,348 |
| 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 | $4,159,000 | 779 |
| 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 | $2,066,685,000 | 65 |
| Certificates of participation in pools of residential mortgages | $2,059,073,000 | 41 |
| Issued or guaranteed by U.S. | $2,059,073,000 | 41 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $7,612,000 | 1,423 |
| CMOs issued by government agencies or sponsored agencies | $7,612,000 | 1,149 |
| 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) | $894,321,000 | 31 |
| Available-for-sale securities (fair market value) | $1,316,709,000 | 101 |
| Total debt securities | $2,211,030,000 | 86 |
| 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 | $2,165,363,000 | 94 |
| U.S. Government securities | $2,118,148,000 | 62 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,118,148,000 | 61 |
| Securities issued by states & political subdivisions | $47,215,000 | 389 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $2,076,766,000 | 66 |
| Certificates of participation in pools of residential mortgages | $2,068,730,000 | 43 |
| Issued or guaranteed by U.S. | $2,068,730,000 | 40 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $8,036,000 | 1,369 |
| CMOs issued by government agencies or sponsored agencies | $8,036,000 | 1,100 |
| 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) | $1,043,881,000 | 22 |
| Available-for-sale securities (fair market value) | $1,121,482,000 | 128 |
| Total debt securities | $2,165,363,000 | 94 |
| 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 | $2,108,942,000 | 97 |
| U.S. Government securities | $2,069,954,000 | 65 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,069,954,000 | 62 |
| Securities issued by states & political subdivisions | $38,988,000 | 478 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $1,608,897,000 | 75 |
| Certificates of participation in pools of residential mortgages | $1,600,533,000 | 48 |
| Issued or guaranteed by U.S. | $1,600,533,000 | 46 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $8,364,000 | 1,275 |
| CMOs issued by government agencies or sponsored agencies | $8,364,000 | 1,028 |
| 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) | $1,424,539,000 | 22 |
| Available-for-sale securities (fair market value) | $684,403,000 | 176 |
| Total debt securities | $2,108,942,000 | 97 |
| 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 | $1,938,439,000 | 106 |
| U.S. Government securities | $1,915,406,000 | 73 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,915,406,000 | 71 |
| Securities issued by states & political subdivisions | $23,033,000 | 893 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $1,414,271,000 | 83 |
| Certificates of participation in pools of residential mortgages | $1,405,791,000 | 51 |
| Issued or guaranteed by U.S. | $1,405,791,000 | 49 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $8,480,000 | 1,220 |
| CMOs issued by government agencies or sponsored agencies | $8,480,000 | 988 |
| 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) | $1,433,329,000 | 25 |
| Available-for-sale securities (fair market value) | $505,110,000 | 228 |
| Total debt securities | $1,938,439,000 | 104 |
| 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 | $2,139,982,000 | 104 |
| U.S. Government securities | $2,122,785,000 | 70 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,122,785,000 | 69 |
| Securities issued by states & political subdivisions | $17,197,000 | 1,218 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $1,466,822,000 | 90 |
| Certificates of participation in pools of residential mortgages | $1,457,792,000 | 50 |
| Issued or guaranteed by U.S. | $1,457,792,000 | 47 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $9,030,000 | 1,138 |
| CMOs issued by government agencies or sponsored agencies | $9,030,000 | 918 |
| 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) | $1,646,040,000 | 19 |
| Available-for-sale securities (fair market value) | $493,942,000 | 233 |
| Total debt securities | $2,139,982,000 | 100 |
| 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 | $2,376,846,000 | 92 |
| U.S. Government securities | $2,367,499,000 | 68 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,367,499,000 | 66 |
| Securities issued by states & political subdivisions | $9,347,000 | 2,126 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $1,603,442,000 | 85 |
| Certificates of participation in pools of residential mortgages | $1,593,792,000 | 48 |
| Issued or guaranteed by U.S. | $1,593,792,000 | 45 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $9,650,000 | 1,086 |
| CMOs issued by government agencies or sponsored agencies | $9,650,000 | 871 |
| 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) | $1,820,932,000 | 19 |
| Available-for-sale securities (fair market value) | $555,914,000 | 209 |
| Total debt securities | $2,376,846,000 | 89 |
| 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 | $2,513,062,000 | 91 |
| U.S. Government securities | $2,506,278,000 | 64 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,506,278,000 | 61 |
| Securities issued by states & political subdivisions | $6,784,000 | 2,635 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $1,668,548,000 | 82 |
| Certificates of participation in pools of residential mortgages | $1,658,399,000 | 49 |
| Issued or guaranteed by U.S. | $1,658,399,000 | 46 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $10,149,000 | 1,038 |
| CMOs issued by government agencies or sponsored agencies | $10,149,000 | 849 |
| 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) | $1,881,330,000 | 16 |
| Available-for-sale securities (fair market value) | $631,732,000 | 193 |
| Total debt securities | $2,513,062,000 | 90 |
| 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 | $2,117,362,000 | 107 |
| U.S. Government securities | $2,513,050,000 | 68 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,513,050,000 | 67 |
| Securities issued by states & political subdivisions | $1,216,000 | 4,834 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $396,904,000 | 3 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,084,786,000 | 76 |
| Certificates of participation in pools of residential mortgages | $2,073,927,000 | 43 |
| Issued or guaranteed by U.S. | $2,073,927,000 | 40 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $10,859,000 | 984 |
| CMOs issued by government agencies or sponsored agencies | $10,859,000 | 805 |
| 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) | $1,381,592,000 | 25 |
| Available-for-sale securities (fair market value) | $735,770,000 | 183 |
| Total debt securities | $2,514,266,000 | 94 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $396,904,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $2,170,987,000 | 107 |
| U.S. Government securities | $2,170,987,000 | 73 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,170,987,000 | 70 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $1,788,859,000 | 84 |
| Certificates of participation in pools of residential mortgages | $1,777,391,000 | 44 |
| Issued or guaranteed by U.S. | $1,777,391,000 | 41 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $11,468,000 | 946 |
| CMOs issued by government agencies or sponsored agencies | $11,468,000 | 774 |
| 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) | $1,444,893,000 | 24 |
| Available-for-sale securities (fair market value) | $726,094,000 | 186 |
| Total debt securities | $2,170,987,000 | 105 |
| 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 | $2,220,111,000 | 106 |
| U.S. Government securities | $2,220,111,000 | 74 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,220,111,000 | 70 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $1,839,593,000 | 86 |
| Certificates of participation in pools of residential mortgages | $1,837,684,000 | 42 |
| Issued or guaranteed by U.S. | $1,837,684,000 | 41 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,909,000 | 2,106 |
| CMOs issued by government agencies or sponsored agencies | $1,909,000 | 1,848 |
| 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) | $1,644,181,000 | 21 |
| Available-for-sale securities (fair market value) | $575,930,000 | 219 |
| Total debt securities | $2,220,111,000 | 105 |
| 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 | $2,398,081,000 | 104 |
| U.S. Government securities | $2,398,081,000 | 73 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,398,081,000 | 70 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $1,967,564,000 | 80 |
| Certificates of participation in pools of residential mortgages | $1,965,070,000 | 44 |
| Issued or guaranteed by U.S. | $1,965,070,000 | 43 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,494,000 | 1,942 |
| CMOs issued by government agencies or sponsored agencies | $2,494,000 | 1,698 |
| 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) | $1,753,555,000 | 21 |
| Available-for-sale securities (fair market value) | $644,526,000 | 209 |
| Total debt securities | $2,398,081,000 | 103 |
| 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 | $2,575,753,000 | 94 |
| U.S. Government securities | $2,575,753,000 | 70 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,575,753,000 | 67 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $2,145,254,000 | 74 |
| Certificates of participation in pools of residential mortgages | $2,141,895,000 | 40 |
| Issued or guaranteed by U.S. | $2,141,895,000 | 39 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,359,000 | 1,755 |
| CMOs issued by government agencies or sponsored agencies | $3,359,000 | 1,516 |
| 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) | $1,838,114,000 | 20 |
| Available-for-sale securities (fair market value) | $737,639,000 | 186 |
| Total debt securities | $2,575,753,000 | 95 |
| 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 | $2,825,261,000 | 87 |
| U.S. Government securities | $2,825,261,000 | 64 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,825,261,000 | 61 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| 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 | $2,369,764,000 | 72 |
| Certificates of participation in pools of residential mortgages | $2,365,557,000 | 39 |
| Issued or guaranteed by U.S. | $2,365,557,000 | 38 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $4,207,000 | 1,632 |
| CMOs issued by government agencies or sponsored agencies | $4,207,000 | 1,416 |
| 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) | $1,968,949,000 | 21 |
| Available-for-sale securities (fair market value) | $856,312,000 | 173 |
| Total debt securities | $2,825,261,000 | 85 |
| 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 | $3,051,708,000 | 84 |
| U.S. Government securities | $3,051,708,000 | 66 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,051,708,000 | 62 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| 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 | $2,546,091,000 | 71 |
| Certificates of participation in pools of residential mortgages | $2,540,919,000 | 38 |
| Issued or guaranteed by U.S. | $2,540,919,000 | 36 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $5,172,000 | 1,518 |
| CMOs issued by government agencies or sponsored agencies | $5,172,000 | 1,326 |
| 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) | $2,086,910,000 | 17 |
| Available-for-sale securities (fair market value) | $964,798,000 | 167 |
| Total debt securities | $3,051,708,000 | 82 |
| 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 | $3,220,727,000 | 80 |
| U.S. Government securities | $3,220,727,000 | 60 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,220,727,000 | 59 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| 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 | $2,632,913,000 | 68 |
| Certificates of participation in pools of residential mortgages | $2,626,799,000 | 35 |
| Issued or guaranteed by U.S. | $2,626,799,000 | 33 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $6,114,000 | 1,406 |
| CMOs issued by government agencies or sponsored agencies | $6,114,000 | 1,231 |
| 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) | $2,151,385,000 | 17 |
| Available-for-sale securities (fair market value) | $1,069,342,000 | 158 |
| Total debt securities | $3,220,727,000 | 80 |
| 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 | $3,286,788,000 | 75 |
| U.S. Government securities | $3,286,788,000 | 60 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,286,788,000 | 59 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| 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 | $2,648,709,000 | 62 |
| Certificates of participation in pools of residential mortgages | $2,641,362,000 | 34 |
| Issued or guaranteed by U.S. | $2,641,362,000 | 32 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $7,347,000 | 1,290 |
| CMOs issued by government agencies or sponsored agencies | $7,347,000 | 1,135 |
| 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) | $2,088,182,000 | 18 |
| Available-for-sale securities (fair market value) | $1,198,606,000 | 149 |
| Total debt securities | $3,286,788,000 | 74 |
| 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 | $3,553,964,000 | 74 |
| U.S. Government securities | $3,553,964,000 | 60 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,553,964,000 | 57 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | 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 | $2,890,609,000 | 57 |
| Certificates of participation in pools of residential mortgages | $2,881,379,000 | 31 |
| Issued or guaranteed by U.S. | $2,881,379,000 | 30 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $9,230,000 | 1,151 |
| CMOs issued by government agencies or sponsored agencies | $9,230,000 | 1,013 |
| 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) | $2,171,837,000 | 18 |
| Available-for-sale securities (fair market value) | $1,382,127,000 | 141 |
| Total debt securities | $3,553,964,000 | 74 |
| 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 | $3,728,927,000 | 73 |
| U.S. Government securities | $3,728,927,000 | 58 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,728,927,000 | 53 |
| 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 | $2,990,237,000 | 54 |
| Certificates of participation in pools of residential mortgages | $2,976,860,000 | 28 |
| Issued or guaranteed by U.S. | $2,976,860,000 | 28 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $13,377,000 | 974 |
| CMOs issued by government agencies or sponsored agencies | $13,377,000 | 842 |
| 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) | $2,078,891,000 | 17 |
| Available-for-sale securities (fair market value) | $1,650,036,000 | 121 |
| Total debt securities | $3,728,927,000 | 73 |
| 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 | $3,740,391,000 | 72 |
| U.S. Government securities | $3,740,391,000 | 53 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,740,391,000 | 49 |
| 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 | $2,595,541,000 | 63 |
| Certificates of participation in pools of residential mortgages | $2,577,851,000 | 34 |
| Issued or guaranteed by U.S. | $2,577,851,000 | 31 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $17,690,000 | 815 |
| CMOs issued by government agencies or sponsored agencies | $17,690,000 | 754 |
| 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) | $1,916,697,000 | 16 |
| Available-for-sale securities (fair market value) | $1,823,694,000 | 113 |
| Total debt securities | $3,740,391,000 | 72 |
| 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 | $3,966,586,000 | 68 |
| U.S. Government securities | $3,966,586,000 | 48 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,966,586,000 | 46 |
| 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 | $2,944,174,000 | 56 |
| Certificates of participation in pools of residential mortgages | $2,919,132,000 | 30 |
| Issued or guaranteed by U.S. | $2,919,132,000 | 29 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $25,042,000 | 663 |
| CMOs issued by government agencies or sponsored agencies | $25,042,000 | 614 |
| 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) | $1,835,033,000 | 15 |
| Available-for-sale securities (fair market value) | $2,131,553,000 | 101 |
| Total debt securities | $3,966,586,000 | 67 |
| 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 | $3,965,005,000 | 65 |
| U.S. Government securities | $3,965,005,000 | 47 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,965,005,000 | 45 |
| 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 | $2,989,994,000 | 58 |
| Certificates of participation in pools of residential mortgages | $2,927,628,000 | 28 |
| Issued or guaranteed by U.S. | $2,927,628,000 | 26 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $62,366,000 | 413 |
| CMOs issued by government agencies or sponsored agencies | $62,366,000 | 365 |
| 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) | $1,306,947,000 | 21 |
| Available-for-sale securities (fair market value) | $2,658,058,000 | 81 |
| Total debt securities | $3,965,005,000 | 64 |
| 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 | $3,879,129,000 | 67 |
| U.S. Government securities | $3,879,129,000 | 47 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,879,129,000 | 45 |
| 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 | $3,026,512,000 | 59 |
| Certificates of participation in pools of residential mortgages | $2,725,405,000 | 30 |
| Issued or guaranteed by U.S. | $2,725,405,000 | 27 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $301,107,000 | 147 |
| CMOs issued by government agencies or sponsored agencies | $301,107,000 | 129 |
| 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) | $1,331,073,000 | 19 |
| Available-for-sale securities (fair market value) | $2,548,056,000 | 87 |
| Total debt securities | $3,879,129,000 | 67 |
| 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 | $3,998,885,000 | 61 |
| U.S. Government securities | $3,998,885,000 | 43 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,998,885,000 | 41 |
| 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 | $3,188,872,000 | 53 |
| Certificates of participation in pools of residential mortgages | $2,495,205,000 | 35 |
| Issued or guaranteed by U.S. | $2,495,205,000 | 31 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $693,667,000 | 85 |
| CMOs issued by government agencies or sponsored agencies | $693,667,000 | 69 |
| 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) | $1,718,868,000 | 13 |
| Available-for-sale securities (fair market value) | $2,280,017,000 | 94 |
| Total debt securities | $3,998,885,000 | 61 |
| 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 | $3,089,783,000 | 72 |
| U.S. Government securities | $3,089,783,000 | 51 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,089,783,000 | 47 |
| 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 | $2,587,867,000 | 55 |
| Certificates of participation in pools of residential mortgages | $1,264,874,000 | 62 |
| Issued or guaranteed by U.S. | $1,264,874,000 | 60 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,322,993,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $1,322,993,000 | 37 |
| 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) | $2,424,181,000 | 11 |
| Available-for-sale securities (fair market value) | $665,602,000 | 190 |
| Total debt securities | $3,089,783,000 | 71 |
| 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 | $2,307,243,000 | 84 |
| U.S. Government securities | $2,307,243,000 | 57 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,307,243,000 | 52 |
| 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 | $2,292,243,000 | 54 |
| Certificates of participation in pools of residential mortgages | $910,960,000 | 72 |
| Issued or guaranteed by U.S. | $910,960,000 | 67 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,381,283,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $1,381,283,000 | 24 |
| 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) | $1,511,981,000 | 24 |
| Available-for-sale securities (fair market value) | $795,262,000 | 156 |
| Total debt securities | $2,307,243,000 | 83 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $2,369,192,000 | 88 |
| U.S. Government securities | $2,369,192,000 | 60 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,369,192,000 | 54 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,354,192,000 | 51 |
| Certificates of participation in pools of residential mortgages | $1,150,059,000 | 69 |
| Issued or guaranteed by U.S. | $1,150,059,000 | 65 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,204,133,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $1,204,133,000 | 22 |
| 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) | $1,314,543,000 | 28 |
| Available-for-sale securities (fair market value) | $1,054,649,000 | 139 |
| Total debt securities | $2,369,192,000 | 82 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $1,291,367,000 | 132 |
| U.S. Government securities | $1,291,367,000 | 103 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,291,367,000 | 92 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,281,367,000 | 94 |
| Certificates of participation in pools of residential mortgages | $1,099,907,000 | 69 |
| Issued or guaranteed by U.S. | $1,099,907,000 | 66 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $181,460,000 | 178 |
| CMOs issued by government agencies or sponsored agencies | $181,460,000 | 153 |
| 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) | $206,453,000 | 145 |
| Available-for-sale securities (fair market value) | $1,084,914,000 | 114 |
| Total debt securities | $1,291,367,000 | 125 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $1,305,044,000 | 130 |
| U.S. Government securities | $1,304,650,000 | 110 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,304,650,000 | 88 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $394,000 | 4,108 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $811,932,000 | 123 |
| Certificates of participation in pools of residential mortgages | $701,775,000 | 90 |
| Issued or guaranteed by U.S. | $701,775,000 | 87 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $110,157,000 | 228 |
| CMOs issued by government agencies or sponsored agencies | $110,157,000 | 204 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $615,104,000 | 66 |
| Available-for-sale securities (fair market value) | $689,940,000 | 167 |
| Total debt securities | $1,304,650,000 | 127 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $1,310,259,000 | 135 |
| U.S. Government securities | $1,320,116,000 | 107 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,320,116,000 | 87 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $753,000 | 2,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $10,610,000 | 7 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $612,857,000 | 156 |
| Certificates of participation in pools of residential mortgages | $598,370,000 | 108 |
| Issued or guaranteed by U.S. | $598,370,000 | 101 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $14,487,000 | 950 |
| CMOs issued by government agencies or sponsored agencies | $14,487,000 | 892 |
| 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) | $725,856,000 | 70 |
| Available-for-sale securities (fair market value) | $584,403,000 | 196 |
| Total debt securities | $1,320,116,000 | 129 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $1,414,659,000 | 133 |
| U.S. Government securities | $1,427,055,000 | 111 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $1,427,055,000 | 79 |
| Securities issued by states & political subdivisions | $250,000 | 8,024 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $753,000 | 2,570 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $13,399,000 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $755,817,000 | 144 |
| Certificates of participation in pools of residential mortgages | $730,932,000 | 98 |
| Issued or guaranteed by U.S. | $730,932,000 | 87 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $24,885,000 | 700 |
| CMOs issued by government agencies or sponsored agencies | $24,885,000 | 645 |
| 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) | $696,190,000 | 79 |
| Available-for-sale securities (fair market value) | $718,469,000 | 177 |
| Total debt securities | $1,427,305,000 | 131 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $1,548,005,000 | 134 |
| U.S. Government securities | $1,562,269,000 | 105 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $1,562,269,000 | 68 |
| Securities issued by states & political subdivisions | $350,000 | 8,132 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $753,000 | 2,437 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $15,367,000 | 7 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $870,937,000 | 130 |
| Certificates of participation in pools of residential mortgages | $833,918,000 | 86 |
| Issued or guaranteed by U.S. | $833,918,000 | 75 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $37,019,000 | 598 |
| CMOs issued by government agencies or sponsored agencies | $37,019,000 | 555 |
| 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) | $1,548,005,000 | 75 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $1,562,619,000 | 126 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $1,172,032,000 | 170 |
| U.S. Government securities | $1,170,893,000 | 139 |
| U.S. Treasury securities | $53,503,000 | 701 |
| U.S. Government agency obligations | $1,117,390,000 | 85 |
| Securities issued by states & political subdivisions | $500,000 | 7,881 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| 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 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $753,000 | 2,463 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $114,000 | 113 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $455,536,000 | 216 |
| Certificates of participation in pools of residential mortgages | $396,928,000 | 148 |
| Issued or guaranteed by U.S. | $396,928,000 | 126 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $58,608,000 | 466 |
| CMOs issued by government agencies or sponsored agencies | $58,608,000 | 431 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $1,171,393,000 | 170 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $928,369,000 | 200 |
| U.S. Government securities | $928,097,000 | 164 |
| U.S. Treasury securities | $99,268,000 | 381 |
| U.S. Government agency obligations | $828,829,000 | 110 |
| Securities issued by states & political subdivisions | $500,000 | 7,718 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| 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 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $769,000 | 2,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $997,000 | 48 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $604,069,000 | 163 |
| Certificates of participation in pools of residential mortgages | $353,273,000 | 152 |
| Issued or guaranteed by U.S. | $353,273,000 | 133 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $250,796,000 | 149 |
| CMOs issued by government agencies or sponsored agencies | $250,796,000 | 135 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $928,597,000 | 199 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |