Home > MidFirst Bank > Securities
MidFirst Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $4,261,028,000 | 88 |
| U.S. Government securities | $3,991,558,000 | 76 |
| U.S. Treasury securities | $201,060,000 | 140 |
| U.S. Government agency obligations | $3,790,498,000 | 67 |
| Securities issued by states & political subdivisions | $12,879,000 | 2,227 |
| Other domestic debt securities | $256,591,000 | 140 |
| Privately issued residential mortgage-backed securities | $3,590,000 | 400 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $250,001,000 | 73 |
| Other domestic debt securities - All other | $3,000,000 | 1,164 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $485,757,000 | 245 |
| Mortgage-backed securities | $3,794,088,000 | 65 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,715,815,000 | 37 |
| Privately issued | $3,590,000 | 107 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $74,683,000 | 133 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $98,803,000 | 385 |
| Available-for-sale securities (fair market value) | $4,162,225,000 | 72 |
| Total debt securities | $4,257,261,000 | 86 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $4,192,263,000 | 90 |
| U.S. Government securities | $3,923,348,000 | 77 |
| U.S. Treasury securities | $198,884,000 | 154 |
| U.S. Government agency obligations | $3,724,464,000 | 70 |
| Securities issued by states & political subdivisions | $11,334,000 | 2,329 |
| Other domestic debt securities | $257,581,000 | 144 |
| Privately issued residential mortgage-backed securities | $3,668,000 | 379 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $250,913,000 | 76 |
| Other domestic debt securities - All other | $3,000,000 | 1,160 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $489,651,000 | 242 |
| Mortgage-backed securities | $3,728,132,000 | 67 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,657,532,000 | 38 |
| Privately issued | $3,668,000 | 102 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $66,932,000 | 138 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $98,579,000 | 395 |
| Available-for-sale securities (fair market value) | $4,093,684,000 | 74 |
| Total debt securities | $4,188,426,000 | 88 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $4,152,029,000 | 91 |
| U.S. Government securities | $3,888,217,000 | 74 |
| U.S. Treasury securities | $196,270,000 | 157 |
| U.S. Government agency obligations | $3,691,947,000 | 71 |
| Securities issued by states & political subdivisions | $10,765,000 | 2,436 |
| Other domestic debt securities | $253,047,000 | 138 |
| Privately issued residential mortgage-backed securities | $3,832,000 | 379 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $246,215,000 | 73 |
| Other domestic debt securities - All other | $3,000,000 | 1,180 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $534,603,000 | 230 |
| Mortgage-backed securities | $3,695,779,000 | 65 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,631,924,000 | 41 |
| Privately issued | $3,832,000 | 105 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $60,023,000 | 145 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $98,302,000 | 389 |
| Available-for-sale securities (fair market value) | $4,053,727,000 | 72 |
| Total debt securities | $4,148,283,000 | 89 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $3,856,343,000 | 99 |
| U.S. Government securities | $3,599,312,000 | 83 |
| U.S. Treasury securities | $188,729,000 | 171 |
| U.S. Government agency obligations | $3,410,583,000 | 75 |
| Securities issued by states & political subdivisions | $8,420,000 | 2,697 |
| Other domestic debt securities | $248,611,000 | 152 |
| Privately issued residential mortgage-backed securities | $3,799,000 | 401 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $241,812,000 | 77 |
| Other domestic debt securities - All other | $3,000,000 | 1,207 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $654,739,000 | 198 |
| Mortgage-backed securities | $3,414,382,000 | 74 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,352,241,000 | 45 |
| Privately issued | $3,799,000 | 111 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $58,342,000 | 161 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $98,023,000 | 405 |
| Available-for-sale securities (fair market value) | $3,758,320,000 | 80 |
| Total debt securities | $3,852,816,000 | 97 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $2,984,391,000 | 126 |
| U.S. Government securities | $2,718,973,000 | 100 |
| U.S. Treasury securities | $186,620,000 | 178 |
| U.S. Government agency obligations | $2,532,353,000 | 88 |
| Securities issued by states & political subdivisions | $3,679,000 | 3,215 |
| Other domestic debt securities | $261,739,000 | 145 |
| Privately issued residential mortgage-backed securities | $4,139,000 | 392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $254,600,000 | 72 |
| Other domestic debt securities - All other | $3,000,000 | 1,220 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $244,154,000 | 363 |
| Mortgage-backed securities | $2,536,492,000 | 92 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,482,066,000 | 60 |
| Privately issued | $4,139,000 | 123 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $50,287,000 | 171 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $97,752,000 | 412 |
| Available-for-sale securities (fair market value) | $2,886,639,000 | 103 |
| Total debt securities | $2,980,257,000 | 124 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $2,562,111,000 | 141 |
| U.S. Government securities | $2,294,843,000 | 119 |
| U.S. Treasury securities | $144,298,000 | 233 |
| U.S. Government agency obligations | $2,150,545,000 | 106 |
| Securities issued by states & political subdivisions | $5,434,000 | 3,036 |
| Other domestic debt securities | $261,834,000 | 144 |
| Privately issued residential mortgage-backed securities | $4,486,000 | 369 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $254,348,000 | 61 |
| Other domestic debt securities - All other | $3,000,000 | 1,221 |
| 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 | $194,984,000 | 411 |
| Mortgage-backed securities | $2,155,031,000 | 101 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,104,124,000 | 68 |
| Privately issued | $4,486,000 | 100 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $46,421,000 | 188 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $97,468,000 | 405 |
| Available-for-sale securities (fair market value) | $2,464,643,000 | 117 |
| Total debt securities | $2,557,817,000 | 138 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $2,692,374,000 | 135 |
| U.S. Government securities | $2,424,369,000 | 119 |
| U.S. Treasury securities | $143,680,000 | 217 |
| U.S. Government agency obligations | $2,280,689,000 | 105 |
| Securities issued by states & political subdivisions | $5,607,000 | 3,066 |
| Other domestic debt securities | $262,398,000 | 131 |
| Privately issued residential mortgage-backed securities | $4,646,000 | 363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $254,752,000 | 42 |
| Other domestic debt securities - All other | $3,000,000 | 1,234 |
| 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 | $182,267,000 | 441 |
| Mortgage-backed securities | $2,285,335,000 | 99 |
| Certificates of participation in pools of residential mortgages | $2,245,486,000 | 68 |
| Issued or guaranteed by U.S. | $2,240,840,000 | 68 |
| Privately issued | $4,646,000 | 103 |
| Collaterized mortgage obligations | $1,000 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 2,819 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $39,848,000 | 410 |
| Commercial mortgage pass-through securities | $39,848,000 | 217 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $97,173,000 | 375 |
| Available-for-sale securities (fair market value) | $2,595,201,000 | 119 |
| Total debt securities | $2,688,030,000 | 134 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $2,966,417,000 | 130 |
| U.S. Government securities | $2,691,938,000 | 108 |
| U.S. Treasury securities | $143,879,000 | 193 |
| U.S. Government agency obligations | $2,548,059,000 | 98 |
| Securities issued by states & political subdivisions | $5,728,000 | 3,079 |
| Other domestic debt securities | $268,751,000 | 128 |
| Privately issued residential mortgage-backed securities | $5,031,000 | 334 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $260,720,000 | 36 |
| Other domestic debt securities - All other | $3,000,000 | 1,216 |
| 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 | $183,307,000 | 419 |
| Mortgage-backed securities | $2,553,090,000 | 97 |
| Certificates of participation in pools of residential mortgages | $2,519,743,000 | 67 |
| Issued or guaranteed by U.S. | $2,514,712,000 | 67 |
| Privately issued | $5,031,000 | 102 |
| Collaterized mortgage obligations | $2,000 | 2,877 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 2,805 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $33,345,000 | 452 |
| Commercial mortgage pass-through securities | $33,345,000 | 231 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $96,879,000 | 337 |
| Available-for-sale securities (fair market value) | $2,869,538,000 | 116 |
| Total debt securities | $2,961,875,000 | 128 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $3,092,395,000 | 130 |
| U.S. Government securities | $2,816,295,000 | 105 |
| U.S. Treasury securities | $144,671,000 | 135 |
| U.S. Government agency obligations | $2,671,624,000 | 99 |
| Securities issued by states & political subdivisions | $6,049,000 | 3,081 |
| Other domestic debt securities | $270,051,000 | 119 |
| Privately issued residential mortgage-backed securities | $5,849,000 | 293 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $261,202,000 | 36 |
| Other domestic debt securities - All other | $3,000,000 | 1,151 |
| 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 | $187,936,000 | 408 |
| Mortgage-backed securities | $2,677,473,000 | 99 |
| Certificates of participation in pools of residential mortgages | $2,648,650,000 | 62 |
| Issued or guaranteed by U.S. | $2,642,801,000 | 62 |
| Privately issued | $5,849,000 | 101 |
| Collaterized mortgage obligations | $3,000 | 2,864 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 2,805 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $28,820,000 | 496 |
| Commercial mortgage pass-through securities | $28,820,000 | 257 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $96,590,000 | 270 |
| Available-for-sale securities (fair market value) | $2,995,805,000 | 118 |
| Total debt securities | $3,087,459,000 | 129 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $3,123,009,000 | 128 |
| U.S. Government securities | $2,846,059,000 | 108 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $2,846,059,000 | 96 |
| Securities issued by states & political subdivisions | $7,406,000 | 2,937 |
| Other domestic debt securities | $269,544,000 | 111 |
| Privately issued residential mortgage-backed securities | $6,016,000 | 259 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $260,528,000 | 31 |
| Other domestic debt securities - All other | $3,000,000 | 1,100 |
| 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 | $38,221,000 | 1,362 |
| Mortgage-backed securities | $2,852,075,000 | 96 |
| Certificates of participation in pools of residential mortgages | $2,833,418,000 | 58 |
| Issued or guaranteed by U.S. | $2,827,402,000 | 58 |
| Privately issued | $6,016,000 | 95 |
| Collaterized mortgage obligations | $4,000 | 2,891 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 2,828 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $18,653,000 | 629 |
| Commercial mortgage pass-through securities | $18,653,000 | 328 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $96,292,000 | 251 |
| Available-for-sale securities (fair market value) | $3,026,717,000 | 115 |
| Total debt securities | $3,118,027,000 | 127 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $3,333,231,000 | 121 |
| U.S. Government securities | $3,047,738,000 | 99 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $3,047,738,000 | 85 |
| Securities issued by states & political subdivisions | $10,512,000 | 2,627 |
| Other domestic debt securities | $274,981,000 | 101 |
| Privately issued residential mortgage-backed securities | $6,362,000 | 254 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $265,619,000 | 24 |
| Other domestic debt securities - All other | $3,000,000 | 1,038 |
| 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 | $36,731,000 | 1,371 |
| Mortgage-backed securities | $3,054,100,000 | 86 |
| Certificates of participation in pools of residential mortgages | $3,038,517,000 | 52 |
| Issued or guaranteed by U.S. | $3,032,155,000 | 52 |
| Privately issued | $6,362,000 | 99 |
| Collaterized mortgage obligations | $6,000 | 2,874 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 2,818 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $15,577,000 | 689 |
| Commercial mortgage pass-through securities | $15,577,000 | 363 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $95,997,000 | 233 |
| Available-for-sale securities (fair market value) | $3,237,234,000 | 106 |
| Total debt securities | $3,328,278,000 | 120 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $3,504,557,000 | 110 |
| U.S. Government securities | $3,216,859,000 | 92 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $3,216,859,000 | 81 |
| Securities issued by states & political subdivisions | $11,271,000 | 2,510 |
| Other domestic debt securities | $276,427,000 | 95 |
| Privately issued residential mortgage-backed securities | $6,639,000 | 249 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $266,788,000 | 21 |
| Other domestic debt securities - All other | $3,000,000 | 994 |
| 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 | $41,140,000 | 1,235 |
| Mortgage-backed securities | $3,223,498,000 | 78 |
| Certificates of participation in pools of residential mortgages | $3,216,921,000 | 48 |
| Issued or guaranteed by U.S. | $3,210,282,000 | 48 |
| Privately issued | $6,639,000 | 103 |
| Collaterized mortgage obligations | $8,000 | 2,844 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 2,786 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $6,569,000 | 997 |
| Commercial mortgage pass-through securities | $6,569,000 | 595 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $95,702,000 | 217 |
| Available-for-sale securities (fair market value) | $3,408,855,000 | 96 |
| Total debt securities | $3,499,743,000 | 109 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $3,600,219,000 | 99 |
| U.S. Government securities | $3,322,168,000 | 83 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $3,322,168,000 | 74 |
| Securities issued by states & political subdivisions | $11,588,000 | 2,460 |
| Other domestic debt securities | $266,463,000 | 94 |
| Privately issued residential mortgage-backed securities | $6,906,000 | 222 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $256,557,000 | 21 |
| Other domestic debt securities - All other | $3,000,000 | 948 |
| 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 | $47,508,000 | 1,093 |
| Mortgage-backed securities | $3,329,074,000 | 73 |
| Certificates of participation in pools of residential mortgages | $3,325,649,000 | 44 |
| Issued or guaranteed by U.S. | $3,318,743,000 | 44 |
| Privately issued | $6,906,000 | 84 |
| Collaterized mortgage obligations | $9,000 | 2,844 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 2,783 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $3,416,000 | 1,218 |
| Commercial mortgage pass-through securities | $3,416,000 | 771 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $95,413,000 | 196 |
| Available-for-sale securities (fair market value) | $3,504,806,000 | 88 |
| Total debt securities | $3,595,720,000 | 98 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $3,674,527,000 | 91 |
| U.S. Government securities | $3,407,588,000 | 77 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $3,407,588,000 | 69 |
| Securities issued by states & political subdivisions | $13,688,000 | 2,190 |
| Other domestic debt securities | $253,251,000 | 93 |
| Privately issued residential mortgage-backed securities | $7,404,000 | 215 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $242,847,000 | 21 |
| Other domestic debt securities - All other | $3,000,000 | 911 |
| 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 | $51,869,000 | 997 |
| Mortgage-backed securities | $3,414,992,000 | 66 |
| Certificates of participation in pools of residential mortgages | $3,411,550,000 | 41 |
| Issued or guaranteed by U.S. | $3,404,146,000 | 42 |
| Privately issued | $7,404,000 | 84 |
| Collaterized mortgage obligations | $11,000 | 2,842 |
| CMOs issued by government agencies or sponsored agencies | $11,000 | 2,784 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $3,431,000 | 1,188 |
| Commercial mortgage pass-through securities | $3,431,000 | 754 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $95,116,000 | 191 |
| Available-for-sale securities (fair market value) | $3,579,411,000 | 81 |
| Total debt securities | $3,669,893,000 | 89 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $3,679,101,000 | 92 |
| U.S. Government securities | $3,418,869,000 | 74 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $3,418,869,000 | 65 |
| Securities issued by states & political subdivisions | $14,217,000 | 2,077 |
| Other domestic debt securities | $246,015,000 | 93 |
| Privately issued residential mortgage-backed securities | $7,604,000 | 195 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $235,592,000 | 20 |
| Other domestic debt securities - All other | $2,819,000 | 896 |
| 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 | $52,947,000 | 980 |
| Mortgage-backed securities | $3,426,473,000 | 64 |
| Certificates of participation in pools of residential mortgages | $3,423,028,000 | 38 |
| Issued or guaranteed by U.S. | $3,415,424,000 | 38 |
| Privately issued | $7,604,000 | 75 |
| Collaterized mortgage obligations | $13,000 | 2,834 |
| CMOs issued by government agencies or sponsored agencies | $13,000 | 2,783 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $3,432,000 | 1,164 |
| Commercial mortgage pass-through securities | $3,432,000 | 743 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $94,820,000 | 199 |
| Available-for-sale securities (fair market value) | $3,584,281,000 | 77 |
| Total debt securities | $3,674,434,000 | 91 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $3,687,391,000 | 89 |
| U.S. Government securities | $3,434,878,000 | 72 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $3,434,878,000 | 66 |
| Securities issued by states & political subdivisions | $14,079,000 | 1,967 |
| Other domestic debt securities | $238,434,000 | 88 |
| Privately issued residential mortgage-backed securities | $7,845,000 | 196 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $227,986,000 | 22 |
| Other domestic debt securities - All other | $2,603,000 | 856 |
| 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 | $501,227,000 | 169 |
| Mortgage-backed securities | $3,442,723,000 | 65 |
| Certificates of participation in pools of residential mortgages | $3,439,347,000 | 38 |
| Issued or guaranteed by U.S. | $3,431,502,000 | 38 |
| Privately issued | $7,845,000 | 79 |
| Collaterized mortgage obligations | $15,000 | 2,837 |
| CMOs issued by government agencies or sponsored agencies | $15,000 | 2,781 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $3,361,000 | 1,153 |
| Commercial mortgage pass-through securities | $3,361,000 | 737 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $94,522,000 | 200 |
| Available-for-sale securities (fair market value) | $3,592,869,000 | 76 |
| Total debt securities | $3,682,529,000 | 88 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $3,076,136,000 | 96 |
| U.S. Government securities | $2,789,624,000 | 82 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $2,789,624,000 | 72 |
| Securities issued by states & political subdivisions | $14,132,000 | 1,926 |
| Other domestic debt securities | $272,380,000 | 81 |
| Privately issued residential mortgage-backed securities | $9,412,000 | 175 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $259,968,000 | 21 |
| Other domestic debt securities - All other | $3,000,000 | 783 |
| 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 | $167,581,000 | 357 |
| Mortgage-backed securities | $2,799,036,000 | 73 |
| Certificates of participation in pools of residential mortgages | $2,795,898,000 | 41 |
| Issued or guaranteed by U.S. | $2,786,486,000 | 41 |
| Privately issued | $9,412,000 | 63 |
| Collaterized mortgage obligations | $17,000 | 2,850 |
| CMOs issued by government agencies or sponsored agencies | $17,000 | 2,795 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $3,121,000 | 1,153 |
| Commercial mortgage pass-through securities | $3,121,000 | 744 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $94,253,000 | 213 |
| Available-for-sale securities (fair market value) | $2,981,883,000 | 88 |
| Total debt securities | $3,070,376,000 | 95 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $2,682,760,000 | 106 |
| U.S. Government securities | $2,388,519,000 | 97 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $2,388,519,000 | 87 |
| Securities issued by states & political subdivisions | $15,232,000 | 1,843 |
| Other domestic debt securities | $279,009,000 | 83 |
| Privately issued residential mortgage-backed securities | $10,654,000 | 161 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $265,355,000 | 20 |
| Other domestic debt securities - All other | $3,000,000 | 791 |
| 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 | $324,314,000 | 216 |
| Mortgage-backed securities | $2,399,173,000 | 79 |
| Certificates of participation in pools of residential mortgages | $2,395,970,000 | 45 |
| Issued or guaranteed by U.S. | $2,385,316,000 | 46 |
| Privately issued | $10,654,000 | 61 |
| Collaterized mortgage obligations | $19,000 | 2,868 |
| CMOs issued by government agencies or sponsored agencies | $19,000 | 2,811 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $3,184,000 | 1,134 |
| Commercial mortgage pass-through securities | $3,184,000 | 741 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $93,980,000 | 220 |
| Available-for-sale securities (fair market value) | $2,588,780,000 | 96 |
| Total debt securities | $2,676,742,000 | 105 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $2,272,413,000 | 118 |
| U.S. Government securities | $1,975,066,000 | 104 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $1,975,066,000 | 97 |
| Securities issued by states & political subdivisions | $12,123,000 | 2,152 |
| Other domestic debt securities | $285,224,000 | 79 |
| Privately issued residential mortgage-backed securities | $11,556,000 | 136 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $270,668,000 | 19 |
| Other domestic debt securities - All other | $3,000,000 | 788 |
| 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 | $461,402,000 | 167 |
| Mortgage-backed securities | $1,986,622,000 | 93 |
| Certificates of participation in pools of residential mortgages | $1,986,600,000 | 54 |
| Issued or guaranteed by U.S. | $1,975,044,000 | 54 |
| Privately issued | $11,556,000 | 36 |
| Collaterized mortgage obligations | $22,000 | 2,876 |
| CMOs issued by government agencies or sponsored agencies | $22,000 | 2,818 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $93,728,000 | 228 |
| Available-for-sale securities (fair market value) | $2,178,685,000 | 108 |
| Total debt securities | $2,265,689,000 | 116 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $1,793,641,000 | 131 |
| U.S. Government securities | $1,494,834,000 | 129 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $1,494,834,000 | 117 |
| Securities issued by states & political subdivisions | $12,039,000 | 2,222 |
| Other domestic debt securities | $286,768,000 | 76 |
| Privately issued residential mortgage-backed securities | $12,105,000 | 130 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $271,663,000 | 18 |
| Other domestic debt securities - All other | $3,000,000 | 784 |
| 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 | $570,126,000 | 142 |
| Mortgage-backed securities | $1,506,939,000 | 104 |
| Certificates of participation in pools of residential mortgages | $1,506,914,000 | 66 |
| Issued or guaranteed by U.S. | $1,494,809,000 | 66 |
| Privately issued | $12,105,000 | 35 |
| Collaterized mortgage obligations | $25,000 | 2,895 |
| CMOs issued by government agencies or sponsored agencies | $25,000 | 2,830 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $93,532,000 | 235 |
| Available-for-sale securities (fair market value) | $1,700,109,000 | 123 |
| Total debt securities | $1,780,747,000 | 129 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $1,575,280,000 | 143 |
| U.S. Government securities | $1,271,340,000 | 135 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $1,271,340,000 | 124 |
| Securities issued by states & political subdivisions | $12,503,000 | 2,230 |
| Other domestic debt securities | $291,437,000 | 76 |
| Privately issued residential mortgage-backed securities | $13,094,000 | 112 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $275,373,000 | 17 |
| Other domestic debt securities - All other | $2,970,000 | 788 |
| 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 | $96,596,000 | 586 |
| Mortgage-backed securities | $1,284,434,000 | 117 |
| Certificates of participation in pools of residential mortgages | $1,284,407,000 | 69 |
| Issued or guaranteed by U.S. | $1,271,313,000 | 70 |
| Privately issued | $13,094,000 | 26 |
| Collaterized mortgage obligations | $27,000 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $27,000 | 2,845 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $93,333,000 | 247 |
| Available-for-sale securities (fair market value) | $1,481,947,000 | 139 |
| Total debt securities | $1,561,779,000 | 142 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $1,496,186,000 | 148 |
| U.S. Government securities | $1,181,731,000 | 146 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $1,181,731,000 | 134 |
| Securities issued by states & political subdivisions | $14,323,000 | 2,084 |
| Other domestic debt securities | $300,132,000 | 74 |
| Privately issued residential mortgage-backed securities | $14,092,000 | 98 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $283,040,000 | 18 |
| Other domestic debt securities - All other | $3,000,000 | 784 |
| 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 | $21,928,000 | 1,822 |
| Mortgage-backed securities | $1,195,820,000 | 120 |
| Certificates of participation in pools of residential mortgages | $1,195,790,000 | 75 |
| Issued or guaranteed by U.S. | $1,181,698,000 | 75 |
| Privately issued | $14,092,000 | 14 |
| Collaterized mortgage obligations | $30,000 | 2,911 |
| CMOs issued by government agencies or sponsored agencies | $30,000 | 2,849 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $93,137,000 | 250 |
| Available-for-sale securities (fair market value) | $1,403,049,000 | 137 |
| Total debt securities | $1,482,162,000 | 148 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $1,483,110,000 | 146 |
| U.S. Government securities | $1,168,063,000 | 144 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $1,168,063,000 | 133 |
| Securities issued by states & political subdivisions | $13,766,000 | 2,177 |
| Other domestic debt securities | $301,281,000 | 70 |
| Privately issued residential mortgage-backed securities | $15,423,000 | 155 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $282,858,000 | 16 |
| Other domestic debt securities - All other | $3,000,000 | 784 |
| 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 | $178,694,000 | 360 |
| Mortgage-backed securities | $1,183,482,000 | 123 |
| Certificates of participation in pools of residential mortgages | $1,183,450,000 | 76 |
| Issued or guaranteed by U.S. | $1,168,027,000 | 76 |
| Privately issued | $15,423,000 | 70 |
| Collaterized mortgage obligations | $32,000 | 2,933 |
| CMOs issued by government agencies or sponsored agencies | $32,000 | 2,864 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $92,937,000 | 245 |
| Available-for-sale securities (fair market value) | $1,390,173,000 | 139 |
| Total debt securities | $1,469,554,000 | 146 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $1,488,145,000 | 146 |
| U.S. Government securities | $1,174,935,000 | 140 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $1,174,935,000 | 131 |
| Securities issued by states & political subdivisions | $13,820,000 | 2,212 |
| Other domestic debt securities | $299,390,000 | 65 |
| Privately issued residential mortgage-backed securities | $17,063,000 | 88 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $279,327,000 | 16 |
| Other domestic debt securities - All other | $3,000,000 | 795 |
| 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 | $173,426,000 | 381 |
| Mortgage-backed securities | $1,191,993,000 | 123 |
| Certificates of participation in pools of residential mortgages | $1,191,958,000 | 75 |
| Issued or guaranteed by U.S. | $1,174,895,000 | 75 |
| Privately issued | $17,063,000 | 11 |
| Collaterized mortgage obligations | $35,000 | 2,933 |
| CMOs issued by government agencies or sponsored agencies | $35,000 | 2,863 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $92,732,000 | 255 |
| Available-for-sale securities (fair market value) | $1,395,413,000 | 133 |
| Total debt securities | $1,474,092,000 | 145 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $1,506,713,000 | 140 |
| U.S. Government securities | $1,209,265,000 | 129 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $1,209,265,000 | 120 |
| Securities issued by states & political subdivisions | $14,003,000 | 2,265 |
| Other domestic debt securities | $283,445,000 | 64 |
| Privately issued residential mortgage-backed securities | $17,853,000 | 92 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $262,592,000 | 17 |
| Other domestic debt securities - All other | $3,000,000 | 799 |
| 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 | $195,354,000 | 335 |
| Mortgage-backed securities | $1,227,113,000 | 109 |
| Certificates of participation in pools of residential mortgages | $1,227,074,000 | 68 |
| Issued or guaranteed by U.S. | $1,209,221,000 | 67 |
| Privately issued | $17,853,000 | 9 |
| Collaterized mortgage obligations | $39,000 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $39,000 | 2,863 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $92,532,000 | 254 |
| Available-for-sale securities (fair market value) | $1,414,181,000 | 127 |
| Total debt securities | $1,493,635,000 | 140 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $1,546,575,000 | 138 |
| U.S. Government securities | $1,250,625,000 | 125 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $1,250,625,000 | 117 |
| Securities issued by states & political subdivisions | $16,523,000 | 2,091 |
| Other domestic debt securities | $279,427,000 | 71 |
| Privately issued residential mortgage-backed securities | $19,718,000 | 88 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $256,709,000 | 18 |
| Other domestic debt securities - All other | $3,000,000 | 832 |
| 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 | $330,383,000 | 229 |
| Mortgage-backed securities | $1,270,337,000 | 106 |
| Certificates of participation in pools of residential mortgages | $1,270,295,000 | 66 |
| Issued or guaranteed by U.S. | $1,250,577,000 | 65 |
| Privately issued | $19,718,000 | 11 |
| Collaterized mortgage obligations | $42,000 | 2,967 |
| CMOs issued by government agencies or sponsored agencies | $42,000 | 2,889 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $92,356,000 | 261 |
| Available-for-sale securities (fair market value) | $1,454,219,000 | 123 |
| Total debt securities | $1,533,525,000 | 136 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $1,478,128,000 | 140 |
| U.S. Government securities | $1,193,306,000 | 131 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $1,193,306,000 | 121 |
| Securities issued by states & political subdivisions | $17,165,000 | 2,056 |
| Other domestic debt securities | $267,657,000 | 75 |
| Privately issued residential mortgage-backed securities | $20,588,000 | 90 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $244,069,000 | 19 |
| Other domestic debt securities - All other | $3,000,000 | 847 |
| 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 | $371,487,000 | 207 |
| Mortgage-backed securities | $1,213,887,000 | 111 |
| Certificates of participation in pools of residential mortgages | $1,213,842,000 | 66 |
| Issued or guaranteed by U.S. | $1,193,254,000 | 66 |
| Privately issued | $20,588,000 | 10 |
| Collaterized mortgage obligations | $45,000 | 2,999 |
| CMOs issued by government agencies or sponsored agencies | $45,000 | 2,912 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $92,174,000 | 268 |
| Available-for-sale securities (fair market value) | $1,385,954,000 | 124 |
| Total debt securities | $1,478,128,000 | 139 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $1,320,180,000 | 156 |
| U.S. Government securities | $1,038,363,000 | 143 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $1,038,363,000 | 136 |
| Securities issued by states & political subdivisions | $17,124,000 | 2,071 |
| Other domestic debt securities | $264,693,000 | 78 |
| Privately issued residential mortgage-backed securities | $21,436,000 | 86 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $240,257,000 | 18 |
| Other domestic debt securities - All other | $3,000,000 | 861 |
| 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 | $555,620,000 | 151 |
| Mortgage-backed securities | $1,059,791,000 | 122 |
| Certificates of participation in pools of residential mortgages | $1,059,741,000 | 73 |
| Issued or guaranteed by U.S. | $1,038,305,000 | 74 |
| Privately issued | $21,436,000 | 10 |
| Collaterized mortgage obligations | $50,000 | 3,037 |
| CMOs issued by government agencies or sponsored agencies | $50,000 | 2,952 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $91,973,000 | 278 |
| Available-for-sale securities (fair market value) | $1,228,207,000 | 138 |
| Total debt securities | $1,320,182,000 | 153 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $1,212,227,000 | 157 |
| U.S. Government securities | $948,955,000 | 149 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $948,955,000 | 142 |
| Securities issued by states & political subdivisions | $14,556,000 | 2,297 |
| Other domestic debt securities | $248,716,000 | 81 |
| Privately issued residential mortgage-backed securities | $22,588,000 | 90 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $223,128,000 | 19 |
| Other domestic debt securities - All other | $3,000,000 | 845 |
| 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 | $7,869,000 | 3,249 |
| Mortgage-backed securities | $971,534,000 | 133 |
| Certificates of participation in pools of residential mortgages | $971,480,000 | 80 |
| Issued or guaranteed by U.S. | $948,892,000 | 82 |
| Privately issued | $22,588,000 | 9 |
| Collaterized mortgage obligations | $54,000 | 3,045 |
| CMOs issued by government agencies or sponsored agencies | $54,000 | 2,946 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $91,754,000 | 279 |
| Available-for-sale securities (fair market value) | $1,120,473,000 | 141 |
| Total debt securities | $1,212,227,000 | 156 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $1,192,016,000 | 160 |
| U.S. Government securities | $930,820,000 | 148 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $930,820,000 | 140 |
| Securities issued by states & political subdivisions | $17,429,000 | 2,074 |
| Other domestic debt securities | $243,767,000 | 82 |
| Privately issued residential mortgage-backed securities | $23,769,000 | 90 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $217,065,000 | 19 |
| Other domestic debt securities - All other | $2,933,000 | 873 |
| 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 | $8,563,000 | 3,180 |
| Mortgage-backed securities | $954,579,000 | 127 |
| Certificates of participation in pools of residential mortgages | $954,522,000 | 79 |
| Issued or guaranteed by U.S. | $930,753,000 | 79 |
| Privately issued | $23,769,000 | 9 |
| Collaterized mortgage obligations | $57,000 | 3,075 |
| CMOs issued by government agencies or sponsored agencies | $57,000 | 2,978 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $91,498,000 | 277 |
| Available-for-sale securities (fair market value) | $1,100,518,000 | 141 |
| Total debt securities | $1,192,016,000 | 159 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $1,052,769,000 | 173 |
| U.S. Government securities | $791,059,000 | 166 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $791,059,000 | 161 |
| Securities issued by states & political subdivisions | $17,575,000 | 2,061 |
| Other domestic debt securities | $244,135,000 | 84 |
| Privately issued residential mortgage-backed securities | $25,025,000 | 91 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $216,314,000 | 20 |
| Other domestic debt securities - All other | $2,796,000 | 896 |
| 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 | $7,389,000 | 3,404 |
| Mortgage-backed securities | $816,074,000 | 145 |
| Certificates of participation in pools of residential mortgages | $816,011,000 | 85 |
| Issued or guaranteed by U.S. | $790,986,000 | 85 |
| Privately issued | $25,025,000 | 12 |
| Collaterized mortgage obligations | $63,000 | 3,100 |
| CMOs issued by government agencies or sponsored agencies | $63,000 | 2,995 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $91,243,000 | 289 |
| Available-for-sale securities (fair market value) | $961,526,000 | 156 |
| Total debt securities | $1,052,769,000 | 171 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $642,942,000 | 253 |
| U.S. Government securities | $372,287,000 | 304 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $372,287,000 | 294 |
| Securities issued by states & political subdivisions | $17,603,000 | 2,030 |
| Other domestic debt securities | $253,052,000 | 82 |
| Privately issued residential mortgage-backed securities | $26,063,000 | 86 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $224,418,000 | 20 |
| Other domestic debt securities - All other | $2,571,000 | 928 |
| 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 | $20,544,000 | 2,135 |
| Mortgage-backed securities | $398,339,000 | 229 |
| Certificates of participation in pools of residential mortgages | $398,274,000 | 138 |
| Issued or guaranteed by U.S. | $372,211,000 | 139 |
| Privately issued | $26,063,000 | 8 |
| Collaterized mortgage obligations | $65,000 | 3,122 |
| CMOs issued by government agencies or sponsored agencies | $65,000 | 3,022 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $90,961,000 | 299 |
| Available-for-sale securities (fair market value) | $551,981,000 | 249 |
| Total debt securities | $642,942,000 | 248 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $646,829,000 | 252 |
| U.S. Government securities | $368,534,000 | 304 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $368,534,000 | 289 |
| Securities issued by states & political subdivisions | $16,744,000 | 2,125 |
| Other domestic debt securities | $261,551,000 | 81 |
| Privately issued residential mortgage-backed securities | $27,473,000 | 78 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $231,191,000 | 18 |
| Other domestic debt securities - All other | $2,887,000 | 867 |
| 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 | $8,530,000 | 3,311 |
| Mortgage-backed securities | $395,995,000 | 230 |
| Certificates of participation in pools of residential mortgages | $395,926,000 | 134 |
| Issued or guaranteed by U.S. | $368,453,000 | 137 |
| Privately issued | $27,473,000 | 9 |
| Collaterized mortgage obligations | $69,000 | 3,149 |
| CMOs issued by government agencies or sponsored agencies | $69,000 | 3,052 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $90,668,000 | 300 |
| Available-for-sale securities (fair market value) | $556,161,000 | 245 |
| Total debt securities | $646,829,000 | 247 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $662,208,000 | 249 |
| U.S. Government securities | $376,061,000 | 298 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $376,061,000 | 284 |
| Securities issued by states & political subdivisions | $20,282,000 | 1,849 |
| Other domestic debt securities | $265,865,000 | 76 |
| Privately issued residential mortgage-backed securities | $28,665,000 | 78 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $234,349,000 | 17 |
| Other domestic debt securities - All other | $2,851,000 | 892 |
| 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 | $14,611,000 | 2,624 |
| Mortgage-backed securities | $404,713,000 | 221 |
| Certificates of participation in pools of residential mortgages | $404,639,000 | 131 |
| Issued or guaranteed by U.S. | $375,974,000 | 137 |
| Privately issued | $28,665,000 | 7 |
| Collaterized mortgage obligations | $74,000 | 3,191 |
| CMOs issued by government agencies or sponsored agencies | $74,000 | 3,093 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $90,364,000 | 310 |
| Available-for-sale securities (fair market value) | $571,844,000 | 248 |
| Total debt securities | $662,208,000 | 240 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $634,600,000 | 259 |
| U.S. Government securities | $343,170,000 | 317 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $343,170,000 | 303 |
| Securities issued by states & political subdivisions | $20,264,000 | 1,819 |
| Other domestic debt securities | $271,166,000 | 74 |
| Privately issued residential mortgage-backed securities | $31,310,000 | 77 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $236,856,000 | 18 |
| Other domestic debt securities - All other | $3,000,000 | 861 |
| 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 | $12,796,000 | 2,804 |
| Mortgage-backed securities | $374,467,000 | 242 |
| Certificates of participation in pools of residential mortgages | $374,388,000 | 138 |
| Issued or guaranteed by U.S. | $343,078,000 | 141 |
| Privately issued | $31,310,000 | 7 |
| Collaterized mortgage obligations | $79,000 | 3,230 |
| CMOs issued by government agencies or sponsored agencies | $79,000 | 3,128 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $90,070,000 | 306 |
| Available-for-sale securities (fair market value) | $544,530,000 | 251 |
| Total debt securities | $634,600,000 | 252 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $604,370,000 | 266 |
| U.S. Government securities | $311,939,000 | 351 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $311,939,000 | 339 |
| Securities issued by states & political subdivisions | $20,938,000 | 1,760 |
| Other domestic debt securities | $271,493,000 | 76 |
| Privately issued residential mortgage-backed securities | $33,437,000 | 73 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $235,056,000 | 19 |
| Other domestic debt securities - All other | $3,000,000 | 866 |
| 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 | $13,539,000 | 2,776 |
| Mortgage-backed securities | $345,362,000 | 258 |
| Certificates of participation in pools of residential mortgages | $345,277,000 | 145 |
| Issued or guaranteed by U.S. | $311,840,000 | 154 |
| Privately issued | $33,437,000 | 8 |
| Collaterized mortgage obligations | $85,000 | 3,254 |
| CMOs issued by government agencies or sponsored agencies | $85,000 | 3,149 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $89,820,000 | 306 |
| Available-for-sale securities (fair market value) | $514,550,000 | 260 |
| Total debt securities | $604,370,000 | 259 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $397,293,000 | 396 |
| U.S. Government securities | $119,908,000 | 847 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $119,908,000 | 804 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $277,385,000 | 72 |
| Privately issued residential mortgage-backed securities | $36,020,000 | 71 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $238,365,000 | 17 |
| Other domestic debt securities - All other | $3,000,000 | 859 |
| 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 | $14,253,000 | 2,730 |
| Mortgage-backed securities | $155,913,000 | 479 |
| Certificates of participation in pools of residential mortgages | $155,822,000 | 294 |
| Issued or guaranteed by U.S. | $119,802,000 | 360 |
| Privately issued | $36,020,000 | 9 |
| Collaterized mortgage obligations | $91,000 | 3,293 |
| CMOs issued by government agencies or sponsored agencies | $91,000 | 3,189 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $89,562,000 | 305 |
| Available-for-sale securities (fair market value) | $307,731,000 | 426 |
| Total debt securities | $397,293,000 | 389 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $406,990,000 | 384 |
| U.S. Government securities | $125,021,000 | 821 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $125,021,000 | 789 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $281,969,000 | 73 |
| Privately issued residential mortgage-backed securities | $37,260,000 | 67 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $241,709,000 | 17 |
| Other domestic debt securities - All other | $3,000,000 | 879 |
| 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 | $14,191,000 | 2,735 |
| Mortgage-backed securities | $162,265,000 | 458 |
| Certificates of participation in pools of residential mortgages | $162,168,000 | 280 |
| Issued or guaranteed by U.S. | $124,908,000 | 349 |
| Privately issued | $37,260,000 | 7 |
| Collaterized mortgage obligations | $97,000 | 3,350 |
| CMOs issued by government agencies or sponsored agencies | $97,000 | 3,233 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $89,325,000 | 297 |
| Available-for-sale securities (fair market value) | $317,665,000 | 410 |
| Total debt securities | $406,990,000 | 377 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $416,090,000 | 381 |
| U.S. Government securities | $131,394,000 | 789 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $131,394,000 | 757 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $284,696,000 | 78 |
| Privately issued residential mortgage-backed securities | $38,926,000 | 65 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $242,770,000 | 18 |
| Other domestic debt securities - All other | $3,000,000 | 905 |
| 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 | $15,015,000 | 2,663 |
| Mortgage-backed securities | $170,303,000 | 444 |
| Certificates of participation in pools of residential mortgages | $170,202,000 | 272 |
| Issued or guaranteed by U.S. | $131,276,000 | 335 |
| Privately issued | $38,926,000 | 7 |
| Collaterized mortgage obligations | $101,000 | 3,386 |
| CMOs issued by government agencies or sponsored agencies | $101,000 | 3,268 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $89,114,000 | 297 |
| Available-for-sale securities (fair market value) | $326,976,000 | 405 |
| Total debt securities | $416,090,000 | 376 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $425,596,000 | 375 |
| U.S. Government securities | $134,930,000 | 775 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $134,930,000 | 742 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $290,666,000 | 79 |
| Privately issued residential mortgage-backed securities | $40,819,000 | 64 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $246,847,000 | 18 |
| Other domestic debt securities - All other | $3,000,000 | 929 |
| 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 | $15,842,000 | 2,588 |
| Mortgage-backed securities | $175,732,000 | 435 |
| Certificates of participation in pools of residential mortgages | $175,624,000 | 272 |
| Issued or guaranteed by U.S. | $134,805,000 | 323 |
| Privately issued | $40,819,000 | 7 |
| Collaterized mortgage obligations | $108,000 | 3,417 |
| CMOs issued by government agencies or sponsored agencies | $108,000 | 3,293 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $88,941,000 | 291 |
| Available-for-sale securities (fair market value) | $336,655,000 | 401 |
| Total debt securities | $425,596,000 | 369 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $470,870,000 | 324 |
| U.S. Government securities | $174,939,000 | 603 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $174,939,000 | 577 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $295,931,000 | 76 |
| Privately issued residential mortgage-backed securities | $42,399,000 | 64 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $250,727,000 | 20 |
| Other domestic debt securities - All other | $2,805,000 | 981 |
| 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 | $18,024,000 | 2,392 |
| Mortgage-backed securities | $217,320,000 | 376 |
| Certificates of participation in pools of residential mortgages | $217,212,000 | 222 |
| Issued or guaranteed by U.S. | $174,813,000 | 266 |
| Privately issued | $42,399,000 | 7 |
| Collaterized mortgage obligations | $108,000 | 3,424 |
| CMOs issued by government agencies or sponsored agencies | $108,000 | 3,291 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $88,661,000 | 289 |
| Available-for-sale securities (fair market value) | $382,209,000 | 354 |
| Total debt securities | $470,870,000 | 318 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $522,211,000 | 293 |
| U.S. Government securities | $150,525,000 | 686 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $150,525,000 | 665 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $371,686,000 | 70 |
| Privately issued residential mortgage-backed securities | $70,673,000 | 49 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $298,013,000 | 20 |
| Other domestic debt securities - All other | $3,000,000 | 978 |
| 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 | $29,272,000 | 1,707 |
| Mortgage-backed securities | $221,179,000 | 369 |
| Certificates of participation in pools of residential mortgages | $221,062,000 | 214 |
| Issued or guaranteed by U.S. | $150,389,000 | 296 |
| Privately issued | $70,673,000 | 7 |
| Collaterized mortgage obligations | $117,000 | 3,449 |
| CMOs issued by government agencies or sponsored agencies | $117,000 | 3,313 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $301,013,000 | 102 |
| Available-for-sale securities (fair market value) | $221,198,000 | 620 |
| Total debt securities | $522,211,000 | 289 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $528,209,000 | 292 |
| U.S. Government securities | $154,552,000 | 671 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $154,552,000 | 646 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $373,657,000 | 65 |
| Privately issued residential mortgage-backed securities | $74,803,000 | 51 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $295,854,000 | 17 |
| Other domestic debt securities - All other | $3,000,000 | 991 |
| 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 | $26,274,000 | 1,829 |
| Mortgage-backed securities | $229,335,000 | 357 |
| Certificates of participation in pools of residential mortgages | $229,210,000 | 205 |
| Issued or guaranteed by U.S. | $154,407,000 | 290 |
| Privately issued | $74,803,000 | 6 |
| Collaterized mortgage obligations | $125,000 | 3,472 |
| CMOs issued by government agencies or sponsored agencies | $125,000 | 3,330 |
| 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) | $298,854,000 | 87 |
| Available-for-sale securities (fair market value) | $229,355,000 | 602 |
| Total debt securities | $528,209,000 | 287 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $595,102,000 | 264 |
| U.S. Government securities | $213,929,000 | 517 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $213,929,000 | 501 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $381,173,000 | 65 |
| Privately issued residential mortgage-backed securities | $79,792,000 | 49 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $298,381,000 | 14 |
| Other domestic debt securities - All other | $3,000,000 | 976 |
| 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 | $22,185,000 | 2,099 |
| Mortgage-backed securities | $293,700,000 | 291 |
| Certificates of participation in pools of residential mortgages | $293,567,000 | 165 |
| Issued or guaranteed by U.S. | $213,775,000 | 224 |
| Privately issued | $79,792,000 | 6 |
| Collaterized mortgage obligations | $133,000 | 3,501 |
| CMOs issued by government agencies or sponsored agencies | $133,000 | 3,341 |
| 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) | $301,381,000 | 81 |
| Available-for-sale securities (fair market value) | $293,721,000 | 473 |
| Total debt securities | $595,102,000 | 255 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $554,327,000 | 276 |
| U.S. Government securities | $174,067,000 | 603 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $174,067,000 | 578 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $380,260,000 | 61 |
| Privately issued residential mortgage-backed securities | $81,881,000 | 53 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $295,379,000 | 11 |
| Other domestic debt securities - All other | $3,000,000 | 956 |
| 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 | $24,260,000 | 1,953 |
| Mortgage-backed securities | $255,927,000 | 335 |
| Certificates of participation in pools of residential mortgages | $255,776,000 | 186 |
| Issued or guaranteed by U.S. | $173,895,000 | 265 |
| Privately issued | $81,881,000 | 7 |
| Collaterized mortgage obligations | $151,000 | 3,531 |
| CMOs issued by government agencies or sponsored agencies | $151,000 | 3,378 |
| 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) | $298,379,000 | 80 |
| Available-for-sale securities (fair market value) | $255,948,000 | 534 |
| Total debt securities | $554,327,000 | 269 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $763,680,000 | 204 |
| U.S. Government securities | $382,096,000 | 297 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $382,096,000 | 289 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $381,584,000 | 62 |
| Privately issued residential mortgage-backed securities | $85,413,000 | 54 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $293,171,000 | 11 |
| Other domestic debt securities - All other | $3,000,000 | 996 |
| 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 | $27,964,000 | 1,767 |
| Mortgage-backed securities | $467,487,000 | 206 |
| Certificates of participation in pools of residential mortgages | $466,074,000 | 122 |
| Issued or guaranteed by U.S. | $380,661,000 | 140 |
| Privately issued | $85,413,000 | 6 |
| Collaterized mortgage obligations | $1,413,000 | 2,963 |
| CMOs issued by government agencies or sponsored agencies | $1,413,000 | 2,840 |
| 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) | $296,171,000 | 83 |
| Available-for-sale securities (fair market value) | $467,509,000 | 291 |
| Total debt securities | $763,679,000 | 201 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $754,510,000 | 208 |
| U.S. Government securities | $375,630,000 | 305 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $375,630,000 | 298 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $378,880,000 | 62 |
| Privately issued residential mortgage-backed securities | $84,104,000 | 55 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $291,776,000 | 11 |
| Other domestic debt securities - All other | $3,000,000 | 1,002 |
| 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 | $27,743,000 | 1,798 |
| Mortgage-backed securities | $459,711,000 | 213 |
| Certificates of participation in pools of residential mortgages | $458,238,000 | 125 |
| Issued or guaranteed by U.S. | $374,134,000 | 145 |
| Privately issued | $84,104,000 | 5 |
| Collaterized mortgage obligations | $1,473,000 | 2,955 |
| CMOs issued by government agencies or sponsored agencies | $1,473,000 | 2,825 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $294,776,000 | 84 |
| Available-for-sale securities (fair market value) | $459,734,000 | 299 |
| Total debt securities | $754,511,000 | 205 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $774,065,000 | 207 |
| U.S. Government securities | $395,490,000 | 306 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $395,490,000 | 296 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $378,575,000 | 62 |
| Privately issued residential mortgage-backed securities | $87,871,000 | 56 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $287,704,000 | 11 |
| Other domestic debt securities - All other | $3,000,000 | 983 |
| 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 | $36,741,000 | 1,449 |
| Mortgage-backed securities | $483,338,000 | 200 |
| Certificates of participation in pools of residential mortgages | $481,796,000 | 123 |
| Issued or guaranteed by U.S. | $393,925,000 | 146 |
| Privately issued | $87,871,000 | 5 |
| Collaterized mortgage obligations | $1,542,000 | 2,957 |
| CMOs issued by government agencies or sponsored agencies | $1,542,000 | 2,825 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $290,704,000 | 86 |
| Available-for-sale securities (fair market value) | $483,361,000 | 288 |
| Total debt securities | $774,065,000 | 205 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $787,948,000 | 201 |
| U.S. Government securities | $412,090,000 | 282 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $412,090,000 | 277 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $375,858,000 | 71 |
| Privately issued residential mortgage-backed securities | $85,821,000 | 79 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $290,037,000 | 39 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $497,887,000 | 185 |
| Certificates of participation in pools of residential mortgages | $496,308,000 | 116 |
| Issued or guaranteed by U.S. | $410,487,000 | 132 |
| Privately issued | $85,821,000 | 6 |
| Collaterized mortgage obligations | $1,579,000 | 2,906 |
| CMOs issued by government agencies or sponsored agencies | $1,579,000 | 2,688 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $290,037,000 | 83 |
| Available-for-sale securities (fair market value) | $497,911,000 | 277 |
| Total debt securities | $787,948,000 | 198 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $909,832,000 | 177 |
| U.S. Government securities | $530,708,000 | 209 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $530,708,000 | 203 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $379,124,000 | 73 |
| Privately issued residential mortgage-backed securities | $89,929,000 | 83 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $289,195,000 | 41 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $620,612,000 | 155 |
| Certificates of participation in pools of residential mortgages | $618,347,000 | 99 |
| Issued or guaranteed by U.S. | $528,418,000 | 106 |
| Privately issued | $89,929,000 | 9 |
| Collaterized mortgage obligations | $2,265,000 | 2,680 |
| CMOs issued by government agencies or sponsored agencies | $2,265,000 | 2,461 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $289,196,000 | 84 |
| Available-for-sale securities (fair market value) | $620,636,000 | 212 |
| Total debt securities | $909,832,000 | 176 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $978,403,000 | 168 |
| U.S. Government securities | $591,998,000 | 200 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $591,998,000 | 192 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $386,405,000 | 76 |
| Privately issued residential mortgage-backed securities | $98,031,000 | 82 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $288,374,000 | 43 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $690,003,000 | 139 |
| Certificates of participation in pools of residential mortgages | $686,342,000 | 94 |
| Issued or guaranteed by U.S. | $588,869,000 | 102 |
| Privately issued | $97,473,000 | 12 |
| Collaterized mortgage obligations | $3,661,000 | 2,291 |
| CMOs issued by government agencies or sponsored agencies | $3,103,000 | 2,214 |
| Privately issued | $558,000 | 902 |
| 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) | $288,933,000 | 84 |
| Available-for-sale securities (fair market value) | $689,470,000 | 196 |
| Total debt securities | $978,403,000 | 166 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $1,047,054,000 | 159 |
| U.S. Government securities | $648,464,000 | 178 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $648,464,000 | 172 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $398,588,000 | 74 |
| Privately issued residential mortgage-backed securities | $107,082,000 | 82 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $291,506,000 | 41 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 1,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $755,519,000 | 129 |
| Certificates of participation in pools of residential mortgages | $750,877,000 | 89 |
| Issued or guaranteed by U.S. | $644,353,000 | 94 |
| Privately issued | $106,524,000 | 12 |
| Collaterized mortgage obligations | $4,642,000 | 2,056 |
| CMOs issued by government agencies or sponsored agencies | $4,084,000 | 1,954 |
| Privately issued | $558,000 | 936 |
| 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) | $292,064,000 | 84 |
| Available-for-sale securities (fair market value) | $754,990,000 | 180 |
| Total debt securities | $1,047,052,000 | 158 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $1,066,628,000 | 152 |
| U.S. Government securities | $663,812,000 | 173 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $663,812,000 | 166 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $402,814,000 | 71 |
| Privately issued residential mortgage-backed securities | $109,595,000 | 80 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $293,219,000 | 40 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 1,402 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $773,380,000 | 126 |
| Certificates of participation in pools of residential mortgages | $767,297,000 | 83 |
| Issued or guaranteed by U.S. | $658,260,000 | 90 |
| Privately issued | $109,037,000 | 13 |
| Collaterized mortgage obligations | $6,083,000 | 1,850 |
| CMOs issued by government agencies or sponsored agencies | $5,525,000 | 1,703 |
| Privately issued | $558,000 | 995 |
| 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) | $293,777,000 | 75 |
| Available-for-sale securities (fair market value) | $772,851,000 | 170 |
| Total debt securities | $1,066,626,000 | 151 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $1,101,556,000 | 141 |
| U.S. Government securities | $690,340,000 | 158 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $690,340,000 | 150 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $411,216,000 | 67 |
| Privately issued residential mortgage-backed securities | $118,101,000 | 75 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $293,115,000 | 37 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $808,413,000 | 116 |
| Certificates of participation in pools of residential mortgages | $798,701,000 | 79 |
| Issued or guaranteed by U.S. | $681,425,000 | 84 |
| Privately issued | $117,276,000 | 13 |
| Collaterized mortgage obligations | $9,712,000 | 1,500 |
| CMOs issued by government agencies or sponsored agencies | $8,887,000 | 1,365 |
| Privately issued | $825,000 | 986 |
| 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) | $293,940,000 | 71 |
| Available-for-sale securities (fair market value) | $807,616,000 | 159 |
| Total debt securities | $1,101,556,000 | 137 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $1,105,236,000 | 139 |
| U.S. Government securities | $684,568,000 | 160 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $684,568,000 | 154 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $420,668,000 | 70 |
| Privately issued residential mortgage-backed securities | $126,944,000 | 76 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $293,724,000 | 37 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $811,483,000 | 115 |
| Certificates of participation in pools of residential mortgages | $796,711,000 | 79 |
| Issued or guaranteed by U.S. | $672,267,000 | 81 |
| Privately issued | $124,444,000 | 13 |
| Collaterized mortgage obligations | $14,772,000 | 1,154 |
| CMOs issued by government agencies or sponsored agencies | $12,272,000 | 1,062 |
| Privately issued | $2,500,000 | 740 |
| 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) | $296,225,000 | 73 |
| Available-for-sale securities (fair market value) | $809,011,000 | 156 |
| Total debt securities | $1,105,236,000 | 140 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $1,043,913,000 | 146 |
| U.S. Government securities | $626,535,000 | 168 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $626,535,000 | 162 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $417,378,000 | 69 |
| Privately issued residential mortgage-backed securities | $125,143,000 | 83 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $292,235,000 | 35 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $750,926,000 | 125 |
| Certificates of participation in pools of residential mortgages | $734,314,000 | 79 |
| Issued or guaranteed by U.S. | $611,671,000 | 90 |
| Privately issued | $122,643,000 | 14 |
| Collaterized mortgage obligations | $16,612,000 | 1,066 |
| CMOs issued by government agencies or sponsored agencies | $14,112,000 | 968 |
| Privately issued | $2,500,000 | 769 |
| 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) | $294,736,000 | 72 |
| Available-for-sale securities (fair market value) | $749,177,000 | 164 |
| Total debt securities | $1,043,913,000 | 148 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $1,181,980,000 | 137 |
| U.S. Government securities | $711,323,000 | 153 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $711,323,000 | 149 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $470,657,000 | 69 |
| Privately issued residential mortgage-backed securities | $161,045,000 | 70 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $309,612,000 | 34 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $868,608,000 | 113 |
| Certificates of participation in pools of residential mortgages | $816,624,000 | 78 |
| Issued or guaranteed by U.S. | $690,701,000 | 88 |
| Privately issued | $125,923,000 | 13 |
| Collaterized mortgage obligations | $51,984,000 | 507 |
| CMOs issued by government agencies or sponsored agencies | $16,862,000 | 862 |
| Privately issued | $35,122,000 | 206 |
| 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) | $312,112,000 | 73 |
| Available-for-sale securities (fair market value) | $869,868,000 | 149 |
| Total debt securities | $1,181,980,000 | 134 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $1,547,649,000 | 118 |
| U.S. Government securities | $1,072,570,000 | 114 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,072,570,000 | 109 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $475,079,000 | 74 |
| Privately issued residential mortgage-backed securities | $164,495,000 | 80 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $310,584,000 | 36 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,230,285,000 | 96 |
| Certificates of participation in pools of residential mortgages | $1,177,671,000 | 60 |
| Issued or guaranteed by U.S. | $1,047,526,000 | 65 |
| Privately issued | $130,145,000 | 14 |
| Collaterized mortgage obligations | $52,614,000 | 496 |
| CMOs issued by government agencies or sponsored agencies | $18,264,000 | 785 |
| Privately issued | $34,350,000 | 226 |
| 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) | $313,085,000 | 76 |
| Available-for-sale securities (fair market value) | $1,234,564,000 | 113 |
| Total debt securities | $1,547,649,000 | 118 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $2,830,127,000 | 78 |
| U.S. Government securities | $2,332,831,000 | 68 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,332,831,000 | 66 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $497,296,000 | 76 |
| Privately issued residential mortgage-backed securities | $165,617,000 | 87 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $331,679,000 | 32 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,498,417,000 | 58 |
| Certificates of participation in pools of residential mortgages | $2,447,761,000 | 35 |
| Issued or guaranteed by U.S. | $2,313,498,000 | 35 |
| Privately issued | $134,263,000 | 14 |
| Collaterized mortgage obligations | $50,656,000 | 495 |
| CMOs issued by government agencies or sponsored agencies | $19,302,000 | 727 |
| Privately issued | $31,354,000 | 258 |
| 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) | $334,179,000 | 68 |
| Available-for-sale securities (fair market value) | $2,495,948,000 | 73 |
| Total debt securities | $2,830,127,000 | 78 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $3,038,476,000 | 73 |
| U.S. Government securities | $2,498,547,000 | 64 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,498,547,000 | 59 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $539,929,000 | 66 |
| Privately issued residential mortgage-backed securities | $163,686,000 | 99 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $376,243,000 | 27 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,662,202,000 | 54 |
| Certificates of participation in pools of residential mortgages | $2,613,769,000 | 30 |
| Issued or guaranteed by U.S. | $2,479,306,000 | 33 |
| Privately issued | $134,463,000 | 18 |
| Collaterized mortgage obligations | $48,433,000 | 498 |
| CMOs issued by government agencies or sponsored agencies | $19,210,000 | 715 |
| Privately issued | $29,223,000 | 281 |
| 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) | $378,744,000 | 60 |
| Available-for-sale securities (fair market value) | $2,659,732,000 | 72 |
| Total debt securities | $3,038,476,000 | 69 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $3,131,810,000 | 68 |
| U.S. Government securities | $2,587,140,000 | 58 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,587,140,000 | 55 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $544,670,000 | 62 |
| Privately issued residential mortgage-backed securities | $164,906,000 | 93 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $379,764,000 | 20 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,752,015,000 | 54 |
| Certificates of participation in pools of residential mortgages | $2,703,379,000 | 32 |
| Issued or guaranteed by U.S. | $2,567,848,000 | 31 |
| Privately issued | $135,531,000 | 19 |
| Collaterized mortgage obligations | $48,636,000 | 485 |
| CMOs issued by government agencies or sponsored agencies | $19,261,000 | 677 |
| Privately issued | $29,375,000 | 272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $382,264,000 | 58 |
| Available-for-sale securities (fair market value) | $2,749,546,000 | 64 |
| Total debt securities | $3,131,810,000 | 65 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $3,811,233,000 | 53 |
| U.S. Government securities | $3,236,212,000 | 44 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,236,212,000 | 44 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $575,019,000 | 61 |
| Privately issued residential mortgage-backed securities | $199,327,000 | 86 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $375,692,000 | 17 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 1,830 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,435,506,000 | 43 |
| Certificates of participation in pools of residential mortgages | $3,392,674,000 | 24 |
| Issued or guaranteed by U.S. | $3,216,839,000 | 25 |
| Privately issued | $175,835,000 | 17 |
| Collaterized mortgage obligations | $42,832,000 | 508 |
| CMOs issued by government agencies or sponsored agencies | $19,340,000 | 635 |
| Privately issued | $23,492,000 | 302 |
| 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) | $378,193,000 | 57 |
| Available-for-sale securities (fair market value) | $3,433,040,000 | 51 |
| Total debt securities | $3,811,231,000 | 53 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $3,854,268,000 | 60 |
| U.S. Government securities | $3,299,644,000 | 45 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,299,644,000 | 45 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $554,622,000 | 68 |
| Privately issued residential mortgage-backed securities | $194,199,000 | 93 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $360,423,000 | 22 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 1,933 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,493,810,000 | 47 |
| Certificates of participation in pools of residential mortgages | $3,471,554,000 | 27 |
| Issued or guaranteed by U.S. | $3,279,855,000 | 27 |
| Privately issued | $191,699,000 | 19 |
| Collaterized mortgage obligations | $22,256,000 | 762 |
| CMOs issued by government agencies or sponsored agencies | $19,756,000 | 617 |
| Privately issued | $2,500,000 | 850 |
| 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) | $3,265,000 | 1,906 |
| Available-for-sale securities (fair market value) | $3,851,003,000 | 50 |
| Total debt securities | $3,854,266,000 | 60 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $4,213,591,000 | 58 |
| U.S. Government securities | $3,568,484,000 | 41 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,568,484,000 | 41 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $645,095,000 | 63 |
| Privately issued residential mortgage-backed securities | $198,144,000 | 94 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $446,951,000 | 19 |
| Foreign debt securities | NA | NA |
| Equity securities | $12,000 | 1,836 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,766,594,000 | 44 |
| Certificates of participation in pools of residential mortgages | $3,743,895,000 | 24 |
| Issued or guaranteed by U.S. | $3,548,251,000 | 24 |
| Privately issued | $195,644,000 | 21 |
| Collaterized mortgage obligations | $22,699,000 | 727 |
| CMOs issued by government agencies or sponsored agencies | $20,199,000 | 584 |
| Privately issued | $2,500,000 | 812 |
| 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) | $3,263,000 | 1,937 |
| Available-for-sale securities (fair market value) | $4,210,328,000 | 48 |
| Total debt securities | $4,213,579,000 | 57 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $4,341,510,000 | 55 |
| U.S. Government securities | $3,656,338,000 | 42 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,656,338,000 | 41 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $685,080,000 | 59 |
| Privately issued residential mortgage-backed securities | $222,573,000 | 88 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $462,507,000 | 19 |
| Foreign debt securities | NA | NA |
| Equity securities | $92,000 | 1,629 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,878,877,000 | 43 |
| Certificates of participation in pools of residential mortgages | $3,856,578,000 | 22 |
| Issued or guaranteed by U.S. | $3,636,505,000 | 22 |
| Privately issued | $220,073,000 | 20 |
| Collaterized mortgage obligations | $22,299,000 | 691 |
| CMOs issued by government agencies or sponsored agencies | $19,799,000 | 562 |
| Privately issued | $2,500,000 | 745 |
| 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) | $3,267,000 | 1,997 |
| Available-for-sale securities (fair market value) | $4,338,243,000 | 48 |
| Total debt securities | $4,341,418,000 | 52 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $3,807,452,000 | 63 |
| U.S. Government securities | $3,323,149,000 | 47 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,323,149,000 | 46 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $484,174,000 | 77 |
| Privately issued residential mortgage-backed securities | $202,200,000 | 93 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $281,974,000 | 32 |
| Foreign debt securities | NA | NA |
| Equity securities | $129,000 | 1,519 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,525,315,000 | 44 |
| Certificates of participation in pools of residential mortgages | $3,502,996,000 | 23 |
| Issued or guaranteed by U.S. | $3,303,296,000 | 24 |
| Privately issued | $199,700,000 | 25 |
| Collaterized mortgage obligations | $22,319,000 | 667 |
| CMOs issued by government agencies or sponsored agencies | $19,819,000 | 545 |
| Privately issued | $2,500,000 | 720 |
| 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) | $3,266,000 | 2,034 |
| Available-for-sale securities (fair market value) | $3,804,186,000 | 53 |
| Total debt securities | $3,807,323,000 | 62 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $3,583,774,000 | 67 |
| U.S. Government securities | $3,380,756,000 | 49 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,380,756,000 | 48 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $202,756,000 | 139 |
| Privately issued residential mortgage-backed securities | $3,400,000 | 631 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $199,356,000 | 38 |
| Foreign debt securities | NA | NA |
| Equity securities | $262,000 | 1,405 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,959,633,000 | 51 |
| Certificates of participation in pools of residential mortgages | $2,937,062,000 | 25 |
| Issued or guaranteed by U.S. | $2,936,162,000 | 24 |
| Privately issued | $900,000 | 125 |
| Collaterized mortgage obligations | $22,571,000 | 653 |
| CMOs issued by government agencies or sponsored agencies | $20,071,000 | 534 |
| Privately issued | $2,500,000 | 675 |
| 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) | $427,752,000 | 51 |
| Available-for-sale securities (fair market value) | $3,156,022,000 | 61 |
| Total debt securities | $3,583,512,000 | 66 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $3,679,231,000 | 66 |
| U.S. Government securities | $3,499,193,000 | 48 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,499,193,000 | 45 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $179,778,000 | 147 |
| Privately issued residential mortgage-backed securities | $3,466,000 | 615 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $176,312,000 | 43 |
| Foreign debt securities | NA | NA |
| Equity securities | $260,000 | 1,423 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,192,795,000 | 49 |
| Certificates of participation in pools of residential mortgages | $3,169,627,000 | 23 |
| Issued or guaranteed by U.S. | $3,168,661,000 | 23 |
| Privately issued | $966,000 | 126 |
| Collaterized mortgage obligations | $23,168,000 | 634 |
| CMOs issued by government agencies or sponsored agencies | $20,668,000 | 527 |
| Privately issued | $2,500,000 | 645 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $313,094,000 | 81 |
| Available-for-sale securities (fair market value) | $3,366,137,000 | 58 |
| Total debt securities | $3,678,971,000 | 66 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $3,524,006,000 | 68 |
| U.S. Government securities | $3,367,268,000 | 53 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,367,268,000 | 49 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $156,487,000 | 150 |
| Privately issued residential mortgage-backed securities | $3,516,000 | 598 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $152,971,000 | 54 |
| Foreign debt securities | NA | NA |
| Equity securities | $251,000 | 1,474 |
| 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 | $3,221,074,000 | 49 |
| Certificates of participation in pools of residential mortgages | $3,197,660,000 | 23 |
| Issued or guaranteed by U.S. | $3,196,644,000 | 23 |
| Privately issued | $1,016,000 | 115 |
| Collaterized mortgage obligations | $23,414,000 | 636 |
| CMOs issued by government agencies or sponsored agencies | $20,914,000 | 539 |
| Privately issued | $2,500,000 | 633 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $152,939,000 | 136 |
| Available-for-sale securities (fair market value) | $3,371,067,000 | 61 |
| Total debt securities | $3,523,755,000 | 68 |
| 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 | $3,352,293,000 | 72 |
| U.S. Government securities | $3,226,341,000 | 57 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,226,341,000 | 56 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $125,697,000 | 181 |
| Privately issued residential mortgage-backed securities | $3,543,000 | 593 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $122,154,000 | 71 |
| Foreign debt securities | NA | NA |
| Equity securities | $255,000 | 1,509 |
| 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 | $3,229,847,000 | 54 |
| Certificates of participation in pools of residential mortgages | $3,206,325,000 | 25 |
| Issued or guaranteed by U.S. | $3,205,282,000 | 23 |
| Privately issued | $1,043,000 | 122 |
| Collaterized mortgage obligations | $23,522,000 | 628 |
| CMOs issued by government agencies or sponsored agencies | $21,022,000 | 529 |
| Privately issued | $2,500,000 | 620 |
| 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) | $3,265,000 | 2,187 |
| Available-for-sale securities (fair market value) | $3,349,028,000 | 66 |
| Total debt securities | $3,352,038,000 | 71 |
| 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 | $2,716,947,000 | 84 |
| U.S. Government securities | $2,600,942,000 | 61 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,600,942,000 | 59 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $119,699,000 | 180 |
| Privately issued residential mortgage-backed securities | $3,601,000 | 573 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $116,098,000 | 66 |
| Foreign debt securities | NA | NA |
| Equity securities | $279,000 | 1,493 |
| Assets held in trading accounts for TFR Reporters | $3,973,000 | 13 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,544,585,000 | 63 |
| Certificates of participation in pools of residential mortgages | $2,521,007,000 | 32 |
| Issued or guaranteed by U.S. | $2,519,906,000 | 29 |
| Privately issued | $1,101,000 | 118 |
| Collaterized mortgage obligations | $23,578,000 | 617 |
| CMOs issued by government agencies or sponsored agencies | $21,078,000 | 519 |
| Privately issued | $2,500,000 | 606 |
| 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) | $63,180,000 | 345 |
| Available-for-sale securities (fair market value) | $2,653,767,000 | 74 |
| Total debt securities | $2,720,641,000 | 83 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $3,973,000 | 106 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $2,849,041,000 | 81 |
| U.S. Government securities | $2,738,976,000 | 60 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,738,976,000 | 60 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $109,794,000 | 189 |
| Privately issued residential mortgage-backed securities | $3,690,000 | 571 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $106,104,000 | 81 |
| Foreign debt securities | NA | NA |
| Equity securities | $271,000 | 1,519 |
| 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 | $2,592,951,000 | 62 |
| Certificates of participation in pools of residential mortgages | $2,568,765,000 | 33 |
| Issued or guaranteed by U.S. | $2,567,575,000 | 31 |
| Privately issued | $1,190,000 | 113 |
| Collaterized mortgage obligations | $24,186,000 | 605 |
| CMOs issued by government agencies or sponsored agencies | $21,686,000 | 516 |
| Privately issued | $2,500,000 | 604 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $152,937,000 | 150 |
| Available-for-sale securities (fair market value) | $2,696,104,000 | 75 |
| Total debt securities | $2,848,770,000 | 81 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $2,976,922,000 | 81 |
| U.S. Government securities | $2,896,948,000 | 62 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,896,948,000 | 59 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $80,370,000 | 228 |
| Privately issued residential mortgage-backed securities | $4,222,000 | 532 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $76,148,000 | 103 |
| Foreign debt securities | NA | NA |
| Equity securities | $262,000 | 1,554 |
| Assets held in trading accounts for TFR Reporters | $658,000 | 14 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,402,365,000 | 73 |
| Certificates of participation in pools of residential mortgages | $2,377,337,000 | 39 |
| Issued or guaranteed by U.S. | $2,375,615,000 | 37 |
| Privately issued | $1,722,000 | 98 |
| Collaterized mortgage obligations | $25,028,000 | 594 |
| CMOs issued by government agencies or sponsored agencies | $22,528,000 | 502 |
| Privately issued | $2,500,000 | 591 |
| 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) | $502,026,000 | 55 |
| Available-for-sale securities (fair market value) | $2,474,896,000 | 85 |
| Total debt securities | $2,977,318,000 | 81 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $658,000 | 136 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $3,039,577,000 | 77 |
| U.S. Government securities | $2,983,301,000 | 61 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,983,301,000 | 59 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $56,025,000 | 274 |
| Privately issued residential mortgage-backed securities | $4,351,000 | 521 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $51,674,000 | 133 |
| Foreign debt securities | NA | NA |
| Equity securities | $251,000 | 1,576 |
| 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 | $2,104,243,000 | 77 |
| Certificates of participation in pools of residential mortgages | $2,078,757,000 | 42 |
| Issued or guaranteed by U.S. | $2,076,906,000 | 40 |
| Privately issued | $1,851,000 | 100 |
| Collaterized mortgage obligations | $25,486,000 | 593 |
| CMOs issued by government agencies or sponsored agencies | $22,986,000 | 505 |
| Privately issued | $2,500,000 | 585 |
| 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) | $886,609,000 | 37 |
| Available-for-sale securities (fair market value) | $2,152,968,000 | 97 |
| Total debt securities | $3,039,326,000 | 76 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $2,942,593,000 | 82 |
| U.S. Government securities | $2,927,113,000 | 61 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,927,113,000 | 59 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $15,189,000 | 606 |
| Privately issued residential mortgage-backed securities | $2,028,000 | 645 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,161,000 | 396 |
| Foreign debt securities | NA | NA |
| Equity securities | $291,000 | 1,562 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,198,423,000 | 76 |
| Certificates of participation in pools of residential mortgages | $2,172,033,000 | 41 |
| Issued or guaranteed by U.S. | $2,170,005,000 | 40 |
| Privately issued | $2,028,000 | 92 |
| Collaterized mortgage obligations | $26,390,000 | 598 |
| CMOs issued by government agencies or sponsored agencies | $26,390,000 | 479 |
| 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) | $731,415,000 | 44 |
| Available-for-sale securities (fair market value) | $2,211,178,000 | 93 |
| Total debt securities | $2,942,302,000 | 80 |
| 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 | $2,948,576,000 | 88 |
| U.S. Government securities | $2,932,982,000 | 67 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,932,982,000 | 64 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $15,314,000 | 606 |
| Privately issued residential mortgage-backed securities | $2,153,000 | 616 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,161,000 | 414 |
| Foreign debt securities | NA | NA |
| Equity securities | $280,000 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,195,463,000 | 76 |
| Certificates of participation in pools of residential mortgages | $2,166,828,000 | 45 |
| Issued or guaranteed by U.S. | $2,164,675,000 | 42 |
| Privately issued | $2,153,000 | 87 |
| Collaterized mortgage obligations | $28,635,000 | 580 |
| CMOs issued by government agencies or sponsored agencies | $28,635,000 | 469 |
| 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) | $740,368,000 | 44 |
| Available-for-sale securities (fair market value) | $2,208,208,000 | 94 |
| Total debt securities | $2,948,296,000 | 86 |
| 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 | $2,708,851,000 | 97 |
| U.S. Government securities | $2,693,183,000 | 72 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,693,183,000 | 67 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $15,378,000 | 624 |
| Privately issued residential mortgage-backed securities | $2,263,000 | 608 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,115,000 | 439 |
| Foreign debt securities | NA | NA |
| Equity securities | $290,000 | 1,638 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,337,699,000 | 77 |
| Certificates of participation in pools of residential mortgages | $2,304,014,000 | 44 |
| Issued or guaranteed by U.S. | $2,301,751,000 | 41 |
| Privately issued | $2,263,000 | 84 |
| Collaterized mortgage obligations | $33,685,000 | 525 |
| CMOs issued by government agencies or sponsored agencies | $33,685,000 | 421 |
| 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) | $358,442,000 | 73 |
| Available-for-sale securities (fair market value) | $2,350,409,000 | 92 |
| Total debt securities | $2,708,561,000 | 96 |
| 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 | $2,679,435,000 | 94 |
| U.S. Government securities | $2,673,445,000 | 72 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,673,445,000 | 71 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $15,958,000 | 610 |
| Privately issued residential mortgage-backed securities | $2,843,000 | 521 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,115,000 | 452 |
| Foreign debt securities | NA | NA |
| Equity securities | $290,000 | 1,646 |
| Assets held in trading accounts for TFR Reporters | $10,258,000 | 12 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,526,424,000 | 68 |
| Certificates of participation in pools of residential mortgages | $2,486,557,000 | 39 |
| Issued or guaranteed by U.S. | $2,484,074,000 | 37 |
| Privately issued | $2,483,000 | 81 |
| Collaterized mortgage obligations | $39,867,000 | 472 |
| CMOs issued by government agencies or sponsored agencies | $39,507,000 | 383 |
| Privately issued | $360,000 | 814 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $150,556,000 | 155 |
| Available-for-sale securities (fair market value) | $2,528,879,000 | 82 |
| Total debt securities | $2,689,403,000 | 93 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $10,258,000 | 81 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $2,823,504,000 | 93 |
| U.S. Government securities | $2,820,360,000 | 72 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,820,360,000 | 68 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $16,355,000 | 623 |
| Privately issued residential mortgage-backed securities | $3,094,000 | 502 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,261,000 | 471 |
| Foreign debt securities | NA | NA |
| Equity securities | $270,000 | 1,712 |
| Assets held in trading accounts for TFR Reporters | $13,481,000 | 11 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,773,383,000 | 61 |
| Certificates of participation in pools of residential mortgages | $2,747,858,000 | 34 |
| Issued or guaranteed by U.S. | $2,745,174,000 | 33 |
| Privately issued | $2,684,000 | 79 |
| Collaterized mortgage obligations | $25,525,000 | 633 |
| CMOs issued by government agencies or sponsored agencies | $25,115,000 | 535 |
| Privately issued | $410,000 | 786 |
| 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) | $50,764,000 | 460 |
| Available-for-sale securities (fair market value) | $2,772,740,000 | 81 |
| Total debt securities | $2,836,715,000 | 91 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $13,481,000 | 77 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $2,853,725,000 | 87 |
| U.S. Government securities | $2,836,508,000 | 72 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,836,508,000 | 69 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $16,906,000 | 643 |
| Privately issued residential mortgage-backed securities | $3,645,000 | 503 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,261,000 | 503 |
| Foreign debt securities | NA | NA |
| Equity securities | $311,000 | 1,708 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,840,079,000 | 58 |
| Certificates of participation in pools of residential mortgages | $2,821,303,000 | 31 |
| Issued or guaranteed by U.S. | $2,818,376,000 | 30 |
| Privately issued | $2,927,000 | 78 |
| Collaterized mortgage obligations | $18,776,000 | 792 |
| CMOs issued by government agencies or sponsored agencies | $18,058,000 | 690 |
| Privately issued | $718,000 | 726 |
| 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) | $766,000 | 3,523 |
| Available-for-sale securities (fair market value) | $2,852,959,000 | 73 |
| Total debt securities | $2,853,414,000 | 87 |
| 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 | $2,611,298,000 | 94 |
| U.S. Government securities | $2,594,469,000 | 77 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,594,469,000 | 72 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $16,557,000 | 635 |
| Privately issued residential mortgage-backed securities | $3,148,000 | 441 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,409,000 | 527 |
| Foreign debt securities | NA | NA |
| Equity securities | $272,000 | 1,765 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,597,542,000 | 62 |
| Certificates of participation in pools of residential mortgages | $2,595,241,000 | 33 |
| Issued or guaranteed by U.S. | $2,592,093,000 | 30 |
| Privately issued | $3,148,000 | 86 |
| Collaterized mortgage obligations | $2,301,000 | 2,176 |
| CMOs issued by government agencies or sponsored agencies | $2,301,000 | 2,049 |
| 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) | $765,000 | 3,566 |
| Available-for-sale securities (fair market value) | $2,610,533,000 | 82 |
| Total debt securities | $2,611,026,000 | 93 |
| 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 | $2,415,806,000 | 108 |
| U.S. Government securities | $2,398,632,000 | 83 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,398,632,000 | 76 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $16,921,000 | 638 |
| Privately issued residential mortgage-backed securities | $3,512,000 | 441 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,409,000 | 554 |
| Foreign debt securities | NA | NA |
| Equity securities | $253,000 | 1,853 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,402,068,000 | 69 |
| Certificates of participation in pools of residential mortgages | $2,399,325,000 | 40 |
| Issued or guaranteed by U.S. | $2,395,813,000 | 37 |
| Privately issued | $3,512,000 | 82 |
| Collaterized mortgage obligations | $2,743,000 | 2,097 |
| CMOs issued by government agencies or sponsored agencies | $2,743,000 | 1,969 |
| 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) | $764,000 | 3,613 |
| Available-for-sale securities (fair market value) | $2,415,042,000 | 92 |
| Total debt securities | $2,415,553,000 | 105 |
| 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 | $2,427,863,000 | 101 |
| U.S. Government securities | $2,222,383,000 | 87 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,222,383,000 | 83 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $205,233,000 | 112 |
| Privately issued residential mortgage-backed securities | $3,832,000 | 427 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $201,401,000 | 50 |
| Foreign debt securities | NA | NA |
| Equity securities | $247,000 | 1,878 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,226,138,000 | 68 |
| Certificates of participation in pools of residential mortgages | $2,222,171,000 | 37 |
| Issued or guaranteed by U.S. | $2,218,339,000 | 36 |
| Privately issued | $3,832,000 | 82 |
| Collaterized mortgage obligations | $3,967,000 | 1,923 |
| CMOs issued by government agencies or sponsored agencies | $3,967,000 | 1,808 |
| 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) | $188,576,000 | 121 |
| Available-for-sale securities (fair market value) | $2,239,287,000 | 99 |
| Total debt securities | $2,427,616,000 | 100 |
| 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 | $2,153,275,000 | 115 |
| U.S. Government securities | $2,061,322,000 | 90 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,061,322,000 | 85 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $153,401,000 | 136 |
| Privately issued residential mortgage-backed securities | $4,354,000 | 423 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $149,047,000 | 66 |
| Foreign debt securities | NA | NA |
| Equity securities | $206,000 | 1,932 |
| Assets held in trading accounts for TFR Reporters | $61,654,000 | 5 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,065,575,000 | 75 |
| Certificates of participation in pools of residential mortgages | $2,060,407,000 | 44 |
| Issued or guaranteed by U.S. | $2,056,053,000 | 41 |
| Privately issued | $4,354,000 | 82 |
| Collaterized mortgage obligations | $5,168,000 | 1,776 |
| CMOs issued by government agencies or sponsored agencies | $5,168,000 | 1,665 |
| 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) | $136,222,000 | 159 |
| Available-for-sale securities (fair market value) | $2,017,053,000 | 108 |
| Total debt securities | $2,214,723,000 | 110 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $61,654,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $1,982,153,000 | 121 |
| U.S. Government securities | $1,835,987,000 | 103 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,835,987,000 | 99 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $145,965,000 | 132 |
| Privately issued residential mortgage-backed securities | $6,086,000 | 365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $139,879,000 | 65 |
| Foreign debt securities | NA | NA |
| Equity securities | $201,000 | 1,943 |
| 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 | $1,841,971,000 | 87 |
| Certificates of participation in pools of residential mortgages | $1,835,147,000 | 50 |
| Issued or guaranteed by U.S. | $1,829,061,000 | 47 |
| Privately issued | $6,086,000 | 70 |
| Collaterized mortgage obligations | $6,824,000 | 1,562 |
| CMOs issued by government agencies or sponsored agencies | $6,824,000 | 1,464 |
| 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) | $126,878,000 | 160 |
| Available-for-sale securities (fair market value) | $1,855,275,000 | 112 |
| Total debt securities | $1,981,952,000 | 121 |
| 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 | $1,279,254,000 | 143 |
| U.S. Government securities | $1,244,681,000 | 123 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,244,681,000 | 117 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $32,380,000 | 441 |
| Privately issued residential mortgage-backed securities | $10,129,000 | 314 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $22,251,000 | 400 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,193,000 | 1,000 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,254,810,000 | 104 |
| Certificates of participation in pools of residential mortgages | $1,239,895,000 | 63 |
| Issued or guaranteed by U.S. | $1,229,766,000 | 62 |
| Privately issued | $10,129,000 | 60 |
| Collaterized mortgage obligations | $14,915,000 | 1,013 |
| CMOs issued by government agencies or sponsored agencies | $14,915,000 | 920 |
| 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) | $9,251,000 | 1,636 |
| Available-for-sale securities (fair market value) | $1,270,003,000 | 128 |
| Total debt securities | $1,277,061,000 | 142 |
| 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 | $927,730,000 | 173 |
| U.S. Government securities | $897,965,000 | 141 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $897,965,000 | 133 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $20,303,000 | 529 |
| Privately issued residential mortgage-backed securities | $19,403,000 | 196 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $900,000 | 2,271 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,462,000 | 530 |
| 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 | $917,368,000 | 113 |
| Certificates of participation in pools of residential mortgages | $898,260,000 | 73 |
| Issued or guaranteed by U.S. | $878,857,000 | 71 |
| Privately issued | $19,403,000 | 39 |
| Collaterized mortgage obligations | $19,108,000 | 694 |
| CMOs issued by government agencies or sponsored agencies | $19,108,000 | 617 |
| 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) | $900,000 | 4,547 |
| Available-for-sale securities (fair market value) | $926,830,000 | 144 |
| Total debt securities | $918,268,000 | 169 |
| 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 | $427,910,000 | 328 |
| U.S. Government securities | $388,815,000 | 274 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $388,815,000 | 250 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $34,304,000 | 386 |
| Privately issued residential mortgage-backed securities | $34,304,000 | 167 |
| 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 | $8,859,000 | 551 |
| Assets held in trading accounts for TFR Reporters | $4,068,000 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $423,119,000 | 198 |
| Certificates of participation in pools of residential mortgages | $401,298,000 | 135 |
| Issued or guaranteed by U.S. | $366,994,000 | 137 |
| Privately issued | $34,304,000 | 37 |
| Collaterized mortgage obligations | $21,821,000 | 697 |
| CMOs issued by government agencies or sponsored agencies | $21,821,000 | 622 |
| 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) | $427,910,000 | 267 |
| Total debt securities | $423,119,000 | 322 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $4,068,000 | 98 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $245,038,000 | 517 |
| U.S. Government securities | $294,358,000 | 370 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $294,358,000 | 330 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $68,954,000 | 208 |
| Privately issued residential mortgage-backed securities | $68,954,000 | 110 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $8,668,000 | 556 |
| Assets held in trading accounts for TFR Reporters | $126,942,000 | 5 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $360,794,000 | 225 |
| Certificates of participation in pools of residential mortgages | $334,764,000 | 153 |
| Issued or guaranteed by U.S. | $265,810,000 | 178 |
| Privately issued | $68,954,000 | 27 |
| Collaterized mortgage obligations | $26,030,000 | 647 |
| CMOs issued by government agencies or sponsored agencies | $26,030,000 | 580 |
| 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 | 6,613 |
| Available-for-sale securities (fair market value) | $245,038,000 | 398 |
| Total debt securities | $363,312,000 | 371 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $126,942,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $670,087,000 | 223 |
| U.S. Government securities | $543,461,000 | 217 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $543,461,000 | 180 |
| Securities issued by states & political subdivisions | $1,405,000 | 5,240 |
| Other domestic debt securities | $169,143,000 | 94 |
| Privately issued residential mortgage-backed securities | $140,343,000 | 62 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $28,800,000 | 180 |
| Foreign debt securities | NA | NA |
| Equity securities | $15,068,000 | 311 |
| Assets held in trading accounts for TFR Reporters | $58,990,000 | 4 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $668,973,000 | 140 |
| Certificates of participation in pools of residential mortgages | $602,667,000 | 101 |
| Issued or guaranteed by U.S. | $462,324,000 | 114 |
| Privately issued | $140,343,000 | 21 |
| Collaterized mortgage obligations | $66,306,000 | 319 |
| CMOs issued by government agencies or sponsored agencies | $66,306,000 | 295 |
| 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) | $28,801,000 | 1,216 |
| Available-for-sale securities (fair market value) | $641,286,000 | 179 |
| Total debt securities | $714,009,000 | 203 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $58,990,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $32,051,000 | 3,720 |
| U.S. Government securities | $29,165,000 | 3,282 |
| U.S. Treasury securities | $6,487,000 | 3,164 |
| U.S. Government agency obligations | $22,678,000 | 3,026 |
| Securities issued by states & political subdivisions | $2,421,000 | 4,410 |
| 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 | $465,000 | 3,677 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,850,000 | 2,748 |
| Mortgage-backed securities | $18,803,000 | 1,940 |
| 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 | $18,803,000 | 755 |
| CMOs issued by government agencies or sponsored agencies | $18,803,000 | 701 |
| Privately issued | $0 | 1,788 |
| 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 | 8,064 |
| Available-for-sale securities (fair market value) | $32,051,000 | 2,590 |
| Total debt securities | $31,586,000 | 3,672 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| 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 | $32,884,000 | 3,796 |
| U.S. Government securities | $29,242,000 | 3,416 |
| U.S. Treasury securities | $5,571,000 | 4,225 |
| U.S. Government agency obligations | $23,671,000 | 2,884 |
| Securities issued by states & political subdivisions | $3,136,000 | 3,879 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $506,000 | 3,277 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,549,000 | 2,132 |
| Mortgage-backed securities | $21,151,000 | 1,874 |
| Certificates of participation in pools of residential mortgages | $346,000 | 7,399 |
| Issued or guaranteed by U.S. | $346,000 | 7,367 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $20,805,000 | 805 |
| CMOs issued by government agencies or sponsored agencies | $20,805,000 | 750 |
| Privately issued | $0 | 2,213 |
| 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) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $32,884,000 | 2,599 |
| Total debt securities | $32,378,000 | 3,751 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| 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 | $38,966,000 | 3,369 |
| U.S. Government securities | $34,184,000 | 3,065 |
| U.S. Treasury securities | $9,058,000 | 3,692 |
| U.S. Government agency obligations | $25,126,000 | 2,641 |
| Securities issued by states & political subdivisions | $2,845,000 | 4,334 |
| Other domestic debt securities | $1,437,000 | 2,387 |
| Privately issued residential mortgage-backed securities | $1,437,000 | 780 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $500,000 | 3,065 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,266,000 | 2,880 |
| Mortgage-backed securities | $24,201,000 | 1,765 |
| Certificates of participation in pools of residential mortgages | $628,000 | 7,096 |
| Issued or guaranteed by U.S. | $628,000 | 7,072 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $23,573,000 | 800 |
| CMOs issued by government agencies or sponsored agencies | $22,136,000 | 774 |
| Privately issued | $1,437,000 | 595 |
| 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) | $12,399,000 | 4,931 |
| Available-for-sale securities (fair market value) | $26,567,000 | 2,161 |
| Total debt securities | $38,466,000 | 3,340 |
| 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 | $44,071,000 | 3,168 |
| U.S. Government securities | $39,369,000 | 2,782 |
| U.S. Treasury securities | $8,038,000 | 4,157 |
| U.S. Government agency obligations | $31,331,000 | 2,211 |
| Securities issued by states & political subdivisions | $2,789,000 | 4,474 |
| Other domestic debt securities | $1,763,000 | 2,543 |
| Privately issued residential mortgage-backed securities | $1,513,000 | 990 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 3,913 |
| Foreign debt securities | NA | NA |
| Equity securities | $150,000 | 4,993 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,544,000 | 3,463 |
| Mortgage-backed securities | $32,326,000 | 1,568 |
| Certificates of participation in pools of residential mortgages | $4,736,000 | 3,909 |
| Issued or guaranteed by U.S. | $4,736,000 | 3,873 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $27,590,000 | 810 |
| CMOs issued by government agencies or sponsored agencies | $26,077,000 | 791 |
| Privately issued | $1,513,000 | 726 |
| 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 | $43,921,000 | 3,090 |
| 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 | $45,609,000 | 2,979 |
| U.S. Government securities | $40,553,000 | 2,654 |
| U.S. Treasury securities | $10,042,000 | 3,499 |
| U.S. Government agency obligations | $30,511,000 | 2,225 |
| Securities issued by states & political subdivisions | $1,518,000 | 5,669 |
| Other domestic debt securities | $3,388,000 | 2,178 |
| Privately issued residential mortgage-backed securities | $3,138,000 | 904 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 4,519 |
| Foreign debt securities | NA | NA |
| Equity securities | $150,000 | 4,390 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,033,000 | 2,883 |
| Mortgage-backed securities | $25,836,000 | 1,917 |
| Certificates of participation in pools of residential mortgages | $2,869,000 | 5,286 |
| Issued or guaranteed by U.S. | $2,869,000 | 5,230 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $22,967,000 | 906 |
| CMOs issued by government agencies or sponsored agencies | $19,829,000 | 915 |
| Privately issued | $3,138,000 | 657 |
| 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 | $45,459,000 | 2,922 |
| 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 |