Home > TCF National Bank > Securities
TCF National Bank, Securities
| 2021-03-31 | Rank | |
| Total securities | $8,613,566,000 | 55 |
| U.S. Government securities | $7,601,500,000 | 49 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $7,601,500,000 | 44 |
| Securities issued by states & political subdivisions | $846,792,000 | 45 |
| Other domestic debt securities | $165,274,000 | 141 |
| Privately issued residential mortgage-backed securities | $121,163,000 | 42 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $4,092,000 | 876 |
| 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 | $580,866,000 | 158 |
| Mortgage-backed securities | $7,576,284,000 | 45 |
| Certificates of participation in pools of residential mortgages | $6,720,875,000 | 29 |
| Issued or guaranteed by U.S. | $6,720,872,000 | 29 |
| Privately issued | $3,000 | 258 |
| Collaterized mortgage obligations | $121,160,000 | 244 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $121,160,000 | 33 |
| Commercial mortgage-backed securities | $734,249,000 | 70 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $734,249,000 | 52 |
| Held to maturity securities (book value) | $209,778,000 | 139 |
| Available-for-sale securities (fair market value) | $8,403,788,000 | 49 |
| Total debt securities | $8,613,566,000 | 55 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $164,299,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $21,689,000 | 71 |
| 2020-12-31 | Rank | |
| Total securities | $8,469,082,000 | 54 |
| U.S. Government securities | $7,392,875,000 | 51 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $7,392,875,000 | 44 |
| Securities issued by states & political subdivisions | $870,181,000 | 45 |
| Other domestic debt securities | $206,026,000 | 109 |
| Privately issued residential mortgage-backed securities | $159,682,000 | 31 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $3,914,000 | 861 |
| 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 | $1,023,976,000 | 106 |
| Mortgage-backed securities | $7,399,087,000 | 45 |
| Certificates of participation in pools of residential mortgages | $6,489,027,000 | 28 |
| Issued or guaranteed by U.S. | $6,489,024,000 | 28 |
| Privately issued | $3,000 | 242 |
| Collaterized mortgage obligations | $159,679,000 | 205 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $159,679,000 | 28 |
| Commercial mortgage-backed securities | $750,381,000 | 68 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $750,381,000 | 54 |
| Held to maturity securities (book value) | $184,359,000 | 136 |
| Available-for-sale securities (fair market value) | $8,284,723,000 | 47 |
| Total debt securities | $8,469,082,000 | 54 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $248,205,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $14,677,000 | 84 |
| 2020-09-30 | Rank | |
| Total securities | $7,616,472,000 | 56 |
| U.S. Government securities | $6,483,269,000 | 54 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $6,483,269,000 | 48 |
| Securities issued by states & political subdivisions | $876,764,000 | 43 |
| Other domestic debt securities | $256,439,000 | 92 |
| Privately issued residential mortgage-backed securities | $209,597,000 | 27 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $4,179,000 | 772 |
| 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 | $1,162,231,000 | 96 |
| Mortgage-backed securities | $6,530,444,000 | 48 |
| Certificates of participation in pools of residential mortgages | $5,566,607,000 | 32 |
| Issued or guaranteed by U.S. | $5,566,604,000 | 32 |
| Privately issued | $3,000 | 247 |
| Collaterized mortgage obligations | $209,594,000 | 170 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $209,594,000 | 25 |
| Commercial mortgage-backed securities | $754,243,000 | 67 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $754,243,000 | 50 |
| Held to maturity securities (book value) | $170,309,000 | 136 |
| Available-for-sale securities (fair market value) | $7,446,163,000 | 52 |
| Total debt securities | $7,616,472,000 | 56 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $279,706,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $13,998,000 | 90 |
| 2020-06-30 | Rank | |
| Total securities | $7,349,474,000 | 56 |
| U.S. Government securities | $6,194,566,000 | 51 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $6,194,566,000 | 45 |
| Securities issued by states & political subdivisions | $838,145,000 | 41 |
| Other domestic debt securities | $316,763,000 | 79 |
| Privately issued residential mortgage-backed securities | $270,432,000 | 24 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $4,110,000 | 749 |
| 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 | $1,252,186,000 | 93 |
| Mortgage-backed securities | $6,297,100,000 | 45 |
| Certificates of participation in pools of residential mortgages | $5,299,944,000 | 31 |
| Issued or guaranteed by U.S. | $5,299,941,000 | 31 |
| Privately issued | $3,000 | 246 |
| Collaterized mortgage obligations | $270,429,000 | 147 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $270,429,000 | 20 |
| Commercial mortgage-backed securities | $726,727,000 | 63 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $726,727,000 | 48 |
| Held to maturity securities (book value) | $130,101,000 | 153 |
| Available-for-sale securities (fair market value) | $7,219,373,000 | 49 |
| Total debt securities | $7,349,474,000 | 56 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $296,941,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $14,001,000 | 92 |
| 2020-03-31 | Rank | |
| Total securities | $7,160,843,000 | 53 |
| U.S. Government securities | $5,926,979,000 | 50 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $5,926,979,000 | 44 |
| Securities issued by states & political subdivisions | $866,556,000 | 39 |
| Other domestic debt securities | $367,308,000 | 65 |
| Privately issued residential mortgage-backed securities | $323,533,000 | 20 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $4,072,000 | 690 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,287,679,000 | 91 |
| Mortgage-backed securities | $6,071,635,000 | 44 |
| Certificates of participation in pools of residential mortgages | $5,028,821,000 | 31 |
| Issued or guaranteed by U.S. | $5,028,818,000 | 31 |
| Privately issued | $3,000 | 261 |
| Collaterized mortgage obligations | $358,699,000 | 127 |
| CMOs issued by government agencies or sponsored agencies | $35,169,000 | 511 |
| Privately issued | $323,530,000 | 18 |
| Commercial mortgage-backed securities | $684,115,000 | 62 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $684,115,000 | 48 |
| Held to maturity securities (book value) | $135,619,000 | 155 |
| Available-for-sale securities (fair market value) | $7,025,224,000 | 45 |
| Total debt securities | $7,160,843,000 | 53 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $6,859,446,000 | 52 |
| U.S. Government securities | $5,577,679,000 | 50 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $5,577,679,000 | 44 |
| Securities issued by states & political subdivisions | $863,855,000 | 35 |
| Other domestic debt securities | $417,912,000 | 64 |
| Privately issued residential mortgage-backed securities | $374,596,000 | 18 |
| Commercial mortgage-backed securities - Total | $39,210,000 | 46 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $4,106,000 | 653 |
| 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 | $625,135,000 | 131 |
| Mortgage-backed securities | $5,757,100,000 | 43 |
| Certificates of participation in pools of residential mortgages | $4,690,893,000 | 30 |
| Issued or guaranteed by U.S. | $4,690,890,000 | 30 |
| Privately issued | $3,000 | 240 |
| Collaterized mortgage obligations | $406,997,000 | 119 |
| CMOs issued by government agencies or sponsored agencies | $32,404,000 | 548 |
| Privately issued | $374,593,000 | 17 |
| Commercial mortgage-backed securities | $659,210,000 | 62 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $659,210,000 | 49 |
| Held to maturity securities (book value) | $139,445,000 | 163 |
| Available-for-sale securities (fair market value) | $6,720,001,000 | 46 |
| Total debt securities | $6,859,446,000 | 52 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $5,723,835,000 | 61 |
| U.S. Government securities | $4,484,525,000 | 61 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $4,484,525,000 | 52 |
| Securities issued by states & political subdivisions | $789,671,000 | 36 |
| Other domestic debt securities | $449,639,000 | 61 |
| Privately issued residential mortgage-backed securities | $430,288,000 | 17 |
| Commercial mortgage-backed securities - Total | $15,250,000 | 77 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $4,101,000 | 662 |
| 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 | $761,392,000 | 111 |
| Mortgage-backed securities | $4,682,916,000 | 51 |
| Certificates of participation in pools of residential mortgages | $3,657,646,000 | 38 |
| Issued or guaranteed by U.S. | $3,657,643,000 | 38 |
| Privately issued | $3,000 | 278 |
| Collaterized mortgage obligations | $463,867,000 | 111 |
| CMOs issued by government agencies or sponsored agencies | $33,582,000 | 530 |
| Privately issued | $430,285,000 | 16 |
| Commercial mortgage-backed securities | $561,403,000 | 66 |
| Commercial mortgage pass-through securities | $1,394,000 | 1,008 |
| Other commercial mortgage-backed securities | $560,009,000 | 51 |
| Held to maturity securities (book value) | $144,000,000 | 162 |
| Available-for-sale securities (fair market value) | $5,579,835,000 | 52 |
| Total debt securities | $5,723,835,000 | 61 |
| 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 | $3,254,722,000 | 86 |
| U.S. Government securities | $3,090,821,000 | 73 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $3,090,821,000 | 63 |
| Securities issued by states & political subdivisions | $160,277,000 | 170 |
| Other domestic debt securities | $3,624,000 | 1,019 |
| Privately issued residential mortgage-backed securities | $3,000 | 655 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $3,621,000 | 715 |
| 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 | $1,529,000 | 4,022 |
| Mortgage-backed securities | $3,090,824,000 | 61 |
| Certificates of participation in pools of residential mortgages | $2,998,569,000 | 40 |
| Issued or guaranteed by U.S. | $2,998,566,000 | 40 |
| Privately issued | $3,000 | 236 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $92,255,000 | 191 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $92,255,000 | 140 |
| Held to maturity securities (book value) | $144,919,000 | 174 |
| Available-for-sale securities (fair market value) | $3,109,803,000 | 74 |
| Total debt securities | $3,254,722,000 | 85 |
| 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 | $3,093,366,000 | 92 |
| U.S. Government securities | $2,728,914,000 | 81 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $2,728,914,000 | 72 |
| Securities issued by states & political subdivisions | $360,827,000 | 75 |
| Other domestic debt securities | $3,625,000 | 1,029 |
| Privately issued residential mortgage-backed securities | $4,000 | 670 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $3,621,000 | 714 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,545,000 | 4,056 |
| Mortgage-backed securities | $2,728,918,000 | 70 |
| Certificates of participation in pools of residential mortgages | $2,639,872,000 | 41 |
| Issued or guaranteed by U.S. | $2,639,868,000 | 41 |
| Privately issued | $4,000 | 236 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $89,046,000 | 182 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $89,046,000 | 128 |
| Held to maturity securities (book value) | $148,024,000 | 178 |
| Available-for-sale securities (fair market value) | $2,945,342,000 | 80 |
| Total debt securities | $3,093,366,000 | 91 |
| 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 | $2,618,917,000 | 109 |
| U.S. Government securities | $2,059,242,000 | 99 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $2,059,242,000 | 88 |
| Securities issued by states & political subdivisions | $556,871,000 | 55 |
| Other domestic debt securities | $2,804,000 | 1,115 |
| Privately issued residential mortgage-backed securities | $4,000 | 636 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $2,800,000 | 812 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,562,000 | 4,106 |
| Mortgage-backed securities | $2,059,246,000 | 86 |
| Certificates of participation in pools of residential mortgages | $1,972,805,000 | 57 |
| Issued or guaranteed by U.S. | $1,972,801,000 | 57 |
| Privately issued | $4,000 | 202 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $86,441,000 | 186 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $86,441,000 | 126 |
| Held to maturity securities (book value) | $148,852,000 | 191 |
| Available-for-sale securities (fair market value) | $2,470,065,000 | 95 |
| Total debt securities | $2,618,917,000 | 108 |
| 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 | $2,532,427,000 | 107 |
| U.S. Government securities | $1,730,765,000 | 109 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $1,730,765,000 | 97 |
| Securities issued by states & political subdivisions | $798,858,000 | 39 |
| Other domestic debt securities | $2,804,000 | 1,075 |
| Privately issued residential mortgage-backed securities | $4,000 | 597 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $2,800,000 | 815 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,578,000 | 4,159 |
| Mortgage-backed securities | $1,730,769,000 | 94 |
| Certificates of participation in pools of residential mortgages | $1,665,026,000 | 60 |
| Issued or guaranteed by U.S. | $1,665,022,000 | 60 |
| Privately issued | $4,000 | 136 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $65,743,000 | 217 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $65,743,000 | 151 |
| Held to maturity securities (book value) | $152,881,000 | 187 |
| Available-for-sale securities (fair market value) | $2,379,546,000 | 95 |
| Total debt securities | $2,532,427,000 | 106 |
| 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 | $2,405,746,000 | 111 |
| U.S. Government securities | $1,594,229,000 | 110 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $1,594,229,000 | 100 |
| Securities issued by states & political subdivisions | $808,713,000 | 41 |
| Other domestic debt securities | $2,804,000 | 1,217 |
| Privately issued residential mortgage-backed securities | $4,000 | 892 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $2,800,000 | 818 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,593,000 | 4,197 |
| Mortgage-backed securities | $1,594,233,000 | 98 |
| Certificates of participation in pools of residential mortgages | $1,547,152,000 | 63 |
| Issued or guaranteed by U.S. | $1,547,148,000 | 63 |
| Privately issued | $4,000 | 437 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $47,081,000 | 247 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $47,081,000 | 162 |
| Held to maturity securities (book value) | $155,962,000 | 185 |
| Available-for-sale securities (fair market value) | $2,249,784,000 | 97 |
| Total debt securities | $2,405,746,000 | 110 |
| 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 | $2,112,345,000 | 119 |
| U.S. Government securities | $1,296,951,000 | 125 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $1,296,951,000 | 117 |
| Securities issued by states & political subdivisions | $812,589,000 | 41 |
| Other domestic debt securities | $2,805,000 | 1,069 |
| Privately issued residential mortgage-backed securities | $5,000 | 572 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $2,800,000 | 827 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,116,000 | 4,368 |
| Mortgage-backed securities | $1,296,956,000 | 109 |
| Certificates of participation in pools of residential mortgages | $1,296,956,000 | 69 |
| Issued or guaranteed by U.S. | $1,296,951,000 | 69 |
| Privately issued | $5,000 | 64 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $158,099,000 | 181 |
| Available-for-sale securities (fair market value) | $1,954,246,000 | 110 |
| Total debt securities | $2,112,345,000 | 117 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $1,870,594,000 | 125 |
| U.S. Government securities | $1,053,461,000 | 142 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $1,053,461,000 | 133 |
| Securities issued by states & political subdivisions | $814,327,000 | 38 |
| Other domestic debt securities | $2,806,000 | 1,056 |
| Privately issued residential mortgage-backed securities | $6,000 | 573 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $2,800,000 | 826 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $875,000 | 4,552 |
| Mortgage-backed securities | $1,053,467,000 | 128 |
| Certificates of participation in pools of residential mortgages | $1,053,466,000 | 78 |
| Issued or guaranteed by U.S. | $1,053,461,000 | 77 |
| Privately issued | $5,000 | 61 |
| Collaterized mortgage obligations | $1,000 | 3,048 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $1,000 | 555 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $161,576,000 | 182 |
| Available-for-sale securities (fair market value) | $1,709,018,000 | 115 |
| Total debt securities | $1,870,594,000 | 124 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $1,763,478,000 | 126 |
| U.S. Government securities | $993,136,000 | 151 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $993,136,000 | 141 |
| Securities issued by states & political subdivisions | $767,534,000 | 41 |
| Other domestic debt securities | $2,808,000 | 1,079 |
| Privately issued residential mortgage-backed securities | $8,000 | 582 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $2,800,000 | 860 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,061,000 | 4,520 |
| Mortgage-backed securities | $993,144,000 | 130 |
| Certificates of participation in pools of residential mortgages | $993,143,000 | 84 |
| Issued or guaranteed by U.S. | $993,136,000 | 83 |
| Privately issued | $7,000 | 65 |
| Collaterized mortgage obligations | $1,000 | 3,079 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $1,000 | 566 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $165,315,000 | 185 |
| Available-for-sale securities (fair market value) | $1,598,163,000 | 116 |
| Total debt securities | $1,763,478,000 | 124 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $1,726,271,000 | 126 |
| U.S. Government securities | $995,660,000 | 151 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $995,660,000 | 143 |
| Securities issued by states & political subdivisions | $727,800,000 | 42 |
| Other domestic debt securities | $2,811,000 | 1,100 |
| Privately issued residential mortgage-backed securities | $11,000 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $2,800,000 | 876 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,823,000 | 3,075 |
| Mortgage-backed securities | $995,671,000 | 134 |
| Certificates of participation in pools of residential mortgages | $995,670,000 | 82 |
| Issued or guaranteed by U.S. | $995,660,000 | 81 |
| Privately issued | $10,000 | 61 |
| Collaterized mortgage obligations | $1,000 | 3,111 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $1,000 | 592 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $171,320,000 | 185 |
| Available-for-sale securities (fair market value) | $1,554,951,000 | 117 |
| Total debt securities | $1,726,271,000 | 124 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $1,652,186,000 | 124 |
| U.S. Government securities | $989,379,000 | 150 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $989,379,000 | 142 |
| Securities issued by states & political subdivisions | $659,993,000 | 46 |
| Other domestic debt securities | $2,814,000 | 1,133 |
| Privately issued residential mortgage-backed securities | $14,000 | 625 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $2,800,000 | 893 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,375,000 | 3,034 |
| Mortgage-backed securities | $989,393,000 | 131 |
| Certificates of participation in pools of residential mortgages | $989,392,000 | 78 |
| Issued or guaranteed by U.S. | $989,379,000 | 77 |
| Privately issued | $13,000 | 60 |
| Collaterized mortgage obligations | $1,000 | 3,156 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $1,000 | 629 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $176,236,000 | 181 |
| Available-for-sale securities (fair market value) | $1,475,950,000 | 115 |
| Total debt securities | $1,652,186,000 | 122 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $1,604,749,000 | 126 |
| U.S. Government securities | $989,405,000 | 145 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $989,405,000 | 137 |
| Securities issued by states & political subdivisions | $612,526,000 | 48 |
| Other domestic debt securities | $2,818,000 | 1,122 |
| Privately issued residential mortgage-backed securities | $18,000 | 642 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $2,800,000 | 877 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,507,000 | 3,300 |
| Mortgage-backed securities | $989,423,000 | 131 |
| Certificates of participation in pools of residential mortgages | $989,421,000 | 79 |
| Issued or guaranteed by U.S. | $989,405,000 | 78 |
| Privately issued | $16,000 | 59 |
| Collaterized mortgage obligations | $2,000 | 3,159 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $2,000 | 641 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $181,314,000 | 176 |
| Available-for-sale securities (fair market value) | $1,423,435,000 | 115 |
| Total debt securities | $1,604,749,000 | 125 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $1,605,051,000 | 126 |
| U.S. Government securities | $986,833,000 | 141 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $986,833,000 | 133 |
| Securities issued by states & political subdivisions | $614,524,000 | 47 |
| Other domestic debt securities | $3,694,000 | 1,006 |
| Privately issued residential mortgage-backed securities | $894,000 | 346 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $2,800,000 | 889 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,549,000 | 3,183 |
| Mortgage-backed securities | $987,727,000 | 124 |
| Certificates of participation in pools of residential mortgages | $987,725,000 | 76 |
| Issued or guaranteed by U.S. | $986,833,000 | 75 |
| Privately issued | $892,000 | 32 |
| Collaterized mortgage obligations | $2,000 | 3,187 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $2,000 | 650 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $185,230,000 | 166 |
| Available-for-sale securities (fair market value) | $1,419,821,000 | 115 |
| Total debt securities | $1,605,051,000 | 125 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $1,531,300,000 | 127 |
| U.S. Government securities | $953,443,000 | 146 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $953,443,000 | 138 |
| Securities issued by states & political subdivisions | $573,512,000 | 49 |
| Other domestic debt securities | $4,345,000 | 940 |
| Privately issued residential mortgage-backed securities | $945,000 | 353 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $3,400,000 | 815 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,665,000 | 3,081 |
| Mortgage-backed securities | $954,388,000 | 131 |
| Certificates of participation in pools of residential mortgages | $954,385,000 | 78 |
| Issued or guaranteed by U.S. | $953,443,000 | 77 |
| Privately issued | $942,000 | 35 |
| Collaterized mortgage obligations | $3,000 | 3,222 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $3,000 | 660 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $192,662,000 | 164 |
| Available-for-sale securities (fair market value) | $1,338,638,000 | 118 |
| Total debt securities | $1,531,300,000 | 126 |
| 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 | $1,334,068,000 | 143 |
| U.S. Government securities | $889,214,000 | 154 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $889,214,000 | 149 |
| Securities issued by states & political subdivisions | $440,466,000 | 64 |
| Other domestic debt securities | $4,388,000 | 950 |
| Privately issued residential mortgage-backed securities | $988,000 | 349 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $3,400,000 | 807 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,237,000 | 3,053 |
| Mortgage-backed securities | $890,202,000 | 135 |
| Certificates of participation in pools of residential mortgages | $890,199,000 | 80 |
| Issued or guaranteed by U.S. | $889,214,000 | 79 |
| Privately issued | $985,000 | 31 |
| Collaterized mortgage obligations | $3,000 | 3,245 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $3,000 | 671 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $198,178,000 | 161 |
| Available-for-sale securities (fair market value) | $1,135,890,000 | 139 |
| Total debt securities | $1,334,068,000 | 142 |
| 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 | $1,090,805,000 | 166 |
| U.S. Government securities | $819,340,000 | 161 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $819,340,000 | 152 |
| Securities issued by states & political subdivisions | $266,921,000 | 100 |
| Other domestic debt securities | $4,544,000 | 914 |
| Privately issued residential mortgage-backed securities | $1,144,000 | 332 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $3,400,000 | 809 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,126,000 | 2,363 |
| Mortgage-backed securities | $820,484,000 | 138 |
| Certificates of participation in pools of residential mortgages | $820,480,000 | 80 |
| Issued or guaranteed by U.S. | $819,340,000 | 79 |
| Privately issued | $1,140,000 | 30 |
| Collaterized mortgage obligations | $4,000 | 3,273 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $4,000 | 669 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $201,920,000 | 162 |
| Available-for-sale securities (fair market value) | $888,885,000 | 162 |
| Total debt securities | $1,090,805,000 | 164 |
| 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 | $987,124,000 | 178 |
| U.S. Government securities | $817,782,000 | 155 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $817,782,000 | 150 |
| Securities issued by states & political subdivisions | $164,727,000 | 180 |
| Other domestic debt securities | $4,615,000 | 913 |
| Privately issued residential mortgage-backed securities | $1,215,000 | 324 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $3,400,000 | 814 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,415,000 | 1,268 |
| Mortgage-backed securities | $818,997,000 | 133 |
| Certificates of participation in pools of residential mortgages | $818,993,000 | 81 |
| Issued or guaranteed by U.S. | $817,782,000 | 80 |
| Privately issued | $1,211,000 | 30 |
| Collaterized mortgage obligations | $4,000 | 3,326 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $4,000 | 686 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $204,129,000 | 159 |
| Available-for-sale securities (fair market value) | $782,995,000 | 183 |
| Total debt securities | $987,124,000 | 176 |
| 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 | $838,759,000 | 204 |
| U.S. Government securities | $796,086,000 | 156 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $796,086,000 | 154 |
| Securities issued by states & political subdivisions | $37,718,000 | 1,038 |
| Other domestic debt securities | $4,777,000 | 902 |
| Privately issued residential mortgage-backed securities | $1,377,000 | 322 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $3,400,000 | 813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $178,000 | 802 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,629,000 | 3,537 |
| Mortgage-backed securities | $797,463,000 | 138 |
| Certificates of participation in pools of residential mortgages | $797,458,000 | 83 |
| Issued or guaranteed by U.S. | $796,086,000 | 82 |
| Privately issued | $1,372,000 | 29 |
| Collaterized mortgage obligations | $5,000 | 3,364 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $5,000 | 706 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $208,911,000 | 156 |
| Available-for-sale securities (fair market value) | $629,848,000 | 223 |
| Total debt securities | $838,581,000 | 200 |
| 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 | $767,212,000 | 225 |
| U.S. Government securities | $762,352,000 | 170 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $762,352,000 | 163 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $4,860,000 | 889 |
| Privately issued residential mortgage-backed securities | $1,460,000 | 344 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $3,400,000 | 806 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,991,000 | 3,507 |
| Mortgage-backed securities | $763,812,000 | 140 |
| Certificates of participation in pools of residential mortgages | $763,807,000 | 84 |
| Issued or guaranteed by U.S. | $762,352,000 | 84 |
| Privately issued | $1,455,000 | 28 |
| Collaterized mortgage obligations | $5,000 | 3,397 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $5,000 | 745 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $211,061,000 | 158 |
| Available-for-sale securities (fair market value) | $556,151,000 | 243 |
| Total debt securities | $767,212,000 | 220 |
| 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 | $677,748,000 | 240 |
| U.S. Government securities | $672,777,000 | 188 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $672,777,000 | 180 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $4,971,000 | 884 |
| Privately issued residential mortgage-backed securities | $1,571,000 | 333 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $3,400,000 | 811 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,193,000 | 3,499 |
| Mortgage-backed securities | $674,348,000 | 152 |
| Certificates of participation in pools of residential mortgages | $674,343,000 | 87 |
| Issued or guaranteed by U.S. | $672,777,000 | 86 |
| Privately issued | $1,566,000 | 30 |
| Collaterized mortgage obligations | $5,000 | 3,442 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $5,000 | 746 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $214,454,000 | 157 |
| Available-for-sale securities (fair market value) | $463,294,000 | 281 |
| Total debt securities | $677,749,000 | 233 |
| 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 | $681,501,000 | 234 |
| U.S. Government securities | $676,476,000 | 176 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $676,476,000 | 173 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $5,025,000 | 899 |
| Privately issued residential mortgage-backed securities | $1,625,000 | 352 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $3,400,000 | 823 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,981,000 | 2,656 |
| Mortgage-backed securities | $678,101,000 | 149 |
| Certificates of participation in pools of residential mortgages | $678,095,000 | 84 |
| Issued or guaranteed by U.S. | $676,476,000 | 83 |
| Privately issued | $1,619,000 | 27 |
| Collaterized mortgage obligations | $6,000 | 3,503 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $6,000 | 782 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $215,371,000 | 154 |
| Available-for-sale securities (fair market value) | $466,130,000 | 278 |
| Total debt securities | $681,501,000 | 229 |
| 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 | $633,873,000 | 247 |
| U.S. Government securities | $628,668,000 | 191 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $628,668,000 | 185 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $5,205,000 | 901 |
| Privately issued residential mortgage-backed securities | $1,805,000 | 339 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $3,400,000 | 845 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,370,000 | 2,949 |
| Mortgage-backed securities | $630,473,000 | 157 |
| Certificates of participation in pools of residential mortgages | $630,466,000 | 89 |
| Issued or guaranteed by U.S. | $628,668,000 | 88 |
| Privately issued | $1,798,000 | 25 |
| Collaterized mortgage obligations | $7,000 | 3,539 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $7,000 | 804 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $220,801,000 | 148 |
| Available-for-sale securities (fair market value) | $413,072,000 | 316 |
| Total debt securities | $633,873,000 | 241 |
| 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 | $606,899,000 | 257 |
| U.S. Government securities | $601,638,000 | 197 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $601,638,000 | 193 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $5,261,000 | 909 |
| Privately issued residential mortgage-backed securities | $1,861,000 | 351 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $3,400,000 | 878 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,881,000 | 2,792 |
| Mortgage-backed securities | $603,499,000 | 167 |
| Certificates of participation in pools of residential mortgages | $603,492,000 | 94 |
| Issued or guaranteed by U.S. | $601,638,000 | 95 |
| Privately issued | $1,854,000 | 27 |
| Collaterized mortgage obligations | $7,000 | 3,577 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $7,000 | 833 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $216,868,000 | 145 |
| Available-for-sale securities (fair market value) | $390,031,000 | 341 |
| Total debt securities | $606,900,000 | 251 |
| 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 | $568,041,000 | 264 |
| U.S. Government securities | $562,646,000 | 202 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $562,646,000 | 199 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $5,395,000 | 939 |
| Privately issued residential mortgage-backed securities | $1,995,000 | 362 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $3,400,000 | 897 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,713,000 | 2,711 |
| Mortgage-backed securities | $564,641,000 | 177 |
| Certificates of participation in pools of residential mortgages | $564,633,000 | 100 |
| Issued or guaranteed by U.S. | $562,646,000 | 99 |
| Privately issued | $1,987,000 | 28 |
| Collaterized mortgage obligations | $8,000 | 3,579 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $8,000 | 860 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $19,912,000 | 764 |
| Available-for-sale securities (fair market value) | $548,129,000 | 237 |
| Total debt securities | $568,041,000 | 257 |
| 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 | $634,745,000 | 245 |
| U.S. Government securities | $629,016,000 | 176 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $629,016,000 | 172 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $5,729,000 | 950 |
| Privately issued residential mortgage-backed securities | $2,329,000 | 357 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $3,400,000 | 925 |
| 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 | $11,344,000 | 3,088 |
| Mortgage-backed securities | $631,345,000 | 153 |
| Certificates of participation in pools of residential mortgages | $631,337,000 | 89 |
| Issued or guaranteed by U.S. | $629,016,000 | 89 |
| Privately issued | $2,321,000 | 29 |
| Collaterized mortgage obligations | $8,000 | 3,629 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $8,000 | 897 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $5,631,000 | 1,343 |
| Available-for-sale securities (fair market value) | $629,114,000 | 213 |
| Total debt securities | $634,745,000 | 239 |
| 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 | $623,185,000 | 247 |
| U.S. Government securities | $617,558,000 | 180 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $617,558,000 | 177 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $5,627,000 | 970 |
| Privately issued residential mortgage-backed securities | $2,527,000 | 355 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $3,100,000 | 974 |
| 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 | $13,015,000 | 2,853 |
| Mortgage-backed securities | $620,085,000 | 157 |
| Certificates of participation in pools of residential mortgages | $620,077,000 | 93 |
| Issued or guaranteed by U.S. | $617,558,000 | 93 |
| Privately issued | $2,519,000 | 25 |
| Collaterized mortgage obligations | $8,000 | 3,649 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $8,000 | 917 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $5,523,000 | 1,276 |
| Available-for-sale securities (fair market value) | $617,662,000 | 220 |
| Total debt securities | $623,185,000 | 241 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $680,215,000 | 229 |
| U.S. Government securities | $674,527,000 | 171 |
| U.S. Treasury securities | $1,000,000 | 873 |
| U.S. Government agency obligations | $673,527,000 | 167 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $5,688,000 | 978 |
| Privately issued residential mortgage-backed securities | $2,588,000 | 385 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $3,100,000 | 954 |
| 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 | $16,144,000 | 2,552 |
| Mortgage-backed securities | $676,115,000 | 150 |
| Certificates of participation in pools of residential mortgages | $676,106,000 | 89 |
| Issued or guaranteed by U.S. | $673,527,000 | 87 |
| Privately issued | $2,579,000 | 24 |
| Collaterized mortgage obligations | $9,000 | 3,686 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $9,000 | 953 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $5,570,000 | 1,242 |
| Available-for-sale securities (fair market value) | $674,645,000 | 207 |
| Total debt securities | $680,215,000 | 224 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $715,838,000 | 215 |
| U.S. Government securities | $710,054,000 | 159 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $710,054,000 | 157 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $5,784,000 | 945 |
| Privately issued residential mortgage-backed securities | $2,684,000 | 392 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $3,100,000 | 923 |
| 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 | $19,832,000 | 2,220 |
| Mortgage-backed securities | $712,738,000 | 142 |
| Certificates of participation in pools of residential mortgages | $712,729,000 | 85 |
| Issued or guaranteed by U.S. | $710,054,000 | 84 |
| Privately issued | $2,675,000 | 22 |
| Collaterized mortgage obligations | $9,000 | 3,731 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $9,000 | 978 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $5,657,000 | 1,244 |
| Available-for-sale securities (fair market value) | $710,181,000 | 192 |
| Total debt securities | $715,838,000 | 209 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $563,937,000 | 273 |
| U.S. Government securities | $557,423,000 | 209 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $557,423,000 | 208 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $6,514,000 | 916 |
| Privately issued residential mortgage-backed securities | $3,414,000 | 387 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $3,100,000 | 964 |
| 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 | $16,466,000 | 2,516 |
| Mortgage-backed securities | $560,837,000 | 174 |
| Certificates of participation in pools of residential mortgages | $560,826,000 | 107 |
| Issued or guaranteed by U.S. | $557,423,000 | 106 |
| Privately issued | $3,403,000 | 21 |
| Collaterized mortgage obligations | $11,000 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $11,000 | 1,017 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $6,380,000 | 1,205 |
| Available-for-sale securities (fair market value) | $557,557,000 | 247 |
| Total debt securities | $563,937,000 | 267 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $761,597,000 | 206 |
| U.S. Government securities | $754,894,000 | 156 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $754,894,000 | 153 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $6,603,000 | 919 |
| Privately issued residential mortgage-backed securities | $3,503,000 | 399 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $3,100,000 | 970 |
| Foreign debt securities | $100,000 | 273 |
| 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 | $16,158,000 | 2,585 |
| Mortgage-backed securities | $758,397,000 | 138 |
| Certificates of participation in pools of residential mortgages | $758,386,000 | 90 |
| Issued or guaranteed by U.S. | $754,894,000 | 89 |
| Privately issued | $3,492,000 | 21 |
| Collaterized mortgage obligations | $11,000 | 3,819 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $11,000 | 1,068 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $6,464,000 | 1,188 |
| Available-for-sale securities (fair market value) | $755,133,000 | 181 |
| Total debt securities | $761,597,000 | 202 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $733,954,000 | 216 |
| U.S. Government securities | $727,192,000 | 165 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $727,192,000 | 161 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $6,662,000 | 908 |
| Privately issued residential mortgage-backed securities | $3,562,000 | 420 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $3,100,000 | 959 |
| Foreign debt securities | $100,000 | 203 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,747,000 | 2,291 |
| Mortgage-backed securities | $730,754,000 | 144 |
| Certificates of participation in pools of residential mortgages | $730,742,000 | 91 |
| Issued or guaranteed by U.S. | $727,192,000 | 91 |
| Privately issued | $3,550,000 | 23 |
| Collaterized mortgage obligations | $12,000 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $12,000 | 1,105 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $6,516,000 | 1,199 |
| Available-for-sale securities (fair market value) | $727,438,000 | 189 |
| Total debt securities | $733,954,000 | 212 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $2,329,572,000 | 90 |
| U.S. Government securities | $2,322,337,000 | 71 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $2,322,337,000 | 71 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $7,135,000 | 879 |
| Privately issued residential mortgage-backed securities | $4,035,000 | 455 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $3,100,000 | 898 |
| Foreign debt securities | $100,000 | 152 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,799,335,000 | 55 |
| Mortgage-backed securities | $2,326,372,000 | 69 |
| Certificates of participation in pools of residential mortgages | $2,326,360,000 | 38 |
| Issued or guaranteed by U.S. | $2,322,337,000 | 38 |
| Privately issued | $4,023,000 | 33 |
| Collaterized mortgage obligations | $12,000 | 3,793 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $12,000 | 1,169 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $6,983,000 | 1,191 |
| Available-for-sale securities (fair market value) | $2,322,589,000 | 79 |
| Total debt securities | $2,329,572,000 | 90 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $2,606,436,000 | 78 |
| U.S. Government securities | $2,598,785,000 | 65 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $2,598,785,000 | 63 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $7,451,000 | 853 |
| Privately issued residential mortgage-backed securities | $4,351,000 | 464 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $3,100,000 | 879 |
| Foreign debt securities | $200,000 | 134 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,821,997,000 | 57 |
| Mortgage-backed securities | $2,603,136,000 | 62 |
| Certificates of participation in pools of residential mortgages | $2,603,123,000 | 35 |
| Issued or guaranteed by U.S. | $2,598,785,000 | 35 |
| Privately issued | $4,338,000 | 40 |
| Collaterized mortgage obligations | $13,000 | 3,786 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $13,000 | 1,180 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $7,293,000 | 1,175 |
| Available-for-sale securities (fair market value) | $2,599,143,000 | 69 |
| Total debt securities | $2,606,436,000 | 78 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $2,353,954,000 | 89 |
| U.S. Government securities | $2,346,158,000 | 72 |
| U.S. Treasury securities | $15,000,000 | 238 |
| U.S. Government agency obligations | $2,331,158,000 | 69 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $7,596,000 | 818 |
| Privately issued residential mortgage-backed securities | $4,496,000 | 467 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $3,100,000 | 810 |
| Foreign debt securities | $200,000 | 126 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,764,095,000 | 62 |
| Mortgage-backed securities | $2,335,654,000 | 68 |
| Certificates of participation in pools of residential mortgages | $2,335,640,000 | 37 |
| Issued or guaranteed by U.S. | $2,331,158,000 | 37 |
| Privately issued | $4,482,000 | 43 |
| Collaterized mortgage obligations | $14,000 | 3,783 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $14,000 | 1,210 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $7,431,000 | 1,171 |
| Available-for-sale securities (fair market value) | $2,346,523,000 | 78 |
| Total debt securities | $2,353,954,000 | 90 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $2,062,416,000 | 98 |
| U.S. Government securities | $2,054,493,000 | 81 |
| U.S. Treasury securities | $24,999,000 | 180 |
| U.S. Government agency obligations | $2,029,494,000 | 80 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $7,723,000 | 835 |
| Privately issued residential mortgage-backed securities | $4,623,000 | 499 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $3,100,000 | 830 |
| Foreign debt securities | $200,000 | 123 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,748,826,000 | 63 |
| Mortgage-backed securities | $2,034,117,000 | 73 |
| Certificates of participation in pools of residential mortgages | $2,034,103,000 | 43 |
| Issued or guaranteed by U.S. | $2,029,494,000 | 43 |
| Privately issued | $4,609,000 | 41 |
| Collaterized mortgage obligations | $14,000 | 3,757 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $14,000 | 1,244 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $7,524,000 | 1,183 |
| Available-for-sale securities (fair market value) | $2,054,892,000 | 86 |
| Total debt securities | $2,062,416,000 | 98 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $1,936,525,000 | 100 |
| U.S. Government securities | $1,928,534,000 | 82 |
| U.S. Treasury securities | $25,000,000 | 189 |
| U.S. Government agency obligations | $1,903,534,000 | 79 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $7,791,000 | 891 |
| Privately issued residential mortgage-backed securities | $4,691,000 | 527 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $3,100,000 | 821 |
| Foreign debt securities | $200,000 | 117 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,785,326,000 | 60 |
| Mortgage-backed securities | $1,908,225,000 | 72 |
| Certificates of participation in pools of residential mortgages | $1,908,210,000 | 47 |
| Issued or guaranteed by U.S. | $1,903,534,000 | 47 |
| Privately issued | $4,676,000 | 45 |
| Collaterized mortgage obligations | $15,000 | 3,765 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $15,000 | 1,290 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $7,568,000 | 1,179 |
| Available-for-sale securities (fair market value) | $1,928,957,000 | 87 |
| Total debt securities | $1,936,525,000 | 99 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $1,952,416,000 | 97 |
| U.S. Government securities | $1,944,259,000 | 77 |
| U.S. Treasury securities | $180,971,000 | 44 |
| U.S. Government agency obligations | $1,763,288,000 | 79 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $7,907,000 | 902 |
| Privately issued residential mortgage-backed securities | $4,807,000 | 572 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $3,100,000 | 822 |
| Foreign debt securities | $250,000 | 107 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,837,713,000 | 57 |
| Mortgage-backed securities | $1,768,095,000 | 73 |
| Certificates of participation in pools of residential mortgages | $1,768,080,000 | 45 |
| Issued or guaranteed by U.S. | $1,763,288,000 | 46 |
| Privately issued | $4,792,000 | 47 |
| Collaterized mortgage obligations | $15,000 | 3,762 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $15,000 | 1,361 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $7,679,000 | 1,199 |
| Available-for-sale securities (fair market value) | $1,944,737,000 | 85 |
| Total debt securities | $1,952,416,000 | 97 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $1,944,747,000 | 95 |
| U.S. Government securities | $1,936,541,000 | 77 |
| U.S. Treasury securities | $14,995,000 | 235 |
| U.S. Government agency obligations | $1,921,546,000 | 73 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $7,956,000 | 885 |
| Privately issued residential mortgage-backed securities | $4,856,000 | 605 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $3,100,000 | 793 |
| Foreign debt securities | $250,000 | 105 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,803,484,000 | 54 |
| Mortgage-backed securities | $1,926,402,000 | 64 |
| Certificates of participation in pools of residential mortgages | $1,926,386,000 | 41 |
| Issued or guaranteed by U.S. | $1,921,546,000 | 41 |
| Privately issued | $4,840,000 | 46 |
| Collaterized mortgage obligations | $16,000 | 3,683 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $16,000 | 1,383 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $7,721,000 | 1,227 |
| Available-for-sale securities (fair market value) | $1,937,026,000 | 82 |
| Total debt securities | $1,944,747,000 | 96 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $1,903,435,000 | 95 |
| U.S. Government securities | $1,895,016,000 | 76 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $1,895,016,000 | 72 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $8,169,000 | 912 |
| Privately issued residential mortgage-backed securities | $5,069,000 | 612 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $3,100,000 | 812 |
| Foreign debt securities | $250,000 | 110 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,743,136,000 | 55 |
| Mortgage-backed securities | $1,900,085,000 | 67 |
| Certificates of participation in pools of residential mortgages | $1,900,069,000 | 43 |
| Issued or guaranteed by U.S. | $1,895,016,000 | 43 |
| Privately issued | $5,053,000 | 45 |
| Collaterized mortgage obligations | $16,000 | 3,683 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $16,000 | 1,417 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $7,914,000 | 1,224 |
| Available-for-sale securities (fair market value) | $1,895,521,000 | 80 |
| Total debt securities | $1,903,435,000 | 96 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $1,913,808,000 | 101 |
| U.S. Government securities | $1,905,209,000 | 78 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $1,905,209,000 | 76 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $8,349,000 | 941 |
| Privately issued residential mortgage-backed securities | $5,249,000 | 632 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $3,100,000 | 825 |
| Foreign debt securities | $250,000 | 106 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,754,650,000 | 56 |
| Mortgage-backed securities | $1,910,458,000 | 69 |
| Certificates of participation in pools of residential mortgages | $1,910,441,000 | 45 |
| Issued or guaranteed by U.S. | $1,905,209,000 | 44 |
| Privately issued | $5,232,000 | 47 |
| Collaterized mortgage obligations | $17,000 | 3,700 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $17,000 | 1,443 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $8,087,000 | 1,200 |
| Available-for-sale securities (fair market value) | $1,905,721,000 | 84 |
| Total debt securities | $1,913,808,000 | 100 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $2,017,789,000 | 103 |
| U.S. Government securities | $2,009,321,000 | 80 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $2,009,321,000 | 78 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $8,218,000 | 1,007 |
| Privately issued residential mortgage-backed securities | $5,518,000 | 665 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $2,700,000 | 950 |
| Foreign debt securities | $250,000 | 110 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,796,813,000 | 62 |
| Mortgage-backed securities | $1,460,351,000 | 83 |
| Certificates of participation in pools of residential mortgages | $1,460,334,000 | 51 |
| Issued or guaranteed by U.S. | $1,454,833,000 | 51 |
| Privately issued | $5,501,000 | 53 |
| Collaterized mortgage obligations | $17,000 | 3,696 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $17,000 | 1,489 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $7,949,000 | 1,284 |
| Available-for-sale securities (fair market value) | $2,009,840,000 | 83 |
| Total debt securities | $2,017,789,000 | 103 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $2,045,630,000 | 100 |
| U.S. Government securities | $2,036,855,000 | 77 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $2,036,855,000 | 74 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $8,525,000 | 1,012 |
| Privately issued residential mortgage-backed securities | $5,825,000 | 666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $2,700,000 | 954 |
| Foreign debt securities | $250,000 | 112 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,770,628,000 | 62 |
| Mortgage-backed securities | $1,490,321,000 | 82 |
| Certificates of participation in pools of residential mortgages | $1,490,304,000 | 54 |
| Issued or guaranteed by U.S. | $1,484,496,000 | 54 |
| Privately issued | $5,808,000 | 51 |
| Collaterized mortgage obligations | $17,000 | 3,702 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $17,000 | 1,508 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $8,246,000 | 1,279 |
| Available-for-sale securities (fair market value) | $2,037,384,000 | 81 |
| Total debt securities | $2,045,630,000 | 100 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $2,106,985,000 | 97 |
| U.S. Government securities | $2,098,091,000 | 73 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $2,098,091,000 | 70 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $8,644,000 | 954 |
| Privately issued residential mortgage-backed securities | $5,944,000 | 662 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,700,000 | 973 |
| Foreign debt securities | $250,000 | 107 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,785,583,000 | 61 |
| Mortgage-backed securities | $1,803,547,000 | 72 |
| Certificates of participation in pools of residential mortgages | $1,803,529,000 | 46 |
| Issued or guaranteed by U.S. | $1,797,603,000 | 45 |
| Privately issued | $5,926,000 | 61 |
| Collaterized mortgage obligations | $18,000 | 3,708 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $18,000 | 1,526 |
| 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) | $8,357,000 | 1,279 |
| Available-for-sale securities (fair market value) | $2,098,628,000 | 83 |
| Total debt securities | $2,106,985,000 | 93 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $1,974,243,000 | 93 |
| U.S. Government securities | $1,965,554,000 | 71 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $1,965,554,000 | 69 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $8,439,000 | 922 |
| Privately issued residential mortgage-backed securities | $5,739,000 | 641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,700,000 | 935 |
| Foreign debt securities | $250,000 | 101 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,827,020,000 | 61 |
| Mortgage-backed securities | $1,971,293,000 | 68 |
| Certificates of participation in pools of residential mortgages | $1,971,275,000 | 43 |
| Issued or guaranteed by U.S. | $1,965,554,000 | 42 |
| Privately issued | $5,721,000 | 64 |
| Collaterized mortgage obligations | $18,000 | 3,675 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $18,000 | 1,480 |
| 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) | $8,139,000 | 1,293 |
| Available-for-sale securities (fair market value) | $1,966,104,000 | 82 |
| Total debt securities | $1,974,243,000 | 91 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $2,111,125,000 | 85 |
| U.S. Government securities | $2,099,358,000 | 62 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $2,099,358,000 | 61 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $11,517,000 | 760 |
| Privately issued residential mortgage-backed securities | $5,977,000 | 642 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,540,000 | 592 |
| Foreign debt securities | $250,000 | 107 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,996,458,000 | 55 |
| Mortgage-backed securities | $2,105,335,000 | 62 |
| Certificates of participation in pools of residential mortgages | $2,105,316,000 | 38 |
| Issued or guaranteed by U.S. | $2,099,358,000 | 37 |
| Privately issued | $5,958,000 | 66 |
| Collaterized mortgage obligations | $19,000 | 3,605 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $19,000 | 1,449 |
| 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) | $8,369,000 | 1,280 |
| Available-for-sale securities (fair market value) | $2,102,756,000 | 71 |
| Total debt securities | $2,111,125,000 | 85 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $2,128,799,000 | 91 |
| U.S. Government securities | $2,116,953,000 | 62 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $2,116,953,000 | 60 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $11,596,000 | 800 |
| Privately issued residential mortgage-backed securities | $5,755,000 | 661 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,841,000 | 637 |
| Foreign debt securities | $250,000 | 109 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,009,265,000 | 54 |
| Mortgage-backed securities | $2,122,708,000 | 63 |
| Certificates of participation in pools of residential mortgages | $2,122,683,000 | 39 |
| Issued or guaranteed by U.S. | $2,116,953,000 | 37 |
| Privately issued | $5,730,000 | 71 |
| Collaterized mortgage obligations | $25,000 | 3,604 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $25,000 | 1,406 |
| 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) | $8,135,000 | 1,295 |
| Available-for-sale securities (fair market value) | $2,120,664,000 | 75 |
| Total debt securities | $2,128,799,000 | 92 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $2,185,010,000 | 93 |
| U.S. Government securities | $2,173,387,000 | 59 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $2,173,387,000 | 58 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $11,373,000 | 791 |
| Privately issued residential mortgage-backed securities | $5,381,000 | 633 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,992,000 | 620 |
| Foreign debt securities | $250,000 | 123 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,085,700,000 | 53 |
| Mortgage-backed securities | $2,178,768,000 | 63 |
| Certificates of participation in pools of residential mortgages | $2,178,742,000 | 40 |
| Issued or guaranteed by U.S. | $2,173,387,000 | 37 |
| Privately issued | $5,355,000 | 77 |
| Collaterized mortgage obligations | $26,000 | 3,595 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $26,000 | 1,397 |
| 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) | $7,748,000 | 1,346 |
| Available-for-sale securities (fair market value) | $2,177,262,000 | 79 |
| Total debt securities | $2,185,010,000 | 92 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $1,971,045,000 | 102 |
| U.S. Government securities | $1,959,630,000 | 66 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $1,959,630,000 | 63 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $11,165,000 | 748 |
| Privately issued residential mortgage-backed securities | $8,465,000 | 490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,700,000 | 928 |
| Foreign debt securities | $250,000 | 127 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,880,382,000 | 52 |
| Mortgage-backed securities | $1,968,095,000 | 66 |
| Certificates of participation in pools of residential mortgages | $1,964,621,000 | 42 |
| Issued or guaranteed by U.S. | $1,959,630,000 | 39 |
| Privately issued | $4,991,000 | 74 |
| Collaterized mortgage obligations | $3,474,000 | 1,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $3,474,000 | 662 |
| 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) | $7,364,000 | 1,427 |
| Available-for-sale securities (fair market value) | $1,963,681,000 | 85 |
| Total debt securities | $1,971,045,000 | 103 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $2,026,891,000 | 102 |
| U.S. Government securities | $2,018,229,000 | 68 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $2,018,229,000 | 67 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $8,412,000 | 832 |
| Privately issued residential mortgage-backed securities | $8,412,000 | 456 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $250,000 | 130 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,931,618,000 | 54 |
| Mortgage-backed securities | $2,026,641,000 | 65 |
| Certificates of participation in pools of residential mortgages | $2,022,968,000 | 41 |
| Issued or guaranteed by U.S. | $2,018,229,000 | 37 |
| Privately issued | $4,739,000 | 74 |
| Collaterized mortgage obligations | $3,673,000 | 1,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $3,673,000 | 625 |
| 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) | $4,386,000 | 1,844 |
| Available-for-sale securities (fair market value) | $2,022,505,000 | 89 |
| Total debt securities | $2,026,891,000 | 101 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $1,943,450,000 | 111 |
| U.S. Government securities | $1,939,004,000 | 76 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $1,939,004,000 | 75 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $4,196,000 | 1,114 |
| Privately issued residential mortgage-backed securities | $4,196,000 | 592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $250,000 | 130 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,692,710,000 | 65 |
| Mortgage-backed securities | $1,943,200,000 | 73 |
| Certificates of participation in pools of residential mortgages | $1,939,374,000 | 42 |
| Issued or guaranteed by U.S. | $1,939,004,000 | 38 |
| Privately issued | $370,000 | 149 |
| Collaterized mortgage obligations | $3,826,000 | 1,725 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $3,826,000 | 579 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $1,943,450,000 | 94 |
| Total debt securities | $1,943,450,000 | 109 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $1,859,244,000 | 113 |
| U.S. Government securities | $1,853,878,000 | 81 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $1,853,878,000 | 79 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $4,366,000 | 1,103 |
| Privately issued residential mortgage-backed securities | $4,366,000 | 566 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $1,000,000 | 75 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,699,853,000 | 62 |
| Mortgage-backed securities | $1,858,244,000 | 76 |
| Certificates of participation in pools of residential mortgages | $1,854,264,000 | 44 |
| Issued or guaranteed by U.S. | $1,853,878,000 | 40 |
| Privately issued | $386,000 | 152 |
| Collaterized mortgage obligations | $3,980,000 | 1,683 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $3,980,000 | 544 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $1,859,244,000 | 94 |
| Total debt securities | $1,859,244,000 | 108 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $1,816,126,000 | 115 |
| U.S. Government securities | $1,810,577,000 | 89 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $1,810,577,000 | 85 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $4,549,000 | 1,078 |
| Privately issued residential mortgage-backed securities | $4,549,000 | 550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $1,000,000 | 75 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,749,926,000 | 65 |
| Mortgage-backed securities | $1,815,126,000 | 78 |
| Certificates of participation in pools of residential mortgages | $1,810,989,000 | 43 |
| Issued or guaranteed by U.S. | $1,810,577,000 | 40 |
| Privately issued | $412,000 | 140 |
| Collaterized mortgage obligations | $4,137,000 | 1,661 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $4,137,000 | 536 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $1,816,126,000 | 96 |
| Total debt securities | $1,816,126,000 | 113 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $1,770,427,000 | 121 |
| U.S. Government securities | $1,764,689,000 | 91 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $1,764,689,000 | 91 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $4,738,000 | 1,062 |
| Privately issued residential mortgage-backed securities | $4,738,000 | 535 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $1,000,000 | 79 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,719,054,000 | 70 |
| Mortgage-backed securities | $1,769,427,000 | 84 |
| Certificates of participation in pools of residential mortgages | $1,765,133,000 | 49 |
| Issued or guaranteed by U.S. | $1,764,689,000 | 47 |
| Privately issued | $444,000 | 147 |
| Collaterized mortgage obligations | $4,294,000 | 1,597 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $4,294,000 | 519 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $1,770,427,000 | 103 |
| Total debt securities | $1,770,427,000 | 119 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $1,781,995,000 | 117 |
| U.S. Government securities | $1,776,043,000 | 87 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $1,776,043,000 | 86 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $4,952,000 | 1,035 |
| Privately issued residential mortgage-backed securities | $4,952,000 | 513 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $1,000,000 | 83 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,698,400,000 | 70 |
| Mortgage-backed securities | $1,780,995,000 | 86 |
| Certificates of participation in pools of residential mortgages | $1,776,545,000 | 45 |
| Issued or guaranteed by U.S. | $1,776,043,000 | 42 |
| Privately issued | $502,000 | 138 |
| Collaterized mortgage obligations | $4,450,000 | 1,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $4,450,000 | 501 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $1,781,995,000 | 102 |
| Total debt securities | $1,781,995,000 | 116 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $1,816,135,000 | 120 |
| U.S. Government securities | $1,809,899,000 | 88 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $1,809,899,000 | 86 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $5,236,000 | 1,027 |
| Privately issued residential mortgage-backed securities | $5,236,000 | 505 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $1,000,000 | 83 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,720,257,000 | 66 |
| Mortgage-backed securities | $1,815,135,000 | 87 |
| Certificates of participation in pools of residential mortgages | $1,810,531,000 | 43 |
| Issued or guaranteed by U.S. | $1,809,899,000 | 42 |
| Privately issued | $632,000 | 129 |
| Collaterized mortgage obligations | $4,604,000 | 1,536 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $4,604,000 | 496 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $1,816,135,000 | 103 |
| Total debt securities | $1,816,135,000 | 116 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $1,648,615,000 | 129 |
| U.S. Government securities | $1,642,157,000 | 102 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $1,642,157,000 | 99 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $5,458,000 | 1,017 |
| Privately issued residential mortgage-backed securities | $5,458,000 | 482 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $1,000,000 | 81 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,547,822,000 | 73 |
| Mortgage-backed securities | $1,647,615,000 | 92 |
| Certificates of participation in pools of residential mortgages | $1,642,854,000 | 48 |
| Issued or guaranteed by U.S. | $1,642,157,000 | 47 |
| Privately issued | $697,000 | 128 |
| Collaterized mortgage obligations | $4,761,000 | 1,514 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $4,761,000 | 480 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $1,648,615,000 | 114 |
| Total debt securities | $1,648,615,000 | 124 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $1,318,787,000 | 149 |
| U.S. Government securities | $1,312,071,000 | 116 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $1,312,071,000 | 114 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $5,716,000 | 1,011 |
| Privately issued residential mortgage-backed securities | $5,716,000 | 463 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $1,000,000 | 84 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $985,574,000 | 97 |
| Mortgage-backed securities | $1,317,787,000 | 102 |
| Certificates of participation in pools of residential mortgages | $1,312,859,000 | 60 |
| Issued or guaranteed by U.S. | $1,312,071,000 | 54 |
| Privately issued | $788,000 | 124 |
| Collaterized mortgage obligations | $4,928,000 | 1,493 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $4,928,000 | 462 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $1,318,787,000 | 132 |
| Total debt securities | $1,318,787,000 | 149 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $1,406,575,000 | 148 |
| U.S. Government securities | $1,399,636,000 | 115 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $1,399,636,000 | 110 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $5,939,000 | 1,007 |
| Privately issued residential mortgage-backed securities | $5,939,000 | 454 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $1,000,000 | 86 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $715,127,000 | 124 |
| Mortgage-backed securities | $1,405,575,000 | 103 |
| Certificates of participation in pools of residential mortgages | $1,400,489,000 | 60 |
| Issued or guaranteed by U.S. | $1,399,636,000 | 54 |
| Privately issued | $853,000 | 124 |
| Collaterized mortgage obligations | $5,086,000 | 1,494 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $5,086,000 | 450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $1,406,575,000 | 128 |
| Total debt securities | $1,406,575,000 | 148 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $1,785,520,000 | 125 |
| U.S. Government securities | $1,778,322,000 | 97 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $1,778,322,000 | 94 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $6,198,000 | 1,018 |
| Privately issued residential mortgage-backed securities | $6,198,000 | 440 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $1,000,000 | 90 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,107,076,000 | 94 |
| Mortgage-backed securities | $1,784,520,000 | 95 |
| Certificates of participation in pools of residential mortgages | $1,779,281,000 | 51 |
| Issued or guaranteed by U.S. | $1,778,322,000 | 47 |
| Privately issued | $959,000 | 111 |
| Collaterized mortgage obligations | $5,239,000 | 1,508 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $5,239,000 | 432 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $1,785,520,000 | 111 |
| Total debt securities | $1,785,520,000 | 125 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $1,619,941,000 | 134 |
| U.S. Government securities | $1,612,524,000 | 113 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $1,612,524,000 | 110 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $6,417,000 | 1,025 |
| Privately issued residential mortgage-backed securities | $6,417,000 | 432 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $1,000,000 | 95 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,366,820,000 | 86 |
| Mortgage-backed securities | $1,618,941,000 | 99 |
| Certificates of participation in pools of residential mortgages | $1,613,545,000 | 57 |
| Issued or guaranteed by U.S. | $1,612,524,000 | 53 |
| Privately issued | $1,021,000 | 104 |
| Collaterized mortgage obligations | $5,396,000 | 1,502 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $5,396,000 | 423 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $1,619,941,000 | 120 |
| Total debt securities | $1,619,942,000 | 134 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $1,330,708,000 | 157 |
| U.S. Government securities | $1,323,263,000 | 127 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $1,323,263,000 | 122 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $6,695,000 | 1,004 |
| Privately issued residential mortgage-backed securities | $6,695,000 | 402 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $750,000 | 105 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,293,995,000 | 86 |
| Mortgage-backed securities | $1,329,958,000 | 109 |
| Certificates of participation in pools of residential mortgages | $1,324,407,000 | 69 |
| Issued or guaranteed by U.S. | $1,323,263,000 | 64 |
| Privately issued | $1,144,000 | 103 |
| Collaterized mortgage obligations | $5,551,000 | 1,482 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $5,551,000 | 397 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $1,330,708,000 | 138 |
| Total debt securities | $1,330,708,000 | 154 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $1,588,372,000 | 142 |
| U.S. Government securities | $1,580,564,000 | 114 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $1,580,564,000 | 109 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $7,058,000 | 987 |
| Privately issued residential mortgage-backed securities | $7,058,000 | 386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $750,000 | 99 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,440,159,000 | 81 |
| Mortgage-backed securities | $1,587,622,000 | 100 |
| Certificates of participation in pools of residential mortgages | $1,581,914,000 | 61 |
| Issued or guaranteed by U.S. | $1,580,564,000 | 56 |
| Privately issued | $1,350,000 | 101 |
| Collaterized mortgage obligations | $5,708,000 | 1,477 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $5,708,000 | 389 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $1,588,372,000 | 125 |
| Total debt securities | $1,588,372,000 | 140 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $1,269,293,000 | 166 |
| U.S. Government securities | $1,260,045,000 | 131 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $1,260,045,000 | 125 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $8,498,000 | 956 |
| Privately issued residential mortgage-backed securities | $8,498,000 | 375 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $750,000 | 110 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,148,693,000 | 94 |
| Mortgage-backed securities | $1,268,543,000 | 114 |
| Certificates of participation in pools of residential mortgages | $1,262,680,000 | 70 |
| Issued or guaranteed by U.S. | $1,260,045,000 | 65 |
| Privately issued | $2,635,000 | 83 |
| Collaterized mortgage obligations | $5,863,000 | 1,504 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $5,863,000 | 390 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $1,269,293,000 | 144 |
| Total debt securities | $1,269,293,000 | 165 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $1,533,288,000 | 143 |
| U.S. Government securities | $1,523,466,000 | 114 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $1,523,466,000 | 110 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $9,072,000 | 907 |
| Privately issued residential mortgage-backed securities | $9,072,000 | 295 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $750,000 | 115 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,341,421,000 | 83 |
| Mortgage-backed securities | $1,532,538,000 | 96 |
| Certificates of participation in pools of residential mortgages | $1,526,517,000 | 59 |
| Issued or guaranteed by U.S. | $1,523,466,000 | 55 |
| Privately issued | $3,051,000 | 90 |
| Collaterized mortgage obligations | $6,021,000 | 1,447 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $6,021,000 | 293 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $1,533,288,000 | 128 |
| Total debt securities | $1,533,288,000 | 141 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $1,604,282,000 | 131 |
| U.S. Government securities | $1,593,845,000 | 113 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $1,593,845,000 | 104 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $9,687,000 | 887 |
| Privately issued residential mortgage-backed securities | $9,687,000 | 275 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $750,000 | 121 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,150,228,000 | 90 |
| Mortgage-backed securities | $1,603,532,000 | 92 |
| Certificates of participation in pools of residential mortgages | $1,597,326,000 | 54 |
| Issued or guaranteed by U.S. | $1,593,845,000 | 49 |
| Privately issued | $3,481,000 | 85 |
| Collaterized mortgage obligations | $6,206,000 | 1,455 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $6,206,000 | 302 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $1,604,282,000 | 119 |
| Total debt securities | $1,604,282,000 | 133 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $1,980,830,000 | 119 |
| U.S. Government securities | $1,969,992,000 | 96 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $1,969,992,000 | 90 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $10,088,000 | 899 |
| Privately issued residential mortgage-backed securities | $10,088,000 | 300 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $750,000 | 123 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $625,059,000 | 119 |
| Mortgage-backed securities | $1,980,080,000 | 81 |
| Certificates of participation in pools of residential mortgages | $1,973,707,000 | 44 |
| Issued or guaranteed by U.S. | $1,969,992,000 | 41 |
| Privately issued | $3,715,000 | 84 |
| Collaterized mortgage obligations | $6,373,000 | 1,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $6,373,000 | 327 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $1,980,830,000 | 106 |
| Total debt securities | $1,980,830,000 | 119 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $2,442,724,000 | 99 |
| U.S. Government securities | $2,431,484,000 | 73 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $2,431,484,000 | 68 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $10,490,000 | 881 |
| Privately issued residential mortgage-backed securities | $10,490,000 | 302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $750,000 | 118 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $861,506,000 | 95 |
| Mortgage-backed securities | $2,441,974,000 | 66 |
| Certificates of participation in pools of residential mortgages | $2,436,079,000 | 36 |
| Issued or guaranteed by U.S. | $2,431,484,000 | 32 |
| Privately issued | $4,595,000 | 79 |
| Collaterized mortgage obligations | $5,895,000 | 1,670 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $5,895,000 | 334 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $2,442,724,000 | 91 |
| Total debt securities | $2,442,724,000 | 99 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $2,426,794,000 | 97 |
| U.S. Government securities | $2,414,739,000 | 74 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $2,414,739,000 | 70 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $11,305,000 | 864 |
| Privately issued residential mortgage-backed securities | $11,305,000 | 277 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $750,000 | 117 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $867,698,000 | 95 |
| Mortgage-backed securities | $2,426,044,000 | 67 |
| Certificates of participation in pools of residential mortgages | $2,420,000,000 | 37 |
| Issued or guaranteed by U.S. | $2,414,739,000 | 32 |
| Privately issued | $5,261,000 | 76 |
| Collaterized mortgage obligations | $6,044,000 | 1,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $6,044,000 | 324 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $2,426,794,000 | 86 |
| Total debt securities | $2,426,794,000 | 96 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $1,583,944,000 | 131 |
| U.S. Government securities | $1,557,369,000 | 97 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $1,557,369,000 | 92 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $25,925,000 | 519 |
| Privately issued residential mortgage-backed securities | $25,925,000 | 212 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $650,000 | 136 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $512,280,000 | 119 |
| Mortgage-backed securities | $1,583,294,000 | 90 |
| Certificates of participation in pools of residential mortgages | $1,576,598,000 | 52 |
| Issued or guaranteed by U.S. | $1,557,369,000 | 51 |
| Privately issued | $19,229,000 | 43 |
| Collaterized mortgage obligations | $6,696,000 | 1,597 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $6,696,000 | 326 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $1,583,944,000 | 118 |
| Total debt securities | $1,583,944,000 | 128 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $1,536,017,000 | 126 |
| U.S. Government securities | $1,364,633,000 | 102 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $1,364,633,000 | 97 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $37,717,000 | 343 |
| Privately issued residential mortgage-backed securities | $37,717,000 | 144 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $550,000 | 139 |
| Equity securities | $133,117,000 | 60 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,130,540,000 | 69 |
| Mortgage-backed securities | $1,402,350,000 | 84 |
| Certificates of participation in pools of residential mortgages | $1,394,915,000 | 45 |
| Issued or guaranteed by U.S. | $1,364,633,000 | 43 |
| Privately issued | $30,282,000 | 30 |
| Collaterized mortgage obligations | $7,435,000 | 1,213 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $7,435,000 | 293 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $1,536,017,000 | 105 |
| Total debt securities | $1,402,900,000 | 127 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $480,666,000 | 294 |
| U.S. Government securities | $443,265,000 | 244 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $443,265,000 | 221 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $126,000 | 3,464 |
| Privately issued residential mortgage-backed securities | $126,000 | 1,191 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $500,000 | 156 |
| Equity securities | $36,775,000 | 168 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $410,771,000 | 167 |
| Mortgage-backed securities | $443,391,000 | 190 |
| Certificates of participation in pools of residential mortgages | $443,391,000 | 127 |
| Issued or guaranteed by U.S. | $443,265,000 | 124 |
| Privately issued | $126,000 | 237 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $480,666,000 | 234 |
| Total debt securities | $443,891,000 | 303 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $457,704,000 | 308 |
| U.S. Government securities | $414,473,000 | 263 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $414,473,000 | 231 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $10,589,000 | 738 |
| Privately issued residential mortgage-backed securities | $6,362,000 | 331 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,227,000 | 979 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $32,642,000 | 183 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $195,745,000 | 225 |
| Mortgage-backed securities | $420,835,000 | 201 |
| Certificates of participation in pools of residential mortgages | $420,835,000 | 133 |
| Issued or guaranteed by U.S. | $414,473,000 | 129 |
| Privately issued | $6,362,000 | 85 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| 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) | $4,227,000 | 3,689 |
| Available-for-sale securities (fair market value) | $453,477,000 | 252 |
| Total debt securities | $425,062,000 | 320 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $424,153,000 | 335 |
| U.S. Government securities | $380,817,000 | 308 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $380,817,000 | 259 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $13,659,000 | 474 |
| Privately issued residential mortgage-backed securities | $9,598,000 | 241 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,061,000 | 739 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $29,677,000 | 161 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $150,370,000 | 278 |
| Mortgage-backed securities | $390,415,000 | 205 |
| Certificates of participation in pools of residential mortgages | $390,415,000 | 136 |
| Issued or guaranteed by U.S. | $380,817,000 | 136 |
| Privately issued | $9,598,000 | 92 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| 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) | $4,061,000 | 4,531 |
| Available-for-sale securities (fair market value) | $420,092,000 | 256 |
| Total debt securities | $394,476,000 | 350 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $501,368,000 | 303 |
| U.S. Government securities | $485,809,000 | 255 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $485,809,000 | 208 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $15,473,000 | 433 |
| Privately issued residential mortgage-backed securities | $11,563,000 | 239 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,910,000 | 748 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-86,000 | 1,012 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $497,372,000 | 180 |
| Certificates of participation in pools of residential mortgages | $497,372,000 | 124 |
| Issued or guaranteed by U.S. | $485,809,000 | 121 |
| Privately issued | $11,563,000 | 101 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| 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) | $3,910,000 | 5,196 |
| Available-for-sale securities (fair market value) | $497,458,000 | 227 |
| Total debt securities | $501,282,000 | 294 |
| 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 | $618,760,000 | 280 |
| U.S. Government securities | $600,036,000 | 239 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $600,036,000 | 185 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $18,539,000 | 458 |
| Privately issued residential mortgage-backed securities | $14,873,000 | 237 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,666,000 | 969 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-185,000 | 1,174 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $614,909,000 | 168 |
| Certificates of participation in pools of residential mortgages | $614,909,000 | 110 |
| Issued or guaranteed by U.S. | $600,036,000 | 104 |
| Privately issued | $14,873,000 | 100 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $618,760,000 | 199 |
| Total debt securities | $618,575,000 | 276 |
| 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 | $770,577,000 | 246 |
| U.S. Government securities | $734,527,000 | 214 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $734,527,000 | 143 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $35,762,000 | 318 |
| Privately issued residential mortgage-backed securities | $17,441,000 | 227 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,321,000 | 327 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-288,000 | 1,312 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $702,071,000 | 155 |
| Certificates of participation in pools of residential mortgages | $702,071,000 | 99 |
| Issued or guaranteed by U.S. | $684,630,000 | 89 |
| Privately issued | $17,441,000 | 97 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $592,050,000 | 194 |
| Available-for-sale securities (fair market value) | $178,527,000 | 329 |
| Total debt securities | $770,289,000 | 243 |
| 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 | $819,252,000 | 235 |
| U.S. Government securities | $785,737,000 | 198 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $785,737,000 | 128 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $31,271,000 | 416 |
| Privately issued residential mortgage-backed securities | $21,029,000 | 244 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,242,000 | 606 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-2,244,000 | 1,641 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $798,774,000 | 132 |
| Certificates of participation in pools of residential mortgages | $798,774,000 | 80 |
| Issued or guaranteed by U.S. | $777,745,000 | 68 |
| Privately issued | $21,029,000 | 129 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $817,008,000 | 231 |
| 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 | $1,184,679,000 | 153 |
| U.S. Government securities | $1,113,105,000 | 128 |
| U.S. Treasury securities | $24,596,000 | 1,533 |
| U.S. Government agency obligations | $1,088,509,000 | 75 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $69,287,000 | 243 |
| Privately issued residential mortgage-backed securities | $26,628,000 | 242 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $42,659,000 | 217 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-2,287,000 | 1,879 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,090,169,000 | 88 |
| Certificates of participation in pools of residential mortgages | $1,090,169,000 | 48 |
| Issued or guaranteed by U.S. | $1,063,541,000 | 39 |
| Privately issued | $26,628,000 | 123 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $1,182,392,000 | 151 |
| 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 |