Home > State Farm Bank, F.S.B. > Securities
State Farm Bank, F.S.B., Securities
| 2020-12-31 | Rank | |
| Total securities | $0 | 4,864 |
| U.S. Government securities | $0 | 4,661 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $0 | 4,582 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,195 |
| Mortgage-backed securities | $0 | 4,176 |
| Certificates of participation in pools of residential mortgages | $0 | 4,054 |
| Issued or guaranteed by U.S. | $0 | 3,991 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $0 | 4,596 |
| Total debt securities | $0 | 4,837 |
| 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 | $936,118,000 | 225 |
| U.S. Government securities | $935,562,000 | 174 |
| U.S. Treasury securities | $935,550,000 | 40 |
| U.S. Government agency obligations | $12,000 | 4,571 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $556,000 | 1,806 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $556,000 | 1,407 |
| 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 | $935,550,000 | 110 |
| Mortgage-backed securities | $12,000 | 4,106 |
| Certificates of participation in pools of residential mortgages | $12,000 | 3,972 |
| Issued or guaranteed by U.S. | $12,000 | 3,909 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $936,118,000 | 206 |
| Total debt securities | $936,118,000 | 222 |
| 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 | $4,306,214,000 | 79 |
| U.S. Government securities | $4,226,872,000 | 66 |
| U.S. Treasury securities | $3,674,375,000 | 24 |
| U.S. Government agency obligations | $552,497,000 | 219 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $79,342,000 | 205 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $79,342,000 | 102 |
| 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 | $558,556,000 | 161 |
| Mortgage-backed securities | $166,402,000 | 450 |
| Certificates of participation in pools of residential mortgages | $11,332,000 | 1,932 |
| Issued or guaranteed by U.S. | $11,332,000 | 1,882 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $155,070,000 | 160 |
| Commercial mortgage pass-through securities | $154,817,000 | 75 |
| Other commercial mortgage-backed securities | $253,000 | 1,245 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $4,306,214,000 | 67 |
| Total debt securities | $4,306,214,000 | 78 |
| 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 | $6,211,239,000 | 59 |
| U.S. Government securities | $6,138,614,000 | 49 |
| U.S. Treasury securities | $1,678,348,000 | 32 |
| U.S. Government agency obligations | $4,460,266,000 | 52 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $72,625,000 | 210 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $72,625,000 | 102 |
| 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 | $1,658,220,000 | 76 |
| Mortgage-backed securities | $3,989,149,000 | 59 |
| Certificates of participation in pools of residential mortgages | $915,639,000 | 81 |
| Issued or guaranteed by U.S. | $915,639,000 | 81 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $42,912,000 | 476 |
| CMOs issued by government agencies or sponsored agencies | $42,912,000 | 444 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $3,030,598,000 | 27 |
| Commercial mortgage pass-through securities | $729,707,000 | 27 |
| Other commercial mortgage-backed securities | $2,300,891,000 | 26 |
| Held to maturity securities (book value) | $2,220,754,000 | 32 |
| Available-for-sale securities (fair market value) | $3,990,485,000 | 68 |
| Total debt securities | $6,211,238,000 | 59 |
| 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 | $6,239,028,000 | 58 |
| U.S. Government securities | $6,148,866,000 | 47 |
| U.S. Treasury securities | $1,407,808,000 | 35 |
| U.S. Government agency obligations | $4,741,058,000 | 50 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $90,162,000 | 178 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $90,162,000 | 80 |
| 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 | $1,761,175,000 | 64 |
| Mortgage-backed securities | $4,207,788,000 | 53 |
| Certificates of participation in pools of residential mortgages | $955,685,000 | 80 |
| Issued or guaranteed by U.S. | $955,685,000 | 80 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $47,999,000 | 441 |
| CMOs issued by government agencies or sponsored agencies | $47,999,000 | 411 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $3,204,104,000 | 23 |
| Commercial mortgage pass-through securities | $746,529,000 | 24 |
| Other commercial mortgage-backed securities | $2,457,575,000 | 22 |
| Held to maturity securities (book value) | $2,402,684,000 | 34 |
| Available-for-sale securities (fair market value) | $3,836,344,000 | 65 |
| Total debt securities | $6,239,028,000 | 58 |
| 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 | $5,423,431,000 | 64 |
| U.S. Government securities | $5,335,749,000 | 52 |
| U.S. Treasury securities | $285,956,000 | 61 |
| U.S. Government agency obligations | $5,049,793,000 | 47 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $87,682,000 | 181 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $87,682,000 | 78 |
| 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 | $1,896,534,000 | 60 |
| Mortgage-backed securities | $4,423,646,000 | 54 |
| Certificates of participation in pools of residential mortgages | $1,014,797,000 | 79 |
| Issued or guaranteed by U.S. | $1,014,797,000 | 79 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $54,557,000 | 399 |
| CMOs issued by government agencies or sponsored agencies | $54,557,000 | 379 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $3,354,292,000 | 24 |
| Commercial mortgage pass-through securities | $731,667,000 | 24 |
| Other commercial mortgage-backed securities | $2,622,625,000 | 23 |
| Held to maturity securities (book value) | $2,582,508,000 | 38 |
| Available-for-sale securities (fair market value) | $2,840,923,000 | 88 |
| Total debt securities | $5,423,430,000 | 64 |
| 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 | $5,530,746,000 | 64 |
| U.S. Government securities | $5,446,043,000 | 50 |
| U.S. Treasury securities | $196,343,000 | 67 |
| U.S. Government agency obligations | $5,249,700,000 | 45 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $84,703,000 | 171 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $84,703,000 | 81 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,006,345,000 | 62 |
| Mortgage-backed securities | $4,589,903,000 | 50 |
| Certificates of participation in pools of residential mortgages | $1,072,371,000 | 76 |
| Issued or guaranteed by U.S. | $1,072,371,000 | 76 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $61,050,000 | 367 |
| CMOs issued by government agencies or sponsored agencies | $61,050,000 | 348 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $3,456,482,000 | 21 |
| Commercial mortgage pass-through securities | $681,153,000 | 24 |
| Other commercial mortgage-backed securities | $2,775,329,000 | 22 |
| Held to maturity securities (book value) | $2,725,085,000 | 39 |
| Available-for-sale securities (fair market value) | $2,805,661,000 | 81 |
| Total debt securities | $5,530,745,000 | 64 |
| 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 | $5,647,967,000 | 61 |
| U.S. Government securities | $5,559,674,000 | 48 |
| U.S. Treasury securities | $229,892,000 | 67 |
| U.S. Government agency obligations | $5,329,782,000 | 46 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $88,293,000 | 153 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $88,293,000 | 74 |
| 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 | $2,590,106,000 | 45 |
| Mortgage-backed securities | $4,565,250,000 | 47 |
| Certificates of participation in pools of residential mortgages | $1,125,197,000 | 75 |
| Issued or guaranteed by U.S. | $1,125,197,000 | 75 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $67,349,000 | 338 |
| CMOs issued by government agencies or sponsored agencies | $67,349,000 | 323 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $3,372,704,000 | 21 |
| Commercial mortgage pass-through securities | $574,665,000 | 25 |
| Other commercial mortgage-backed securities | $2,798,039,000 | 21 |
| Held to maturity securities (book value) | $2,819,211,000 | 39 |
| Available-for-sale securities (fair market value) | $2,828,756,000 | 84 |
| Total debt securities | $5,647,967,000 | 61 |
| 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 | $5,700,091,000 | 60 |
| U.S. Government securities | $5,611,270,000 | 48 |
| U.S. Treasury securities | $229,062,000 | 69 |
| U.S. Government agency obligations | $5,382,208,000 | 45 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $88,821,000 | 152 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $88,821,000 | 73 |
| 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 | $2,788,188,000 | 41 |
| Mortgage-backed securities | $4,594,619,000 | 49 |
| Certificates of participation in pools of residential mortgages | $1,164,998,000 | 75 |
| Issued or guaranteed by U.S. | $1,164,998,000 | 75 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $74,688,000 | 316 |
| CMOs issued by government agencies or sponsored agencies | $74,688,000 | 299 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $3,354,933,000 | 20 |
| Commercial mortgage pass-through securities | $491,459,000 | 27 |
| Other commercial mortgage-backed securities | $2,863,474,000 | 18 |
| Held to maturity securities (book value) | $2,967,068,000 | 36 |
| Available-for-sale securities (fair market value) | $2,733,023,000 | 89 |
| Total debt securities | $5,700,091,000 | 60 |
| 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 | $5,827,655,000 | 61 |
| U.S. Government securities | $5,736,806,000 | 47 |
| U.S. Treasury securities | $227,477,000 | 71 |
| U.S. Government agency obligations | $5,509,329,000 | 43 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $90,849,000 | 148 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $90,849,000 | 75 |
| 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 | $2,366,238,000 | 47 |
| Mortgage-backed securities | $4,559,426,000 | 48 |
| Certificates of participation in pools of residential mortgages | $1,208,752,000 | 74 |
| Issued or guaranteed by U.S. | $1,208,752,000 | 74 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $83,278,000 | 294 |
| CMOs issued by government agencies or sponsored agencies | $83,278,000 | 277 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $3,267,396,000 | 20 |
| Commercial mortgage pass-through securities | $438,559,000 | 27 |
| Other commercial mortgage-backed securities | $2,828,837,000 | 16 |
| Held to maturity securities (book value) | $3,050,623,000 | 35 |
| Available-for-sale securities (fair market value) | $2,777,032,000 | 82 |
| Total debt securities | $5,827,655,000 | 61 |
| 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 | $5,641,051,000 | 62 |
| U.S. Government securities | $5,547,408,000 | 47 |
| U.S. Treasury securities | $128,912,000 | 91 |
| U.S. Government agency obligations | $5,418,496,000 | 44 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $93,643,000 | 142 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $93,643,000 | 68 |
| 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 | $1,970,681,000 | 59 |
| Mortgage-backed securities | $4,399,397,000 | 49 |
| Certificates of participation in pools of residential mortgages | $1,285,552,000 | 70 |
| Issued or guaranteed by U.S. | $1,285,552,000 | 70 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $93,956,000 | 272 |
| CMOs issued by government agencies or sponsored agencies | $93,956,000 | 254 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $3,019,889,000 | 18 |
| Commercial mortgage pass-through securities | $391,614,000 | 27 |
| Other commercial mortgage-backed securities | $2,628,275,000 | 16 |
| Held to maturity securities (book value) | $3,148,710,000 | 33 |
| Available-for-sale securities (fair market value) | $2,492,341,000 | 88 |
| Total debt securities | $5,641,051,000 | 62 |
| 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 | $5,483,401,000 | 61 |
| U.S. Government securities | $5,390,937,000 | 46 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $5,390,937,000 | 42 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $92,464,000 | 142 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $92,464,000 | 72 |
| 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 | $1,374,566,000 | 77 |
| Mortgage-backed securities | $4,297,877,000 | 51 |
| Certificates of participation in pools of residential mortgages | $1,359,930,000 | 67 |
| Issued or guaranteed by U.S. | $1,359,930,000 | 67 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $104,507,000 | 256 |
| CMOs issued by government agencies or sponsored agencies | $104,507,000 | 242 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $2,833,440,000 | 18 |
| Commercial mortgage pass-through securities | $679,609,000 | 22 |
| Other commercial mortgage-backed securities | $2,153,831,000 | 19 |
| Held to maturity securities (book value) | $3,161,487,000 | 34 |
| Available-for-sale securities (fair market value) | $2,321,914,000 | 91 |
| Total debt securities | $5,483,401,000 | 61 |
| 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 | $5,651,974,000 | 61 |
| U.S. Government securities | $5,558,206,000 | 45 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $5,558,206,000 | 41 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $93,768,000 | 139 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $93,768,000 | 67 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,528,314,000 | 70 |
| Mortgage-backed securities | $4,406,047,000 | 49 |
| Certificates of participation in pools of residential mortgages | $1,453,238,000 | 65 |
| Issued or guaranteed by U.S. | $1,453,238,000 | 65 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $115,921,000 | 236 |
| CMOs issued by government agencies or sponsored agencies | $115,921,000 | 227 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $2,836,888,000 | 19 |
| Commercial mortgage pass-through securities | $716,411,000 | 21 |
| Other commercial mortgage-backed securities | $2,120,477,000 | 19 |
| Held to maturity securities (book value) | $3,145,538,000 | 33 |
| Available-for-sale securities (fair market value) | $2,506,436,000 | 89 |
| Total debt securities | $5,651,974,000 | 61 |
| 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 | $5,665,883,000 | 58 |
| U.S. Government securities | $5,572,584,000 | 45 |
| U.S. Treasury securities | $49,982,000 | 136 |
| U.S. Government agency obligations | $5,522,602,000 | 41 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $93,299,000 | 138 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $93,299,000 | 75 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,786,361,000 | 59 |
| Mortgage-backed securities | $4,299,367,000 | 49 |
| Certificates of participation in pools of residential mortgages | $1,535,755,000 | 61 |
| Issued or guaranteed by U.S. | $1,535,755,000 | 60 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $129,567,000 | 219 |
| CMOs issued by government agencies or sponsored agencies | $129,567,000 | 207 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $2,634,045,000 | 20 |
| Commercial mortgage pass-through securities | $707,178,000 | 19 |
| Other commercial mortgage-backed securities | $1,926,867,000 | 22 |
| Held to maturity securities (book value) | $2,921,340,000 | 33 |
| Available-for-sale securities (fair market value) | $2,744,543,000 | 75 |
| Total debt securities | $5,665,883,000 | 58 |
| 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 | $5,739,788,000 | 58 |
| U.S. Government securities | $5,645,712,000 | 46 |
| U.S. Treasury securities | $149,934,000 | 77 |
| U.S. Government agency obligations | $5,495,778,000 | 42 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $94,076,000 | 134 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $94,076,000 | 73 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,989,697,000 | 56 |
| Mortgage-backed securities | $4,249,861,000 | 48 |
| Certificates of participation in pools of residential mortgages | $1,620,569,000 | 58 |
| Issued or guaranteed by U.S. | $1,620,569,000 | 58 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $146,081,000 | 203 |
| CMOs issued by government agencies or sponsored agencies | $146,081,000 | 191 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $2,483,211,000 | 20 |
| Commercial mortgage pass-through securities | $727,392,000 | 18 |
| Other commercial mortgage-backed securities | $1,755,819,000 | 23 |
| Held to maturity securities (book value) | $2,755,103,000 | 36 |
| Available-for-sale securities (fair market value) | $2,984,685,000 | 67 |
| Total debt securities | $5,739,788,000 | 58 |
| 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 | $5,918,913,000 | 57 |
| U.S. Government securities | $5,828,060,000 | 46 |
| U.S. Treasury securities | $229,815,000 | 60 |
| U.S. Government agency obligations | $5,598,245,000 | 42 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $90,853,000 | 140 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $90,853,000 | 80 |
| 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 | $2,469,801,000 | 47 |
| Mortgage-backed securities | $4,142,678,000 | 48 |
| Certificates of participation in pools of residential mortgages | $1,672,906,000 | 57 |
| Issued or guaranteed by U.S. | $1,672,906,000 | 56 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $161,115,000 | 188 |
| CMOs issued by government agencies or sponsored agencies | $161,115,000 | 178 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $2,308,657,000 | 22 |
| Commercial mortgage pass-through securities | $750,803,000 | 17 |
| Other commercial mortgage-backed securities | $1,557,854,000 | 22 |
| Held to maturity securities (book value) | $2,548,846,000 | 37 |
| Available-for-sale securities (fair market value) | $3,370,067,000 | 61 |
| Total debt securities | $5,918,913,000 | 57 |
| 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 | $5,950,614,000 | 56 |
| U.S. Government securities | $5,861,968,000 | 46 |
| U.S. Treasury securities | $80,017,000 | 108 |
| U.S. Government agency obligations | $5,781,951,000 | 42 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $88,646,000 | 140 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $88,646,000 | 79 |
| 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 | $2,425,693,000 | 45 |
| Mortgage-backed securities | $4,032,121,000 | 47 |
| Certificates of participation in pools of residential mortgages | $1,730,484,000 | 57 |
| Issued or guaranteed by U.S. | $1,730,484,000 | 56 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $179,357,000 | 173 |
| CMOs issued by government agencies or sponsored agencies | $179,357,000 | 162 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $2,122,280,000 | 23 |
| Commercial mortgage pass-through securities | $690,194,000 | 16 |
| Other commercial mortgage-backed securities | $1,432,086,000 | 23 |
| Held to maturity securities (book value) | $2,348,821,000 | 37 |
| Available-for-sale securities (fair market value) | $3,601,793,000 | 58 |
| Total debt securities | $5,950,614,000 | 56 |
| 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 | $5,777,655,000 | 54 |
| U.S. Government securities | $5,694,464,000 | 44 |
| U.S. Treasury securities | $10,011,000 | 356 |
| U.S. Government agency obligations | $5,684,453,000 | 41 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $83,191,000 | 148 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $83,191,000 | 86 |
| 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 | $2,248,910,000 | 49 |
| Mortgage-backed securities | $4,052,655,000 | 48 |
| Certificates of participation in pools of residential mortgages | $1,853,043,000 | 54 |
| Issued or guaranteed by U.S. | $1,853,043,000 | 52 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $206,627,000 | 156 |
| CMOs issued by government agencies or sponsored agencies | $206,627,000 | 146 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $1,992,985,000 | 23 |
| Commercial mortgage pass-through securities | $674,761,000 | 15 |
| Other commercial mortgage-backed securities | $1,318,224,000 | 24 |
| Held to maturity securities (book value) | $2,180,053,000 | 39 |
| Available-for-sale securities (fair market value) | $3,597,602,000 | 56 |
| Total debt securities | $5,777,655,000 | 54 |
| 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 | $5,903,313,000 | 53 |
| U.S. Government securities | $5,822,300,000 | 43 |
| U.S. Treasury securities | $10,023,000 | 362 |
| U.S. Government agency obligations | $5,812,277,000 | 41 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $81,013,000 | 152 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $81,013,000 | 90 |
| 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 | $1,981,215,000 | 57 |
| Mortgage-backed securities | $4,105,013,000 | 49 |
| Certificates of participation in pools of residential mortgages | $1,893,639,000 | 54 |
| Issued or guaranteed by U.S. | $1,893,639,000 | 52 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $233,893,000 | 153 |
| CMOs issued by government agencies or sponsored agencies | $233,893,000 | 141 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $1,977,481,000 | 24 |
| Commercial mortgage pass-through securities | $699,103,000 | 14 |
| Other commercial mortgage-backed securities | $1,278,378,000 | 24 |
| Held to maturity securities (book value) | $2,130,926,000 | 39 |
| Available-for-sale securities (fair market value) | $3,772,387,000 | 56 |
| Total debt securities | $5,903,313,000 | 53 |
| 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 | $5,834,143,000 | 53 |
| U.S. Government securities | $5,753,844,000 | 44 |
| U.S. Treasury securities | $10,009,000 | 366 |
| U.S. Government agency obligations | $5,743,835,000 | 42 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $80,299,000 | 155 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $80,299,000 | 92 |
| 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 | $2,245,996,000 | 51 |
| Mortgage-backed securities | $4,049,731,000 | 48 |
| Certificates of participation in pools of residential mortgages | $1,981,389,000 | 51 |
| Issued or guaranteed by U.S. | $1,981,389,000 | 49 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $257,649,000 | 149 |
| CMOs issued by government agencies or sponsored agencies | $257,649,000 | 137 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $1,810,693,000 | 25 |
| Commercial mortgage pass-through securities | $674,421,000 | 15 |
| Other commercial mortgage-backed securities | $1,136,272,000 | 25 |
| Held to maturity securities (book value) | $1,915,138,000 | 42 |
| Available-for-sale securities (fair market value) | $3,919,005,000 | 54 |
| Total debt securities | $5,834,143,000 | 53 |
| 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 | $5,776,767,000 | 52 |
| U.S. Government securities | $5,691,158,000 | 41 |
| U.S. Treasury securities | $9,969,000 | 403 |
| U.S. Government agency obligations | $5,681,189,000 | 40 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $85,609,000 | 154 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $85,609,000 | 89 |
| 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 | $2,283,676,000 | 49 |
| Mortgage-backed securities | $4,014,813,000 | 48 |
| Certificates of participation in pools of residential mortgages | $2,026,469,000 | 49 |
| Issued or guaranteed by U.S. | $2,026,469,000 | 47 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $277,175,000 | 142 |
| CMOs issued by government agencies or sponsored agencies | $277,175,000 | 132 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $1,711,169,000 | 26 |
| Commercial mortgage pass-through securities | $616,985,000 | 15 |
| Other commercial mortgage-backed securities | $1,094,184,000 | 26 |
| Held to maturity securities (book value) | $1,771,149,000 | 45 |
| Available-for-sale securities (fair market value) | $4,005,618,000 | 53 |
| Total debt securities | $5,776,767,000 | 52 |
| 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 | $5,805,332,000 | 53 |
| U.S. Government securities | $5,719,425,000 | 42 |
| U.S. Treasury securities | $10,027,000 | 364 |
| U.S. Government agency obligations | $5,709,398,000 | 40 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $85,907,000 | 158 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $85,907,000 | 90 |
| 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 | $2,153,942,000 | 53 |
| Mortgage-backed securities | $4,037,117,000 | 48 |
| Certificates of participation in pools of residential mortgages | $2,146,660,000 | 44 |
| Issued or guaranteed by U.S. | $2,146,660,000 | 42 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $303,832,000 | 133 |
| CMOs issued by government agencies or sponsored agencies | $303,832,000 | 123 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $1,586,625,000 | 26 |
| Commercial mortgage pass-through securities | $575,050,000 | 15 |
| Other commercial mortgage-backed securities | $1,011,575,000 | 26 |
| Held to maturity securities (book value) | $1,609,948,000 | 47 |
| Available-for-sale securities (fair market value) | $4,195,384,000 | 50 |
| Total debt securities | $5,805,332,000 | 53 |
| 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 | $5,816,296,000 | 53 |
| U.S. Government securities | $5,729,434,000 | 42 |
| U.S. Treasury securities | $10,019,000 | 364 |
| U.S. Government agency obligations | $5,719,415,000 | 40 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $86,862,000 | 156 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $86,862,000 | 84 |
| 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 | $2,292,031,000 | 51 |
| Mortgage-backed securities | $4,084,919,000 | 47 |
| Certificates of participation in pools of residential mortgages | $2,236,166,000 | 47 |
| Issued or guaranteed by U.S. | $2,236,166,000 | 45 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $335,461,000 | 130 |
| CMOs issued by government agencies or sponsored agencies | $335,461,000 | 120 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $1,513,292,000 | 26 |
| Commercial mortgage pass-through securities | $569,692,000 | 15 |
| Other commercial mortgage-backed securities | $943,600,000 | 25 |
| Held to maturity securities (book value) | $1,461,998,000 | 50 |
| Available-for-sale securities (fair market value) | $4,354,298,000 | 50 |
| Total debt securities | $5,816,296,000 | 53 |
| 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 | $5,863,112,000 | 52 |
| U.S. Government securities | $5,777,344,000 | 43 |
| U.S. Treasury securities | $10,020,000 | 366 |
| U.S. Government agency obligations | $5,767,324,000 | 41 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $85,768,000 | 152 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $85,768,000 | 86 |
| 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 | $2,274,211,000 | 53 |
| Mortgage-backed securities | $4,160,015,000 | 45 |
| Certificates of participation in pools of residential mortgages | $2,349,809,000 | 42 |
| Issued or guaranteed by U.S. | $2,349,809,000 | 40 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $375,581,000 | 121 |
| CMOs issued by government agencies or sponsored agencies | $375,581,000 | 112 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $1,434,625,000 | 26 |
| Commercial mortgage pass-through securities | $556,460,000 | 14 |
| Other commercial mortgage-backed securities | $878,165,000 | 25 |
| Held to maturity securities (book value) | $1,359,207,000 | 52 |
| Available-for-sale securities (fair market value) | $4,503,905,000 | 49 |
| Total debt securities | $5,863,112,000 | 52 |
| 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 | $5,847,563,000 | 51 |
| U.S. Government securities | $5,762,765,000 | 42 |
| U.S. Treasury securities | $9,963,000 | 380 |
| U.S. Government agency obligations | $5,752,802,000 | 41 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $84,798,000 | 149 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $84,798,000 | 87 |
| 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 | $2,715,305,000 | 48 |
| Mortgage-backed securities | $4,153,778,000 | 46 |
| Certificates of participation in pools of residential mortgages | $2,334,039,000 | 40 |
| Issued or guaranteed by U.S. | $2,334,039,000 | 38 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $413,248,000 | 116 |
| CMOs issued by government agencies or sponsored agencies | $413,248,000 | 107 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $1,406,491,000 | 27 |
| Commercial mortgage pass-through securities | $535,727,000 | 14 |
| Other commercial mortgage-backed securities | $870,764,000 | 24 |
| Held to maturity securities (book value) | $1,322,734,000 | 51 |
| Available-for-sale securities (fair market value) | $4,524,829,000 | 47 |
| Total debt securities | $5,847,562,000 | 51 |
| 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 | $1,523,000 | 101 |
| 2014-09-30 | Rank | |
| Total securities | $5,818,817,000 | 50 |
| U.S. Government securities | $5,730,967,000 | 43 |
| U.S. Treasury securities | $9,933,000 | 382 |
| U.S. Government agency obligations | $5,721,034,000 | 43 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $87,850,000 | 144 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $87,850,000 | 89 |
| 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 | $2,749,034,000 | 47 |
| Mortgage-backed securities | $4,180,258,000 | 46 |
| Certificates of participation in pools of residential mortgages | $2,408,435,000 | 41 |
| Issued or guaranteed by U.S. | $2,408,435,000 | 39 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $452,456,000 | 108 |
| CMOs issued by government agencies or sponsored agencies | $452,456,000 | 97 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $1,319,367,000 | 25 |
| Commercial mortgage pass-through securities | $514,818,000 | 14 |
| Other commercial mortgage-backed securities | $804,549,000 | 25 |
| Held to maturity securities (book value) | $1,161,540,000 | 54 |
| Available-for-sale securities (fair market value) | $4,657,277,000 | 47 |
| Total debt securities | $5,818,819,000 | 50 |
| 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 | $457,000 | 117 |
| 2014-06-30 | Rank | |
| Total securities | $5,841,144,000 | 51 |
| U.S. Government securities | $5,752,678,000 | 42 |
| U.S. Treasury securities | $9,959,000 | 354 |
| U.S. Government agency obligations | $5,742,719,000 | 42 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $88,466,000 | 147 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $88,466,000 | 89 |
| 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 | $3,210,450,000 | 40 |
| Mortgage-backed securities | $4,236,511,000 | 48 |
| Certificates of participation in pools of residential mortgages | $2,517,848,000 | 41 |
| Issued or guaranteed by U.S. | $2,517,848,000 | 39 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $443,324,000 | 106 |
| CMOs issued by government agencies or sponsored agencies | $443,324,000 | 96 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $1,275,339,000 | 25 |
| Commercial mortgage pass-through securities | $491,260,000 | 14 |
| Other commercial mortgage-backed securities | $784,079,000 | 25 |
| Held to maturity securities (book value) | $1,007,670,000 | 59 |
| Available-for-sale securities (fair market value) | $4,833,474,000 | 47 |
| Total debt securities | $5,841,143,000 | 51 |
| 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 | $1,804,000 | 86 |
| 2014-03-31 | Rank | |
| Total securities | $5,126,979,000 | 54 |
| U.S. Government securities | $5,041,625,000 | 45 |
| U.S. Treasury securities | $9,906,000 | 341 |
| U.S. Government agency obligations | $5,031,719,000 | 43 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $85,354,000 | 152 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $85,354,000 | 92 |
| 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 | $1,539,994,000 | 68 |
| Mortgage-backed securities | $3,755,193,000 | 49 |
| Certificates of participation in pools of residential mortgages | $2,240,875,000 | 41 |
| Issued or guaranteed by U.S. | $2,240,875,000 | 39 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $486,970,000 | 102 |
| CMOs issued by government agencies or sponsored agencies | $486,970,000 | 92 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $1,027,348,000 | 27 |
| Commercial mortgage pass-through securities | $380,319,000 | 15 |
| Other commercial mortgage-backed securities | $647,029,000 | 27 |
| Held to maturity securities (book value) | $700,782,000 | 69 |
| Available-for-sale securities (fair market value) | $4,426,197,000 | 49 |
| Total debt securities | $5,126,977,000 | 54 |
| 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 | $89,000 | 129 |
| 2013-12-31 | Rank | |
| Total securities | $4,800,998,000 | 57 |
| U.S. Government securities | $4,719,334,000 | 48 |
| U.S. Treasury securities | $9,895,000 | 309 |
| U.S. Government agency obligations | $4,709,439,000 | 48 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $81,664,000 | 159 |
| Privately issued residential mortgage-backed securities | $18,000 | 888 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $81,646,000 | 96 |
| 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 | $1,457,267,000 | 71 |
| Mortgage-backed securities | $3,497,262,000 | 51 |
| Certificates of participation in pools of residential mortgages | $2,026,320,000 | 42 |
| Issued or guaranteed by U.S. | $2,026,320,000 | 40 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $534,287,000 | 92 |
| CMOs issued by government agencies or sponsored agencies | $534,269,000 | 85 |
| Privately issued | $18,000 | 845 |
| Commercial mortgage-backed securities | $936,655,000 | 26 |
| Commercial mortgage pass-through securities | $321,522,000 | 16 |
| Other commercial mortgage-backed securities | $615,133,000 | 27 |
| Held to maturity securities (book value) | $564,064,000 | 74 |
| Available-for-sale securities (fair market value) | $4,236,934,000 | 49 |
| Total debt securities | $4,800,998,000 | 57 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $894,000 | 169 |
| Revaluation gains on off-balance sheet contracts | $894,000 | 103 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $4,217,022,000 | 58 |
| U.S. Government securities | $4,137,167,000 | 52 |
| U.S. Treasury securities | $9,920,000 | 297 |
| U.S. Government agency obligations | $4,127,247,000 | 49 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $79,855,000 | 168 |
| Privately issued residential mortgage-backed securities | $343,000 | 672 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $79,512,000 | 101 |
| 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 | $929,685,000 | 103 |
| Mortgage-backed securities | $3,204,653,000 | 51 |
| Certificates of participation in pools of residential mortgages | $1,829,515,000 | 43 |
| Issued or guaranteed by U.S. | $1,829,515,000 | 41 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $538,900,000 | 91 |
| CMOs issued by government agencies or sponsored agencies | $538,557,000 | 84 |
| Privately issued | $343,000 | 643 |
| Commercial mortgage-backed securities | $836,238,000 | 24 |
| Commercial mortgage pass-through securities | $287,148,000 | 19 |
| Other commercial mortgage-backed securities | $549,090,000 | 23 |
| Held to maturity securities (book value) | $309,884,000 | 97 |
| Available-for-sale securities (fair market value) | $3,907,138,000 | 52 |
| Total debt securities | $4,217,022,000 | 58 |
| 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 | $2,130,000 | 80 |
| 2013-06-30 | Rank | |
| Total securities | $3,553,167,000 | 66 |
| U.S. Government securities | $3,471,712,000 | 58 |
| U.S. Treasury securities | $9,875,000 | 293 |
| U.S. Government agency obligations | $3,461,837,000 | 54 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $81,455,000 | 169 |
| Privately issued residential mortgage-backed securities | $1,155,000 | 500 |
| Commercial mortgage-backed securities - Total | $17,000 | 128 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $80,283,000 | 100 |
| 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 | $931,843,000 | 96 |
| Mortgage-backed securities | $2,826,649,000 | 59 |
| Certificates of participation in pools of residential mortgages | $1,563,720,000 | 49 |
| Issued or guaranteed by U.S. | $1,563,720,000 | 47 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $571,509,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $570,354,000 | 85 |
| Privately issued | $1,155,000 | 478 |
| Commercial mortgage-backed securities | $691,420,000 | 24 |
| Commercial mortgage pass-through securities | $254,759,000 | 19 |
| Other commercial mortgage-backed securities | $436,661,000 | 27 |
| Held to maturity securities (book value) | $1,533,000 | 1,768 |
| Available-for-sale securities (fair market value) | $3,551,634,000 | 54 |
| Total debt securities | $3,553,167,000 | 66 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $7,717,000 | 86 |
| Revaluation gains on off-balance sheet contracts | $7,717,000 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $3,641,516,000 | 64 |
| U.S. Government securities | $3,554,728,000 | 56 |
| U.S. Treasury securities | $10,058,000 | 284 |
| U.S. Government agency obligations | $3,544,670,000 | 54 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $86,788,000 | 164 |
| Privately issued residential mortgage-backed securities | $2,175,000 | 416 |
| Commercial mortgage-backed securities - Total | $59,000 | 131 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $84,554,000 | 94 |
| 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 | $949,030,000 | 93 |
| Mortgage-backed securities | $3,006,202,000 | 56 |
| Certificates of participation in pools of residential mortgages | $1,742,911,000 | 45 |
| Issued or guaranteed by U.S. | $1,742,911,000 | 43 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,263,232,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $1,261,057,000 | 52 |
| Privately issued | $2,175,000 | 402 |
| Commercial mortgage-backed securities | $59,000 | 774 |
| Commercial mortgage pass-through securities | $59,000 | 567 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $1,554,000 | 1,744 |
| Available-for-sale securities (fair market value) | $3,639,962,000 | 55 |
| Total debt securities | $3,641,516,000 | 63 |
| 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 | $588,000 | 103 |
| 2012-12-31 | Rank | |
| Total securities | $3,493,289,000 | 65 |
| U.S. Government securities | $3,406,213,000 | 57 |
| U.S. Treasury securities | $10,059,000 | 289 |
| U.S. Government agency obligations | $3,396,154,000 | 55 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $87,076,000 | 160 |
| Privately issued residential mortgage-backed securities | $3,315,000 | 352 |
| Commercial mortgage-backed securities - Total | $95,000 | 119 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $83,666,000 | 89 |
| 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 | $978,614,000 | 94 |
| Mortgage-backed securities | $3,262,521,000 | 52 |
| Certificates of participation in pools of residential mortgages | $1,920,526,000 | 41 |
| Issued or guaranteed by U.S. | $1,920,526,000 | 39 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,341,900,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $1,338,585,000 | 49 |
| Privately issued | $3,315,000 | 341 |
| Commercial mortgage-backed securities | $95,000 | 647 |
| Commercial mortgage pass-through securities | $95,000 | 482 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $1,581,000 | 1,752 |
| Available-for-sale securities (fair market value) | $3,491,708,000 | 56 |
| Total debt securities | $3,493,289,000 | 64 |
| 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 | $497,000 | 101 |
| 2012-09-30 | Rank | |
| Total securities | $3,649,697,000 | 60 |
| U.S. Government securities | $3,565,785,000 | 52 |
| U.S. Treasury securities | $18,088,000 | 177 |
| U.S. Government agency obligations | $3,547,697,000 | 51 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $83,912,000 | 166 |
| Privately issued residential mortgage-backed securities | $4,390,000 | 335 |
| Commercial mortgage-backed securities - Total | $1,434,000 | 97 |
| Asset backed securities | $53,000 | 411 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $78,035,000 | 99 |
| 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 | $1,306,277,000 | 74 |
| Mortgage-backed securities | $3,481,989,000 | 50 |
| Certificates of participation in pools of residential mortgages | $2,090,063,000 | 41 |
| Issued or guaranteed by U.S. | $2,090,063,000 | 39 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,390,492,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,386,102,000 | 49 |
| Privately issued | $4,390,000 | 324 |
| Commercial mortgage-backed securities | $1,434,000 | 417 |
| Commercial mortgage pass-through securities | $1,434,000 | 276 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $1,597,000 | 1,780 |
| Available-for-sale securities (fair market value) | $3,648,100,000 | 52 |
| Total debt securities | $3,649,644,000 | 59 |
| 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 | $6,122,000 | 63 |
| 2012-06-30 | Rank | |
| Total securities | $3,778,361,000 | 59 |
| U.S. Government securities | $3,693,320,000 | 52 |
| U.S. Treasury securities | $8,036,000 | 310 |
| U.S. Government agency obligations | $3,685,284,000 | 48 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $85,041,000 | 169 |
| Privately issued residential mortgage-backed securities | $7,574,000 | 272 |
| Commercial mortgage-backed securities - Total | $1,483,000 | 95 |
| Asset backed securities | $231,000 | 338 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $75,753,000 | 101 |
| 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 | $1,509,871,000 | 70 |
| Mortgage-backed securities | $3,684,341,000 | 48 |
| Certificates of participation in pools of residential mortgages | $2,247,363,000 | 40 |
| Issued or guaranteed by U.S. | $2,247,363,000 | 39 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,435,495,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $1,427,921,000 | 50 |
| Privately issued | $7,574,000 | 266 |
| Commercial mortgage-backed securities | $1,483,000 | 390 |
| Commercial mortgage pass-through securities | $1,483,000 | 254 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $250,000 | 2,350 |
| Available-for-sale securities (fair market value) | $3,778,111,000 | 53 |
| Total debt securities | $3,778,130,000 | 59 |
| 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 | $2,262,000 | 77 |
| 2012-03-31 | Rank | |
| Total securities | $3,792,681,000 | 60 |
| U.S. Government securities | $3,702,612,000 | 54 |
| U.S. Treasury securities | $8,059,000 | 326 |
| U.S. Government agency obligations | $3,694,553,000 | 50 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $90,069,000 | 159 |
| Privately issued residential mortgage-backed securities | $10,870,000 | 237 |
| Commercial mortgage-backed securities - Total | $2,768,000 | 92 |
| Asset backed securities | $476,000 | 252 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $75,955,000 | 101 |
| 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 | $1,626,872,000 | 67 |
| Mortgage-backed securities | $3,708,191,000 | 48 |
| Certificates of participation in pools of residential mortgages | $2,174,372,000 | 41 |
| Issued or guaranteed by U.S. | $2,174,372,000 | 40 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,531,051,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $1,520,181,000 | 48 |
| Privately issued | $10,870,000 | 227 |
| Commercial mortgage-backed securities | $2,768,000 | 303 |
| Commercial mortgage pass-through securities | $2,768,000 | 174 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $250,000 | 2,406 |
| Available-for-sale securities (fair market value) | $3,792,431,000 | 53 |
| Total debt securities | $3,792,205,000 | 59 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $1,000 | 229 |
| Revaluation gains on off-balance sheet contracts | $1,000 | 114 |
| Revaluation losses on off-balance sheet contracts | $14,000 | 112 |
| 2011-12-31 | Rank | |
| Total securities | $3,781,491,000 | 62 |
| U.S. Government securities | $2,168,208,000 | 77 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,168,208,000 | 76 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $1,613,052,000 | 33 |
| Privately issued residential mortgage-backed securities | $1,543,845,000 | 13 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $69,207,000 | 98 |
| Foreign debt securities | NA | NA |
| Equity securities | $231,000 | 841 |
| 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 | $3,703,968,000 | 49 |
| Certificates of participation in pools of residential mortgages | $2,163,934,000 | 40 |
| Issued or guaranteed by U.S. | $2,160,123,000 | 40 |
| Privately issued | $3,811,000 | 34 |
| Collaterized mortgage obligations | $1,540,034,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $1,540,034,000 | 13 |
| 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) | $231,000 | 2,522 |
| Available-for-sale securities (fair market value) | $3,781,260,000 | 54 |
| Total debt securities | $3,781,260,000 | 62 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $3,878,320,000 | 59 |
| U.S. Government securities | $2,216,551,000 | 74 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,216,551,000 | 74 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $1,661,574,000 | 31 |
| Privately issued residential mortgage-backed securities | $1,583,009,000 | 13 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $78,565,000 | 94 |
| Foreign debt securities | NA | NA |
| Equity securities | $195,000 | 909 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,791,454,000 | 49 |
| Certificates of participation in pools of residential mortgages | $2,216,958,000 | 37 |
| Issued or guaranteed by U.S. | $2,208,445,000 | 37 |
| Privately issued | $8,513,000 | 25 |
| Collaterized mortgage obligations | $1,574,496,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $1,574,496,000 | 13 |
| 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) | $195,000 | 2,588 |
| Available-for-sale securities (fair market value) | $3,878,125,000 | 52 |
| Total debt securities | $3,878,125,000 | 59 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $3,789,066,000 | 62 |
| U.S. Government securities | $1,969,731,000 | 81 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,969,731,000 | 78 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $1,819,143,000 | 30 |
| Privately issued residential mortgage-backed securities | $1,732,622,000 | 13 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $86,521,000 | 87 |
| Foreign debt securities | NA | NA |
| Equity securities | $192,000 | 913 |
| 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 | $3,694,238,000 | 49 |
| Certificates of participation in pools of residential mortgages | $1,973,057,000 | 44 |
| Issued or guaranteed by U.S. | $1,961,616,000 | 44 |
| Privately issued | $11,441,000 | 24 |
| Collaterized mortgage obligations | $1,721,181,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $1,721,181,000 | 13 |
| 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) | $192,000 | 2,635 |
| Available-for-sale securities (fair market value) | $3,788,874,000 | 55 |
| Total debt securities | $3,788,874,000 | 62 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $3,668,367,000 | 63 |
| U.S. Government securities | $1,754,396,000 | 91 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,754,396,000 | 88 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $1,913,796,000 | 29 |
| Privately issued residential mortgage-backed securities | $1,828,280,000 | 11 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $85,516,000 | 91 |
| Foreign debt securities | NA | NA |
| Equity securities | $175,000 | 930 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,574,578,000 | 49 |
| Certificates of participation in pools of residential mortgages | $1,768,636,000 | 54 |
| Issued or guaranteed by U.S. | $1,746,298,000 | 54 |
| Privately issued | $22,338,000 | 17 |
| Collaterized mortgage obligations | $1,805,942,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $1,805,942,000 | 11 |
| 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) | $176,000 | 2,665 |
| Available-for-sale securities (fair market value) | $3,668,191,000 | 55 |
| Total debt securities | $3,668,192,000 | 63 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $3,552,668,000 | 65 |
| U.S. Government securities | $1,555,153,000 | 95 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,555,153,000 | 93 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $1,997,347,000 | 29 |
| Privately issued residential mortgage-backed securities | $1,916,457,000 | 11 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $80,890,000 | 92 |
| Foreign debt securities | NA | NA |
| Equity securities | $168,000 | 937 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,463,491,000 | 48 |
| Certificates of participation in pools of residential mortgages | $1,571,458,000 | 54 |
| Issued or guaranteed by U.S. | $1,547,034,000 | 53 |
| Privately issued | $24,424,000 | 20 |
| Collaterized mortgage obligations | $1,892,033,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $1,892,033,000 | 11 |
| 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) | $168,000 | 2,710 |
| Available-for-sale securities (fair market value) | $3,552,500,000 | 59 |
| Total debt securities | $3,552,500,000 | 65 |
| 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 | $3,770,684,000 | 62 |
| U.S. Government securities | $1,447,838,000 | 95 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,447,838,000 | 91 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $2,322,062,000 | 25 |
| Privately issued residential mortgage-backed securities | $2,244,355,000 | 11 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $77,707,000 | 90 |
| Foreign debt securities | NA | NA |
| Equity securities | $784,000 | 691 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,677,168,000 | 43 |
| Certificates of participation in pools of residential mortgages | $1,461,820,000 | 57 |
| Issued or guaranteed by U.S. | $1,432,813,000 | 56 |
| Privately issued | $29,007,000 | 22 |
| Collaterized mortgage obligations | $2,215,348,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $2,215,348,000 | 12 |
| 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) | $784,000 | 2,317 |
| Available-for-sale securities (fair market value) | $3,769,900,000 | 57 |
| Total debt securities | $3,769,900,000 | 62 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $4,107,118,000 | 59 |
| U.S. Government securities | $1,550,583,000 | 87 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,550,583,000 | 86 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $2,555,714,000 | 22 |
| Privately issued residential mortgage-backed securities | $2,478,978,000 | 12 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $76,736,000 | 85 |
| Foreign debt securities | NA | NA |
| Equity securities | $821,000 | 708 |
| 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 | $4,004,478,000 | 41 |
| Certificates of participation in pools of residential mortgages | $1,567,765,000 | 53 |
| Issued or guaranteed by U.S. | $1,525,500,000 | 53 |
| Privately issued | $42,265,000 | 17 |
| Collaterized mortgage obligations | $2,436,713,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $2,436,713,000 | 12 |
| 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) | $820,000 | 2,356 |
| Available-for-sale securities (fair market value) | $4,106,298,000 | 53 |
| Total debt securities | $4,106,297,000 | 59 |
| 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 | $4,045,679,000 | 59 |
| U.S. Government securities | $1,443,326,000 | 89 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,443,326,000 | 88 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $2,601,812,000 | 19 |
| Privately issued residential mortgage-backed securities | $2,520,768,000 | 11 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $81,044,000 | 80 |
| Foreign debt securities | NA | NA |
| Equity securities | $541,000 | 826 |
| 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 | $3,938,947,000 | 37 |
| Certificates of participation in pools of residential mortgages | $1,480,829,000 | 55 |
| Issued or guaranteed by U.S. | $1,418,179,000 | 55 |
| Privately issued | $62,650,000 | 17 |
| Collaterized mortgage obligations | $2,458,118,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $2,458,118,000 | 11 |
| 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) | $540,000 | 2,548 |
| Available-for-sale securities (fair market value) | $4,045,139,000 | 52 |
| Total debt securities | $4,045,138,000 | 58 |
| 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 | $3,755,647,000 | 65 |
| U.S. Government securities | $1,188,082,000 | 103 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,188,082,000 | 100 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $2,566,374,000 | 26 |
| Privately issued residential mortgage-backed securities | $2,492,470,000 | 13 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $73,904,000 | 86 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,191,000 | 617 |
| 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 | $3,655,364,000 | 41 |
| Certificates of participation in pools of residential mortgages | $1,232,224,000 | 61 |
| Issued or guaranteed by U.S. | $1,162,894,000 | 62 |
| Privately issued | $69,330,000 | 16 |
| Collaterized mortgage obligations | $2,423,140,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $2,423,140,000 | 13 |
| 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) | $1,191,000 | 2,295 |
| Available-for-sale securities (fair market value) | $3,754,456,000 | 58 |
| Total debt securities | $3,754,456,000 | 64 |
| 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 | $3,694,610,000 | 64 |
| U.S. Government securities | $1,103,227,000 | 112 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,103,227,000 | 107 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $2,586,587,000 | 31 |
| Privately issued residential mortgage-backed securities | $2,511,687,000 | 15 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $74,900,000 | 86 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,796,000 | 326 |
| 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 | $3,589,669,000 | 43 |
| Certificates of participation in pools of residential mortgages | $1,155,334,000 | 64 |
| Issued or guaranteed by U.S. | $1,077,982,000 | 63 |
| Privately issued | $77,352,000 | 16 |
| Collaterized mortgage obligations | $2,434,335,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $2,434,335,000 | 15 |
| 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) | $77,351,000 | 259 |
| Available-for-sale securities (fair market value) | $3,617,259,000 | 57 |
| Total debt securities | $3,689,814,000 | 65 |
| 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 | $3,656,286,000 | 65 |
| U.S. Government securities | $1,111,655,000 | 109 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,111,655,000 | 104 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $2,544,036,000 | 26 |
| Privately issued residential mortgage-backed securities | $2,477,426,000 | 14 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $66,610,000 | 98 |
| Foreign debt securities | NA | NA |
| Equity securities | $595,000 | 897 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,563,853,000 | 44 |
| Certificates of participation in pools of residential mortgages | $1,166,834,000 | 64 |
| Issued or guaranteed by U.S. | $1,086,427,000 | 64 |
| Privately issued | $80,407,000 | 18 |
| Collaterized mortgage obligations | $2,397,019,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $2,397,019,000 | 14 |
| 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) | $72,570,000 | 270 |
| Available-for-sale securities (fair market value) | $3,583,716,000 | 56 |
| Total debt securities | $3,655,691,000 | 65 |
| 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 | $3,568,278,000 | 62 |
| U.S. Government securities | $1,080,483,000 | 111 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,080,483,000 | 107 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $2,485,455,000 | 24 |
| Privately issued residential mortgage-backed securities | $2,430,469,000 | 16 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $54,986,000 | 112 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,340,000 | 548 |
| 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 | $3,485,680,000 | 45 |
| Certificates of participation in pools of residential mortgages | $1,139,294,000 | 64 |
| Issued or guaranteed by U.S. | $1,055,211,000 | 67 |
| Privately issued | $84,083,000 | 22 |
| Collaterized mortgage obligations | $2,346,386,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $2,346,386,000 | 15 |
| 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) | $76,144,000 | 251 |
| Available-for-sale securities (fair market value) | $3,492,134,000 | 56 |
| Total debt securities | $3,565,938,000 | 59 |
| 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 | $3,617,490,000 | 59 |
| U.S. Government securities | $1,015,661,000 | 112 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,015,661,000 | 108 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $2,588,921,000 | 24 |
| Privately issued residential mortgage-backed securities | $2,502,827,000 | 18 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $86,094,000 | 74 |
| Foreign debt securities | NA | NA |
| Equity securities | $12,908,000 | 167 |
| 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 | $3,493,111,000 | 42 |
| Certificates of participation in pools of residential mortgages | $1,080,761,000 | 68 |
| Issued or guaranteed by U.S. | $990,284,000 | 70 |
| Privately issued | $90,477,000 | 24 |
| Collaterized mortgage obligations | $2,412,350,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $2,412,350,000 | 17 |
| 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) | $82,641,000 | 234 |
| Available-for-sale securities (fair market value) | $3,534,849,000 | 52 |
| Total debt securities | $3,604,582,000 | 57 |
| 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 | $3,803,278,000 | 54 |
| U.S. Government securities | $1,067,456,000 | 101 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,067,456,000 | 100 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $2,731,405,000 | 22 |
| Privately issued residential mortgage-backed securities | $2,629,654,000 | 20 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $101,751,000 | 63 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,417,000 | 359 |
| 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 | $3,656,993,000 | 40 |
| Certificates of participation in pools of residential mortgages | $1,134,080,000 | 61 |
| Issued or guaranteed by U.S. | $1,027,339,000 | 66 |
| Privately issued | $106,741,000 | 23 |
| Collaterized mortgage obligations | $2,522,913,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $2,522,913,000 | 18 |
| 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) | $98,904,000 | 198 |
| Available-for-sale securities (fair market value) | $3,704,374,000 | 46 |
| Total debt securities | $3,798,861,000 | 54 |
| 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 | $4,090,141,000 | 59 |
| U.S. Government securities | $1,189,732,000 | 95 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,189,732,000 | 95 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $2,893,088,000 | 27 |
| Privately issued residential mortgage-backed securities | $2,790,327,000 | 24 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $102,761,000 | 76 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,321,000 | 351 |
| 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 | $3,874,767,000 | 44 |
| Certificates of participation in pools of residential mortgages | $1,196,989,000 | 63 |
| Issued or guaranteed by U.S. | $1,084,440,000 | 64 |
| Privately issued | $112,549,000 | 24 |
| Collaterized mortgage obligations | $2,677,778,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $2,677,778,000 | 21 |
| 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) | $94,963,000 | 196 |
| Available-for-sale securities (fair market value) | $3,995,178,000 | 49 |
| Total debt securities | $4,082,820,000 | 59 |
| 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 | $4,438,965,000 | 54 |
| U.S. Government securities | $1,304,725,000 | 95 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,304,725,000 | 95 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $3,130,782,000 | 26 |
| Privately issued residential mortgage-backed securities | $3,030,990,000 | 22 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $99,792,000 | 78 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,458,000 | 633 |
| 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 | $4,209,900,000 | 39 |
| Certificates of participation in pools of residential mortgages | $1,293,102,000 | 65 |
| Issued or guaranteed by U.S. | $1,178,910,000 | 64 |
| Privately issued | $114,192,000 | 27 |
| Collaterized mortgage obligations | $2,916,798,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $2,916,798,000 | 21 |
| 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) | $96,604,000 | 185 |
| Available-for-sale securities (fair market value) | $4,342,361,000 | 47 |
| Total debt securities | $4,435,507,000 | 54 |
| 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 | $5,083,129,000 | 50 |
| U.S. Government securities | $1,704,566,000 | 78 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,704,566,000 | 78 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $3,376,459,000 | 26 |
| Privately issued residential mortgage-backed securities | $3,058,574,000 | 24 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $317,885,000 | 25 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,104,000 | 737 |
| 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 | $4,311,328,000 | 39 |
| Certificates of participation in pools of residential mortgages | $1,369,601,000 | 57 |
| Issued or guaranteed by U.S. | $1,252,754,000 | 62 |
| Privately issued | $116,847,000 | 26 |
| Collaterized mortgage obligations | $2,941,727,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $2,941,727,000 | 21 |
| 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) | $99,260,000 | 188 |
| Available-for-sale securities (fair market value) | $4,983,869,000 | 45 |
| Total debt securities | $5,081,025,000 | 50 |
| 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 | $3,561,546,000 | 64 |
| U.S. Government securities | $1,472,753,000 | 96 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,472,753,000 | 93 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $2,084,712,000 | 36 |
| Privately issued residential mortgage-backed securities | $1,794,993,000 | 31 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $289,719,000 | 31 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,081,000 | 524 |
| 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 | $2,792,144,000 | 52 |
| Certificates of participation in pools of residential mortgages | $1,120,843,000 | 64 |
| Issued or guaranteed by U.S. | $997,151,000 | 66 |
| Privately issued | $123,692,000 | 28 |
| Collaterized mortgage obligations | $1,671,301,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $1,671,301,000 | 28 |
| 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) | $106,104,000 | 179 |
| Available-for-sale securities (fair market value) | $3,455,442,000 | 54 |
| Total debt securities | $3,557,465,000 | 63 |
| 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 | $3,593,990,000 | 66 |
| U.S. Government securities | $1,594,502,000 | 90 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,594,502,000 | 89 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $1,994,344,000 | 34 |
| Privately issued residential mortgage-backed securities | $1,894,136,000 | 30 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,208,000 | 75 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,144,000 | 452 |
| 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 | $2,955,961,000 | 52 |
| Certificates of participation in pools of residential mortgages | $1,192,200,000 | 61 |
| Issued or guaranteed by U.S. | $1,061,825,000 | 62 |
| Privately issued | $130,375,000 | 30 |
| Collaterized mortgage obligations | $1,763,761,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $1,763,761,000 | 26 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $112,789,000 | 178 |
| Available-for-sale securities (fair market value) | $3,481,201,000 | 57 |
| Total debt securities | $3,588,846,000 | 65 |
| 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 | $3,859,738,000 | 62 |
| U.S. Government securities | $1,723,212,000 | 86 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,723,212,000 | 85 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $2,129,732,000 | 33 |
| Privately issued residential mortgage-backed securities | $2,028,011,000 | 27 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $101,721,000 | 75 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,794,000 | 372 |
| 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 | $3,186,973,000 | 50 |
| Certificates of participation in pools of residential mortgages | $1,296,104,000 | 56 |
| Issued or guaranteed by U.S. | $1,158,962,000 | 59 |
| Privately issued | $137,142,000 | 29 |
| Collaterized mortgage obligations | $1,890,869,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $1,890,869,000 | 24 |
| 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) | $119,555,000 | 172 |
| Available-for-sale securities (fair market value) | $3,740,183,000 | 54 |
| Total debt securities | $3,852,944,000 | 63 |
| 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 | $4,040,289,000 | 63 |
| U.S. Government securities | $1,796,089,000 | 90 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,796,089,000 | 87 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $2,241,491,000 | 30 |
| Privately issued residential mortgage-backed securities | $2,141,230,000 | 28 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,261,000 | 80 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,709,000 | 673 |
| 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 | $3,355,987,000 | 47 |
| Certificates of participation in pools of residential mortgages | $1,372,635,000 | 53 |
| Issued or guaranteed by U.S. | $1,214,757,000 | 56 |
| Privately issued | $157,878,000 | 24 |
| Collaterized mortgage obligations | $1,983,352,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $1,983,352,000 | 25 |
| 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) | $140,292,000 | 150 |
| Available-for-sale securities (fair market value) | $3,899,997,000 | 55 |
| Total debt securities | $4,037,580,000 | 63 |
| 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 | $4,254,782,000 | 66 |
| U.S. Government securities | $1,902,337,000 | 85 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,902,337,000 | 84 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $2,349,289,000 | 30 |
| Privately issued residential mortgage-backed securities | $2,249,027,000 | 26 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,262,000 | 82 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,156,000 | 622 |
| 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 | $3,530,814,000 | 50 |
| Certificates of participation in pools of residential mortgages | $1,446,523,000 | 55 |
| Issued or guaranteed by U.S. | $1,281,787,000 | 60 |
| Privately issued | $164,736,000 | 25 |
| Collaterized mortgage obligations | $2,084,291,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $2,084,291,000 | 25 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $164,736,000 | 135 |
| Available-for-sale securities (fair market value) | $4,090,046,000 | 58 |
| Total debt securities | $4,251,626,000 | 65 |
| 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 | $4,423,494,000 | 59 |
| U.S. Government securities | $1,983,363,000 | 80 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,983,363,000 | 78 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $2,435,737,000 | 31 |
| Privately issued residential mortgage-backed securities | $2,336,483,000 | 27 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $99,254,000 | 84 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,394,000 | 517 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,682,969,000 | 46 |
| Certificates of participation in pools of residential mortgages | $1,513,871,000 | 52 |
| Issued or guaranteed by U.S. | $1,346,486,000 | 52 |
| Privately issued | $167,385,000 | 24 |
| Collaterized mortgage obligations | $2,169,098,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $2,169,098,000 | 25 |
| 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) | $167,385,000 | 136 |
| Available-for-sale securities (fair market value) | $4,256,109,000 | 52 |
| Total debt securities | $4,419,100,000 | 58 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $4,680,787,000 | 59 |
| U.S. Government securities | $2,150,477,000 | 77 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,150,477,000 | 73 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $2,526,823,000 | 31 |
| Privately issued residential mortgage-backed securities | $2,426,138,000 | 27 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,685,000 | 89 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,487,000 | 601 |
| 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 | $3,867,093,000 | 46 |
| Certificates of participation in pools of residential mortgages | $1,613,449,000 | 47 |
| Issued or guaranteed by U.S. | $1,440,955,000 | 50 |
| Privately issued | $172,494,000 | 25 |
| Collaterized mortgage obligations | $2,253,644,000 | 43 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $2,253,644,000 | 25 |
| 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) | $172,494,000 | 139 |
| Available-for-sale securities (fair market value) | $4,508,293,000 | 50 |
| Total debt securities | $4,677,300,000 | 59 |
| 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 | $4,450,350,000 | 58 |
| U.S. Government securities | $2,046,168,000 | 85 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,046,168,000 | 81 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $2,397,607,000 | 28 |
| Privately issued residential mortgage-backed securities | $2,297,864,000 | 24 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $99,743,000 | 83 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,575,000 | 397 |
| 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 | $3,679,806,000 | 47 |
| Certificates of participation in pools of residential mortgages | $1,534,847,000 | 52 |
| Issued or guaranteed by U.S. | $1,381,942,000 | 54 |
| Privately issued | $152,905,000 | 22 |
| Collaterized mortgage obligations | $2,144,959,000 | 43 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $2,144,959,000 | 25 |
| 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) | $152,906,000 | 153 |
| Available-for-sale securities (fair market value) | $4,297,444,000 | 56 |
| Total debt securities | $4,443,775,000 | 58 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $4,293,378,000 | 58 |
| U.S. Government securities | $1,891,870,000 | 88 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,891,870,000 | 86 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $2,398,829,000 | 26 |
| Privately issued residential mortgage-backed securities | $2,299,575,000 | 21 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $99,254,000 | 80 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,679,000 | 727 |
| 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 | $3,534,655,000 | 47 |
| Certificates of participation in pools of residential mortgages | $1,371,343,000 | 58 |
| Issued or guaranteed by U.S. | $1,235,080,000 | 60 |
| Privately issued | $136,263,000 | 25 |
| Collaterized mortgage obligations | $2,163,312,000 | 43 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $2,163,312,000 | 21 |
| 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) | $136,263,000 | 165 |
| Available-for-sale securities (fair market value) | $4,157,115,000 | 54 |
| Total debt securities | $4,290,699,000 | 58 |
| 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 | $4,129,573,000 | 59 |
| U.S. Government securities | $1,831,638,000 | 93 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,831,638,000 | 91 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $2,294,009,000 | 30 |
| Privately issued residential mortgage-backed securities | $2,195,289,000 | 26 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $98,720,000 | 79 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,926,000 | 608 |
| 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 | $3,387,805,000 | 48 |
| Certificates of participation in pools of residential mortgages | $1,323,382,000 | 63 |
| Issued or guaranteed by U.S. | $1,192,516,000 | 61 |
| Privately issued | $130,866,000 | 24 |
| Collaterized mortgage obligations | $2,064,423,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $2,064,423,000 | 24 |
| 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) | $130,866,000 | 173 |
| Available-for-sale securities (fair market value) | $3,998,707,000 | 53 |
| Total debt securities | $4,125,647,000 | 59 |
| 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 | $4,103,579,000 | 64 |
| U.S. Government securities | $1,839,044,000 | 95 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,839,044,000 | 92 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $2,260,993,000 | 29 |
| Privately issued residential mortgage-backed securities | $2,161,656,000 | 23 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $99,337,000 | 78 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,542,000 | 657 |
| 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 | $3,368,217,000 | 52 |
| Certificates of participation in pools of residential mortgages | $1,323,637,000 | 68 |
| Issued or guaranteed by U.S. | $1,206,561,000 | 71 |
| Privately issued | $117,076,000 | 23 |
| Collaterized mortgage obligations | $2,044,580,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $2,044,580,000 | 23 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-2,378,000 | 8,940 |
| Available-for-sale securities (fair market value) | $4,105,957,000 | 56 |
| Total debt securities | $4,100,037,000 | 64 |
| 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 | $4,227,322,000 | 64 |
| U.S. Government securities | $1,873,663,000 | 98 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,873,663,000 | 93 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $2,326,494,000 | 25 |
| Privately issued residential mortgage-backed securities | $2,227,025,000 | 19 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $99,469,000 | 79 |
| Foreign debt securities | NA | NA |
| Equity securities | $27,165,000 | 135 |
| 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 | $3,459,822,000 | 53 |
| Certificates of participation in pools of residential mortgages | $1,354,161,000 | 72 |
| Issued or guaranteed by U.S. | $1,232,797,000 | 70 |
| Privately issued | $121,364,000 | 22 |
| Collaterized mortgage obligations | $2,105,661,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $2,105,661,000 | 18 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $121,364,000 | 184 |
| Available-for-sale securities (fair market value) | $4,105,958,000 | 57 |
| Total debt securities | $4,200,157,000 | 64 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $3,649,902,000 | 70 |
| U.S. Government securities | $1,523,631,000 | 115 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,523,631,000 | 110 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $2,125,973,000 | 23 |
| Privately issued residential mortgage-backed securities | $2,026,595,000 | 19 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $99,378,000 | 85 |
| Foreign debt securities | NA | NA |
| Equity securities | $298,000 | 1,638 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,945,826,000 | 54 |
| Certificates of participation in pools of residential mortgages | $1,022,590,000 | 83 |
| Issued or guaranteed by U.S. | $919,231,000 | 87 |
| Privately issued | $103,359,000 | 20 |
| Collaterized mortgage obligations | $1,923,236,000 | 43 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $1,923,236,000 | 15 |
| 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) | $103,359,000 | 208 |
| Available-for-sale securities (fair market value) | $3,546,543,000 | 63 |
| Total debt securities | $3,649,604,000 | 68 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $3,601,583,000 | 73 |
| U.S. Government securities | $1,561,368,000 | 115 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,561,368,000 | 110 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $2,040,215,000 | 26 |
| Privately issued residential mortgage-backed securities | $2,040,215,000 | 17 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,971,911,000 | 54 |
| Certificates of participation in pools of residential mortgages | $1,035,530,000 | 86 |
| Issued or guaranteed by U.S. | $931,696,000 | 90 |
| Privately issued | $103,834,000 | 21 |
| Collaterized mortgage obligations | $1,936,381,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $1,936,381,000 | 14 |
| 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) | $103,834,000 | 208 |
| Available-for-sale securities (fair market value) | $3,497,749,000 | 65 |
| Total debt securities | $3,601,583,000 | 73 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $3,104,813,000 | 81 |
| U.S. Government securities | $957,809,000 | 159 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $957,809,000 | 153 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $2,146,704,000 | 27 |
| Privately issued residential mortgage-backed securities | $2,146,704,000 | 18 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $300,000 | 1,721 |
| 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 | $2,478,937,000 | 67 |
| Certificates of participation in pools of residential mortgages | $436,871,000 | 153 |
| Issued or guaranteed by U.S. | $332,233,000 | 183 |
| Privately issued | $104,638,000 | 22 |
| Collaterized mortgage obligations | $2,042,066,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $2,042,066,000 | 17 |
| 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) | $104,641,000 | 205 |
| Available-for-sale securities (fair market value) | $3,000,172,000 | 68 |
| Total debt securities | $3,104,513,000 | 79 |
| 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 | $2,909,219,000 | 88 |
| U.S. Government securities | $2,819,331,000 | 70 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,819,331,000 | 64 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $89,590,000 | 195 |
| Privately issued residential mortgage-backed securities | $89,590,000 | 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 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $298,000 | 1,744 |
| 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 | $2,278,133,000 | 74 |
| Certificates of participation in pools of residential mortgages | $404,728,000 | 165 |
| Issued or guaranteed by U.S. | $315,138,000 | 196 |
| Privately issued | $89,590,000 | 25 |
| Collaterized mortgage obligations | $1,873,405,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $1,873,405,000 | 27 |
| 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) | $89,590,000 | 248 |
| Available-for-sale securities (fair market value) | $2,819,629,000 | 75 |
| Total debt securities | $2,908,921,000 | 88 |
| 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 | $2,748,915,000 | 90 |
| U.S. Government securities | $2,647,401,000 | 76 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,647,401,000 | 72 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $76,012,000 | 221 |
| Privately issued residential mortgage-backed securities | $76,012,000 | 106 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,502,000 | 184 |
| 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 | $2,127,838,000 | 74 |
| Certificates of participation in pools of residential mortgages | $370,278,000 | 168 |
| Issued or guaranteed by U.S. | $294,266,000 | 198 |
| Privately issued | $76,012,000 | 26 |
| Collaterized mortgage obligations | $1,757,560,000 | 44 |
| CMOs issued by government agencies or sponsored agencies | $1,757,560,000 | 30 |
| 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) | $76,012,000 | 278 |
| Available-for-sale securities (fair market value) | $2,672,903,000 | 82 |
| Total debt securities | $2,723,413,000 | 92 |
| 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 | $2,390,305,000 | 105 |
| U.S. Government securities | $2,326,472,000 | 78 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,326,472,000 | 75 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $62,221,000 | 263 |
| Privately issued residential mortgage-backed securities | $62,221,000 | 118 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,612,000 | 1,188 |
| 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 | $1,918,741,000 | 85 |
| Certificates of participation in pools of residential mortgages | $349,403,000 | 167 |
| Issued or guaranteed by U.S. | $287,182,000 | 192 |
| Privately issued | $62,221,000 | 22 |
| Collaterized mortgage obligations | $1,569,338,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,569,338,000 | 37 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $62,221,000 | 339 |
| Available-for-sale securities (fair market value) | $2,328,084,000 | 94 |
| Total debt securities | $2,388,693,000 | 104 |
| 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 | $2,172,178,000 | 113 |
| U.S. Government securities | $2,120,668,000 | 88 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,120,668,000 | 83 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $51,458,000 | 302 |
| Privately issued residential mortgage-backed securities | $51,458,000 | 136 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $52,000 | 2,159 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,749,839,000 | 92 |
| Certificates of participation in pools of residential mortgages | $322,917,000 | 173 |
| Issued or guaranteed by U.S. | $271,459,000 | 191 |
| Privately issued | $51,458,000 | 29 |
| Collaterized mortgage obligations | $1,426,922,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $1,426,922,000 | 35 |
| 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) | $51,458,000 | 420 |
| Available-for-sale securities (fair market value) | $2,120,720,000 | 104 |
| Total debt securities | $2,172,126,000 | 113 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $1,760,353,000 | 131 |
| U.S. Government securities | $1,717,881,000 | 110 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,717,881,000 | 105 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $41,560,000 | 350 |
| Privately issued residential mortgage-backed securities | $41,560,000 | 141 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $912,000 | 1,452 |
| 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 | $1,335,364,000 | 106 |
| Certificates of participation in pools of residential mortgages | $238,972,000 | 212 |
| Issued or guaranteed by U.S. | $197,412,000 | 243 |
| Privately issued | $41,560,000 | 34 |
| Collaterized mortgage obligations | $1,096,392,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $1,096,392,000 | 49 |
| 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) | $41,560,000 | 493 |
| Available-for-sale securities (fair market value) | $1,718,793,000 | 119 |
| Total debt securities | $1,759,441,000 | 132 |
| 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 | $268,010,000 | 457 |
| U.S. Government securities | $217,948,000 | 417 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $217,948,000 | 399 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $50,062,000 | 92 |
| 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 | $197,457,000 | 346 |
| Certificates of participation in pools of residential mortgages | $31,129,000 | 930 |
| Issued or guaranteed by U.S. | $31,129,000 | 922 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $166,328,000 | 206 |
| CMOs issued by government agencies or sponsored agencies | $166,328,000 | 169 |
| 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 | 5,093 |
| Available-for-sale securities (fair market value) | $268,010,000 | 396 |
| Total debt securities | $217,948,000 | 536 |
| 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 | $140,425,000 | 814 |
| U.S. Government securities | $140,298,000 | 614 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $140,298,000 | 567 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $127,000 | 6,506 |
| 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 | $104,204,000 | 472 |
| Certificates of participation in pools of residential mortgages | $23,367,000 | 959 |
| Issued or guaranteed by U.S. | $23,367,000 | 948 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $80,837,000 | 276 |
| CMOs issued by government agencies or sponsored agencies | $80,837,000 | 248 |
| 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 | 5,708 |
| Available-for-sale securities (fair market value) | $140,425,000 | 619 |
| Total debt securities | $140,298,000 | 776 |
| 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 | $108,781,000 | 1,051 |
| U.S. Government securities | $86,831,000 | 996 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $86,831,000 | 906 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $21,950,000 | 279 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $56,911,000 | 780 |
| Certificates of participation in pools of residential mortgages | $17,919,000 | 1,244 |
| Issued or guaranteed by U.S. | $17,919,000 | 1,235 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $38,992,000 | 477 |
| CMOs issued by government agencies or sponsored agencies | $38,992,000 | 420 |
| 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) | $108,781,000 | 818 |
| Total debt securities | $86,831,000 | 1,260 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |