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Flagstar Bank, Securities
| 2024-12-31 | Rank | |
| Total securities | $10,415,720,000 | 44 |
| U.S. Government securities | $9,612,977,000 | 41 |
| U.S. Treasury securities | $0 | 2,543 |
| U.S. Government agency obligations | $9,612,977,000 | 34 |
| Securities issued by states & political subdivisions | $5,034,000 | 2,828 |
| Other domestic debt securities | $748,997,000 | 66 |
| Privately issued residential mortgage-backed securities | $163,067,000 | 42 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $235,871,000 | 35 |
| Structured financial products - Total | $0 | 897 |
| Other domestic debt securities - All other | $350,059,000 | 49 |
| Foreign debt securities | $34,838,000 | 37 |
| 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 | $10,235,365,000 | 29 |
| Mortgage-backed securities | $8,573,027,000 | 35 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $797,861,000 | 103 |
| Privately issued | $0 | 197 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,235,539,000 | 19 |
| Privately issued | $163,067,000 | 84 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $308,425,000 | 60 |
| Other commercial mortgage-backed securities | $2,068,135,000 | 19 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $10,401,846,000 | 36 |
| Total debt securities | $10,401,846,000 | 43 |
| Structured notes | ||
| Amortized cost | $0 | 978 |
| Fair value | $0 | 977 |
| Trading account assets | $7,306,000 | 118 |
| Revaluation gains on off-balance sheet contracts | $0 | 2 |
| Revaluation losses on off-balance sheet contracts | $1,842,000 | 126 |
| 2024-09-30 | Rank | |
| Total securities | $10,525,152,000 | 45 |
| U.S. Government securities | $9,607,264,000 | 43 |
| U.S. Treasury securities | $0 | 2,583 |
| U.S. Government agency obligations | $9,607,264,000 | 36 |
| Securities issued by states & political subdivisions | $5,507,000 | 2,825 |
| Other domestic debt securities | $863,152,000 | 64 |
| Privately issued residential mortgage-backed securities | $172,566,000 | 43 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $243,416,000 | 39 |
| Structured financial products - Total | $0 | 793 |
| Other domestic debt securities - All other | $447,170,000 | 40 |
| Foreign debt securities | $34,925,000 | 43 |
| 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 | $10,236,164,000 | 30 |
| Mortgage-backed securities | $8,525,360,000 | 39 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $860,408,000 | 95 |
| Privately issued | $0 | 200 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,023,726,000 | 21 |
| Privately issued | $172,566,000 | 86 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $314,531,000 | 60 |
| Other commercial mortgage-backed securities | $2,154,129,000 | 19 |
| Held to maturity securities (book value) | $0 | 1,702 |
| Available-for-sale securities (fair market value) | $10,510,848,000 | 37 |
| Total debt securities | $10,510,850,000 | 45 |
| Structured notes | ||
| Amortized cost | $0 | 1,000 |
| Fair value | $0 | 1,000 |
| Trading account assets | $6,063,000 | 124 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $16,174,000 | 70 |
| 2024-06-30 | Rank | |
| Total securities | $10,548,396,000 | 45 |
| U.S. Government securities | $9,627,075,000 | 43 |
| U.S. Treasury securities | $0 | 2,648 |
| U.S. Government agency obligations | $9,627,075,000 | 35 |
| Securities issued by states & political subdivisions | $5,359,000 | 2,850 |
| Other domestic debt securities | $867,440,000 | 65 |
| Privately issued residential mortgage-backed securities | $168,577,000 | 43 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $268,534,000 | 37 |
| Structured financial products - Total | $0 | 784 |
| Other domestic debt securities - All other | $430,329,000 | 47 |
| Foreign debt securities | $34,722,000 | 38 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,401,706,000 | 31 |
| Mortgage-backed securities | $8,451,112,000 | 37 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $846,753,000 | 94 |
| Privately issued | $0 | 187 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,123,920,000 | 20 |
| Privately issued | $168,577,000 | 87 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $306,508,000 | 60 |
| Other commercial mortgage-backed securities | $2,005,354,000 | 22 |
| Held to maturity securities (book value) | $0 | 1,716 |
| Available-for-sale securities (fair market value) | $10,534,596,000 | 37 |
| Total debt securities | $10,534,597,000 | 45 |
| Structured notes | ||
| Amortized cost | $0 | 1,030 |
| Fair value | $0 | 1,030 |
| Trading account assets | $101,703,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $14,168,000 | 75 |
| 2024-03-31 | Rank | |
| Total securities | $9,350,338,000 | 50 |
| U.S. Government securities | $8,398,964,000 | 43 |
| U.S. Treasury securities | $0 | 2,737 |
| U.S. Government agency obligations | $8,398,964,000 | 35 |
| Securities issued by states & political subdivisions | $5,768,000 | 2,808 |
| Other domestic debt securities | $897,198,000 | 66 |
| Privately issued residential mortgage-backed securities | $176,383,000 | 40 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $287,221,000 | 35 |
| Structured financial products - Total | $1,040,000 | 562 |
| Other domestic debt securities - All other | $432,554,000 | 27 |
| Foreign debt securities | $34,549,000 | 35 |
| 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 | $8,683,299,000 | 30 |
| Mortgage-backed securities | $7,134,701,000 | 41 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $873,322,000 | 95 |
| Privately issued | $0 | 224 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,735,440,000 | 25 |
| Privately issued | $176,383,000 | 39 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $305,965,000 | 59 |
| Other commercial mortgage-backed securities | $2,043,591,000 | 22 |
| Held to maturity securities (book value) | $0 | 1,732 |
| Available-for-sale securities (fair market value) | $9,336,479,000 | 41 |
| Total debt securities | $9,336,478,000 | 49 |
| Structured notes | ||
| Amortized cost | $0 | 1,052 |
| Fair value | $0 | 1,052 |
| Trading account assets | $91,122,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $8,743,000 | 97 |
| 2023-12-31 | Rank | |
| Total securities | $9,158,863,000 | 50 |
| U.S. Government securities | $8,188,359,000 | 43 |
| U.S. Treasury securities | $197,925,000 | 143 |
| U.S. Government agency obligations | $7,990,434,000 | 37 |
| Securities issued by states & political subdivisions | $5,955,000 | 2,823 |
| Other domestic debt securities | $916,587,000 | 65 |
| Privately issued residential mortgage-backed securities | $180,080,000 | 40 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $302,363,000 | 35 |
| Structured financial products - Total | $1,050,000 | 554 |
| Other domestic debt securities - All other | $433,094,000 | 29 |
| Foreign debt securities | $33,955,000 | 37 |
| 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 | $2,821,567,000 | 72 |
| Mortgage-backed securities | $6,562,437,000 | 40 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $910,426,000 | 88 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,089,088,000 | 28 |
| Privately issued | $180,080,000 | 39 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $310,960,000 | 57 |
| Other commercial mortgage-backed securities | $2,071,883,000 | 22 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $9,144,856,000 | 40 |
| Total debt securities | $9,144,857,000 | 48 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $105,129,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $35,664,000 | 56 |
| 2023-09-30 | Rank | |
| Total securities | $8,736,020,000 | 55 |
| U.S. Government securities | $7,367,290,000 | 48 |
| U.S. Treasury securities | $195,164,000 | 158 |
| U.S. Government agency obligations | $7,172,126,000 | 40 |
| Securities issued by states & political subdivisions | $6,169,000 | 2,812 |
| Other domestic debt securities | $1,316,088,000 | 47 |
| Privately issued residential mortgage-backed securities | $173,705,000 | 43 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $313,075,000 | 36 |
| Structured financial products - Total | $1,090,000 | 542 |
| Other domestic debt securities - All other | $828,218,000 | 12 |
| Foreign debt securities | $33,088,000 | 39 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,379,964,000 | 119 |
| Mortgage-backed securities | $5,687,052,000 | 48 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $842,933,000 | 96 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,400,163,000 | 36 |
| Privately issued | $173,705,000 | 42 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $320,416,000 | 58 |
| Other commercial mortgage-backed securities | $1,949,835,000 | 22 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $8,722,635,000 | 42 |
| Total debt securities | $8,722,635,000 | 54 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $153,599,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $17,306,000 | 83 |
| 2023-06-30 | Rank | |
| Total securities | $7,792,376,000 | 57 |
| U.S. Government securities | $6,415,906,000 | 55 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $6,415,906,000 | 51 |
| Securities issued by states & political subdivisions | $6,320,000 | 2,848 |
| Other domestic debt securities | $1,347,902,000 | 46 |
| Privately issued residential mortgage-backed securities | $182,882,000 | 42 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $322,884,000 | 34 |
| Structured financial products - Total | $1,107,000 | 531 |
| Other domestic debt securities - All other | $841,029,000 | 12 |
| Foreign debt securities | $8,433,000 | 80 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,275,206,000 | 125 |
| Mortgage-backed securities | $4,958,339,000 | 57 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $877,571,000 | 92 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,589,446,000 | 47 |
| Privately issued | $182,882,000 | 41 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $326,437,000 | 57 |
| Other commercial mortgage-backed securities | $1,982,003,000 | 22 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $7,778,561,000 | 46 |
| Total debt securities | $7,778,560,000 | 56 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $144,781,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $7,224,000 | 100 |
| 2023-03-31 | Rank | |
| Total securities | $7,613,082,000 | 64 |
| U.S. Government securities | $6,116,083,000 | 62 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $6,116,083,000 | 52 |
| Securities issued by states & political subdivisions | $17,686,000 | 2,019 |
| Other domestic debt securities | $1,445,882,000 | 47 |
| Privately issued residential mortgage-backed securities | $188,533,000 | 45 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $335,166,000 | 33 |
| Structured financial products - Total | $1,129,000 | 530 |
| Other domestic debt securities - All other | $921,054,000 | 14 |
| Foreign debt securities | $19,394,000 | 47 |
| 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 | $825,217,000 | 160 |
| Mortgage-backed securities | $4,715,342,000 | 61 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $912,878,000 | 99 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,229,185,000 | 53 |
| Privately issued | $188,533,000 | 42 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $333,122,000 | 62 |
| Other commercial mortgage-backed securities | $2,051,624,000 | 24 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $7,599,045,000 | 50 |
| Total debt securities | $7,599,045,000 | 63 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $154,180,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $15,422,000 | 74 |
| 2022-12-31 | Rank | |
| Total securities | $9,073,554,000 | 59 |
| U.S. Government securities | $7,482,621,000 | 57 |
| U.S. Treasury securities | $1,486,709,000 | 47 |
| U.S. Government agency obligations | $5,995,912,000 | 59 |
| Securities issued by states & political subdivisions | $29,138,000 | 1,521 |
| Other domestic debt securities | $1,528,343,000 | 48 |
| Privately issued residential mortgage-backed securities | $190,924,000 | 44 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $361,215,000 | 31 |
| Structured financial products - Total | $1,194,000 | 544 |
| Other domestic debt securities - All other | $975,010,000 | 16 |
| Foreign debt securities | $19,637,000 | 49 |
| 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 | $434,167,000 | 222 |
| Mortgage-backed securities | $4,788,161,000 | 64 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $916,502,000 | 106 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,232,794,000 | 57 |
| Privately issued | $190,924,000 | 42 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $380,401,000 | 54 |
| Other commercial mortgage-backed securities | $2,067,540,000 | 24 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $9,059,739,000 | 46 |
| Total debt securities | $9,059,738,000 | 58 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $207,361,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $65,990,000 | 53 |
| 2022-09-30 | Rank | |
| Total securities | $2,784,878,000 | 133 |
| U.S. Government securities | $2,505,100,000 | 107 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $2,505,100,000 | 93 |
| Securities issued by states & political subdivisions | $13,714,000 | 2,304 |
| Other domestic debt securities | $266,064,000 | 140 |
| Privately issued residential mortgage-backed securities | $206,737,000 | 44 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $1,220,000 | 401 |
| Other domestic debt securities - All other | $58,107,000 | 177 |
| 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 | $595,766,000 | 174 |
| Mortgage-backed securities | $2,711,837,000 | 91 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $349,018,000 | 215 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $242,948,000 | 143 |
| Privately issued | $206,737,000 | 42 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,928,000 | 899 |
| Other commercial mortgage-backed securities | $1,910,206,000 | 29 |
| Held to maturity securities (book value) | $158,971,000 | 303 |
| Available-for-sale securities (fair market value) | $2,625,907,000 | 113 |
| Total debt securities | $2,784,879,000 | 130 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $330,432,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $30,138,000 | 67 |
| 2022-06-30 | Rank | |
| Total securities | $2,518,058,000 | 145 |
| U.S. Government securities | $2,220,511,000 | 127 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $2,220,511,000 | 108 |
| Securities issued by states & political subdivisions | $15,838,000 | 2,219 |
| Other domestic debt securities | $281,709,000 | 128 |
| Privately issued residential mortgage-backed securities | $224,394,000 | 45 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $57,315,000 | 185 |
| 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 | $257,265,000 | 326 |
| Mortgage-backed securities | $2,444,905,000 | 95 |
| Certificates of participation in pools of residential mortgages | $383,383,000 | 210 |
| Issued or guaranteed by U.S. | $383,383,000 | 210 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $491,576,000 | 116 |
| CMOs issued by government agencies or sponsored agencies | $267,182,000 | 140 |
| Privately issued | $224,394,000 | 41 |
| Commercial mortgage-backed securities | $1,569,946,000 | 49 |
| Commercial mortgage pass-through securities | $2,947,000 | 880 |
| Other commercial mortgage-backed securities | $1,566,999,000 | 32 |
| Held to maturity securities (book value) | $173,392,000 | 271 |
| Available-for-sale securities (fair market value) | $2,344,666,000 | 128 |
| Total debt securities | $2,518,059,000 | 143 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $210,437,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $34,940,000 | 56 |
| 2022-03-31 | Rank | |
| Total securities | $2,198,154,000 | 164 |
| U.S. Government securities | $1,862,125,000 | 145 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $1,862,125,000 | 128 |
| Securities issued by states & political subdivisions | $18,898,000 | 2,054 |
| Other domestic debt securities | $317,131,000 | 116 |
| Privately issued residential mortgage-backed securities | $245,480,000 | 43 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $71,651,000 | 148 |
| 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 | $227,710,000 | 350 |
| Mortgage-backed securities | $2,107,605,000 | 112 |
| Certificates of participation in pools of residential mortgages | $415,371,000 | 205 |
| Issued or guaranteed by U.S. | $415,371,000 | 205 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $541,629,000 | 111 |
| CMOs issued by government agencies or sponsored agencies | $296,149,000 | 136 |
| Privately issued | $245,480,000 | 41 |
| Commercial mortgage-backed securities | $1,150,605,000 | 64 |
| Commercial mortgage pass-through securities | $2,967,000 | 876 |
| Other commercial mortgage-backed securities | $1,147,638,000 | 48 |
| Held to maturity securities (book value) | $189,676,000 | 233 |
| Available-for-sale securities (fair market value) | $2,008,478,000 | 147 |
| Total debt securities | $2,198,156,000 | 160 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $298,706,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $46,294,000 | 52 |
| 2021-12-31 | Rank | |
| Total securities | $2,008,260,000 | 171 |
| U.S. Government securities | $1,648,326,000 | 151 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $1,648,326,000 | 137 |
| Securities issued by states & political subdivisions | $19,841,000 | 2,057 |
| Other domestic debt securities | $340,093,000 | 109 |
| Privately issued residential mortgage-backed securities | $266,729,000 | 32 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $73,364,000 | 142 |
| 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 | $1,533,019,000 | 88 |
| Mortgage-backed securities | $1,915,055,000 | 125 |
| Certificates of participation in pools of residential mortgages | $461,677,000 | 193 |
| Issued or guaranteed by U.S. | $461,677,000 | 192 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $607,240,000 | 105 |
| CMOs issued by government agencies or sponsored agencies | $340,511,000 | 134 |
| Privately issued | $266,729,000 | 30 |
| Commercial mortgage-backed securities | $846,138,000 | 72 |
| Commercial mortgage pass-through securities | $2,986,000 | 872 |
| Other commercial mortgage-backed securities | $843,152,000 | 56 |
| Held to maturity securities (book value) | $205,056,000 | 178 |
| Available-for-sale securities (fair market value) | $1,803,204,000 | 158 |
| Total debt securities | $2,008,267,000 | 168 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $60,011,000 | 59 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $14,333,000 | 69 |
| 2021-09-30 | Rank | |
| Total securities | $2,037,323,000 | 167 |
| U.S. Government securities | $1,722,054,000 | 146 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $1,722,054,000 | 130 |
| Securities issued by states & political subdivisions | $22,099,000 | 1,916 |
| Other domestic debt securities | $293,170,000 | 107 |
| Privately issued residential mortgage-backed securities | $219,431,000 | 31 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $73,739,000 | 135 |
| 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 | $268,038,000 | 300 |
| Mortgage-backed securities | $1,941,485,000 | 123 |
| Certificates of participation in pools of residential mortgages | $488,124,000 | 185 |
| Issued or guaranteed by U.S. | $488,124,000 | 184 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $611,064,000 | 102 |
| CMOs issued by government agencies or sponsored agencies | $391,633,000 | 126 |
| Privately issued | $219,431,000 | 28 |
| Commercial mortgage-backed securities | $842,297,000 | 70 |
| Commercial mortgage pass-through securities | $3,006,000 | 871 |
| Other commercial mortgage-backed securities | $839,291,000 | 51 |
| Held to maturity securities (book value) | $236,236,000 | 148 |
| Available-for-sale securities (fair market value) | $1,801,087,000 | 153 |
| Total debt securities | $2,037,323,000 | 166 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $83,397,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $23,854,000 | 59 |
| 2021-06-30 | Rank | |
| Total securities | $2,091,824,000 | 154 |
| U.S. Government securities | $1,905,034,000 | 130 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $1,905,034,000 | 122 |
| Securities issued by states & political subdivisions | $24,059,000 | 1,792 |
| Other domestic debt securities | $162,731,000 | 155 |
| Privately issued residential mortgage-backed securities | $88,742,000 | 62 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $73,989,000 | 128 |
| 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 | $226,369,000 | 327 |
| Mortgage-backed securities | $1,993,776,000 | 115 |
| Certificates of participation in pools of residential mortgages | $516,455,000 | 170 |
| Issued or guaranteed by U.S. | $516,455,000 | 169 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $541,872,000 | 101 |
| CMOs issued by government agencies or sponsored agencies | $453,130,000 | 109 |
| Privately issued | $88,742,000 | 48 |
| Commercial mortgage-backed securities | $935,449,000 | 64 |
| Commercial mortgage pass-through securities | $3,025,000 | 869 |
| Other commercial mortgage-backed securities | $932,424,000 | 48 |
| Held to maturity securities (book value) | $270,008,000 | 128 |
| Available-for-sale securities (fair market value) | $1,821,816,000 | 150 |
| Total debt securities | $2,091,824,000 | 152 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $44,106,000 | 71 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $30,989,000 | 56 |
| 2021-03-31 | Rank | |
| Total securities | $2,080,922,000 | 143 |
| U.S. Government securities | $1,940,023,000 | 122 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $1,940,023,000 | 115 |
| Securities issued by states & political subdivisions | $26,331,000 | 1,641 |
| Other domestic debt securities | $114,568,000 | 182 |
| Privately issued residential mortgage-backed securities | $36,315,000 | 98 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $78,253,000 | 114 |
| 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 | $224,442,000 | 318 |
| Mortgage-backed securities | $1,976,338,000 | 111 |
| Certificates of participation in pools of residential mortgages | $340,048,000 | 209 |
| Issued or guaranteed by U.S. | $340,048,000 | 208 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $572,241,000 | 99 |
| CMOs issued by government agencies or sponsored agencies | $535,926,000 | 96 |
| Privately issued | $36,315,000 | 73 |
| Commercial mortgage-backed securities | $1,064,049,000 | 56 |
| Commercial mortgage pass-through securities | $3,043,000 | 855 |
| Other commercial mortgage-backed securities | $1,061,006,000 | 43 |
| Held to maturity securities (book value) | $318,501,000 | 111 |
| Available-for-sale securities (fair market value) | $1,762,421,000 | 143 |
| Total debt securities | $2,080,922,000 | 142 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $265,281,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $31,923,000 | 61 |
| 2020-12-31 | Rank | |
| Total securities | $2,319,346,000 | 132 |
| U.S. Government securities | $2,172,126,000 | 108 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $2,172,126,000 | 101 |
| Securities issued by states & political subdivisions | $27,100,000 | 1,565 |
| Other domestic debt securities | $120,120,000 | 159 |
| Privately issued residential mortgage-backed securities | $42,477,000 | 84 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $77,643,000 | 109 |
| 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 | $202,333,000 | 341 |
| Mortgage-backed securities | $2,214,603,000 | 97 |
| Certificates of participation in pools of residential mortgages | $285,309,000 | 212 |
| Issued or guaranteed by U.S. | $285,309,000 | 211 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $675,596,000 | 87 |
| CMOs issued by government agencies or sponsored agencies | $633,119,000 | 86 |
| Privately issued | $42,477,000 | 67 |
| Commercial mortgage-backed securities | $1,253,698,000 | 51 |
| Commercial mortgage pass-through securities | $3,062,000 | 814 |
| Other commercial mortgage-backed securities | $1,250,636,000 | 39 |
| Held to maturity securities (book value) | $376,871,000 | 90 |
| Available-for-sale securities (fair market value) | $1,942,475,000 | 131 |
| Total debt securities | $2,319,347,000 | 131 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $15,859,000 | 103 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $99,744,000 | 38 |
| 2020-09-30 | Rank | |
| Total securities | $2,603,499,000 | 125 |
| U.S. Government securities | $2,448,202,000 | 101 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $2,448,202,000 | 95 |
| Securities issued by states & political subdivisions | $29,210,000 | 1,354 |
| Other domestic debt securities | $126,087,000 | 150 |
| Privately issued residential mortgage-backed securities | $49,058,000 | 78 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $77,029,000 | 107 |
| 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 | $175,806,000 | 376 |
| Mortgage-backed securities | $2,497,260,000 | 89 |
| Certificates of participation in pools of residential mortgages | $309,641,000 | 188 |
| Issued or guaranteed by U.S. | $309,641,000 | 187 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $795,425,000 | 78 |
| CMOs issued by government agencies or sponsored agencies | $746,367,000 | 79 |
| Privately issued | $49,058,000 | 62 |
| Commercial mortgage-backed securities | $1,392,194,000 | 44 |
| Commercial mortgage pass-through securities | $3,081,000 | 796 |
| Other commercial mortgage-backed securities | $1,389,113,000 | 35 |
| Held to maturity securities (book value) | $439,724,000 | 76 |
| Available-for-sale securities (fair market value) | $2,163,775,000 | 120 |
| Total debt securities | $2,603,499,000 | 124 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $9,698,000 | 125 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $43,442,000 | 57 |
| 2020-06-30 | Rank | |
| Total securities | $2,842,279,000 | 113 |
| U.S. Government securities | $2,681,613,000 | 94 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $2,681,613,000 | 80 |
| Securities issued by states & political subdivisions | $30,335,000 | 1,237 |
| Other domestic debt securities | $130,331,000 | 149 |
| Privately issued residential mortgage-backed securities | $54,218,000 | 74 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $76,113,000 | 109 |
| 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 | $178,735,000 | 363 |
| Mortgage-backed securities | $2,735,831,000 | 75 |
| Certificates of participation in pools of residential mortgages | $331,474,000 | 170 |
| Issued or guaranteed by U.S. | $331,474,000 | 168 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $906,525,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $852,307,000 | 72 |
| Privately issued | $54,218,000 | 59 |
| Commercial mortgage-backed securities | $1,497,832,000 | 39 |
| Commercial mortgage pass-through securities | $3,100,000 | 778 |
| Other commercial mortgage-backed securities | $1,494,732,000 | 32 |
| Held to maturity securities (book value) | $495,701,000 | 73 |
| Available-for-sale securities (fair market value) | $2,346,578,000 | 113 |
| Total debt securities | $2,842,279,000 | 111 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $7,759,000 | 134 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $65,119,000 | 52 |
| 2020-03-31 | Rank | |
| Total securities | $2,998,117,000 | 103 |
| U.S. Government securities | $2,841,344,000 | 82 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $2,841,344,000 | 72 |
| Securities issued by states & political subdivisions | $30,629,000 | 1,118 |
| Other domestic debt securities | $126,144,000 | 149 |
| Privately issued residential mortgage-backed securities | $58,913,000 | 64 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $67,231,000 | 107 |
| 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 | $827,707,000 | 115 |
| Mortgage-backed securities | $2,900,257,000 | 71 |
| Certificates of participation in pools of residential mortgages | $346,410,000 | 157 |
| Issued or guaranteed by U.S. | $346,410,000 | 156 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $990,726,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $931,813,000 | 67 |
| Privately issued | $58,913,000 | 46 |
| Commercial mortgage-backed securities | $1,563,121,000 | 38 |
| Commercial mortgage pass-through securities | $3,118,000 | 760 |
| Other commercial mortgage-backed securities | $1,560,003,000 | 30 |
| Held to maturity securities (book value) | $553,534,000 | 72 |
| Available-for-sale securities (fair market value) | $2,444,583,000 | 107 |
| Total debt securities | $2,998,117,000 | 102 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $2,102,777,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $285,814,000 | 22 |
| 2019-12-31 | Rank | |
| Total securities | $2,712,407,000 | 108 |
| U.S. Government securities | $2,560,058,000 | 89 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $2,560,058,000 | 80 |
| Securities issued by states & political subdivisions | $30,804,000 | 1,075 |
| Other domestic debt securities | $121,545,000 | 150 |
| Privately issued residential mortgage-backed securities | $44,608,000 | 74 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $76,937,000 | 90 |
| 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 | $874,183,000 | 106 |
| Mortgage-backed securities | $2,604,666,000 | 79 |
| Certificates of participation in pools of residential mortgages | $351,223,000 | 157 |
| Issued or guaranteed by U.S. | $351,223,000 | 156 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,000,588,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $955,980,000 | 65 |
| Privately issued | $44,608,000 | 57 |
| Commercial mortgage-backed securities | $1,252,855,000 | 42 |
| Commercial mortgage pass-through securities | $3,136,000 | 743 |
| Other commercial mortgage-backed securities | $1,249,719,000 | 35 |
| Held to maturity securities (book value) | $597,837,000 | 71 |
| Available-for-sale securities (fair market value) | $2,114,570,000 | 117 |
| Total debt securities | $2,712,408,000 | 107 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $28,723,000 | 73 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $42,219,000 | 38 |
| 2019-09-30 | Rank | |
| Total securities | $2,331,574,000 | 123 |
| U.S. Government securities | $2,207,883,000 | 101 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $2,207,883,000 | 91 |
| Securities issued by states & political subdivisions | $31,584,000 | 1,031 |
| Other domestic debt securities | $92,107,000 | 177 |
| Privately issued residential mortgage-backed securities | $28,441,000 | 95 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $63,666,000 | 106 |
| 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 | $355,688,000 | 200 |
| Mortgage-backed securities | $2,236,324,000 | 86 |
| Certificates of participation in pools of residential mortgages | $365,705,000 | 147 |
| Issued or guaranteed by U.S. | $365,705,000 | 146 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $576,022,000 | 98 |
| CMOs issued by government agencies or sponsored agencies | $547,581,000 | 96 |
| Privately issued | $28,441,000 | 68 |
| Commercial mortgage-backed securities | $1,294,597,000 | 40 |
| Commercial mortgage pass-through securities | $3,154,000 | 746 |
| Other commercial mortgage-backed securities | $1,291,443,000 | 34 |
| Held to maturity securities (book value) | $635,450,000 | 77 |
| Available-for-sale securities (fair market value) | $1,696,124,000 | 128 |
| Total debt securities | $2,331,575,000 | 122 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $10,992,000 | 100 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $16,015,000 | 67 |
| 2019-06-30 | Rank | |
| Total securities | $2,377,688,000 | 110 |
| U.S. Government securities | $2,252,030,000 | 94 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $2,252,030,000 | 82 |
| Securities issued by states & political subdivisions | $31,909,000 | 1,052 |
| Other domestic debt securities | $93,749,000 | 157 |
| Privately issued residential mortgage-backed securities | $30,246,000 | 71 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $63,503,000 | 102 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,158,766,000 | 55 |
| Mortgage-backed securities | $2,282,276,000 | 80 |
| Certificates of participation in pools of residential mortgages | $380,355,000 | 144 |
| Issued or guaranteed by U.S. | $380,355,000 | 144 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $607,289,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $577,043,000 | 93 |
| Privately issued | $30,246,000 | 63 |
| Commercial mortgage-backed securities | $1,294,632,000 | 39 |
| Commercial mortgage pass-through securities | $3,172,000 | 746 |
| Other commercial mortgage-backed securities | $1,291,460,000 | 32 |
| Held to maturity securities (book value) | $661,374,000 | 75 |
| Available-for-sale securities (fair market value) | $1,716,314,000 | 127 |
| Total debt securities | $2,377,688,000 | 109 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $2,562,000 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $4,247,000 | 94 |
| 2019-03-31 | Rank | |
| Total securities | $2,823,181,000 | 98 |
| U.S. Government securities | $2,706,988,000 | 82 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $2,706,988,000 | 73 |
| Securities issued by states & political subdivisions | $31,965,000 | 1,075 |
| Other domestic debt securities | $84,228,000 | 162 |
| Privately issued residential mortgage-backed securities | $31,297,000 | 71 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $52,931,000 | 115 |
| 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 | $1,901,552,000 | 63 |
| Mortgage-backed securities | $2,738,285,000 | 69 |
| Certificates of participation in pools of residential mortgages | $390,322,000 | 140 |
| Issued or guaranteed by U.S. | $390,322,000 | 140 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $630,254,000 | 88 |
| CMOs issued by government agencies or sponsored agencies | $598,957,000 | 86 |
| Privately issued | $31,297,000 | 61 |
| Commercial mortgage-backed securities | $1,717,709,000 | 33 |
| Commercial mortgage pass-through securities | $3,189,000 | 731 |
| Other commercial mortgage-backed securities | $1,714,520,000 | 30 |
| Held to maturity securities (book value) | $682,747,000 | 73 |
| Available-for-sale securities (fair market value) | $2,140,434,000 | 105 |
| Total debt securities | $2,823,181,000 | 97 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $5,171,000 | 119 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,836,000 | 97 |
| 2018-12-31 | Rank | |
| Total securities | $2,844,799,000 | 100 |
| U.S. Government securities | $2,739,777,000 | 79 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $2,739,777,000 | 71 |
| Securities issued by states & political subdivisions | $31,966,000 | 1,107 |
| Other domestic debt securities | $73,056,000 | 176 |
| Privately issued residential mortgage-backed securities | $32,045,000 | 69 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $41,011,000 | 145 |
| 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 | $1,911,482,000 | 61 |
| Mortgage-backed securities | $2,771,822,000 | 68 |
| Certificates of participation in pools of residential mortgages | $396,284,000 | 136 |
| Issued or guaranteed by U.S. | $396,284,000 | 136 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $648,438,000 | 89 |
| CMOs issued by government agencies or sponsored agencies | $616,393,000 | 88 |
| Privately issued | $32,045,000 | 62 |
| Commercial mortgage-backed securities | $1,727,100,000 | 30 |
| Commercial mortgage pass-through securities | $3,208,000 | 721 |
| Other commercial mortgage-backed securities | $1,723,892,000 | 28 |
| Held to maturity securities (book value) | $703,450,000 | 73 |
| Available-for-sale securities (fair market value) | $2,141,349,000 | 106 |
| Total debt securities | $2,844,800,000 | 99 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $19,456,000 | 67 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $798,000 | 114 |
| 2018-09-30 | Rank | |
| Total securities | $2,579,981,000 | 104 |
| U.S. Government securities | $2,491,108,000 | 83 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $2,491,108,000 | 75 |
| Securities issued by states & political subdivisions | $32,209,000 | 1,096 |
| Other domestic debt securities | $56,664,000 | 197 |
| Privately issued residential mortgage-backed securities | $15,854,000 | 93 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $40,810,000 | 147 |
| 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 | $1,950,538,000 | 57 |
| Mortgage-backed securities | $2,506,962,000 | 72 |
| Certificates of participation in pools of residential mortgages | $403,446,000 | 138 |
| Issued or guaranteed by U.S. | $403,446,000 | 138 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $649,985,000 | 87 |
| CMOs issued by government agencies or sponsored agencies | $634,131,000 | 84 |
| Privately issued | $15,854,000 | 85 |
| Commercial mortgage-backed securities | $1,453,531,000 | 31 |
| Commercial mortgage pass-through securities | $3,225,000 | 707 |
| Other commercial mortgage-backed securities | $1,450,306,000 | 28 |
| Held to maturity securities (book value) | $723,639,000 | 69 |
| Available-for-sale securities (fair market value) | $1,856,342,000 | 116 |
| Total debt securities | $2,579,980,000 | 103 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $21,773,000 | 62 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,238,000 | 117 |
| 2018-06-30 | Rank | |
| Total securities | $2,619,168,000 | 100 |
| U.S. Government securities | $2,528,652,000 | 78 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $2,528,652,000 | 71 |
| Securities issued by states & political subdivisions | $33,002,000 | 1,113 |
| Other domestic debt securities | $57,514,000 | 203 |
| Privately issued residential mortgage-backed securities | $16,316,000 | 144 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $41,198,000 | 147 |
| 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 | $2,010,915,000 | 58 |
| Mortgage-backed securities | $2,544,968,000 | 68 |
| Certificates of participation in pools of residential mortgages | $421,508,000 | 139 |
| Issued or guaranteed by U.S. | $421,508,000 | 138 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $686,857,000 | 83 |
| CMOs issued by government agencies or sponsored agencies | $670,541,000 | 82 |
| Privately issued | $16,316,000 | 83 |
| Commercial mortgage-backed securities | $1,436,603,000 | 32 |
| Commercial mortgage pass-through securities | $3,242,000 | 683 |
| Other commercial mortgage-backed securities | $1,433,361,000 | 28 |
| Held to maturity securities (book value) | $748,365,000 | 68 |
| Available-for-sale securities (fair market value) | $1,870,803,000 | 115 |
| Total debt securities | $2,619,168,000 | 99 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $14,376,000 | 74 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $147,000 | 133 |
| 2018-03-31 | Rank | |
| Total securities | $2,688,566,000 | 99 |
| U.S. Government securities | $2,613,058,000 | 78 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $2,613,058,000 | 71 |
| Securities issued by states & political subdivisions | $33,961,000 | 1,101 |
| Other domestic debt securities | $41,547,000 | 246 |
| 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 | $41,547,000 | 146 |
| 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 | $2,077,144,000 | 54 |
| Mortgage-backed securities | $2,613,058,000 | 67 |
| Certificates of participation in pools of residential mortgages | $438,938,000 | 133 |
| Issued or guaranteed by U.S. | $438,938,000 | 132 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $705,500,000 | 78 |
| CMOs issued by government agencies or sponsored agencies | $705,500,000 | 73 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $1,468,620,000 | 30 |
| Commercial mortgage pass-through securities | $3,259,000 | 542 |
| Other commercial mortgage-backed securities | $1,465,361,000 | 27 |
| Held to maturity securities (book value) | $771,291,000 | 66 |
| Available-for-sale securities (fair market value) | $1,917,275,000 | 113 |
| Total debt securities | $2,688,567,000 | 98 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $10,231,000 | 81 |
| Revaluation gains on off-balance sheet contracts | $10,231,000 | 66 |
| Revaluation losses on off-balance sheet contracts | $14,000 | 143 |
| 2017-12-31 | Rank | |
| Total securities | $2,792,023,000 | 93 |
| U.S. Government securities | $2,719,531,000 | 71 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $2,719,531,000 | 66 |
| Securities issued by states & political subdivisions | $34,934,000 | 1,110 |
| Other domestic debt securities | $37,558,000 | 253 |
| 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 | $37,558,000 | 157 |
| 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 | $1,969,213,000 | 55 |
| Mortgage-backed securities | $2,719,531,000 | 65 |
| Certificates of participation in pools of residential mortgages | $458,883,000 | 125 |
| Issued or guaranteed by U.S. | $458,883,000 | 124 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $745,501,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $745,501,000 | 68 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $1,515,147,000 | 30 |
| Commercial mortgage pass-through securities | $3,277,000 | 537 |
| Other commercial mortgage-backed securities | $1,511,870,000 | 27 |
| Held to maturity securities (book value) | $939,207,000 | 63 |
| Available-for-sale securities (fair market value) | $1,852,816,000 | 110 |
| Total debt securities | $2,792,022,000 | 91 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $8,940,000 | 83 |
| Revaluation gains on off-balance sheet contracts | $8,940,000 | 63 |
| Revaluation losses on off-balance sheet contracts | $259,000 | 126 |
| 2017-09-30 | Rank | |
| Total securities | $2,614,210,000 | 99 |
| U.S. Government securities | $2,537,255,000 | 75 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $2,537,255,000 | 69 |
| Securities issued by states & political subdivisions | $42,975,000 | 947 |
| Other domestic debt securities | $33,980,000 | 267 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $33,980,000 | 174 |
| 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 | $1,310,804,000 | 80 |
| Mortgage-backed securities | $2,537,255,000 | 67 |
| Certificates of participation in pools of residential mortgages | $476,567,000 | 126 |
| Issued or guaranteed by U.S. | $476,567,000 | 124 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $764,855,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $764,855,000 | 66 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $1,295,833,000 | 33 |
| Commercial mortgage pass-through securities | $3,294,000 | 536 |
| Other commercial mortgage-backed securities | $1,292,539,000 | 29 |
| Held to maturity securities (book value) | $977,094,000 | 64 |
| Available-for-sale securities (fair market value) | $1,637,116,000 | 115 |
| Total debt securities | $2,614,210,000 | 98 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $10,556,000 | 78 |
| Revaluation gains on off-balance sheet contracts | $10,556,000 | 61 |
| Revaluation losses on off-balance sheet contracts | $3,675,000 | 78 |
| 2017-06-30 | Rank | |
| Total securities | $2,627,904,000 | 96 |
| U.S. Government securities | $2,560,395,000 | 74 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $2,560,395,000 | 68 |
| Securities issued by states & political subdivisions | $37,087,000 | 1,085 |
| Other domestic debt securities | $30,422,000 | 297 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $30,422,000 | 195 |
| 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 | $1,398,126,000 | 75 |
| Mortgage-backed securities | $2,560,395,000 | 67 |
| Certificates of participation in pools of residential mortgages | $685,064,000 | 100 |
| Issued or guaranteed by U.S. | $685,064,000 | 99 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $795,991,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $795,991,000 | 63 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $1,079,340,000 | 34 |
| Commercial mortgage pass-through securities | $3,311,000 | 521 |
| Other commercial mortgage-backed securities | $1,076,029,000 | 30 |
| Held to maturity securities (book value) | $1,013,639,000 | 64 |
| Available-for-sale securities (fair market value) | $1,614,265,000 | 113 |
| Total debt securities | $2,627,904,000 | 95 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $12,426,000 | 72 |
| Revaluation gains on off-balance sheet contracts | $12,426,000 | 59 |
| Revaluation losses on off-balance sheet contracts | $2,330,000 | 90 |
| 2017-03-31 | Rank | |
| Total securities | $2,698,001,000 | 98 |
| U.S. Government securities | $2,642,909,000 | 74 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $2,642,909,000 | 68 |
| Securities issued by states & political subdivisions | $35,981,000 | 1,117 |
| Other domestic debt securities | $19,111,000 | 418 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $19,111,000 | 292 |
| 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 | $842,309,000 | 113 |
| Mortgage-backed securities | $2,642,909,000 | 66 |
| Certificates of participation in pools of residential mortgages | $699,801,000 | 100 |
| Issued or guaranteed by U.S. | $699,801,000 | 99 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $834,753,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $834,753,000 | 62 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $1,108,355,000 | 33 |
| Commercial mortgage pass-through securities | $3,327,000 | 504 |
| Other commercial mortgage-backed securities | $1,105,028,000 | 28 |
| Held to maturity securities (book value) | $1,047,815,000 | 64 |
| Available-for-sale securities (fair market value) | $1,650,186,000 | 108 |
| Total debt securities | $2,698,003,000 | 96 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $30,070,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $30,070,000 | 42 |
| Revaluation losses on off-balance sheet contracts | $14,111,000 | 54 |
| 2016-12-31 | Rank | |
| Total securities | $2,573,020,000 | 100 |
| U.S. Government securities | $2,539,790,000 | 76 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,539,790,000 | 69 |
| Securities issued by states & political subdivisions | $33,230,000 | 1,208 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $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 | $878,564,000 | 106 |
| Mortgage-backed securities | $2,539,790,000 | 68 |
| Certificates of participation in pools of residential mortgages | $514,021,000 | 121 |
| Issued or guaranteed by U.S. | $514,021,000 | 120 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $879,550,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $879,550,000 | 60 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $1,146,219,000 | 33 |
| Commercial mortgage pass-through securities | $3,345,000 | 482 |
| Other commercial mortgage-backed securities | $1,142,874,000 | 29 |
| Held to maturity securities (book value) | $1,092,798,000 | 61 |
| Available-for-sale securities (fair market value) | $1,480,222,000 | 110 |
| Total debt securities | $2,573,018,000 | 98 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $31,167,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $31,167,000 | 43 |
| Revaluation losses on off-balance sheet contracts | $33,516,000 | 40 |
| 2016-09-30 | Rank | |
| Total securities | $2,270,185,000 | 106 |
| U.S. Government securities | $2,238,083,000 | 77 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $2,238,083,000 | 73 |
| Securities issued by states & political subdivisions | $32,102,000 | 1,260 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $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 | $918,053,000 | 103 |
| Mortgage-backed securities | $2,238,083,000 | 70 |
| Certificates of participation in pools of residential mortgages | $226,464,000 | 208 |
| Issued or guaranteed by U.S. | $226,464,000 | 207 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $879,076,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $879,076,000 | 60 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $1,132,543,000 | 32 |
| Commercial mortgage pass-through securities | $3,361,000 | 449 |
| Other commercial mortgage-backed securities | $1,129,182,000 | 27 |
| Held to maturity securities (book value) | $1,156,416,000 | 57 |
| Available-for-sale securities (fair market value) | $1,113,769,000 | 140 |
| Total debt securities | $2,270,186,000 | 104 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $39,354,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $39,354,000 | 50 |
| Revaluation losses on off-balance sheet contracts | $13,000 | 143 |
| 2016-06-30 | Rank | |
| Total securities | $2,355,866,000 | 100 |
| U.S. Government securities | $2,324,366,000 | 77 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $2,324,366,000 | 73 |
| Securities issued by states & political subdivisions | $31,500,000 | 1,276 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $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 | $234,193,000 | 298 |
| Mortgage-backed securities | $2,324,366,000 | 71 |
| Certificates of participation in pools of residential mortgages | $236,268,000 | 198 |
| Issued or guaranteed by U.S. | $236,268,000 | 196 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $810,301,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $810,301,000 | 63 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $1,277,797,000 | 30 |
| Commercial mortgage pass-through securities | $3,377,000 | 408 |
| Other commercial mortgage-backed securities | $1,274,420,000 | 25 |
| Held to maturity securities (book value) | $1,211,262,000 | 59 |
| Available-for-sale securities (fair market value) | $1,144,604,000 | 135 |
| Total debt securities | $2,355,865,000 | 99 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $73,513,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $73,513,000 | 42 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $2,567,353,000 | 97 |
| U.S. Government securities | $2,527,871,000 | 76 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $2,527,871,000 | 68 |
| Securities issued by states & political subdivisions | $39,482,000 | 1,014 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $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 | $229,774,000 | 317 |
| Mortgage-backed securities | $2,527,871,000 | 66 |
| Certificates of participation in pools of residential mortgages | $243,185,000 | 192 |
| Issued or guaranteed by U.S. | $243,185,000 | 190 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $873,111,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $873,111,000 | 61 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $1,411,575,000 | 29 |
| Commercial mortgage pass-through securities | $3,393,000 | 395 |
| Other commercial mortgage-backed securities | $1,408,182,000 | 21 |
| Held to maturity securities (book value) | $1,253,348,000 | 58 |
| Available-for-sale securities (fair market value) | $1,314,005,000 | 123 |
| Total debt securities | $2,567,353,000 | 97 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $44,039,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $44,039,000 | 47 |
| Revaluation losses on off-balance sheet contracts | $183,000 | 131 |
| 2015-12-31 | Rank | |
| Total securities | $2,561,319,000 | 95 |
| U.S. Government securities | $2,546,970,000 | 76 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,546,970,000 | 68 |
| Securities issued by states & political subdivisions | $14,349,000 | 2,339 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $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 | $14,349,000 | 2,624 |
| Mortgage-backed securities | $2,546,970,000 | 65 |
| Certificates of participation in pools of residential mortgages | $246,580,000 | 189 |
| Issued or guaranteed by U.S. | $246,580,000 | 188 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $901,368,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $901,368,000 | 57 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $1,399,022,000 | 29 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $1,399,022,000 | 21 |
| Held to maturity securities (book value) | $1,267,614,000 | 56 |
| Available-for-sale securities (fair market value) | $1,293,705,000 | 122 |
| Total debt securities | $2,561,319,000 | 95 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $17,074,000 | 70 |
| Revaluation gains on off-balance sheet contracts | $17,074,000 | 55 |
| Revaluation losses on off-balance sheet contracts | $529,000 | 121 |
| 2015-09-30 | Rank | |
| Total securities | $2,258,387,000 | 99 |
| U.S. Government securities | $2,245,416,000 | 78 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $2,245,416,000 | 72 |
| Securities issued by states & political subdivisions | $12,971,000 | 2,490 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $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 | $12,971,000 | 2,777 |
| Mortgage-backed securities | $2,234,323,000 | 69 |
| Certificates of participation in pools of residential mortgages | $383,427,000 | 138 |
| Issued or guaranteed by U.S. | $383,427,000 | 136 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $947,905,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $947,905,000 | 57 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $902,991,000 | 33 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $902,991,000 | 28 |
| Held to maturity securities (book value) | $1,108,037,000 | 60 |
| Available-for-sale securities (fair market value) | $1,150,350,000 | 129 |
| Total debt securities | $2,258,388,000 | 99 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $11,618,000 | 78 |
| Revaluation gains on off-balance sheet contracts | $11,618,000 | 63 |
| Revaluation losses on off-balance sheet contracts | $798,000 | 120 |
| 2015-06-30 | Rank | |
| Total securities | $2,272,315,000 | 97 |
| U.S. Government securities | $2,272,315,000 | 77 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $2,272,315,000 | 71 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $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 | $0 | 5,428 |
| Mortgage-backed securities | $2,236,419,000 | 69 |
| Certificates of participation in pools of residential mortgages | $383,392,000 | 134 |
| Issued or guaranteed by U.S. | $383,392,000 | 133 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $982,006,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $982,006,000 | 58 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $871,021,000 | 32 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $871,021,000 | 27 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $2,272,315,000 | 81 |
| Total debt securities | $2,272,315,000 | 97 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $3,324,000 | 132 |
| Revaluation gains on off-balance sheet contracts | $3,324,000 | 82 |
| Revaluation losses on off-balance sheet contracts | $1,540,000 | 103 |
| 2015-03-31 | Rank | |
| Total securities | $2,295,276,000 | 99 |
| U.S. Government securities | $2,295,276,000 | 76 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $2,295,276,000 | 69 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $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 | $0 | 5,487 |
| Mortgage-backed securities | $2,270,295,000 | 67 |
| Certificates of participation in pools of residential mortgages | $381,212,000 | 137 |
| Issued or guaranteed by U.S. | $381,212,000 | 135 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,090,841,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $1,090,841,000 | 53 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $798,242,000 | 32 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $798,242,000 | 28 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $2,295,276,000 | 79 |
| Total debt securities | $2,295,276,000 | 99 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $4,428,000 | 124 |
| Revaluation gains on off-balance sheet contracts | $4,428,000 | 83 |
| Revaluation losses on off-balance sheet contracts | $512,000 | 125 |
| 2014-12-31 | Rank | |
| Total securities | $1,672,179,000 | 118 |
| U.S. Government securities | $1,670,199,000 | 93 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $1,670,199,000 | 87 |
| Securities issued by states & political subdivisions | $1,980,000 | 4,434 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $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 | $321,000 | 5,442 |
| Mortgage-backed securities | $1,670,199,000 | 80 |
| Certificates of participation in pools of residential mortgages | $388,883,000 | 134 |
| Issued or guaranteed by U.S. | $388,883,000 | 132 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $792,627,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $792,627,000 | 64 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $488,689,000 | 37 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $488,689,000 | 31 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $1,672,179,000 | 92 |
| Total debt securities | $1,672,179,000 | 118 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $8,856,000 | 86 |
| Revaluation gains on off-balance sheet contracts | $8,856,000 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $1,378,093,000 | 139 |
| U.S. Government securities | $1,374,582,000 | 104 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $1,374,582,000 | 98 |
| Securities issued by states & political subdivisions | $3,511,000 | 4,030 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $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 | $1,037,000 | 5,231 |
| Mortgage-backed securities | $1,374,582,000 | 93 |
| Certificates of participation in pools of residential mortgages | $306,100,000 | 157 |
| Issued or guaranteed by U.S. | $306,100,000 | 156 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $786,760,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $786,760,000 | 64 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $281,722,000 | 48 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $281,722,000 | 37 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $1,378,093,000 | 115 |
| Total debt securities | $1,378,093,000 | 139 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $807,000 | 104 |
| 2014-06-30 | Rank | |
| Total securities | $1,605,805,000 | 122 |
| U.S. Government securities | $1,596,334,000 | 97 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $1,596,334,000 | 92 |
| Securities issued by states & political subdivisions | $9,471,000 | 2,976 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| 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 | $2,429,000 | 4,855 |
| Mortgage-backed securities | $1,596,334,000 | 86 |
| Certificates of participation in pools of residential mortgages | $478,032,000 | 113 |
| Issued or guaranteed by U.S. | $478,032,000 | 112 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $920,139,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $920,139,000 | 62 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $198,163,000 | 58 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $198,163,000 | 44 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $1,605,805,000 | 97 |
| Total debt securities | $1,605,805,000 | 121 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $3,853,000 | 120 |
| Revaluation gains on off-balance sheet contracts | $3,853,000 | 73 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $1,207,430,000 | 149 |
| U.S. Government securities | $1,195,066,000 | 115 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $1,195,066,000 | 112 |
| Securities issued by states & political subdivisions | $12,364,000 | 2,572 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| 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 | $4,173,000 | 4,427 |
| Mortgage-backed securities | $1,195,066,000 | 104 |
| Certificates of participation in pools of residential mortgages | $459,149,000 | 114 |
| Issued or guaranteed by U.S. | $459,149,000 | 113 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $622,033,000 | 86 |
| CMOs issued by government agencies or sponsored agencies | $622,033,000 | 78 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $113,884,000 | 75 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $113,884,000 | 59 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $1,207,430,000 | 124 |
| Total debt securities | $1,207,431,000 | 149 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $2,495,000 | 131 |
| Revaluation gains on off-balance sheet contracts | $2,495,000 | 80 |
| Revaluation losses on off-balance sheet contracts | $31,000 | 136 |
| 2013-12-31 | Rank | |
| Total securities | $1,045,548,000 | 167 |
| U.S. Government securities | $1,028,248,000 | 128 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,028,248,000 | 124 |
| Securities issued by states & political subdivisions | $17,300,000 | 2,059 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $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 | $7,858,000 | 3,639 |
| Mortgage-backed securities | $1,028,248,000 | 115 |
| Certificates of participation in pools of residential mortgages | $422,843,000 | 120 |
| Issued or guaranteed by U.S. | $422,843,000 | 118 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $511,673,000 | 96 |
| CMOs issued by government agencies or sponsored agencies | $511,673,000 | 87 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $93,732,000 | 76 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $93,732,000 | 60 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $1,045,548,000 | 139 |
| Total debt securities | $1,045,548,000 | 166 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $1,221,000 | 158 |
| Revaluation gains on off-balance sheet contracts | $1,221,000 | 98 |
| Revaluation losses on off-balance sheet contracts | $1,665,000 | 87 |
| 2013-09-30 | Rank | |
| Total securities | $495,423,000 | 310 |
| U.S. Government securities | $474,681,000 | 238 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $474,681,000 | 233 |
| Securities issued by states & political subdivisions | $20,742,000 | 1,793 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $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 | $426,113,000 | 171 |
| Mortgage-backed securities | $474,681,000 | 198 |
| Certificates of participation in pools of residential mortgages | $143,312,000 | 317 |
| Issued or guaranteed by U.S. | $143,312,000 | 316 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $265,969,000 | 151 |
| CMOs issued by government agencies or sponsored agencies | $265,969,000 | 143 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $65,400,000 | 91 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $65,400,000 | 66 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $495,423,000 | 261 |
| Total debt securities | $495,423,000 | 305 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $53,477,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $3,424,000 | 68 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $92,930,000 | 1,601 |
| U.S. Government securities | $63,180,000 | 1,536 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $63,180,000 | 1,490 |
| Securities issued by states & political subdivisions | $29,750,000 | 1,280 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $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 | $62,840,000 | 914 |
| Mortgage-backed securities | $0 | 5,709 |
| Certificates of participation in pools of residential mortgages | $0 | 5,540 |
| Issued or guaranteed by U.S. | $0 | 5,530 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $92,930,000 | 1,432 |
| Total debt securities | $92,930,000 | 1,581 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $50,039,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $24,144,000 | 45 |
| 2013-03-31 | Rank | |
| Total securities | $169,827,000 | 915 |
| U.S. Government securities | $71,489,000 | 1,411 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $71,489,000 | 1,364 |
| Securities issued by states & political subdivisions | $10,982,000 | 2,723 |
| Other domestic debt securities | $87,356,000 | 161 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $87,356,000 | 54 |
| Structured financial products - Total | $0 | 323 |
| 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 | $0 | 5,985 |
| Mortgage-backed securities | $0 | 5,765 |
| Certificates of participation in pools of residential mortgages | $0 | 5,582 |
| Issued or guaranteed by U.S. | $0 | 5,574 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $169,827,000 | 816 |
| Total debt securities | $169,827,000 | 901 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $180,982,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $10,842,000 | 53 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $184,445,000 | 826 |
| U.S. Government securities | $79,717,000 | 1,254 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $79,717,000 | 1,214 |
| Securities issued by states & political subdivisions | $13,611,000 | 2,365 |
| Other domestic debt securities | $91,117,000 | 155 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $91,117,000 | 52 |
| Structured financial products - Total | $0 | 329 |
| 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 | $0 | 6,039 |
| Mortgage-backed securities | $0 | 5,808 |
| Certificates of participation in pools of residential mortgages | $0 | 5,614 |
| Issued or guaranteed by U.S. | $0 | 5,608 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $184,445,000 | 732 |
| Total debt securities | $184,445,000 | 814 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $175,908,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $5,822,000 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $198,861,000 | 771 |
| U.S. Government securities | $87,397,000 | 1,173 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $87,397,000 | 1,138 |
| Securities issued by states & political subdivisions | $15,356,000 | 2,158 |
| Other domestic debt securities | $96,108,000 | 152 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $96,108,000 | 54 |
| Structured financial products - Total | $0 | 340 |
| 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 | $0 | 6,124 |
| Mortgage-backed securities | $0 | 5,902 |
| Certificates of participation in pools of residential mortgages | $0 | 5,717 |
| Issued or guaranteed by U.S. | $0 | 5,706 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $198,861,000 | 688 |
| Total debt securities | $198,861,000 | 756 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $180,285,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $10,212,000 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $424,765,000 | 363 |
| U.S. Government securities | $100,134,000 | 1,041 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $100,134,000 | 1,007 |
| Securities issued by states & political subdivisions | $20,000,000 | 1,697 |
| Other domestic debt securities | $304,631,000 | 74 |
| Privately issued residential mortgage-backed securities | $204,325,000 | 39 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $100,306,000 | 49 |
| Structured financial products - Total | $0 | 339 |
| 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 | $100,306,000 | 633 |
| Mortgage-backed securities | $204,325,000 | 412 |
| Certificates of participation in pools of residential mortgages | $0 | 5,754 |
| Issued or guaranteed by U.S. | $0 | 5,744 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $204,325,000 | 205 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $204,325,000 | 37 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $424,765,000 | 321 |
| Total debt securities | $424,765,000 | 357 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $183,248,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $13,414,000 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $448,147,000 | 355 |
| U.S. Government securities | $107,977,000 | 989 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $107,977,000 | 962 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $340,170,000 | 64 |
| Privately issued residential mortgage-backed securities | $235,136,000 | 34 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $105,034,000 | 47 |
| Structured financial products - Total | $0 | 346 |
| 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 | $105,034,000 | 618 |
| Mortgage-backed securities | $235,136,000 | 375 |
| Certificates of participation in pools of residential mortgages | $0 | 5,796 |
| Issued or guaranteed by U.S. | $0 | 5,788 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $235,136,000 | 193 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $235,136,000 | 33 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $448,147,000 | 316 |
| Total debt securities | $448,147,000 | 349 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $307,355,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $8,321,000 | 57 |
| 2011-12-31 | Rank | |
| Total securities | $481,352,000 | 321 |
| U.S. Government securities | $429,479,000 | 271 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $429,479,000 | 265 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $365,256,000 | 74 |
| Privately issued residential mortgage-backed securities | $365,256,000 | 36 |
| 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 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $313,383,000 | 2 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $481,352,000 | 190 |
| Certificates of participation in pools of residential mortgages | $226,424,000 | 216 |
| Issued or guaranteed by U.S. | $116,096,000 | 409 |
| Privately issued | $110,328,000 | 4 |
| Collaterized mortgage obligations | $254,928,000 | 170 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $254,928,000 | 41 |
| 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) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $481,352,000 | 284 |
| Total debt securities | $794,735,000 | 195 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $313,383,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $521,259,000 | 284 |
| U.S. Government securities | $440,776,000 | 250 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $440,776,000 | 246 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $393,249,000 | 72 |
| Privately issued residential mortgage-backed securities | $393,249,000 | 37 |
| 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 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $312,766,000 | 2 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $521,259,000 | 180 |
| Certificates of participation in pools of residential mortgages | $244,380,000 | 194 |
| Issued or guaranteed by U.S. | $128,010,000 | 356 |
| Privately issued | $116,370,000 | 7 |
| Collaterized mortgage obligations | $276,879,000 | 161 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $276,879,000 | 40 |
| 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) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $521,259,000 | 253 |
| Total debt securities | $834,025,000 | 191 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $312,766,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $551,173,000 | 268 |
| U.S. Government securities | $424,846,000 | 261 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $424,846,000 | 254 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $418,765,000 | 70 |
| Privately issued residential mortgage-backed securities | $418,765,000 | 36 |
| 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 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $292,438,000 | 2 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $551,173,000 | 166 |
| Certificates of participation in pools of residential mortgages | $256,995,000 | 182 |
| Issued or guaranteed by U.S. | $132,408,000 | 338 |
| Privately issued | $124,587,000 | 10 |
| Collaterized mortgage obligations | $294,178,000 | 150 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $294,178,000 | 41 |
| 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) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $551,173,000 | 239 |
| Total debt securities | $843,611,000 | 184 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $292,438,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $452,369,000 | 326 |
| U.S. Government securities | $168,061,000 | 633 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $168,061,000 | 605 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $444,958,000 | 70 |
| Privately issued residential mortgage-backed securities | $444,958,000 | 35 |
| 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 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $160,650,000 | 1 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $452,369,000 | 199 |
| Certificates of participation in pools of residential mortgages | $137,367,000 | 327 |
| Issued or guaranteed by U.S. | $7,411,000 | 2,952 |
| Privately issued | $129,956,000 | 10 |
| Collaterized mortgage obligations | $315,002,000 | 143 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $315,002,000 | 40 |
| 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) | $1,000 | 3,015 |
| Available-for-sale securities (fair market value) | $452,368,000 | 289 |
| Total debt securities | $613,019,000 | 244 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $160,650,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $475,225,000 | 299 |
| U.S. Government securities | $168,512,000 | 599 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $168,512,000 | 575 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $467,488,000 | 64 |
| Privately issued residential mortgage-backed securities | $467,488,000 | 34 |
| 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 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $160,775,000 | 1 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $475,225,000 | 186 |
| Certificates of participation in pools of residential mortgages | $144,444,000 | 298 |
| Issued or guaranteed by U.S. | $7,737,000 | 2,785 |
| Privately issued | $136,707,000 | 12 |
| Collaterized mortgage obligations | $330,781,000 | 130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $330,781,000 | 42 |
| 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) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $475,225,000 | 261 |
| Total debt securities | $636,000,000 | 229 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $160,775,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $503,567,000 | 271 |
| U.S. Government securities | $169,460,000 | 573 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $169,460,000 | 540 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $495,107,000 | 61 |
| Privately issued residential mortgage-backed securities | $495,107,000 | 32 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $161,000,000 | 1 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $503,567,000 | 163 |
| Certificates of participation in pools of residential mortgages | $155,103,000 | 261 |
| Issued or guaranteed by U.S. | $8,460,000 | 2,633 |
| Privately issued | $146,643,000 | 12 |
| Collaterized mortgage obligations | $348,464,000 | 119 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $348,464,000 | 38 |
| 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) | $-1,000 | 7,762 |
| Available-for-sale securities (fair market value) | $503,568,000 | 240 |
| Total debt securities | $664,567,000 | 205 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $161,000,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $544,473,000 | 252 |
| U.S. Government securities | $514,437,000 | 201 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $514,437,000 | 195 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $517,406,000 | 62 |
| Privately issued residential mortgage-backed securities | $517,406,000 | 34 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $487,370,000 | 2 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $544,480,000 | 154 |
| Certificates of participation in pools of residential mortgages | $182,733,000 | 225 |
| Issued or guaranteed by U.S. | $27,074,000 | 1,204 |
| Privately issued | $155,659,000 | 11 |
| Collaterized mortgage obligations | $361,747,000 | 113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $361,747,000 | 39 |
| 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) | $-1,000 | 7,830 |
| Available-for-sale securities (fair market value) | $544,474,000 | 211 |
| Total debt securities | $1,031,843,000 | 149 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $487,370,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $733,788,000 | 188 |
| U.S. Government securities | $1,102,920,000 | 106 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,102,920,000 | 104 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $524,186,000 | 60 |
| Privately issued residential mortgage-backed securities | $524,186,000 | 35 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $893,318,000 | 2 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $872,922,000 | 109 |
| Certificates of participation in pools of residential mortgages | $512,669,000 | 99 |
| Issued or guaranteed by U.S. | $348,736,000 | 131 |
| Privately issued | $163,933,000 | 11 |
| Collaterized mortgage obligations | $360,253,000 | 113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $360,253,000 | 38 |
| 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) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $733,788,000 | 167 |
| Total debt securities | $1,627,106,000 | 110 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $893,318,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $432,834,000 | 305 |
| U.S. Government securities | $395,455,000 | 244 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $395,455,000 | 237 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $367,646,000 | 78 |
| Privately issued residential mortgage-backed securities | $367,646,000 | 45 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $330,267,000 | 3 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $763,101,000 | 125 |
| Certificates of participation in pools of residential mortgages | $395,455,000 | 127 |
| Issued or guaranteed by U.S. | $395,455,000 | 126 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $367,646,000 | 109 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $367,646,000 | 42 |
| 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) | $-172,787,000 | 8,021 |
| Available-for-sale securities (fair market value) | $605,621,000 | 192 |
| Total debt securities | $763,101,000 | 182 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $330,267,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $634,098,000 | 213 |
| U.S. Government securities | $1,177,462,000 | 107 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,177,462,000 | 102 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $468,945,000 | 76 |
| Privately issued residential mortgage-backed securities | $468,945,000 | 43 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $1,012,309,000 | 3 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,646,407,000 | 77 |
| Certificates of participation in pools of residential mortgages | $1,177,462,000 | 61 |
| Issued or guaranteed by U.S. | $1,177,462,000 | 59 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $468,945,000 | 89 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $468,945,000 | 39 |
| 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) | $-183,326,000 | 8,108 |
| Available-for-sale securities (fair market value) | $817,424,000 | 155 |
| Total debt securities | $1,646,407,000 | 117 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $1,012,309,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $734,827,000 | 192 |
| U.S. Government securities | $1,587,078,000 | 93 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,587,078,000 | 88 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $751,229,000 | 60 |
| Privately issued residential mortgage-backed securities | $751,229,000 | 33 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $1,603,480,000 | 2 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,338,307,000 | 62 |
| Certificates of participation in pools of residential mortgages | $734,827,000 | 95 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $734,827,000 | 3 |
| Collaterized mortgage obligations | $1,603,480,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $1,587,078,000 | 28 |
| Privately issued | $16,402,000 | 384 |
| 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) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $734,827,000 | 168 |
| Total debt securities | $2,338,307,000 | 90 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $1,603,480,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $775,812,000 | 189 |
| U.S. Government securities | $1,674,844,000 | 84 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,674,844,000 | 82 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $794,108,000 | 53 |
| Privately issued residential mortgage-backed securities | $794,108,000 | 34 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $1,693,140,000 | 2 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,468,952,000 | 61 |
| Certificates of participation in pools of residential mortgages | $775,812,000 | 87 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $775,812,000 | 4 |
| Collaterized mortgage obligations | $1,693,140,000 | 43 |
| CMOs issued by government agencies or sponsored agencies | $1,674,844,000 | 28 |
| Privately issued | $18,296,000 | 363 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $775,812,000 | 163 |
| Total debt securities | $2,468,952,000 | 83 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $1,693,140,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $1,118,454,000 | 139 |
| U.S. Government securities | $517,731,000 | 200 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $517,731,000 | 199 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $1,143,262,000 | 39 |
| Privately issued residential mortgage-backed securities | $1,143,262,000 | 30 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $542,539,000 | 4 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,660,993,000 | 76 |
| Certificates of participation in pools of residential mortgages | $1,118,453,000 | 67 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $1,118,453,000 | 3 |
| Collaterized mortgage obligations | $542,540,000 | 83 |
| CMOs issued by government agencies or sponsored agencies | $517,731,000 | 57 |
| Privately issued | $24,809,000 | 294 |
| 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) | $1,000 | 3,507 |
| Available-for-sale securities (fair market value) | $1,118,453,000 | 116 |
| Total debt securities | $1,660,993,000 | 105 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $542,539,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $1,041,446,000 | 143 |
| U.S. Government securities | $0 | 7,941 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 7,874 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $1,064,520,000 | 41 |
| Privately issued residential mortgage-backed securities | $1,064,520,000 | 32 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $23,074,000 | 10 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,064,520,000 | 95 |
| Certificates of participation in pools of residential mortgages | $1,041,446,000 | 68 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $1,041,446,000 | 4 |
| Collaterized mortgage obligations | $23,074,000 | 760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $23,074,000 | 306 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $1,041,446,000 | 121 |
| Total debt securities | $1,064,520,000 | 137 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $23,074,000 | 91 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $978,232,000 | 157 |
| U.S. Government securities | $200,000 | 7,896 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $200,000 | 7,820 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $1,011,814,000 | 49 |
| Privately issued residential mortgage-backed securities | $1,011,814,000 | 35 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $33,782,000 | 10 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,011,814,000 | 100 |
| Certificates of participation in pools of residential mortgages | $978,033,000 | 71 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $978,033,000 | 6 |
| Collaterized mortgage obligations | $33,781,000 | 574 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $33,781,000 | 261 |
| 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) | $199,000 | 3,141 |
| Available-for-sale securities (fair market value) | $978,033,000 | 130 |
| Total debt securities | $1,012,014,000 | 149 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $33,782,000 | 88 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $2,364,209,000 | 87 |
| U.S. Government securities | $201,000 | 7,942 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $201,000 | 7,869 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $2,400,315,000 | 33 |
| Privately issued residential mortgage-backed securities | $2,400,315,000 | 26 |
| 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 | $1,000 | 1,939 |
| Assets held in trading accounts for TFR Reporters | $36,308,000 | 13 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,400,315,000 | 60 |
| Certificates of participation in pools of residential mortgages | $2,364,007,000 | 36 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $2,364,007,000 | 3 |
| Collaterized mortgage obligations | $36,308,000 | 549 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $36,308,000 | 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) | $202,000 | 3,167 |
| Available-for-sale securities (fair market value) | $2,364,007,000 | 76 |
| Total debt securities | $2,400,516,000 | 87 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $36,308,000 | 90 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $2,564,240,000 | 80 |
| U.S. Government securities | $1,255,632,000 | 103 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,255,632,000 | 102 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $1,322,310,000 | 41 |
| Privately issued residential mortgage-backed securities | $1,322,310,000 | 36 |
| 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 | $13,702,000 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,577,741,000 | 54 |
| Certificates of participation in pools of residential mortgages | $2,530,706,000 | 33 |
| Issued or guaranteed by U.S. | $1,255,431,000 | 61 |
| Privately issued | $1,275,275,000 | 6 |
| Collaterized mortgage obligations | $47,035,000 | 441 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $47,035,000 | 193 |
| 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) | $1,288,965,000 | 24 |
| Available-for-sale securities (fair market value) | $1,275,275,000 | 112 |
| Total debt securities | $2,577,942,000 | 78 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $13,702,000 | 125 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $2,560,166,000 | 81 |
| U.S. Government securities | $1,343,980,000 | 101 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,343,980,000 | 97 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $1,238,587,000 | 46 |
| Privately issued residential mortgage-backed securities | $1,238,587,000 | 36 |
| 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 | $22,401,000 | 12 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,582,365,000 | 54 |
| Certificates of participation in pools of residential mortgages | $2,518,932,000 | 30 |
| Issued or guaranteed by U.S. | $1,343,778,000 | 53 |
| Privately issued | $1,175,154,000 | 9 |
| Collaterized mortgage obligations | $63,433,000 | 364 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $63,433,000 | 161 |
| 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) | $1,385,012,000 | 26 |
| Available-for-sale securities (fair market value) | $1,175,154,000 | 125 |
| Total debt securities | $2,582,567,000 | 80 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $22,401,000 | 101 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $2,043,337,000 | 109 |
| U.S. Government securities | $1,069,550,000 | 126 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,069,550,000 | 123 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $994,274,000 | 51 |
| Privately issued residential mortgage-backed securities | $994,274,000 | 41 |
| 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 | $20,487,000 | 13 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,063,624,000 | 70 |
| Certificates of participation in pools of residential mortgages | $1,991,775,000 | 41 |
| Issued or guaranteed by U.S. | $1,069,350,000 | 61 |
| Privately issued | $922,425,000 | 8 |
| Collaterized mortgage obligations | $71,849,000 | 332 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $71,849,000 | 144 |
| 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) | $1,120,912,000 | 26 |
| Available-for-sale securities (fair market value) | $922,425,000 | 146 |
| Total debt securities | $2,063,824,000 | 104 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $20,487,000 | 107 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $2,140,829,000 | 103 |
| U.S. Government securities | $1,157,004,000 | 121 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,157,004,000 | 119 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $1,000,072,000 | 50 |
| Privately issued residential mortgage-backed securities | $1,000,072,000 | 40 |
| 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 | $16,247,000 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,156,877,000 | 66 |
| Certificates of participation in pools of residential mortgages | $2,094,459,000 | 36 |
| Issued or guaranteed by U.S. | $1,156,805,000 | 61 |
| Privately issued | $937,654,000 | 9 |
| Collaterized mortgage obligations | $62,418,000 | 353 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $62,418,000 | 158 |
| 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) | $1,203,175,000 | 29 |
| Available-for-sale securities (fair market value) | $937,654,000 | 147 |
| Total debt securities | $2,157,076,000 | 101 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $16,247,000 | 132 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $2,183,069,000 | 104 |
| U.S. Government securities | $1,594,862,000 | 97 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,594,862,000 | 96 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $588,207,000 | 64 |
| Privately issued residential mortgage-backed securities | $588,207,000 | 51 |
| 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 | $2,182,871,000 | 69 |
| Certificates of participation in pools of residential mortgages | $2,140,419,000 | 36 |
| Issued or guaranteed by U.S. | $1,594,664,000 | 47 |
| Privately issued | $545,755,000 | 11 |
| Collaterized mortgage obligations | $42,452,000 | 442 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $42,452,000 | 183 |
| 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) | $1,608,070,000 | 21 |
| Available-for-sale securities (fair market value) | $574,999,000 | 203 |
| Total debt securities | $2,183,069,000 | 103 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $1,584,532,000 | 127 |
| U.S. Government securities | $1,552,237,000 | 105 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,552,237,000 | 103 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $32,295,000 | 368 |
| Privately issued residential mortgage-backed securities | $32,295,000 | 221 |
| 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 | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,584,335,000 | 91 |
| Certificates of participation in pools of residential mortgages | $1,552,040,000 | 53 |
| Issued or guaranteed by U.S. | $1,552,040,000 | 51 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $32,295,000 | 524 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $32,295,000 | 210 |
| 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) | $1,584,532,000 | 22 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $1,584,532,000 | 125 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $1,695,595,000 | 121 |
| U.S. Government securities | $1,664,271,000 | 95 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,664,271,000 | 92 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $31,324,000 | 373 |
| Privately issued residential mortgage-backed securities | $31,324,000 | 226 |
| 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 | $1,695,495,000 | 90 |
| Certificates of participation in pools of residential mortgages | $1,664,171,000 | 46 |
| Issued or guaranteed by U.S. | $1,664,171,000 | 43 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $31,324,000 | 539 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $31,324,000 | 213 |
| 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) | $1,695,595,000 | 19 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $1,695,595,000 | 119 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $1,405,407,000 | 137 |
| U.S. Government securities | $1,384,791,000 | 110 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,384,791,000 | 108 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $20,616,000 | 487 |
| Privately issued residential mortgage-backed securities | $20,616,000 | 279 |
| 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 | $1,405,307,000 | 97 |
| Certificates of participation in pools of residential mortgages | $1,384,691,000 | 56 |
| Issued or guaranteed by U.S. | $1,384,691,000 | 53 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $20,616,000 | 677 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $20,616,000 | 263 |
| 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) | $1,405,407,000 | 26 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $1,405,407,000 | 134 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $1,441,234,000 | 139 |
| U.S. Government securities | $1,415,086,000 | 115 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,415,086,000 | 111 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $26,148,000 | 433 |
| Privately issued residential mortgage-backed securities | $26,148,000 | 244 |
| 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 | $1,441,134,000 | 97 |
| Certificates of participation in pools of residential mortgages | $1,414,986,000 | 59 |
| Issued or guaranteed by U.S. | $1,414,986,000 | 53 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $26,148,000 | 579 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $26,148,000 | 233 |
| 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) | $1,441,234,000 | 24 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $1,441,234,000 | 138 |
| 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 | $845,945,000 | 203 |
| U.S. Government securities | $845,945,000 | 170 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $845,945,000 | 161 |
| 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 | $845,845,000 | 139 |
| Certificates of participation in pools of residential mortgages | $845,845,000 | 84 |
| Issued or guaranteed by U.S. | $845,845,000 | 82 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $845,945,000 | 39 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $845,945,000 | 200 |
| 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 | $17,942,000 | 4,945 |
| U.S. Government securities | $17,942,000 | 4,083 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,942,000 | 3,954 |
| 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 | $17,842,000 | 1,987 |
| Certificates of participation in pools of residential mortgages | $17,842,000 | 1,554 |
| Issued or guaranteed by U.S. | $17,842,000 | 1,539 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,942,000 | 997 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $17,942,000 | 4,895 |
| 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 | $19,053,000 | 4,841 |
| U.S. Government securities | $19,053,000 | 4,014 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,053,000 | 3,869 |
| 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 | $18,953,000 | 1,981 |
| Certificates of participation in pools of residential mortgages | $18,953,000 | 1,536 |
| Issued or guaranteed by U.S. | $18,953,000 | 1,524 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,053,000 | 975 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $19,053,000 | 4,794 |
| 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 | $20,810,000 | 4,610 |
| U.S. Government securities | $20,810,000 | 3,775 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,810,000 | 3,645 |
| 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 | $20,710,000 | 1,892 |
| Certificates of participation in pools of residential mortgages | $20,710,000 | 1,460 |
| Issued or guaranteed by U.S. | $20,710,000 | 1,447 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,810,000 | 917 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $20,810,000 | 4,549 |
| 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 | $22,877,000 | 4,362 |
| U.S. Government securities | $22,877,000 | 3,519 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,877,000 | 3,392 |
| 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 | $22,777,000 | 1,787 |
| Certificates of participation in pools of residential mortgages | $22,777,000 | 1,366 |
| Issued or guaranteed by U.S. | $22,777,000 | 1,357 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,877,000 | 865 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $22,877,000 | 4,299 |
| 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 | $26,250,000 | 4,026 |
| U.S. Government securities | $26,250,000 | 3,198 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $26,250,000 | 3,079 |
| 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 | $26,150,000 | 1,656 |
| Certificates of participation in pools of residential mortgages | $26,150,000 | 1,252 |
| Issued or guaranteed by U.S. | $26,150,000 | 1,244 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $26,250,000 | 791 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $26,250,000 | 3,957 |
| 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 | $30,818,000 | 3,589 |
| U.S. Government securities | $27,952,000 | 2,984 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,952,000 | 2,878 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $2,866,000 | 1,699 |
| Privately issued residential mortgage-backed securities | $2,866,000 | 546 |
| 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 | $30,718,000 | 1,499 |
| Certificates of participation in pools of residential mortgages | $30,718,000 | 1,128 |
| Issued or guaranteed by U.S. | $27,852,000 | 1,198 |
| Privately issued | $2,866,000 | 79 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $30,818,000 | 688 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $30,818,000 | 3,521 |
| 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 | $33,656,000 | 3,419 |
| U.S. Government securities | $33,656,000 | 2,654 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $33,656,000 | 2,567 |
| 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 | $33,556,000 | 1,422 |
| Certificates of participation in pools of residential mortgages | $33,556,000 | 1,067 |
| Issued or guaranteed by U.S. | $33,556,000 | 1,058 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $33,656,000 | 656 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $33,656,000 | 3,357 |
| 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 | $33,003,000 | 3,387 |
| U.S. Government securities | $32,838,000 | 2,651 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $32,838,000 | 2,566 |
| Securities issued by states & political subdivisions | $165,000 | 6,444 |
| 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 | $32,738,000 | 1,438 |
| Certificates of participation in pools of residential mortgages | $32,738,000 | 1,086 |
| Issued or guaranteed by U.S. | $32,738,000 | 1,082 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $33,003,000 | 641 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $33,003,000 | 3,321 |
| 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 | $38,160,000 | 2,981 |
| U.S. Government securities | $37,995,000 | 2,260 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $37,995,000 | 2,177 |
| Securities issued by states & political subdivisions | $165,000 | 6,456 |
| 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 | $37,895,000 | 1,299 |
| Certificates of participation in pools of residential mortgages | $37,895,000 | 942 |
| Issued or guaranteed by U.S. | $37,895,000 | 937 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $38,160,000 | 551 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $38,160,000 | 2,895 |
| 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 | $43,060,000 | 2,681 |
| U.S. Government securities | $41,310,000 | 2,079 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $41,310,000 | 2,007 |
| Securities issued by states & political subdivisions | $1,750,000 | 4,479 |
| 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 | $41,210,000 | 1,208 |
| Certificates of participation in pools of residential mortgages | $41,210,000 | 861 |
| Issued or guaranteed by U.S. | $41,210,000 | 857 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $43,060,000 | 487 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $43,060,000 | 2,599 |
| 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 | $40,960,000 | 2,754 |
| U.S. Government securities | $39,110,000 | 2,184 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $39,110,000 | 2,097 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $1,850,000 | 2,292 |
| 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 | $1,850,000 | 2,003 |
| 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 | $39,110,000 | 1,238 |
| Certificates of participation in pools of residential mortgages | $39,110,000 | 867 |
| Issued or guaranteed by U.S. | $39,110,000 | 863 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $40,960,000 | 497 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $40,960,000 | 2,682 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $1,860,000 | 8,897 |
| U.S. Government securities | $0 | 9,306 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 9,193 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $1,860,000 | 2,338 |
| 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 | $1,860,000 | 1,992 |
| 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 | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,860,000 | 3,284 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $1,860,000 | 8,822 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $1,970,000 | 9,282 |
| U.S. Government securities | $0 | 9,633 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 9,486 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $1,970,000 | 1,953 |
| 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 | $1,970,000 | 1,672 |
| 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 | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,970,000 | 3,873 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $1,970,000 | 9,187 |
| 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 | $0 | 10,148 |
| U.S. Government securities | $0 | 9,980 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 9,793 |
| 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 | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| 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) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $0 | 10,026 |
| 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 | $500,000 | 10,181 |
| U.S. Government securities | $0 | 10,185 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 9,927 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $500,000 | 2,722 |
| 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 | $500,000 | 2,262 |
| 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 | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| 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) | $500,000 | 5,884 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $500,000 | 10,085 |
| 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 | $538,000 | 10,685 |
| U.S. Government securities | $538,000 | 10,531 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $538,000 | 9,961 |
| 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 | $0 | 8,416 |
| 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 | $38,000 | 8,188 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $38,000 | 4,962 |
| CMOs issued by government agencies or sponsored agencies | $38,000 | 4,712 |
| 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) | $538,000 | 6,728 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $538,000 | 10,590 |
| 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 | $887,000 | 11,158 |
| U.S. Government securities | $547,000 | 11,087 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $547,000 | 10,431 |
| Securities issued by states & political subdivisions | $340,000 | 7,477 |
| 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 | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $0 | 312 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $47,000 | 8,733 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $47,000 | 5,402 |
| CMOs issued by government agencies or sponsored agencies | $47,000 | 5,130 |
| 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) | $887,000 | 7,106 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $887,000 | 11,073 |
| 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 | $16,000 | 11,900 |
| U.S. Government securities | $0 | 11,764 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $0 | 11,259 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $1,000 | 5,160 |
| 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 | $1,000 | 3,932 |
| Foreign debt securities | NA | NA |
| Equity securities | $15,000 | 7,958 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 335 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| 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) | $16,000 | 8,412 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $1,000 | 11,791 |
| 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 | $16,000 | 12,550 |
| U.S. Government securities | $0 | 12,426 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $0 | 11,789 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $1,000 | 5,803 |
| 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 | $1,000 | 4,495 |
| Foreign debt securities | NA | NA |
| Equity securities | $15,000 | 8,058 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $0 | 406 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| 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) | $16,000 | 11,500 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $1,000 | 12,455 |
| 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 | $5,199,000 | 11,170 |
| U.S. Government securities | $5,034,000 | 10,509 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $5,034,000 | 7,883 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $1,000 | 6,546 |
| 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 | $1,000 | 5,107 |
| Foreign debt securities | NA | NA |
| Equity securities | $15,000 | 7,990 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-149,000 | 1,283 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,034,000 | 5,244 |
| Certificates of participation in pools of residential mortgages | $5,034,000 | 3,761 |
| Issued or guaranteed by U.S. | $5,034,000 | 3,728 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| 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 | $5,035,000 | 11,124 |
| 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 | $7,068,000 | 10,488 |
| U.S. Government securities | $7,221,000 | 9,433 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $7,221,000 | 6,711 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| 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 | $15,000 | 7,842 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $168,000 | 168 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,221,000 | 4,510 |
| Certificates of participation in pools of residential mortgages | $7,221,000 | 3,166 |
| Issued or guaranteed by U.S. | $7,221,000 | 3,116 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $7,221,000 | 10,269 |
| 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 |