Home > USAA Federal Savings Bank > Securities
USAA Federal Savings Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $53,359,000,000 | 14 |
| U.S. Government securities | $51,518,000,000 | 14 |
| U.S. Treasury securities | $2,750,000,000 | 34 |
| U.S. Government agency obligations | $48,768,000,000 | 12 |
| Securities issued by states & political subdivisions | $20,000,000 | 1,778 |
| Other domestic debt securities | $1,624,000,000 | 43 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $1,624,000,000 | 23 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,186,000,000 | 10 |
| Mortgage-backed securities | $48,768,000,000 | 12 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $34,296,000,000 | 10 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,650,000,000 | 20 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $7,608,000,000 | 5 |
| Other commercial mortgage-backed securities | $2,214,000,000 | 19 |
| Held to maturity securities (book value) | $36,152,000,000 | 11 |
| Available-for-sale securities (fair market value) | $17,010,000,000 | 27 |
| Total debt securities | $53,162,000,000 | 14 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $55,314,000,000 | 15 |
| U.S. Government securities | $53,596,000,000 | 14 |
| U.S. Treasury securities | $4,777,000,000 | 26 |
| U.S. Government agency obligations | $48,819,000,000 | 11 |
| Securities issued by states & political subdivisions | $28,000,000 | 1,408 |
| Other domestic debt securities | $1,589,000,000 | 43 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $1,589,000,000 | 22 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,003,000,000 | 9 |
| Mortgage-backed securities | $48,819,000,000 | 12 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $34,454,000,000 | 10 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,679,000,000 | 21 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $7,524,000,000 | 5 |
| Other commercial mortgage-backed securities | $2,162,000,000 | 19 |
| Held to maturity securities (book value) | $36,586,000,000 | 11 |
| Available-for-sale securities (fair market value) | $18,627,000,000 | 26 |
| Total debt securities | $55,213,000,000 | 15 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $56,826,000,000 | 15 |
| U.S. Government securities | $55,126,000,000 | 15 |
| U.S. Treasury securities | $4,863,000,000 | 25 |
| U.S. Government agency obligations | $50,263,000,000 | 11 |
| Securities issued by states & political subdivisions | $37,000,000 | 1,199 |
| Other domestic debt securities | $1,605,000,000 | 42 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $1,605,000,000 | 21 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,211,000,000 | 9 |
| Mortgage-backed securities | $50,263,000,000 | 12 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $35,726,000,000 | 10 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,727,000,000 | 22 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $7,586,000,000 | 5 |
| Other commercial mortgage-backed securities | $2,224,000,000 | 20 |
| Held to maturity securities (book value) | $37,112,000,000 | 11 |
| Available-for-sale securities (fair market value) | $19,656,000,000 | 25 |
| Total debt securities | $56,768,000,000 | 15 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $58,042,000,000 | 15 |
| U.S. Government securities | $56,336,000,000 | 15 |
| U.S. Treasury securities | $4,902,000,000 | 25 |
| U.S. Government agency obligations | $51,434,000,000 | 11 |
| Securities issued by states & political subdivisions | $40,000,000 | 1,150 |
| Other domestic debt securities | $1,624,000,000 | 45 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $1,624,000,000 | 22 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,304,000,000 | 10 |
| Mortgage-backed securities | $51,434,000,000 | 12 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $36,752,000,000 | 10 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,778,000,000 | 22 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $7,617,000,000 | 5 |
| Other commercial mortgage-backed securities | $2,287,000,000 | 22 |
| Held to maturity securities (book value) | $32,576,000,000 | 11 |
| Available-for-sale securities (fair market value) | $25,424,000,000 | 19 |
| Total debt securities | $58,000,000,000 | 15 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $58,490,000,000 | 15 |
| U.S. Government securities | $56,695,000,000 | 15 |
| U.S. Treasury securities | $4,840,000,000 | 27 |
| U.S. Government agency obligations | $51,855,000,000 | 13 |
| Securities issued by states & political subdivisions | $60,000,000 | 835 |
| Other domestic debt securities | $1,608,000,000 | 46 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $1,608,000,000 | 22 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,135,000,000 | 11 |
| Mortgage-backed securities | $51,855,000,000 | 13 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $37,177,000,000 | 11 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,811,000,000 | 24 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $7,575,000,000 | 5 |
| Other commercial mortgage-backed securities | $2,292,000,000 | 21 |
| Held to maturity securities (book value) | $32,867,000,000 | 12 |
| Available-for-sale securities (fair market value) | $25,496,000,000 | 21 |
| Total debt securities | $58,363,000,000 | 15 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $61,364,000,000 | 15 |
| U.S. Government securities | $59,371,000,000 | 15 |
| U.S. Treasury securities | $6,550,000,000 | 22 |
| U.S. Government agency obligations | $52,821,000,000 | 13 |
| Securities issued by states & political subdivisions | $94,000,000 | 555 |
| Other domestic debt securities | $1,822,000,000 | 41 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $1,822,000,000 | 20 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,502,000,000 | 10 |
| Mortgage-backed securities | $52,821,000,000 | 14 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $37,954,000,000 | 11 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,860,000,000 | 23 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $7,597,000,000 | 5 |
| Other commercial mortgage-backed securities | $2,410,000,000 | 24 |
| Held to maturity securities (book value) | $33,333,000,000 | 12 |
| Available-for-sale securities (fair market value) | $27,954,000,000 | 19 |
| Total debt securities | $61,287,000,000 | 15 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $64,508,000,000 | 15 |
| U.S. Government securities | $64,319,000,000 | 15 |
| U.S. Treasury securities | $6,756,000,000 | 22 |
| U.S. Government agency obligations | $57,563,000,000 | 12 |
| Securities issued by states & political subdivisions | $139,000,000 | 364 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,023,000,000 | 11 |
| Mortgage-backed securities | $57,563,000,000 | 12 |
| Certificates of participation in pools of residential mortgages | $40,408,000,000 | 11 |
| Issued or guaranteed by U.S. | $40,408,000,000 | 11 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $4,918,000,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $4,918,000,000 | 23 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $12,237,000,000 | 9 |
| Commercial mortgage pass-through securities | $7,792,000,000 | 6 |
| Other commercial mortgage-backed securities | $4,445,000,000 | 16 |
| Held to maturity securities (book value) | $26,367,000,000 | 15 |
| Available-for-sale securities (fair market value) | $38,091,000,000 | 17 |
| Total debt securities | $64,458,000,000 | 15 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $63,726,000,000 | 15 |
| U.S. Government securities | $63,439,000,000 | 15 |
| U.S. Treasury securities | $5,416,000,000 | 24 |
| U.S. Government agency obligations | $58,023,000,000 | 12 |
| Securities issued by states & political subdivisions | $153,000,000 | 330 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,114,000,000 | 18 |
| Mortgage-backed securities | $58,023,000,000 | 13 |
| Certificates of participation in pools of residential mortgages | $40,444,000,000 | 11 |
| Issued or guaranteed by U.S. | $40,444,000,000 | 11 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $4,924,000,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $4,924,000,000 | 22 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $12,655,000,000 | 10 |
| Commercial mortgage pass-through securities | $7,958,000,000 | 6 |
| Other commercial mortgage-backed securities | $4,697,000,000 | 16 |
| Held to maturity securities (book value) | $7,253,000,000 | 22 |
| Available-for-sale securities (fair market value) | $56,339,000,000 | 13 |
| Total debt securities | $63,592,000,000 | 15 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $66,652,695,000 | 14 |
| U.S. Government securities | $66,432,040,000 | 14 |
| U.S. Treasury securities | $5,738,303,000 | 22 |
| U.S. Government agency obligations | $60,693,737,000 | 12 |
| Securities issued by states & political subdivisions | $154,714,000 | 341 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,135,000 | 1,792 |
| Mortgage-backed securities | $60,693,737,000 | 13 |
| Certificates of participation in pools of residential mortgages | $41,606,714,000 | 12 |
| Issued or guaranteed by U.S. | $41,606,714,000 | 12 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $5,323,230,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $5,323,230,000 | 23 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $13,763,793,000 | 9 |
| Commercial mortgage pass-through securities | $8,603,697,000 | 6 |
| Other commercial mortgage-backed securities | $5,160,096,000 | 14 |
| Held to maturity securities (book value) | $4,425,723,000 | 25 |
| Available-for-sale securities (fair market value) | $62,161,031,000 | 13 |
| Total debt securities | $66,586,752,000 | 14 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $67,561,741,000 | 14 |
| U.S. Government securities | $67,357,548,000 | 13 |
| U.S. Treasury securities | $6,150,610,000 | 21 |
| U.S. Government agency obligations | $61,206,938,000 | 11 |
| Securities issued by states & political subdivisions | $192,256,000 | 253 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,166,000 | 1,758 |
| Mortgage-backed securities | $61,206,938,000 | 13 |
| Certificates of participation in pools of residential mortgages | $42,380,985,000 | 12 |
| Issued or guaranteed by U.S. | $42,380,985,000 | 12 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $5,027,902,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $5,027,902,000 | 21 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $13,798,051,000 | 9 |
| Commercial mortgage pass-through securities | $8,690,351,000 | 6 |
| Other commercial mortgage-backed securities | $5,107,700,000 | 16 |
| Held to maturity securities (book value) | $2,451,350,000 | 34 |
| Available-for-sale securities (fair market value) | $65,098,454,000 | 13 |
| Total debt securities | $67,549,802,000 | 14 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $66,452,693,000 | 14 |
| U.S. Government securities | $65,856,231,000 | 14 |
| U.S. Treasury securities | $6,470,064,000 | 19 |
| U.S. Government agency obligations | $59,386,167,000 | 12 |
| Securities issued by states & political subdivisions | $246,711,000 | 184 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,806,000 | 1,884 |
| Mortgage-backed securities | $59,386,167,000 | 13 |
| Certificates of participation in pools of residential mortgages | $41,730,563,000 | 12 |
| Issued or guaranteed by U.S. | $41,730,563,000 | 12 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $4,077,406,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $4,077,406,000 | 26 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $13,578,198,000 | 8 |
| Commercial mortgage pass-through securities | $9,044,208,000 | 6 |
| Other commercial mortgage-backed securities | $4,533,990,000 | 18 |
| Held to maturity securities (book value) | $198,952,000 | 150 |
| Available-for-sale securities (fair market value) | $65,903,990,000 | 13 |
| Total debt securities | $66,102,942,000 | 14 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $64,994,672,000 | 15 |
| U.S. Government securities | $64,707,392,000 | 13 |
| U.S. Treasury securities | $7,399,514,000 | 17 |
| U.S. Government agency obligations | $57,307,878,000 | 12 |
| Securities issued by states & political subdivisions | $256,350,000 | 167 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,382,000 | 1,867 |
| Mortgage-backed securities | $57,307,878,000 | 13 |
| Certificates of participation in pools of residential mortgages | $41,280,192,000 | 11 |
| Issued or guaranteed by U.S. | $41,280,192,000 | 11 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $3,245,723,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $3,245,723,000 | 33 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $12,781,963,000 | 9 |
| Commercial mortgage pass-through securities | $8,378,153,000 | 6 |
| Other commercial mortgage-backed securities | $4,403,810,000 | 19 |
| Held to maturity securities (book value) | $209,543,000 | 141 |
| Available-for-sale securities (fair market value) | $64,754,199,000 | 12 |
| Total debt securities | $64,963,740,000 | 15 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $56,293,057,000 | 15 |
| U.S. Government securities | $55,939,080,000 | 14 |
| U.S. Treasury securities | $8,356,820,000 | 17 |
| U.S. Government agency obligations | $47,582,260,000 | 14 |
| Securities issued by states & political subdivisions | $269,687,000 | 155 |
| 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 | $21,575,000 | 1,837 |
| Mortgage-backed securities | $47,582,260,000 | 13 |
| Certificates of participation in pools of residential mortgages | $31,453,707,000 | 11 |
| Issued or guaranteed by U.S. | $31,453,707,000 | 11 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $3,276,781,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $3,276,781,000 | 31 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $12,851,772,000 | 9 |
| Commercial mortgage pass-through securities | $8,385,952,000 | 7 |
| Other commercial mortgage-backed securities | $4,465,820,000 | 19 |
| Held to maturity securities (book value) | $230,321,000 | 120 |
| Available-for-sale securities (fair market value) | $55,978,446,000 | 13 |
| Total debt securities | $56,208,769,000 | 15 |
| 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 | $48,421,537,000 | 16 |
| U.S. Government securities | $48,020,610,000 | 14 |
| U.S. Treasury securities | $7,196,186,000 | 17 |
| U.S. Government agency obligations | $40,824,424,000 | 14 |
| Securities issued by states & political subdivisions | $302,666,000 | 121 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,708,000 | 1,791 |
| Mortgage-backed securities | $40,824,424,000 | 14 |
| Certificates of participation in pools of residential mortgages | $27,351,962,000 | 12 |
| Issued or guaranteed by U.S. | $27,351,962,000 | 12 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,671,568,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $2,671,568,000 | 34 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $10,800,894,000 | 9 |
| Commercial mortgage pass-through securities | $5,209,576,000 | 7 |
| Other commercial mortgage-backed securities | $5,591,318,000 | 13 |
| Held to maturity securities (book value) | $247,351,000 | 113 |
| Available-for-sale securities (fair market value) | $48,075,925,000 | 14 |
| Total debt securities | $48,323,275,000 | 16 |
| 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 | $38,259,192,000 | 17 |
| U.S. Government securities | $37,791,401,000 | 16 |
| U.S. Treasury securities | $6,163,379,000 | 17 |
| U.S. Government agency obligations | $31,628,022,000 | 16 |
| Securities issued by states & political subdivisions | $358,733,000 | 93 |
| Other domestic debt securities | $56,000 | 2,014 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $56,000 | 465 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,822,000 | 1,819 |
| Mortgage-backed securities | $31,381,088,000 | 16 |
| Certificates of participation in pools of residential mortgages | $21,897,921,000 | 13 |
| Issued or guaranteed by U.S. | $21,897,921,000 | 13 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,260,891,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $1,260,891,000 | 55 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $8,222,276,000 | 11 |
| Commercial mortgage pass-through securities | $3,238,726,000 | 9 |
| Other commercial mortgage-backed securities | $4,983,550,000 | 14 |
| Held to maturity securities (book value) | $294,689,000 | 99 |
| Available-for-sale securities (fair market value) | $37,855,501,000 | 17 |
| Total debt securities | $38,150,188,000 | 17 |
| 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 | $32,473,435,000 | 18 |
| U.S. Government securities | $32,075,091,000 | 16 |
| U.S. Treasury securities | $3,208,121,000 | 22 |
| U.S. Government agency obligations | $28,866,970,000 | 18 |
| Securities issued by states & political subdivisions | $358,025,000 | 79 |
| Other domestic debt securities | $5,363,000 | 922 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,363,000 | 259 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,873,000 | 1,755 |
| Mortgage-backed securities | $25,820,652,000 | 19 |
| Certificates of participation in pools of residential mortgages | $18,894,891,000 | 14 |
| Issued or guaranteed by U.S. | $18,894,891,000 | 14 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $126,684,000 | 227 |
| CMOs issued by government agencies or sponsored agencies | $126,684,000 | 214 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $6,799,077,000 | 12 |
| Commercial mortgage pass-through securities | $2,153,758,000 | 12 |
| Other commercial mortgage-backed securities | $4,645,319,000 | 16 |
| Held to maturity securities (book value) | $300,455,000 | 98 |
| Available-for-sale securities (fair market value) | $32,138,024,000 | 17 |
| Total debt securities | $32,438,478,000 | 18 |
| 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 | $31,559,063,000 | 19 |
| U.S. Government securities | $31,077,131,000 | 17 |
| U.S. Treasury securities | $3,147,136,000 | 25 |
| U.S. Government agency obligations | $27,929,995,000 | 17 |
| Securities issued by states & political subdivisions | $359,979,000 | 70 |
| Other domestic debt securities | $7,543,000 | 750 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $7,543,000 | 207 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,907,000 | 1,791 |
| Mortgage-backed securities | $27,929,995,000 | 16 |
| Certificates of participation in pools of residential mortgages | $20,080,915,000 | 12 |
| Issued or guaranteed by U.S. | $20,080,915,000 | 12 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $851,166,000 | 75 |
| CMOs issued by government agencies or sponsored agencies | $851,166,000 | 69 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $6,997,914,000 | 12 |
| Commercial mortgage pass-through securities | $1,696,015,000 | 13 |
| Other commercial mortgage-backed securities | $5,301,899,000 | 12 |
| Held to maturity securities (book value) | $309,685,000 | 95 |
| Available-for-sale securities (fair market value) | $31,134,968,000 | 17 |
| Total debt securities | $31,444,653,000 | 19 |
| 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 | $28,116,406,000 | 20 |
| U.S. Government securities | $27,624,420,000 | 20 |
| U.S. Treasury securities | $1,986,913,000 | 32 |
| U.S. Government agency obligations | $25,637,507,000 | 19 |
| Securities issued by states & political subdivisions | $389,746,000 | 68 |
| Other domestic debt securities | $13,614,000 | 542 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $13,614,000 | 159 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,051,000 | 1,782 |
| Mortgage-backed securities | $25,637,507,000 | 20 |
| Certificates of participation in pools of residential mortgages | $18,864,641,000 | 14 |
| Issued or guaranteed by U.S. | $18,864,641,000 | 14 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,247,854,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $1,247,854,000 | 54 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $5,525,012,000 | 14 |
| Commercial mortgage pass-through securities | $1,219,208,000 | 16 |
| Other commercial mortgage-backed securities | $4,305,804,000 | 13 |
| Held to maturity securities (book value) | $316,100,000 | 102 |
| Available-for-sale securities (fair market value) | $27,711,680,000 | 18 |
| Total debt securities | $28,027,782,000 | 20 |
| 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 | $27,464,885,000 | 20 |
| U.S. Government securities | $26,986,469,000 | 20 |
| U.S. Treasury securities | $6,401,025,000 | 15 |
| U.S. Government agency obligations | $20,585,444,000 | 23 |
| Securities issued by states & political subdivisions | $432,304,000 | 61 |
| Other domestic debt securities | $24,048,000 | 371 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $24,048,000 | 109 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,954,000 | 1,843 |
| Mortgage-backed securities | $20,585,444,000 | 22 |
| Certificates of participation in pools of residential mortgages | $15,135,926,000 | 17 |
| Issued or guaranteed by U.S. | $15,135,926,000 | 17 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,275,834,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $1,275,834,000 | 54 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $4,173,684,000 | 18 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $4,173,684,000 | 13 |
| Held to maturity securities (book value) | $508,416,000 | 85 |
| Available-for-sale securities (fair market value) | $26,934,405,000 | 17 |
| Total debt securities | $27,442,822,000 | 20 |
| 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 | $24,371,589,000 | 24 |
| U.S. Government securities | $23,891,673,000 | 21 |
| U.S. Treasury securities | $6,122,956,000 | 15 |
| U.S. Government agency obligations | $17,768,717,000 | 25 |
| Securities issued by states & political subdivisions | $426,465,000 | 62 |
| Other domestic debt securities | $29,259,000 | 327 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $29,259,000 | 95 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,245,000 | 1,908 |
| Mortgage-backed securities | $17,768,717,000 | 25 |
| Certificates of participation in pools of residential mortgages | $12,687,864,000 | 19 |
| Issued or guaranteed by U.S. | $12,687,864,000 | 19 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,395,545,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $1,395,545,000 | 53 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $3,685,308,000 | 19 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $3,685,308,000 | 14 |
| Held to maturity securities (book value) | $16,142,701,000 | 15 |
| Available-for-sale securities (fair market value) | $8,204,696,000 | 39 |
| Total debt securities | $24,347,397,000 | 24 |
| 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 | $23,403,419,000 | 22 |
| U.S. Government securities | $22,897,264,000 | 20 |
| U.S. Treasury securities | $5,928,601,000 | 15 |
| U.S. Government agency obligations | $16,968,663,000 | 24 |
| Securities issued by states & political subdivisions | $440,974,000 | 64 |
| Other domestic debt securities | $39,459,000 | 270 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $39,459,000 | 82 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $25,722,000 | 24 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,903,000 | 1,018 |
| Mortgage-backed securities | $16,968,663,000 | 24 |
| Certificates of participation in pools of residential mortgages | $12,022,144,000 | 18 |
| Issued or guaranteed by U.S. | $12,022,144,000 | 18 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,475,553,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $1,475,553,000 | 50 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $3,470,966,000 | 19 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $3,470,966,000 | 14 |
| Held to maturity securities (book value) | $16,807,116,000 | 15 |
| Available-for-sale securities (fair market value) | $6,596,303,000 | 43 |
| Total debt securities | $23,377,695,000 | 22 |
| 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 | $23,953,893,000 | 23 |
| U.S. Government securities | $23,426,572,000 | 21 |
| U.S. Treasury securities | $5,860,523,000 | 15 |
| U.S. Government agency obligations | $17,566,049,000 | 24 |
| Securities issued by states & political subdivisions | $462,564,000 | 61 |
| Other domestic debt securities | $45,400,000 | 234 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $45,400,000 | 73 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $19,357,000 | 40 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,810,000 | 1,014 |
| Mortgage-backed securities | $17,566,049,000 | 23 |
| Certificates of participation in pools of residential mortgages | $12,458,367,000 | 18 |
| Issued or guaranteed by U.S. | $12,458,367,000 | 18 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,563,006,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $1,563,006,000 | 47 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $3,544,676,000 | 15 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $3,544,676,000 | 13 |
| Held to maturity securities (book value) | $17,546,424,000 | 14 |
| Available-for-sale securities (fair market value) | $6,407,469,000 | 43 |
| Total debt securities | $23,934,535,000 | 23 |
| 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 | $23,463,060,000 | 23 |
| U.S. Government securities | $22,871,206,000 | 21 |
| U.S. Treasury securities | $5,879,833,000 | 15 |
| U.S. Government agency obligations | $16,991,373,000 | 24 |
| Securities issued by states & political subdivisions | $489,828,000 | 62 |
| Other domestic debt securities | $85,273,000 | 152 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $85,273,000 | 51 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $16,753,000 | 49 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,762,000 | 1,037 |
| Mortgage-backed securities | $16,991,373,000 | 24 |
| Certificates of participation in pools of residential mortgages | $11,742,916,000 | 18 |
| Issued or guaranteed by U.S. | $11,742,916,000 | 18 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,662,129,000 | 44 |
| CMOs issued by government agencies or sponsored agencies | $1,662,129,000 | 41 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $3,586,328,000 | 15 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $3,586,328,000 | 13 |
| Held to maturity securities (book value) | $18,356,228,000 | 14 |
| Available-for-sale securities (fair market value) | $5,106,832,000 | 49 |
| Total debt securities | $23,446,306,000 | 23 |
| 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 | $22,594,068,000 | 24 |
| U.S. Government securities | $21,967,241,000 | 23 |
| U.S. Treasury securities | $5,899,052,000 | 14 |
| U.S. Government agency obligations | $16,068,189,000 | 24 |
| Securities issued by states & political subdivisions | $489,951,000 | 60 |
| Other domestic debt securities | $95,375,000 | 140 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $95,375,000 | 50 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $41,501,000 | 21 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,753,000 | 1,050 |
| Mortgage-backed securities | $16,068,189,000 | 24 |
| Certificates of participation in pools of residential mortgages | $10,695,373,000 | 20 |
| Issued or guaranteed by U.S. | $10,695,373,000 | 20 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,765,211,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $1,765,211,000 | 38 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $3,607,605,000 | 15 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $3,607,605,000 | 13 |
| Held to maturity securities (book value) | $17,591,942,000 | 14 |
| Available-for-sale securities (fair market value) | $5,002,126,000 | 51 |
| Total debt securities | $22,552,566,000 | 24 |
| 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 | $23,045,126,000 | 24 |
| U.S. Government securities | $22,368,085,000 | 22 |
| U.S. Treasury securities | $5,939,332,000 | 15 |
| U.S. Government agency obligations | $16,428,753,000 | 23 |
| Securities issued by states & political subdivisions | $502,574,000 | 62 |
| Other domestic debt securities | $128,007,000 | 113 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $128,007,000 | 40 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $46,460,000 | 38 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,857,000 | 1,063 |
| Mortgage-backed securities | $16,428,753,000 | 23 |
| Certificates of participation in pools of residential mortgages | $10,918,317,000 | 20 |
| Issued or guaranteed by U.S. | $10,918,317,000 | 20 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,863,182,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $1,863,182,000 | 38 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $3,647,254,000 | 16 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $3,647,254,000 | 13 |
| Held to maturity securities (book value) | $18,146,190,000 | 14 |
| Available-for-sale securities (fair market value) | $4,898,936,000 | 51 |
| Total debt securities | $22,998,665,000 | 24 |
| 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 | $22,047,663,000 | 24 |
| U.S. Government securities | $21,347,973,000 | 23 |
| U.S. Treasury securities | $5,975,709,000 | 15 |
| U.S. Government agency obligations | $15,372,264,000 | 25 |
| Securities issued by states & political subdivisions | $518,589,000 | 60 |
| Other domestic debt securities | $154,328,000 | 101 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $144,335,000 | 36 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $9,993,000 | 435 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $26,773,000 | 59 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,148,000 | 1,075 |
| Mortgage-backed securities | $15,372,264,000 | 25 |
| Certificates of participation in pools of residential mortgages | $9,693,750,000 | 21 |
| Issued or guaranteed by U.S. | $9,693,750,000 | 21 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,973,383,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $1,973,383,000 | 35 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $3,705,131,000 | 17 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $3,705,131,000 | 11 |
| Held to maturity securities (book value) | $17,280,372,000 | 14 |
| Available-for-sale securities (fair market value) | $4,767,291,000 | 50 |
| Total debt securities | $22,020,892,000 | 24 |
| 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 | $20,986,059,000 | 24 |
| U.S. Government securities | $20,196,542,000 | 23 |
| U.S. Treasury securities | $5,988,688,000 | 16 |
| U.S. Government agency obligations | $14,207,854,000 | 25 |
| Securities issued by states & political subdivisions | $531,073,000 | 58 |
| Other domestic debt securities | $231,782,000 | 83 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $221,799,000 | 31 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $9,983,000 | 445 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $26,662,000 | 63 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,230,000 | 926 |
| Mortgage-backed securities | $14,207,854,000 | 26 |
| Certificates of participation in pools of residential mortgages | $8,379,797,000 | 25 |
| Issued or guaranteed by U.S. | $8,379,797,000 | 25 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,091,059,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $2,091,059,000 | 35 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $3,736,998,000 | 16 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $3,736,998,000 | 11 |
| Held to maturity securities (book value) | $16,364,258,000 | 14 |
| Available-for-sale securities (fair market value) | $4,621,801,000 | 51 |
| Total debt securities | $20,959,397,000 | 24 |
| 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 | $19,835,022,000 | 24 |
| U.S. Government securities | $18,995,854,000 | 23 |
| U.S. Treasury securities | $6,032,892,000 | 15 |
| U.S. Government agency obligations | $12,962,962,000 | 28 |
| Securities issued by states & political subdivisions | $541,145,000 | 55 |
| Other domestic debt securities | $272,583,000 | 75 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $262,611,000 | 31 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $9,972,000 | 448 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $25,440,000 | 61 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,339,000 | 944 |
| Mortgage-backed securities | $12,962,962,000 | 27 |
| Certificates of participation in pools of residential mortgages | $6,909,597,000 | 28 |
| Issued or guaranteed by U.S. | $6,909,597,000 | 27 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,206,341,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $2,206,341,000 | 33 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $3,847,024,000 | 16 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $3,847,024,000 | 11 |
| Held to maturity securities (book value) | $15,468,637,000 | 14 |
| Available-for-sale securities (fair market value) | $4,366,385,000 | 51 |
| Total debt securities | $19,809,581,000 | 24 |
| 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 | $18,892,627,000 | 24 |
| U.S. Government securities | $17,931,821,000 | 24 |
| U.S. Treasury securities | $5,929,938,000 | 16 |
| U.S. Government agency obligations | $12,001,883,000 | 28 |
| Securities issued by states & political subdivisions | $555,345,000 | 52 |
| Other domestic debt securities | $379,326,000 | 62 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $369,364,000 | 29 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $9,962,000 | 433 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $26,135,000 | 63 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,364,000 | 926 |
| Mortgage-backed securities | $11,697,949,000 | 27 |
| Certificates of participation in pools of residential mortgages | $5,828,196,000 | 28 |
| Issued or guaranteed by U.S. | $5,828,196,000 | 28 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,325,323,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $2,325,323,000 | 33 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $3,544,430,000 | 16 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $3,544,430,000 | 10 |
| Held to maturity securities (book value) | $14,826,859,000 | 14 |
| Available-for-sale securities (fair market value) | $4,065,768,000 | 53 |
| Total debt securities | $18,866,489,000 | 24 |
| 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 | $18,003,402,000 | 24 |
| U.S. Government securities | $16,923,434,000 | 23 |
| U.S. Treasury securities | $6,148,773,000 | 15 |
| U.S. Government agency obligations | $10,774,661,000 | 29 |
| Securities issued by states & political subdivisions | $579,765,000 | 49 |
| Other domestic debt securities | $471,190,000 | 51 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $461,239,000 | 25 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $9,951,000 | 435 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $29,013,000 | 64 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,919,000 | 927 |
| Mortgage-backed securities | $10,470,796,000 | 29 |
| Certificates of participation in pools of residential mortgages | $4,764,202,000 | 29 |
| Issued or guaranteed by U.S. | $4,764,202,000 | 28 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,455,272,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $2,455,272,000 | 33 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $3,251,322,000 | 17 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $3,251,322,000 | 11 |
| Held to maturity securities (book value) | $14,164,362,000 | 14 |
| Available-for-sale securities (fair market value) | $3,839,040,000 | 55 |
| Total debt securities | $17,974,392,000 | 24 |
| 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 | $17,205,413,000 | 24 |
| U.S. Government securities | $16,005,826,000 | 23 |
| U.S. Treasury securities | $6,242,302,000 | 14 |
| U.S. Government agency obligations | $9,763,524,000 | 30 |
| Securities issued by states & political subdivisions | $617,919,000 | 45 |
| Other domestic debt securities | $554,101,000 | 44 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $544,160,000 | 23 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $9,941,000 | 435 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $27,567,000 | 64 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,250,000 | 945 |
| Mortgage-backed securities | $9,459,727,000 | 31 |
| Certificates of participation in pools of residential mortgages | $3,644,643,000 | 31 |
| Issued or guaranteed by U.S. | $3,644,643,000 | 30 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,600,279,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $2,600,279,000 | 34 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $3,214,805,000 | 17 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $3,214,805,000 | 12 |
| Held to maturity securities (book value) | $13,648,609,000 | 14 |
| Available-for-sale securities (fair market value) | $3,556,804,000 | 58 |
| Total debt securities | $17,177,848,000 | 24 |
| 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 | $16,893,962,000 | 24 |
| U.S. Government securities | $15,639,363,000 | 24 |
| U.S. Treasury securities | $6,271,029,000 | 14 |
| U.S. Government agency obligations | $9,368,334,000 | 30 |
| Securities issued by states & political subdivisions | $628,923,000 | 41 |
| Other domestic debt securities | $608,097,000 | 42 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $598,166,000 | 22 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $9,931,000 | 437 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $17,579,000 | 90 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,042,000 | 953 |
| Mortgage-backed securities | $9,004,579,000 | 32 |
| Certificates of participation in pools of residential mortgages | $3,004,960,000 | 36 |
| Issued or guaranteed by U.S. | $3,004,960,000 | 35 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,735,007,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $2,735,007,000 | 33 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $3,264,612,000 | 17 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $3,264,612,000 | 12 |
| Held to maturity securities (book value) | $13,668,696,000 | 14 |
| Available-for-sale securities (fair market value) | $3,225,266,000 | 60 |
| Total debt securities | $16,876,385,000 | 24 |
| 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 | $16,028,248,000 | 25 |
| U.S. Government securities | $14,652,228,000 | 25 |
| U.S. Treasury securities | $6,570,776,000 | 12 |
| U.S. Government agency obligations | $8,081,452,000 | 34 |
| Securities issued by states & political subdivisions | $639,764,000 | 39 |
| Other domestic debt securities | $715,765,000 | 40 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $705,844,000 | 20 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $9,921,000 | 424 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $20,491,000 | 78 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,937,000 | 978 |
| Mortgage-backed securities | $7,717,532,000 | 36 |
| Certificates of participation in pools of residential mortgages | $1,511,288,000 | 59 |
| Issued or guaranteed by U.S. | $1,511,288,000 | 57 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,863,723,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $2,863,723,000 | 32 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $3,342,521,000 | 15 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $3,342,521,000 | 10 |
| Held to maturity securities (book value) | $13,151,284,000 | 14 |
| Available-for-sale securities (fair market value) | $2,876,964,000 | 66 |
| Total debt securities | $16,007,755,000 | 25 |
| 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 | $15,701,672,000 | 25 |
| U.S. Government securities | $14,297,432,000 | 25 |
| U.S. Treasury securities | $6,650,037,000 | 11 |
| U.S. Government agency obligations | $7,647,395,000 | 36 |
| Securities issued by states & political subdivisions | $645,071,000 | 39 |
| Other domestic debt securities | $737,536,000 | 40 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $727,625,000 | 19 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $9,911,000 | 429 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $21,633,000 | 79 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,935,000 | 988 |
| Mortgage-backed securities | $7,233,282,000 | 38 |
| Certificates of participation in pools of residential mortgages | $861,050,000 | 78 |
| Issued or guaranteed by U.S. | $861,050,000 | 77 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $3,000,830,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $3,000,830,000 | 32 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $3,371,402,000 | 14 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $3,371,402,000 | 9 |
| Held to maturity securities (book value) | $13,095,482,000 | 14 |
| Available-for-sale securities (fair market value) | $2,606,190,000 | 70 |
| Total debt securities | $15,680,040,000 | 25 |
| 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 | $15,637,216,000 | 26 |
| U.S. Government securities | $14,159,804,000 | 26 |
| U.S. Treasury securities | $6,773,292,000 | 10 |
| U.S. Government agency obligations | $7,386,512,000 | 36 |
| Securities issued by states & political subdivisions | $653,677,000 | 37 |
| Other domestic debt securities | $772,737,000 | 40 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $762,837,000 | 19 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $9,900,000 | 413 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $50,998,000 | 38 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,931,000 | 991 |
| Mortgage-backed securities | $6,972,133,000 | 37 |
| Certificates of participation in pools of residential mortgages | $394,009,000 | 131 |
| Issued or guaranteed by U.S. | $394,009,000 | 130 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,163,533,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $3,163,533,000 | 32 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $3,414,591,000 | 14 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $3,414,591,000 | 9 |
| Held to maturity securities (book value) | $13,328,284,000 | 14 |
| Available-for-sale securities (fair market value) | $2,308,932,000 | 79 |
| Total debt securities | $15,586,219,000 | 26 |
| 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 | $15,886,692,000 | 25 |
| U.S. Government securities | $14,370,132,000 | 25 |
| U.S. Treasury securities | $6,786,178,000 | 10 |
| U.S. Government agency obligations | $7,583,954,000 | 36 |
| Securities issued by states & political subdivisions | $667,529,000 | 36 |
| Other domestic debt securities | $830,198,000 | 37 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $820,308,000 | 19 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $9,890,000 | 413 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $18,833,000 | 89 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,929,000 | 1,012 |
| Mortgage-backed securities | $7,169,308,000 | 37 |
| Certificates of participation in pools of residential mortgages | $416,447,000 | 129 |
| Issued or guaranteed by U.S. | $416,447,000 | 128 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $3,315,783,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $3,315,783,000 | 30 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $3,437,078,000 | 15 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $3,437,078,000 | 9 |
| Held to maturity securities (book value) | $13,899,581,000 | 13 |
| Available-for-sale securities (fair market value) | $1,987,111,000 | 87 |
| Total debt securities | $15,867,862,000 | 25 |
| 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 | $16,155,787,000 | 23 |
| U.S. Government securities | $14,540,031,000 | 24 |
| U.S. Treasury securities | $6,671,102,000 | 10 |
| U.S. Government agency obligations | $7,868,929,000 | 33 |
| Securities issued by states & political subdivisions | $681,148,000 | 31 |
| Other domestic debt securities | $906,218,000 | 36 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $896,338,000 | 18 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $9,880,000 | 415 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $28,390,000 | 66 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,925,000 | 1,004 |
| Mortgage-backed securities | $7,354,068,000 | 36 |
| Certificates of participation in pools of residential mortgages | $435,198,000 | 127 |
| Issued or guaranteed by U.S. | $435,198,000 | 126 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,447,468,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $3,447,468,000 | 29 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $3,471,402,000 | 14 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $3,471,402,000 | 8 |
| Held to maturity securities (book value) | $14,477,577,000 | 12 |
| Available-for-sale securities (fair market value) | $1,678,210,000 | 91 |
| Total debt securities | $16,127,397,000 | 23 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $16,327,247,000 | 24 |
| U.S. Government securities | $14,652,702,000 | 24 |
| U.S. Treasury securities | $6,573,919,000 | 10 |
| U.S. Government agency obligations | $8,078,783,000 | 32 |
| Securities issued by states & political subdivisions | $691,652,000 | 30 |
| Other domestic debt securities | $961,630,000 | 38 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $951,760,000 | 18 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $9,870,000 | 418 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $21,263,000 | 85 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,922,000 | 1,001 |
| Mortgage-backed securities | $7,513,708,000 | 35 |
| Certificates of participation in pools of residential mortgages | $452,438,000 | 117 |
| Issued or guaranteed by U.S. | $452,438,000 | 116 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $3,587,645,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $3,587,645,000 | 28 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $3,473,625,000 | 13 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $3,473,625,000 | 8 |
| Held to maturity securities (book value) | $14,972,982,000 | 12 |
| Available-for-sale securities (fair market value) | $1,354,265,000 | 116 |
| Total debt securities | $16,305,986,000 | 24 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $16,008,550,000 | 25 |
| U.S. Government securities | $14,301,689,000 | 23 |
| U.S. Treasury securities | $6,391,022,000 | 8 |
| U.S. Government agency obligations | $7,910,667,000 | 33 |
| Securities issued by states & political subdivisions | $669,748,000 | 32 |
| Other domestic debt securities | $1,020,671,000 | 39 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $1,010,811,000 | 21 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $9,860,000 | 432 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $16,442,000 | 105 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,918,000 | 1,003 |
| Mortgage-backed securities | $7,245,131,000 | 38 |
| Certificates of participation in pools of residential mortgages | $475,769,000 | 114 |
| Issued or guaranteed by U.S. | $475,769,000 | 113 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,740,786,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $3,740,786,000 | 27 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $3,028,576,000 | 15 |
| Commercial mortgage pass-through securities | $249,319,000 | 21 |
| Other commercial mortgage-backed securities | $2,779,257,000 | 10 |
| Held to maturity securities (book value) | $14,800,586,000 | 10 |
| Available-for-sale securities (fair market value) | $1,207,964,000 | 123 |
| Total debt securities | $15,992,107,000 | 25 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $13,909,365,000 | 24 |
| U.S. Government securities | $12,019,026,000 | 23 |
| U.S. Treasury securities | $5,140,348,000 | 8 |
| U.S. Government agency obligations | $6,878,678,000 | 36 |
| Securities issued by states & political subdivisions | $712,138,000 | 30 |
| Other domestic debt securities | $1,139,594,000 | 38 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $1,129,744,000 | 20 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $9,850,000 | 441 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $38,607,000 | 48 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,915,000 | 1,011 |
| Mortgage-backed securities | $6,212,487,000 | 39 |
| Certificates of participation in pools of residential mortgages | $494,485,000 | 107 |
| Issued or guaranteed by U.S. | $494,485,000 | 106 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $3,880,715,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $3,880,715,000 | 27 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $1,837,287,000 | 21 |
| Commercial mortgage pass-through securities | $236,396,000 | 20 |
| Other commercial mortgage-backed securities | $1,600,891,000 | 18 |
| Held to maturity securities (book value) | $13,870,758,000 | 11 |
| Available-for-sale securities (fair market value) | $38,607,000 | 2,920 |
| Total debt securities | $13,870,758,000 | 24 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $11,470,068,000 | 27 |
| U.S. Government securities | $9,524,412,000 | 26 |
| U.S. Treasury securities | $3,105,429,000 | 8 |
| U.S. Government agency obligations | $6,418,983,000 | 38 |
| Securities issued by states & political subdivisions | $661,799,000 | 34 |
| Other domestic debt securities | $1,219,351,000 | 37 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $1,209,510,000 | 20 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $9,841,000 | 461 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $64,506,000 | 37 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,985,000 | 994 |
| Mortgage-backed securities | $5,752,140,000 | 39 |
| Certificates of participation in pools of residential mortgages | $508,088,000 | 106 |
| Issued or guaranteed by U.S. | $508,088,000 | 104 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $4,009,282,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $4,009,282,000 | 27 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $1,234,770,000 | 24 |
| Commercial mortgage pass-through securities | $266,806,000 | 19 |
| Other commercial mortgage-backed securities | $967,964,000 | 20 |
| Held to maturity securities (book value) | $11,405,562,000 | 12 |
| Available-for-sale securities (fair market value) | $64,506,000 | 1,975 |
| Total debt securities | $11,405,562,000 | 28 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $10,961,682,000 | 28 |
| U.S. Government securities | $9,135,049,000 | 26 |
| U.S. Treasury securities | $3,110,873,000 | 7 |
| U.S. Government agency obligations | $6,024,176,000 | 38 |
| Securities issued by states & political subdivisions | $536,154,000 | 42 |
| Other domestic debt securities | $1,290,479,000 | 33 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $1,280,647,000 | 19 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $9,832,000 | 473 |
| 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 | $59,988,000 | 974 |
| Mortgage-backed securities | $5,356,680,000 | 42 |
| Certificates of participation in pools of residential mortgages | $521,951,000 | 106 |
| Issued or guaranteed by U.S. | $521,951,000 | 105 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $4,146,632,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $4,146,632,000 | 25 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $688,097,000 | 26 |
| Commercial mortgage pass-through securities | $688,097,000 | 10 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $10,961,682,000 | 10 |
| Available-for-sale securities (fair market value) | $0 | 6,372 |
| Total debt securities | $10,961,682,000 | 28 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $10,669,071,000 | 29 |
| U.S. Government securities | $9,317,556,000 | 25 |
| U.S. Treasury securities | $3,191,282,000 | 8 |
| U.S. Government agency obligations | $6,126,274,000 | 36 |
| Securities issued by states & political subdivisions | $418,844,000 | 51 |
| Other domestic debt securities | $932,671,000 | 40 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $922,849,000 | 21 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $9,822,000 | 470 |
| 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 | $59,989,000 | 955 |
| Mortgage-backed securities | $5,458,129,000 | 41 |
| Certificates of participation in pools of residential mortgages | $534,853,000 | 106 |
| Issued or guaranteed by U.S. | $534,853,000 | 105 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,305,041,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $4,305,041,000 | 25 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $618,235,000 | 26 |
| Commercial mortgage pass-through securities | $618,235,000 | 11 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $10,669,071,000 | 7 |
| Available-for-sale securities (fair market value) | $0 | 6,421 |
| Total debt securities | $10,669,071,000 | 29 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $16,000 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $10,557,358,000 | 31 |
| U.S. Government securities | $9,475,822,000 | 28 |
| U.S. Treasury securities | $3,196,702,000 | 9 |
| U.S. Government agency obligations | $6,279,120,000 | 36 |
| Securities issued by states & political subdivisions | $351,769,000 | 57 |
| Other domestic debt securities | $729,767,000 | 42 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $719,955,000 | 22 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $9,812,000 | 474 |
| 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 | $9,902,000 | 3,329 |
| Mortgage-backed securities | $5,610,327,000 | 40 |
| Certificates of participation in pools of residential mortgages | $528,531,000 | 104 |
| Issued or guaranteed by U.S. | $528,531,000 | 103 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,460,699,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $4,460,699,000 | 24 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $621,097,000 | 26 |
| Commercial mortgage pass-through securities | $621,097,000 | 10 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $10,557,358,000 | 7 |
| Available-for-sale securities (fair market value) | $0 | 6,494 |
| Total debt securities | $10,557,358,000 | 31 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $17,000 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $10,158,338,000 | 31 |
| U.S. Government securities | $8,963,022,000 | 29 |
| U.S. Treasury securities | $3,302,074,000 | 9 |
| U.S. Government agency obligations | $5,660,948,000 | 39 |
| Securities issued by states & political subdivisions | $357,827,000 | 54 |
| Other domestic debt securities | $837,489,000 | 41 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $827,686,000 | 21 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $9,803,000 | 457 |
| 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 | $9,897,000 | 3,311 |
| Mortgage-backed securities | $4,991,509,000 | 44 |
| Certificates of participation in pools of residential mortgages | $526,347,000 | 108 |
| Issued or guaranteed by U.S. | $526,347,000 | 107 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $3,841,050,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $3,841,050,000 | 26 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $624,112,000 | 25 |
| Commercial mortgage pass-through securities | $624,112,000 | 10 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $10,158,338,000 | 7 |
| Available-for-sale securities (fair market value) | $0 | 6,540 |
| Total debt securities | $10,158,338,000 | 31 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $18,000 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $8,572,837,000 | 42 |
| U.S. Government securities | $6,945,890,000 | 34 |
| U.S. Treasury securities | $3,307,539,000 | 8 |
| U.S. Government agency obligations | $3,638,351,000 | 49 |
| Securities issued by states & political subdivisions | $312,650,000 | 60 |
| Other domestic debt securities | $1,314,297,000 | 36 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $884,545,000 | 20 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $429,752,000 | 24 |
| 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 | $9,891,000 | 3,337 |
| Mortgage-backed securities | $2,968,268,000 | 54 |
| Certificates of participation in pools of residential mortgages | $665,617,000 | 93 |
| Issued or guaranteed by U.S. | $665,617,000 | 91 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,973,484,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $1,973,484,000 | 38 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $329,167,000 | 37 |
| Commercial mortgage pass-through securities | $329,167,000 | 15 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $8,572,837,000 | 8 |
| Available-for-sale securities (fair market value) | $0 | 6,625 |
| Total debt securities | $8,572,837,000 | 42 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $19,000 | 222 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $6,635,727,000 | 47 |
| U.S. Government securities | $4,766,442,000 | 45 |
| U.S. Treasury securities | $2,731,178,000 | 9 |
| U.S. Government agency obligations | $2,035,264,000 | 76 |
| Securities issued by states & political subdivisions | $315,615,000 | 56 |
| Other domestic debt securities | $1,553,670,000 | 33 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $1,023,938,000 | 18 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $529,732,000 | 21 |
| 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 | $9,983,000 | 3,344 |
| Mortgage-backed securities | $1,329,556,000 | 97 |
| Certificates of participation in pools of residential mortgages | $629,583,000 | 98 |
| Issued or guaranteed by U.S. | $629,583,000 | 97 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $494,858,000 | 105 |
| CMOs issued by government agencies or sponsored agencies | $494,858,000 | 90 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $205,115,000 | 40 |
| Commercial mortgage pass-through securities | $205,115,000 | 17 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $6,635,727,000 | 9 |
| Available-for-sale securities (fair market value) | $0 | 6,685 |
| Total debt securities | $6,635,727,000 | 46 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $21,000 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $8,589,252,000 | 40 |
| U.S. Government securities | $2,541,145,000 | 68 |
| U.S. Treasury securities | $1,032,365,000 | 17 |
| U.S. Government agency obligations | $1,508,780,000 | 99 |
| Securities issued by states & political subdivisions | $302,947,000 | 55 |
| Other domestic debt securities | $4,745,160,000 | 15 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $4,015,472,000 | 11 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $729,688,000 | 15 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $1,000,000,000 | 2 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,000,000 | 3,374 |
| Mortgage-backed securities | $802,465,000 | 137 |
| Certificates of participation in pools of residential mortgages | $370,710,000 | 153 |
| Issued or guaranteed by U.S. | $370,710,000 | 152 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $301,044,000 | 158 |
| CMOs issued by government agencies or sponsored agencies | $301,044,000 | 144 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $130,711,000 | 44 |
| Commercial mortgage pass-through securities | $130,711,000 | 16 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $7,589,252,000 | 8 |
| Available-for-sale securities (fair market value) | $1,000,000,000 | 149 |
| Total debt securities | $7,589,252,000 | 42 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $22,000 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $4,976,516,000 | 51 |
| U.S. Government securities | $2,122,678,000 | 78 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,122,678,000 | 77 |
| Securities issued by states & political subdivisions | $240,139,000 | 69 |
| Other domestic debt securities | $2,614,738,000 | 20 |
| Privately issued residential mortgage-backed securities | $113,092,000 | 63 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,763,000 | 459 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $1,039,000 | 14 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $466,516,000 | 193 |
| Certificates of participation in pools of residential mortgages | $353,424,000 | 148 |
| Issued or guaranteed by U.S. | $353,424,000 | 148 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $113,092,000 | 332 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $113,092,000 | 63 |
| 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) | $4,976,516,000 | 10 |
| Available-for-sale securities (fair market value) | $0 | 6,765 |
| Total debt securities | $4,977,555,000 | 51 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $1,039,000 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $7,398,604,000 | 40 |
| U.S. Government securities | $2,455,159,000 | 67 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,455,159,000 | 66 |
| Securities issued by states & political subdivisions | $213,788,000 | 78 |
| Other domestic debt securities | $3,030,136,000 | 20 |
| Privately issued residential mortgage-backed securities | $107,454,000 | 74 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,754,000 | 435 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,700,000,000 | 2 |
| Assets held in trading accounts for TFR Reporters | $479,000 | 17 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $435,514,000 | 209 |
| Certificates of participation in pools of residential mortgages | $328,060,000 | 152 |
| Issued or guaranteed by U.S. | $328,060,000 | 151 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $107,454,000 | 335 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $107,454,000 | 73 |
| 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) | $7,398,604,000 | 8 |
| Available-for-sale securities (fair market value) | $0 | 6,827 |
| Total debt securities | $5,699,083,000 | 47 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $479,000 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $8,932,833,000 | 32 |
| U.S. Government securities | $4,261,078,000 | 45 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,261,078,000 | 44 |
| Securities issued by states & political subdivisions | $137,204,000 | 127 |
| Other domestic debt securities | $3,821,798,000 | 16 |
| Privately issued residential mortgage-backed securities | $157,117,000 | 61 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,744,000 | 393 |
| Foreign debt securities | NA | NA |
| Equity securities | $713,000,000 | 5 |
| Assets held in trading accounts for TFR Reporters | $247,000 | 16 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $457,587,000 | 203 |
| Certificates of participation in pools of residential mortgages | $300,470,000 | 164 |
| Issued or guaranteed by U.S. | $300,470,000 | 163 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $157,117,000 | 237 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $157,117,000 | 60 |
| 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) | $8,932,833,000 | 6 |
| Available-for-sale securities (fair market value) | $0 | 6,900 |
| Total debt securities | $8,220,080,000 | 35 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $247,000 | 185 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $9,134,101,000 | 30 |
| U.S. Government securities | $4,705,277,000 | 42 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,705,277,000 | 41 |
| Securities issued by states & political subdivisions | $150,067,000 | 115 |
| Other domestic debt securities | $3,818,986,000 | 14 |
| Privately issued residential mortgage-backed securities | $193,530,000 | 53 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,735,000 | 394 |
| Foreign debt securities | NA | NA |
| Equity securities | $460,000,000 | 8 |
| Assets held in trading accounts for TFR Reporters | $229,000 | 18 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $492,016,000 | 189 |
| Certificates of participation in pools of residential mortgages | $298,486,000 | 161 |
| Issued or guaranteed by U.S. | $298,486,000 | 160 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $193,530,000 | 203 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $193,530,000 | 51 |
| 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) | $9,134,101,000 | 6 |
| Available-for-sale securities (fair market value) | $0 | 6,957 |
| Total debt securities | $8,674,330,000 | 31 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $229,000 | 180 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $6,963,487,000 | 39 |
| U.S. Government securities | $1,596,142,000 | 90 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,596,142,000 | 89 |
| Securities issued by states & political subdivisions | $150,078,000 | 113 |
| Other domestic debt securities | $3,417,436,000 | 16 |
| Privately issued residential mortgage-backed securities | $237,248,000 | 51 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,727,000 | 384 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,800,000,000 | 3 |
| Assets held in trading accounts for TFR Reporters | $169,000 | 18 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $527,319,000 | 166 |
| Certificates of participation in pools of residential mortgages | $290,071,000 | 160 |
| Issued or guaranteed by U.S. | $290,071,000 | 159 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $237,248,000 | 171 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $237,248,000 | 49 |
| 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) | $6,963,487,000 | 6 |
| Available-for-sale securities (fair market value) | $0 | 7,005 |
| Total debt securities | $5,163,656,000 | 53 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $169,000 | 184 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $4,733,107,000 | 54 |
| U.S. Government securities | $1,278,659,000 | 107 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,278,659,000 | 101 |
| Securities issued by states & political subdivisions | $152,289,000 | 106 |
| Other domestic debt securities | $2,927,226,000 | 19 |
| Privately issued residential mortgage-backed securities | $271,525,000 | 48 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $375,005,000 | 9 |
| Assets held in trading accounts for TFR Reporters | $72,000 | 18 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $550,946,000 | 157 |
| Certificates of participation in pools of residential mortgages | $279,421,000 | 159 |
| Issued or guaranteed by U.S. | $279,421,000 | 158 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $271,525,000 | 141 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $271,525,000 | 46 |
| 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) | $4,733,107,000 | 7 |
| Available-for-sale securities (fair market value) | $0 | 7,084 |
| Total debt securities | $4,358,174,000 | 58 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $72,000 | 194 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $4,358,165,000 | 57 |
| U.S. Government securities | $1,379,600,000 | 97 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,379,600,000 | 95 |
| Securities issued by states & political subdivisions | $152,300,000 | 100 |
| Other domestic debt securities | $2,628,292,000 | 21 |
| Privately issued residential mortgage-backed securities | $306,198,000 | 46 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $198,005,000 | 15 |
| Assets held in trading accounts for TFR Reporters | $32,000 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $526,819,000 | 158 |
| Certificates of participation in pools of residential mortgages | $220,621,000 | 192 |
| Issued or guaranteed by U.S. | $220,621,000 | 190 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $306,198,000 | 127 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $306,198,000 | 43 |
| 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) | $4,358,165,000 | 7 |
| Available-for-sale securities (fair market value) | $0 | 7,144 |
| Total debt securities | $4,160,192,000 | 58 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $32,000 | 200 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $4,159,168,000 | 57 |
| U.S. Government securities | $1,374,646,000 | 95 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,374,646,000 | 93 |
| Securities issued by states & political subdivisions | $153,311,000 | 99 |
| Other domestic debt securities | $1,936,239,000 | 29 |
| Privately issued residential mortgage-backed securities | $338,587,000 | 43 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $695,005,000 | 8 |
| Assets held in trading accounts for TFR Reporters | $33,000 | 25 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $524,514,000 | 160 |
| Certificates of participation in pools of residential mortgages | $185,927,000 | 237 |
| Issued or guaranteed by U.S. | $185,927,000 | 235 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $338,587,000 | 116 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $338,587,000 | 39 |
| 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) | $4,159,168,000 | 7 |
| Available-for-sale securities (fair market value) | $0 | 7,234 |
| Total debt securities | $3,464,196,000 | 63 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $33,000 | 218 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $5,623,902,000 | 47 |
| U.S. Government securities | $1,121,544,000 | 106 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,121,544,000 | 101 |
| Securities issued by states & political subdivisions | $153,322,000 | 97 |
| Other domestic debt securities | $2,114,008,000 | 31 |
| Privately issued residential mortgage-backed securities | $376,908,000 | 44 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,755,005,000 | 1 |
| Assets held in trading accounts for TFR Reporters | $519,977,000 | 2 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $559,513,000 | 154 |
| Certificates of participation in pools of residential mortgages | $182,605,000 | 246 |
| Issued or guaranteed by U.S. | $182,605,000 | 244 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $376,908,000 | 107 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $376,908,000 | 40 |
| 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) | $5,623,902,000 | 6 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $3,388,874,000 | 67 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $519,977,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $3,065,443,000 | 72 |
| U.S. Government securities | $1,125,146,000 | 110 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,125,146,000 | 105 |
| Securities issued by states & political subdivisions | $153,333,000 | 102 |
| Other domestic debt securities | $1,758,379,000 | 35 |
| Privately issued residential mortgage-backed securities | $400,132,000 | 47 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,011,467,000 | 5 |
| Assets held in trading accounts for TFR Reporters | $982,882,000 | 4 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $586,446,000 | 153 |
| Certificates of participation in pools of residential mortgages | $186,314,000 | 245 |
| Issued or guaranteed by U.S. | $186,314,000 | 243 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $400,132,000 | 99 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $400,132,000 | 41 |
| 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) | $3,065,443,000 | 11 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $3,036,858,000 | 74 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $982,882,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $5,620,977,000 | 45 |
| U.S. Government securities | $929,130,000 | 125 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $929,130,000 | 121 |
| Securities issued by states & political subdivisions | $74,119,000 | 236 |
| Other domestic debt securities | $3,547,854,000 | 21 |
| Privately issued residential mortgage-backed securities | $412,596,000 | 47 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,089,381,000 | 6 |
| Assets held in trading accounts for TFR Reporters | $1,019,507,000 | 3 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $578,380,000 | 156 |
| Certificates of participation in pools of residential mortgages | $165,784,000 | 283 |
| Issued or guaranteed by U.S. | $165,784,000 | 279 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $412,596,000 | 96 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $412,596,000 | 42 |
| 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) | $5,620,977,000 | 8 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $4,551,103,000 | 53 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $1,019,507,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $6,022,786,000 | 41 |
| U.S. Government securities | $126,238,000 | 706 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $126,238,000 | 682 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $4,163,131,000 | 17 |
| Privately issued residential mortgage-backed securities | $435,971,000 | 48 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,259,005,000 | 5 |
| Assets held in trading accounts for TFR Reporters | $525,588,000 | 3 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $552,215,000 | 168 |
| Certificates of participation in pools of residential mortgages | $116,244,000 | 416 |
| Issued or guaranteed by U.S. | $116,244,000 | 410 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $435,971,000 | 96 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $435,971,000 | 44 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,022,786,000 | 8 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $4,289,369,000 | 51 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $525,588,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $4,068,206,000 | 52 |
| U.S. Government securities | $127,228,000 | 689 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $127,228,000 | 676 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $2,671,919,000 | 23 |
| Privately issued residential mortgage-backed securities | $460,353,000 | 50 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,880,005,000 | 3 |
| Assets held in trading accounts for TFR Reporters | $610,946,000 | 3 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $577,587,000 | 156 |
| Certificates of participation in pools of residential mortgages | $117,234,000 | 404 |
| Issued or guaranteed by U.S. | $117,234,000 | 401 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $460,353,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $460,353,000 | 44 |
| 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) | $4,068,206,000 | 8 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $2,799,147,000 | 73 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $610,946,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $2,851,678,000 | 66 |
| U.S. Government securities | $733,817,000 | 141 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $733,817,000 | 136 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $2,384,361,000 | 24 |
| Privately issued residential mortgage-backed securities | $473,849,000 | 51 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $600,005,000 | 7 |
| Assets held in trading accounts for TFR Reporters | $866,505,000 | 3 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $590,568,000 | 143 |
| Certificates of participation in pools of residential mortgages | $116,719,000 | 383 |
| Issued or guaranteed by U.S. | $116,719,000 | 379 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $473,849,000 | 87 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $473,849,000 | 45 |
| 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) | $2,851,628,000 | 9 |
| Available-for-sale securities (fair market value) | $50,000 | 7,507 |
| Total debt securities | $3,118,178,000 | 64 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $866,505,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $3,067,597,000 | 69 |
| U.S. Government securities | $1,002,369,000 | 113 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,002,369,000 | 111 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $2,061,667,000 | 34 |
| Privately issued residential mortgage-backed securities | $489,536,000 | 53 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $500,005,000 | 12 |
| Assets held in trading accounts for TFR Reporters | $496,444,000 | 4 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $605,285,000 | 147 |
| Certificates of participation in pools of residential mortgages | $115,749,000 | 393 |
| Issued or guaranteed by U.S. | $115,749,000 | 388 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $489,536,000 | 88 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $489,536,000 | 48 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,067,536,000 | 9 |
| Available-for-sale securities (fair market value) | $61,000 | 7,561 |
| Total debt securities | $3,064,036,000 | 66 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $496,444,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $3,549,554,000 | 60 |
| U.S. Government securities | $1,456,442,000 | 91 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,456,442,000 | 91 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $2,575,310,000 | 27 |
| Privately issued residential mortgage-backed securities | $418,755,000 | 60 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 1,881 |
| Assets held in trading accounts for TFR Reporters | $482,203,000 | 4 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $534,017,000 | 162 |
| Certificates of participation in pools of residential mortgages | $115,262,000 | 375 |
| Issued or guaranteed by U.S. | $115,262,000 | 369 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $418,755,000 | 103 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $418,755,000 | 53 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,549,481,000 | 9 |
| Available-for-sale securities (fair market value) | $73,000 | 7,591 |
| Total debt securities | $4,031,752,000 | 59 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $482,203,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $1,607,252,000 | 115 |
| U.S. Government securities | $1,502,819,000 | 89 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,502,819,000 | 88 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $510,433,000 | 71 |
| Privately issued residential mortgage-backed securities | $262,195,000 | 80 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 1,835 |
| Assets held in trading accounts for TFR Reporters | $406,005,000 | 5 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $376,881,000 | 209 |
| Certificates of participation in pools of residential mortgages | $114,686,000 | 339 |
| Issued or guaranteed by U.S. | $114,686,000 | 334 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $262,195,000 | 142 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $262,195,000 | 72 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,607,162,000 | 18 |
| Available-for-sale securities (fair market value) | $90,000 | 7,600 |
| Total debt securities | $2,013,252,000 | 100 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $406,005,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $1,824,344,000 | 113 |
| U.S. Government securities | $876,526,000 | 131 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $876,526,000 | 126 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $1,091,727,000 | 50 |
| Privately issued residential mortgage-backed securities | $268,497,000 | 79 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $823,230,000 | 16 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 1,773 |
| Assets held in trading accounts for TFR Reporters | $143,914,000 | 6 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $382,265,000 | 198 |
| Certificates of participation in pools of residential mortgages | $113,768,000 | 333 |
| Issued or guaranteed by U.S. | $113,768,000 | 327 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $268,497,000 | 137 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $268,497,000 | 70 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,824,233,000 | 17 |
| Available-for-sale securities (fair market value) | $111,000 | 7,620 |
| Total debt securities | $1,968,253,000 | 103 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $143,914,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $3,232,834,000 | 69 |
| U.S. Government securities | $1,633,552,000 | 86 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,633,552,000 | 86 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $1,761,910,000 | 35 |
| Privately issued residential mortgage-backed securities | $283,199,000 | 83 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,478,711,000 | 8 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 1,810 |
| Assets held in trading accounts for TFR Reporters | $162,633,000 | 6 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $346,374,000 | 209 |
| Certificates of participation in pools of residential mortgages | $63,175,000 | 533 |
| Issued or guaranteed by U.S. | $63,175,000 | 526 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $283,199,000 | 136 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $283,199,000 | 72 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,232,696,000 | 11 |
| Available-for-sale securities (fair market value) | $138,000 | 7,642 |
| Total debt securities | $3,395,462,000 | 68 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $162,633,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $3,558,771,000 | 68 |
| U.S. Government securities | $3,439,165,000 | 50 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,439,165,000 | 46 |
| Securities issued by states & political subdivisions | $185,000 | 5,879 |
| Other domestic debt securities | $277,941,000 | 113 |
| Privately issued residential mortgage-backed securities | $277,941,000 | 82 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 1,834 |
| Assets held in trading accounts for TFR Reporters | $158,525,000 | 6 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $336,585,000 | 216 |
| Certificates of participation in pools of residential mortgages | $58,644,000 | 566 |
| Issued or guaranteed by U.S. | $58,644,000 | 556 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $277,941,000 | 139 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $277,941,000 | 73 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,558,602,000 | 12 |
| Available-for-sale securities (fair market value) | $169,000 | 7,658 |
| Total debt securities | $3,717,291,000 | 64 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $158,525,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $3,533,342,000 | 67 |
| U.S. Government securities | $3,422,958,000 | 52 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,422,958,000 | 48 |
| Securities issued by states & political subdivisions | $185,000 | 5,919 |
| Other domestic debt securities | $287,740,000 | 105 |
| Privately issued residential mortgage-backed securities | $287,740,000 | 81 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 1,889 |
| Assets held in trading accounts for TFR Reporters | $177,546,000 | 4 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $344,642,000 | 208 |
| Certificates of participation in pools of residential mortgages | $56,902,000 | 591 |
| Issued or guaranteed by U.S. | $56,902,000 | 583 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $287,740,000 | 135 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $287,740,000 | 72 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,533,136,000 | 10 |
| Available-for-sale securities (fair market value) | $206,000 | 7,702 |
| Total debt securities | $3,710,883,000 | 65 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $177,546,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $1,986,410,000 | 110 |
| U.S. Government securities | $1,868,535,000 | 86 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,868,535,000 | 86 |
| Securities issued by states & political subdivisions | $185,000 | 5,990 |
| Other domestic debt securities | $276,683,000 | 111 |
| Privately issued residential mortgage-backed securities | $276,683,000 | 81 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 1,919 |
| Assets held in trading accounts for TFR Reporters | $158,998,000 | 6 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $332,269,000 | 221 |
| Certificates of participation in pools of residential mortgages | $55,586,000 | 619 |
| Issued or guaranteed by U.S. | $55,586,000 | 610 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $276,683,000 | 142 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $276,683,000 | 75 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,986,180,000 | 16 |
| Available-for-sale securities (fair market value) | $230,000 | 7,753 |
| Total debt securities | $2,145,403,000 | 106 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $158,998,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $730,043,000 | 216 |
| U.S. Government securities | $611,522,000 | 194 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $611,522,000 | 188 |
| Securities issued by states & political subdivisions | $185,000 | 6,026 |
| Other domestic debt securities | $274,081,000 | 109 |
| Privately issued residential mortgage-backed securities | $274,081,000 | 81 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 1,947 |
| Assets held in trading accounts for TFR Reporters | $155,750,000 | 5 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $328,392,000 | 236 |
| Certificates of participation in pools of residential mortgages | $54,311,000 | 638 |
| Issued or guaranteed by U.S. | $54,311,000 | 632 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $274,081,000 | 141 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $274,081,000 | 75 |
| 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) | $729,760,000 | 42 |
| Available-for-sale securities (fair market value) | $283,000 | 7,769 |
| Total debt securities | $885,788,000 | 193 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $155,750,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $193,118,000 | 680 |
| U.S. Government securities | $95,602,000 | 958 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $95,602,000 | 927 |
| Securities issued by states & political subdivisions | $185,000 | 6,047 |
| Other domestic debt securities | $248,253,000 | 119 |
| Privately issued residential mortgage-backed securities | $248,253,000 | 86 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 1,986 |
| Assets held in trading accounts for TFR Reporters | $150,927,000 | 5 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $291,183,000 | 264 |
| Certificates of participation in pools of residential mortgages | $42,930,000 | 766 |
| Issued or guaranteed by U.S. | $42,930,000 | 756 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $248,253,000 | 147 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $248,253,000 | 77 |
| 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) | $192,782,000 | 129 |
| Available-for-sale securities (fair market value) | $336,000 | 7,784 |
| Total debt securities | $344,040,000 | 398 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $150,927,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $166,597,000 | 769 |
| U.S. Government securities | $93,855,000 | 976 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $93,855,000 | 946 |
| Securities issued by states & political subdivisions | $185,000 | 6,079 |
| Other domestic debt securities | $223,165,000 | 130 |
| Privately issued residential mortgage-backed securities | $223,165,000 | 91 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 2,010 |
| Assets held in trading accounts for TFR Reporters | $150,613,000 | 5 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $264,348,000 | 283 |
| Certificates of participation in pools of residential mortgages | $41,183,000 | 816 |
| Issued or guaranteed by U.S. | $41,183,000 | 811 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $223,165,000 | 160 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $223,165,000 | 81 |
| 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) | $166,188,000 | 144 |
| Available-for-sale securities (fair market value) | $409,000 | 7,809 |
| Total debt securities | $317,205,000 | 428 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $150,613,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $195,344,000 | 660 |
| U.S. Government securities | $93,592,000 | 979 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $93,592,000 | 939 |
| Securities issued by states & political subdivisions | $185,000 | 6,119 |
| Other domestic debt securities | $201,482,000 | 141 |
| Privately issued residential mortgage-backed securities | $201,482,000 | 96 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 2,026 |
| Assets held in trading accounts for TFR Reporters | $99,920,000 | 7 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $242,400,000 | 302 |
| Certificates of participation in pools of residential mortgages | $40,918,000 | 826 |
| Issued or guaranteed by U.S. | $40,918,000 | 821 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $201,482,000 | 175 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $201,482,000 | 87 |
| 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) | $194,871,000 | 131 |
| Available-for-sale securities (fair market value) | $473,000 | 7,830 |
| Total debt securities | $295,259,000 | 453 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $99,920,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $204,066,000 | 637 |
| U.S. Government securities | $93,109,000 | 979 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $93,109,000 | 938 |
| Securities issued by states & political subdivisions | $185,000 | 6,130 |
| Other domestic debt securities | $208,474,000 | 140 |
| Privately issued residential mortgage-backed securities | $208,474,000 | 94 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 2,044 |
| Assets held in trading accounts for TFR Reporters | $97,707,000 | 7 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $248,909,000 | 298 |
| Certificates of participation in pools of residential mortgages | $40,435,000 | 845 |
| Issued or guaranteed by U.S. | $40,435,000 | 838 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $208,474,000 | 177 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $208,474,000 | 84 |
| 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) | $203,526,000 | 124 |
| Available-for-sale securities (fair market value) | $540,000 | 7,817 |
| Total debt securities | $301,768,000 | 448 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $97,707,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $241,690,000 | 560 |
| U.S. Government securities | $98,801,000 | 952 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $98,801,000 | 918 |
| Securities issued by states & political subdivisions | $185,000 | 6,170 |
| Other domestic debt securities | $215,821,000 | 136 |
| Privately issued residential mortgage-backed securities | $215,821,000 | 91 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 2,092 |
| Assets held in trading accounts for TFR Reporters | $73,122,000 | 8 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $256,896,000 | 292 |
| Certificates of participation in pools of residential mortgages | $41,075,000 | 851 |
| Issued or guaranteed by U.S. | $41,075,000 | 844 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $215,821,000 | 176 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $215,821,000 | 80 |
| 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) | $241,066,000 | 103 |
| Available-for-sale securities (fair market value) | $624,000 | 7,884 |
| Total debt securities | $314,807,000 | 429 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $73,122,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $231,912,000 | 589 |
| U.S. Government securities | $99,428,000 | 953 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $99,428,000 | 916 |
| Securities issued by states & political subdivisions | $185,000 | 6,193 |
| Other domestic debt securities | $201,146,000 | 141 |
| Privately issued residential mortgage-backed securities | $201,146,000 | 96 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 2,133 |
| Assets held in trading accounts for TFR Reporters | $68,852,000 | 10 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $242,847,000 | 323 |
| Certificates of participation in pools of residential mortgages | $41,701,000 | 872 |
| Issued or guaranteed by U.S. | $41,701,000 | 866 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $201,146,000 | 186 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $201,146,000 | 83 |
| 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) | $231,192,000 | 108 |
| Available-for-sale securities (fair market value) | $720,000 | 7,883 |
| Total debt securities | $300,759,000 | 455 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $68,852,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $224,623,000 | 605 |
| U.S. Government securities | $89,687,000 | 1,055 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $89,687,000 | 1,012 |
| Securities issued by states & political subdivisions | $185,000 | 6,244 |
| Other domestic debt securities | $199,519,000 | 140 |
| Privately issued residential mortgage-backed securities | $199,519,000 | 95 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 2,158 |
| Assets held in trading accounts for TFR Reporters | $64,773,000 | 8 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $241,910,000 | 324 |
| Certificates of participation in pools of residential mortgages | $42,391,000 | 855 |
| Issued or guaranteed by U.S. | $42,391,000 | 850 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $199,519,000 | 184 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $199,519,000 | 82 |
| 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) | $223,808,000 | 108 |
| Available-for-sale securities (fair market value) | $815,000 | 7,908 |
| Total debt securities | $289,391,000 | 464 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $64,773,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $726,185,000 | 232 |
| U.S. Government securities | $577,639,000 | 219 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $577,639,000 | 210 |
| Securities issued by states & political subdivisions | $185,000 | 6,284 |
| Other domestic debt securities | $207,996,000 | 134 |
| Privately issued residential mortgage-backed securities | $207,996,000 | 90 |
| 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 | $5,000 | 2,201 |
| Assets held in trading accounts for TFR Reporters | $59,640,000 | 5 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $251,021,000 | 319 |
| Certificates of participation in pools of residential mortgages | $43,025,000 | 859 |
| Issued or guaranteed by U.S. | $43,025,000 | 852 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $207,996,000 | 185 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $207,996,000 | 81 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $725,254,000 | 43 |
| Available-for-sale securities (fair market value) | $931,000 | 7,951 |
| Total debt securities | $785,820,000 | 218 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $59,640,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $1,173,362,000 | 172 |
| U.S. Government securities | $1,087,915,000 | 146 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,087,915,000 | 141 |
| Securities issued by states & political subdivisions | $185,000 | 6,282 |
| Other domestic debt securities | $161,737,000 | 158 |
| Privately issued residential mortgage-backed securities | $161,737,000 | 108 |
| 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 | $5,000 | 2,223 |
| Assets held in trading accounts for TFR Reporters | $76,480,000 | 5 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $206,940,000 | 380 |
| Certificates of participation in pools of residential mortgages | $45,203,000 | 842 |
| Issued or guaranteed by U.S. | $45,203,000 | 835 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $161,737,000 | 220 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $161,737,000 | 94 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,172,149,000 | 29 |
| Available-for-sale securities (fair market value) | $1,213,000 | 7,875 |
| Total debt securities | $1,249,837,000 | 167 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $76,480,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $647,002,000 | 258 |
| U.S. Government securities | $706,866,000 | 194 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $706,866,000 | 188 |
| Securities issued by states & political subdivisions | $185,000 | 6,358 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 2,275 |
| Assets held in trading accounts for TFR Reporters | $60,054,000 | 5 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $201,475,000 | 395 |
| Certificates of participation in pools of residential mortgages | $47,615,000 | 811 |
| Issued or guaranteed by U.S. | $47,615,000 | 804 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $153,860,000 | 221 |
| CMOs issued by government agencies or sponsored agencies | $153,860,000 | 195 |
| 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) | $645,793,000 | 43 |
| Available-for-sale securities (fair market value) | $1,209,000 | 7,936 |
| Total debt securities | $707,051,000 | 239 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $60,054,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $981,360,000 | 180 |
| U.S. Government securities | $1,052,717,000 | 144 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,052,717,000 | 139 |
| Securities issued by states & political subdivisions | $185,000 | 6,400 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 2,321 |
| Assets held in trading accounts for TFR Reporters | $71,547,000 | 5 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $148,056,000 | 483 |
| Certificates of participation in pools of residential mortgages | $49,585,000 | 784 |
| Issued or guaranteed by U.S. | $49,585,000 | 780 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $98,471,000 | 298 |
| CMOs issued by government agencies or sponsored agencies | $98,471,000 | 264 |
| 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) | $979,957,000 | 27 |
| Available-for-sale securities (fair market value) | $1,403,000 | 7,907 |
| Total debt securities | $1,052,902,000 | 172 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $71,547,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $236,127,000 | 585 |
| U.S. Government securities | $266,046,000 | 427 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $266,046,000 | 414 |
| Securities issued by states & political subdivisions | $185,000 | 6,422 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 2,317 |
| Assets held in trading accounts for TFR Reporters | $30,109,000 | 9 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $190,348,000 | 412 |
| Certificates of participation in pools of residential mortgages | $59,000,000 | 665 |
| Issued or guaranteed by U.S. | $59,000,000 | 661 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $131,348,000 | 270 |
| CMOs issued by government agencies or sponsored agencies | $131,348,000 | 231 |
| 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) | $234,488,000 | 99 |
| Available-for-sale securities (fair market value) | $1,639,000 | 7,859 |
| Total debt securities | $266,231,000 | 520 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $30,109,000 | 67 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $319,141,000 | 457 |
| U.S. Government securities | $318,951,000 | 365 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $318,951,000 | 350 |
| Securities issued by states & political subdivisions | $185,000 | 6,409 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 2,331 |
| 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 | $264,951,000 | 332 |
| Certificates of participation in pools of residential mortgages | $64,288,000 | 619 |
| Issued or guaranteed by U.S. | $64,288,000 | 617 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $200,663,000 | 204 |
| CMOs issued by government agencies or sponsored agencies | $200,663,000 | 177 |
| 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) | $317,237,000 | 81 |
| Available-for-sale securities (fair market value) | $1,904,000 | 7,831 |
| Total debt securities | $319,136,000 | 443 |
| 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 | $370,732,000 | 373 |
| U.S. Government securities | $356,896,000 | 308 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $356,896,000 | 294 |
| Securities issued by states & political subdivisions | $185,000 | 6,425 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $13,651,000 | 320 |
| 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 | $304,868,000 | 269 |
| Certificates of participation in pools of residential mortgages | $68,357,000 | 570 |
| Issued or guaranteed by U.S. | $68,357,000 | 565 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $236,511,000 | 166 |
| CMOs issued by government agencies or sponsored agencies | $236,511,000 | 142 |
| 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) | $368,570,000 | 70 |
| Available-for-sale securities (fair market value) | $2,162,000 | 7,757 |
| Total debt securities | $357,081,000 | 374 |
| 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 | $401,489,000 | 324 |
| U.S. Government securities | $377,259,000 | 268 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $377,259,000 | 252 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $185,000 | 3,814 |
| 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 | $185,000 | 3,317 |
| Foreign debt securities | NA | NA |
| Equity securities | $24,045,000 | 180 |
| 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 | $325,256,000 | 243 |
| Certificates of participation in pools of residential mortgages | $51,128,000 | 617 |
| Issued or guaranteed by U.S. | $51,128,000 | 608 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $274,128,000 | 142 |
| CMOs issued by government agencies or sponsored agencies | $274,128,000 | 119 |
| 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) | $388,153,000 | 61 |
| Available-for-sale securities (fair market value) | $13,336,000 | 4,902 |
| Total debt securities | $377,444,000 | 337 |
| 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 | $469,505,000 | 276 |
| U.S. Government securities | $449,072,000 | 225 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $449,072,000 | 208 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $200,000 | 3,440 |
| 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 | $200,000 | 3,006 |
| Foreign debt securities | NA | NA |
| Equity securities | $20,233,000 | 288 |
| 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 | $273,939,000 | 243 |
| Certificates of participation in pools of residential mortgages | $31,827,000 | 761 |
| Issued or guaranteed by U.S. | $31,827,000 | 752 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $242,112,000 | 134 |
| CMOs issued by government agencies or sponsored agencies | $242,112,000 | 114 |
| 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) | $424,508,000 | 76 |
| Available-for-sale securities (fair market value) | $44,997,000 | 1,928 |
| Total debt securities | $449,272,000 | 278 |
| 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 | $418,819,000 | 335 |
| U.S. Government securities | $418,604,000 | 254 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $418,604,000 | 237 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $210,000 | 3,302 |
| 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 | $210,000 | 2,812 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 8,063 |
| 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 | $248,900,000 | 300 |
| Certificates of participation in pools of residential mortgages | $15,400,000 | 1,386 |
| Issued or guaranteed by U.S. | $15,400,000 | 1,375 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $233,500,000 | 160 |
| CMOs issued by government agencies or sponsored agencies | $233,500,000 | 134 |
| 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) | $362,370,000 | 91 |
| Available-for-sale securities (fair market value) | $56,449,000 | 1,535 |
| Total debt securities | $418,814,000 | 324 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $316,890,000 | 423 |
| U.S. Government securities | $316,659,000 | 343 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $316,659,000 | 307 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $226,000 | 3,158 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $226,000 | 2,637 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 7,992 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $197,827,000 | 358 |
| Certificates of participation in pools of residential mortgages | $16,735,000 | 1,380 |
| Issued or guaranteed by U.S. | $16,735,000 | 1,370 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $181,092,000 | 179 |
| CMOs issued by government agencies or sponsored agencies | $181,092,000 | 154 |
| 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) | $263,746,000 | 121 |
| Available-for-sale securities (fair market value) | $53,144,000 | 1,642 |
| Total debt securities | $316,885,000 | 413 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $444,967,000 | 322 |
| U.S. Government securities | $444,694,000 | 263 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $444,694,000 | 218 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $268,000 | 2,739 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $268,000 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 8,089 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $231,597,000 | 321 |
| Certificates of participation in pools of residential mortgages | $24,079,000 | 1,079 |
| Issued or guaranteed by U.S. | $24,079,000 | 1,066 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $207,518,000 | 148 |
| CMOs issued by government agencies or sponsored agencies | $207,518,000 | 133 |
| 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) | $353,421,000 | 108 |
| Available-for-sale securities (fair market value) | $91,546,000 | 902 |
| Total debt securities | $444,962,000 | 315 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $452,646,000 | 331 |
| U.S. Government securities | $452,266,000 | 273 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $452,266,000 | 221 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $375,000 | 2,953 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $375,000 | 2,282 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 8,234 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $0 | 312 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $261,296,000 | 302 |
| Certificates of participation in pools of residential mortgages | $34,049,000 | 898 |
| Issued or guaranteed by U.S. | $34,049,000 | 882 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $227,247,000 | 138 |
| CMOs issued by government agencies or sponsored agencies | $227,247,000 | 118 |
| 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) | $361,921,000 | 130 |
| Available-for-sale securities (fair market value) | $90,725,000 | 907 |
| Total debt securities | $452,641,000 | 323 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $420,577,000 | 369 |
| U.S. Government securities | $419,429,000 | 314 |
| U.S. Treasury securities | $30,317,000 | 915 |
| U.S. Government agency obligations | $389,112,000 | 258 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $1,143,000 | 2,325 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,143,000 | 1,805 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 8,363 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 335 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $276,767,000 | 304 |
| Certificates of participation in pools of residential mortgages | $44,689,000 | 749 |
| Issued or guaranteed by U.S. | $44,689,000 | 727 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $232,078,000 | 158 |
| CMOs issued by government agencies or sponsored agencies | $232,078,000 | 136 |
| 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) | $297,933,000 | 163 |
| Available-for-sale securities (fair market value) | $122,644,000 | 719 |
| Total debt securities | $420,572,000 | 359 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $410,624,000 | 382 |
| U.S. Government securities | $409,717,000 | 339 |
| U.S. Treasury securities | $50,278,000 | 691 |
| U.S. Government agency obligations | $359,439,000 | 276 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $902,000 | 2,929 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $902,000 | 2,338 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 8,528 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $0 | 406 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $220,857,000 | 367 |
| Certificates of participation in pools of residential mortgages | $52,783,000 | 673 |
| Issued or guaranteed by U.S. | $52,783,000 | 652 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $168,074,000 | 216 |
| CMOs issued by government agencies or sponsored agencies | $168,074,000 | 197 |
| 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) | $329,262,000 | 299 |
| Available-for-sale securities (fair market value) | $81,362,000 | 694 |
| Total debt securities | $410,619,000 | 378 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $452,041,000 | 373 |
| U.S. Government securities | $441,501,000 | 326 |
| U.S. Treasury securities | $68,746,000 | 557 |
| U.S. Government agency obligations | $372,755,000 | 278 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $10,535,000 | 835 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,535,000 | 590 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 8,576 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $0 | 401 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $284,705,000 | 312 |
| Certificates of participation in pools of residential mortgages | $68,320,000 | 581 |
| Issued or guaranteed by U.S. | $68,320,000 | 556 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $216,385,000 | 182 |
| CMOs issued by government agencies or sponsored agencies | $216,385,000 | 161 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $452,036,000 | 368 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $485,727,000 | 336 |
| U.S. Government securities | $480,132,000 | 280 |
| U.S. Treasury securities | $95,657,000 | 403 |
| U.S. Government agency obligations | $384,475,000 | 243 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $5,590,000 | 1,567 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,590,000 | 1,104 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 8,522 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $0 | 574 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $353,929,000 | 257 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $353,929,000 | 109 |
| CMOs issued by government agencies or sponsored agencies | $353,929,000 | 93 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $485,722,000 | 323 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |