| 2021-12-31 | Rank |
| Total securities | $6,580,892,000 | 78 |
| U.S. Government securities | $6,285,577,000 | 67 |
| U.S. Treasury securities | $472,445,000 | 64 |
| U.S. Government agency obligations | $5,813,132,000 | 61 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $295,315,000 | 20 |
| 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 | $100,756,000 | 656 |
| Mortgage-backed securities | $4,266,164,000 | 75 |
| Certificates of participation in pools of residential mortgages | $1,825,850,000 | 77 |
| Issued or guaranteed by U.S. | $1,825,850,000 | 76 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $801,429,000 | 88 |
| CMOs issued by government agencies or sponsored agencies | $801,429,000 | 81 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $1,638,885,000 | 49 |
| Commercial mortgage pass-through securities | $1,638,885,000 | 19 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $6,580,892,000 | 67 |
| Total debt securities | $6,580,893,000 | 78 |
| Structured notes |
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $220,482,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $77,435,000 | 30 |
| 2021-09-30 | Rank |
| Total securities | $5,548,030,000 | 88 |
| U.S. Government securities | $5,251,688,000 | 73 |
| U.S. Treasury securities | $475,439,000 | 59 |
| U.S. Government agency obligations | $4,776,249,000 | 71 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $296,342,000 | 20 |
| 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 | $136,249,000 | 507 |
| Mortgage-backed securities | $3,289,119,000 | 85 |
| Certificates of participation in pools of residential mortgages | $730,517,000 | 133 |
| Issued or guaranteed by U.S. | $730,517,000 | 132 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $844,976,000 | 81 |
| CMOs issued by government agencies or sponsored agencies | $844,976,000 | 78 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $1,713,626,000 | 46 |
| Commercial mortgage pass-through securities | $1,713,626,000 | 17 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $5,548,030,000 | 74 |
| Total debt securities | $5,548,031,000 | 88 |
| Structured notes |
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $268,272,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $77,871,000 | 34 |
| 2021-06-30 | Rank |
| Total securities | $5,068,357,000 | 88 |
| U.S. Government securities | $4,750,820,000 | 71 |
| U.S. Treasury securities | $476,639,000 | 54 |
| U.S. Government agency obligations | $4,274,181,000 | 71 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $317,537,000 | 20 |
| 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 | $874,682,000 | 114 |
| Mortgage-backed securities | $2,852,072,000 | 93 |
| Certificates of participation in pools of residential mortgages | $91,114,000 | 567 |
| Issued or guaranteed by U.S. | $91,114,000 | 556 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $988,465,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $988,465,000 | 68 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $1,772,493,000 | 43 |
| Commercial mortgage pass-through securities | $1,772,493,000 | 16 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $5,068,357,000 | 75 |
| Total debt securities | $5,068,356,000 | 87 |
| Structured notes |
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $301,696,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $71,181,000 | 35 |
| 2021-03-31 | Rank |
| Total securities | $4,726,566,000 | 85 |
| U.S. Government securities | $4,405,670,000 | 73 |
| U.S. Treasury securities | $469,924,000 | 51 |
| U.S. Government agency obligations | $3,935,746,000 | 70 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $1,591,000 | 1,585 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,591,000 | 459 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $319,305,000 | 20 |
| 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 | $870,310,000 | 111 |
| Mortgage-backed securities | $2,559,694,000 | 93 |
| Certificates of participation in pools of residential mortgages | $106,718,000 | 473 |
| Issued or guaranteed by U.S. | $106,718,000 | 464 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $980,710,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $980,710,000 | 68 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $1,472,266,000 | 48 |
| Commercial mortgage pass-through securities | $1,472,266,000 | 20 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $4,726,566,000 | 73 |
| Total debt securities | $4,726,567,000 | 85 |
| Structured notes |
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $277,789,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $99,555,000 | 34 |
| 2020-12-31 | Rank |
| Total securities | $6,660,621,000 | 64 |
| U.S. Government securities | $6,321,214,000 | 57 |
| U.S. Treasury securities | $489,883,000 | 51 |
| U.S. Government agency obligations | $5,831,331,000 | 54 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $1,615,000 | 1,523 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,615,000 | 435 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $337,792,000 | 18 |
| 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 | $1,926,231,000 | 72 |
| Mortgage-backed securities | $4,360,586,000 | 61 |
| Certificates of participation in pools of residential mortgages | $1,372,134,000 | 79 |
| Issued or guaranteed by U.S. | $1,372,134,000 | 79 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,207,711,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $1,207,711,000 | 61 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $1,780,741,000 | 41 |
| Commercial mortgage pass-through securities | $1,780,741,000 | 16 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $6,660,621,000 | 57 |
| Total debt securities | $6,660,621,000 | 64 |
| Structured notes |
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $431,544,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $77,943,000 | 44 |
| 2020-09-30 | Rank |
| Total securities | $6,339,348,000 | 63 |
| U.S. Government securities | $6,109,829,000 | 56 |
| U.S. Treasury securities | $523,932,000 | 50 |
| U.S. Government agency obligations | $5,585,897,000 | 55 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $1,781,000 | 1,474 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,781,000 | 416 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $227,738,000 | 19 |
| 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 | $2,346,391,000 | 58 |
| Mortgage-backed securities | $4,278,617,000 | 60 |
| Certificates of participation in pools of residential mortgages | $1,770,280,000 | 62 |
| Issued or guaranteed by U.S. | $1,770,280,000 | 62 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,329,649,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $1,329,649,000 | 56 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $1,178,688,000 | 51 |
| Commercial mortgage pass-through securities | $1,178,688,000 | 19 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $6,339,348,000 | 55 |
| Total debt securities | $6,339,349,000 | 63 |
| Structured notes |
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $487,541,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $83,485,000 | 43 |
| 2020-06-30 | Rank |
| Total securities | $5,383,219,000 | 66 |
| U.S. Government securities | $5,328,958,000 | 56 |
| U.S. Treasury securities | $49,965,000 | 153 |
| U.S. Government agency obligations | $5,278,993,000 | 51 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $1,775,000 | 1,398 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,775,000 | 374 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $52,486,000 | 29 |
| 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 | $2,891,852,000 | 50 |
| Mortgage-backed securities | $4,988,006,000 | 53 |
| Certificates of participation in pools of residential mortgages | $2,170,878,000 | 49 |
| Issued or guaranteed by U.S. | $2,170,878,000 | 49 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,600,708,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $1,600,708,000 | 48 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $1,216,420,000 | 44 |
| Commercial mortgage pass-through securities | $1,216,420,000 | 18 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $5,383,219,000 | 58 |
| Total debt securities | $5,383,220,000 | 66 |
| Structured notes |
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $544,627,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $89,747,000 | 43 |
| 2020-03-31 | Rank |
| Total securities | $5,845,369,000 | 60 |
| U.S. Government securities | $5,777,748,000 | 51 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $5,777,748,000 | 45 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $1,872,000 | 1,336 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,872,000 | 347 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $65,749,000 | 25 |
| 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 | $3,095,817,000 | 48 |
| Mortgage-backed securities | $5,548,524,000 | 45 |
| Certificates of participation in pools of residential mortgages | $2,615,448,000 | 43 |
| Issued or guaranteed by U.S. | $2,615,448,000 | 43 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,776,523,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $1,776,523,000 | 45 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $1,156,553,000 | 45 |
| Commercial mortgage pass-through securities | $1,156,553,000 | 19 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $5,845,369,000 | 52 |
| Total debt securities | $5,845,370,000 | 60 |
| Structured notes |
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $534,944,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $85,748,000 | 48 |
| 2019-12-31 | Rank |
| Total securities | $6,049,646,000 | 59 |
| U.S. Government securities | $5,784,657,000 | 49 |
| U.S. Treasury securities | $2,057,000 | 903 |
| U.S. Government agency obligations | $5,782,600,000 | 43 |
| Securities issued by states & political subdivisions | $954,000 | 3,888 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $216,937,000 | 19 |
| 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 | $50,371,000 | 947 |
| Mortgage-backed securities | $5,338,582,000 | 44 |
| Certificates of participation in pools of residential mortgages | $3,267,027,000 | 38 |
| Issued or guaranteed by U.S. | $3,267,027,000 | 38 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,506,784,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $1,506,784,000 | 47 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $564,771,000 | 69 |
| Commercial mortgage pass-through securities | $564,771,000 | 31 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $6,002,548,000 | 49 |
| Total debt securities | $6,002,551,000 | 59 |
| Structured notes |
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $179,378,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $20,656,000 | 58 |
| 2019-09-30 | Rank |
| Total securities | $5,892,744,000 | 59 |
| U.S. Government securities | $5,742,471,000 | 49 |
| U.S. Treasury securities | $201,942,000 | 70 |
| U.S. Government agency obligations | $5,540,529,000 | 44 |
| Securities issued by states & political subdivisions | $1,329,000 | 3,794 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $102,004,000 | 23 |
| 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 | $54,979,000 | 899 |
| Mortgage-backed securities | $4,851,700,000 | 47 |
| Certificates of participation in pools of residential mortgages | $2,736,997,000 | 41 |
| Issued or guaranteed by U.S. | $2,736,997,000 | 41 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,594,322,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $1,594,322,000 | 44 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $520,381,000 | 70 |
| Commercial mortgage pass-through securities | $520,381,000 | 31 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $5,845,804,000 | 50 |
| Total debt securities | $5,845,803,000 | 60 |
| Structured notes |
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $260,971,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $215,600,000 | 21 |
| 2019-06-30 | Rank |
| Total securities | $6,346,417,000 | 57 |
| U.S. Government securities | $6,137,172,000 | 47 |
| U.S. Treasury securities | $720,141,000 | 45 |
| U.S. Government agency obligations | $5,417,031,000 | 44 |
| Securities issued by states & political subdivisions | $9,672,000 | 2,388 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $153,241,000 | 19 |
| 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 | $58,338,000 | 871 |
| Mortgage-backed securities | $5,407,060,000 | 44 |
| Certificates of participation in pools of residential mortgages | $3,117,977,000 | 39 |
| Issued or guaranteed by U.S. | $3,117,977,000 | 39 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,764,574,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $1,764,574,000 | 44 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $524,509,000 | 63 |
| Commercial mortgage pass-through securities | $524,509,000 | 30 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $6,300,085,000 | 49 |
| Total debt securities | $6,300,085,000 | 57 |
| Structured notes |
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $188,625,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $150,763,000 | 21 |
| 2019-03-31 | Rank |
| Total securities | $7,608,605,000 | 48 |
| U.S. Government securities | $7,386,534,000 | 43 |
| U.S. Treasury securities | $1,833,068,000 | 35 |
| U.S. Government agency obligations | $5,553,466,000 | 43 |
| Securities issued by states & political subdivisions | $10,315,000 | 2,391 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $166,535,000 | 18 |
| 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 | $62,991,000 | 821 |
| Mortgage-backed securities | $5,518,748,000 | 44 |
| Certificates of participation in pools of residential mortgages | $3,226,031,000 | 38 |
| Issued or guaranteed by U.S. | $3,226,031,000 | 38 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,881,469,000 | 44 |
| CMOs issued by government agencies or sponsored agencies | $1,881,469,000 | 42 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $411,248,000 | 74 |
| Commercial mortgage pass-through securities | $411,248,000 | 32 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $7,563,384,000 | 42 |
| Total debt securities | $7,563,381,000 | 48 |
| Structured notes |
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $110,735,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $78,629,000 | 28 |
| 2018-12-31 | Rank |
| Total securities | $5,967,721,000 | 58 |
| U.S. Government securities | $5,797,767,000 | 46 |
| U.S. Treasury securities | $243,427,000 | 68 |
| U.S. Government agency obligations | $5,554,340,000 | 43 |
| Securities issued by states & political subdivisions | $10,250,000 | 2,451 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $115,241,000 | 19 |
| 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 | $64,817,000 | 814 |
| Mortgage-backed securities | $5,519,871,000 | 43 |
| Certificates of participation in pools of residential mortgages | $3,411,121,000 | 36 |
| Issued or guaranteed by U.S. | $3,411,121,000 | 36 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,814,118,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $1,814,118,000 | 41 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $294,632,000 | 90 |
| Commercial mortgage pass-through securities | $282,154,000 | 39 |
| Other commercial mortgage-backed securities | $12,478,000 | 336 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $5,923,258,000 | 46 |
| Total debt securities | $5,923,259,000 | 58 |
| Structured notes |
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $90,100,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $61,574,000 | 32 |
| 2018-09-30 | Rank |
| Total securities | $6,089,340,000 | 59 |
| U.S. Government securities | $5,878,154,000 | 46 |
| U.S. Treasury securities | $586,825,000 | 49 |
| U.S. Government agency obligations | $5,291,329,000 | 46 |
| Securities issued by states & political subdivisions | $11,257,000 | 2,387 |
| Other domestic debt securities | $40,032,000 | 260 |
| Privately issued residential mortgage-backed securities | $40,032,000 | 61 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $116,106,000 | 20 |
| 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 | $68,089,000 | 774 |
| Mortgage-backed securities | $5,307,011,000 | 43 |
| Certificates of participation in pools of residential mortgages | $3,401,007,000 | 37 |
| Issued or guaranteed by U.S. | $3,401,007,000 | 37 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,748,453,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $1,708,421,000 | 42 |
| Privately issued | $40,032,000 | 56 |
| Commercial mortgage-backed securities | $157,551,000 | 130 |
| Commercial mortgage pass-through securities | $145,327,000 | 57 |
| Other commercial mortgage-backed securities | $12,224,000 | 336 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $6,045,549,000 | 47 |
| Total debt securities | $6,045,550,000 | 59 |
| Structured notes |
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $108,482,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $88,711,000 | 30 |
| 2018-06-30 | Rank |
| Total securities | $5,595,477,000 | 63 |
| U.S. Government securities | $5,322,640,000 | 48 |
| U.S. Treasury securities | $439,047,000 | 52 |
| U.S. Government agency obligations | $4,883,593,000 | 49 |
| Securities issued by states & political subdivisions | $11,477,000 | 2,414 |
| Other domestic debt securities | $101,301,000 | 136 |
| Privately issued residential mortgage-backed securities | $101,301,000 | 37 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $115,827,000 | 20 |
| 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 | $72,061,000 | 749 |
| Mortgage-backed securities | $4,960,370,000 | 46 |
| Certificates of participation in pools of residential mortgages | $3,339,828,000 | 36 |
| Issued or guaranteed by U.S. | $3,339,828,000 | 36 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,565,547,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $1,464,246,000 | 50 |
| Privately issued | $101,301,000 | 34 |
| Commercial mortgage-backed securities | $54,995,000 | 226 |
| Commercial mortgage pass-through securities | $22,428,000 | 211 |
| Other commercial mortgage-backed securities | $32,567,000 | 193 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $5,551,245,000 | 48 |
| Total debt securities | $5,551,243,000 | 63 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $97,945,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $76,903,000 | 31 |
| 2018-03-31 | Rank |
| Total securities | $5,608,112,000 | 60 |
| U.S. Government securities | $5,190,244,000 | 48 |
| U.S. Treasury securities | $439,298,000 | 50 |
| U.S. Government agency obligations | $4,750,946,000 | 49 |
| Securities issued by states & political subdivisions | $13,336,000 | 2,264 |
| Other domestic debt securities | $244,030,000 | 84 |
| Privately issued residential mortgage-backed securities | $244,030,000 | 24 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $116,510,000 | 20 |
| 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 | $184,065,000 | 360 |
| Mortgage-backed securities | $4,970,422,000 | 44 |
| Certificates of participation in pools of residential mortgages | $3,380,969,000 | 37 |
| Issued or guaranteed by U.S. | $3,380,969,000 | 37 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,589,453,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $1,345,423,000 | 49 |
| Privately issued | $244,030,000 | 22 |
| 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) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $5,564,120,000 | 48 |
| Total debt securities | $5,564,120,000 | 60 |
| Structured notes |
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $86,925,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $86,925,000 | 27 |
| Revaluation losses on off-balance sheet contracts | $66,357,000 | 32 |
| 2017-12-31 | Rank |
| Total securities | $6,194,534,000 | 56 |
| U.S. Government securities | $5,272,659,000 | 47 |
| U.S. Treasury securities | $297,639,000 | 60 |
| U.S. Government agency obligations | $4,975,020,000 | 45 |
| Securities issued by states & political subdivisions | $15,872,000 | 2,111 |
| Other domestic debt securities | $318,456,000 | 62 |
| Privately issued residential mortgage-backed securities | $318,456,000 | 20 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $516,637,000 | 13 |
| Equity securities | $70,910,000 | 26 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $109,130,000 | 560 |
| Mortgage-backed securities | $5,268,673,000 | 43 |
| Certificates of participation in pools of residential mortgages | $3,604,078,000 | 37 |
| Issued or guaranteed by U.S. | $3,604,078,000 | 37 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,664,595,000 | 44 |
| CMOs issued by government agencies or sponsored agencies | $1,346,139,000 | 48 |
| Privately issued | $318,456,000 | 18 |
| 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) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $6,194,534,000 | 48 |
| Total debt securities | $6,123,625,000 | 57 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $63,386,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $63,033,000 | 31 |
| Revaluation losses on off-balance sheet contracts | $37,875,000 | 36 |
| 2017-09-30 | Rank |
| Total securities | $5,008,256,000 | 61 |
| U.S. Government securities | $4,352,155,000 | 55 |
| U.S. Treasury securities | $221,467,000 | 62 |
| U.S. Government agency obligations | $4,130,688,000 | 52 |
| Securities issued by states & political subdivisions | $16,286,000 | 2,106 |
| Other domestic debt securities | $411,001,000 | 56 |
| Privately issued residential mortgage-backed securities | $411,001,000 | 19 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $165,500,000 | 18 |
| Equity securities | $63,314,000 | 24 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $117,825,000 | 523 |
| Mortgage-backed securities | $3,971,169,000 | 53 |
| Certificates of participation in pools of residential mortgages | $2,899,889,000 | 37 |
| Issued or guaranteed by U.S. | $2,899,889,000 | 37 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,071,280,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $660,279,000 | 74 |
| Privately issued | $411,001,000 | 17 |
| 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) | $171,243,000 | 177 |
| Available-for-sale securities (fair market value) | $4,837,013,000 | 49 |
| Total debt securities | $4,944,944,000 | 61 |
| Structured notes |
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $313,909,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $66,223,000 | 29 |
| Revaluation losses on off-balance sheet contracts | $32,343,000 | 36 |
| 2017-06-30 | Rank |
| Total securities | $4,361,865,000 | 63 |
| U.S. Government securities | $3,755,179,000 | 59 |
| U.S. Treasury securities | $22,787,000 | 237 |
| U.S. Government agency obligations | $3,732,392,000 | 54 |
| Securities issued by states & political subdivisions | $18,828,000 | 1,932 |
| Other domestic debt securities | $456,761,000 | 51 |
| Privately issued residential mortgage-backed securities | $456,761,000 | 18 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $65,698,000 | 29 |
| Equity securities | $65,399,000 | 21 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $126,456,000 | 498 |
| Mortgage-backed securities | $3,643,404,000 | 58 |
| Certificates of participation in pools of residential mortgages | $3,186,643,000 | 37 |
| Issued or guaranteed by U.S. | $3,186,643,000 | 36 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $456,761,000 | 97 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $456,761,000 | 16 |
| 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) | $180,063,000 | 179 |
| Available-for-sale securities (fair market value) | $4,181,802,000 | 52 |
| Total debt securities | $4,296,464,000 | 63 |
| Structured notes |
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $320,509,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $64,917,000 | 31 |
| Revaluation losses on off-balance sheet contracts | $31,930,000 | 37 |
| 2017-03-31 | Rank |
| Total securities | $3,954,504,000 | 64 |
| U.S. Government securities | $3,328,681,000 | 65 |
| U.S. Treasury securities | $99,384,000 | 97 |
| U.S. Government agency obligations | $3,229,297,000 | 60 |
| Securities issued by states & political subdivisions | $18,832,000 | 1,946 |
| Other domestic debt securities | $470,513,000 | 48 |
| Privately issued residential mortgage-backed securities | $470,513,000 | 16 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $65,673,000 | 29 |
| Equity securities | $70,805,000 | 23 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $149,751,000 | 442 |
| Mortgage-backed securities | $3,054,055,000 | 62 |
| Certificates of participation in pools of residential mortgages | $2,583,542,000 | 42 |
| Issued or guaranteed by U.S. | $2,583,542,000 | 41 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $470,513,000 | 95 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $470,513,000 | 14 |
| 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) | $186,873,000 | 170 |
| Available-for-sale securities (fair market value) | $3,767,631,000 | 57 |
| Total debt securities | $3,883,701,000 | 65 |
| Structured notes |
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $329,848,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $60,994,000 | 31 |
| Revaluation losses on off-balance sheet contracts | $31,940,000 | 37 |
| 2016-12-31 | Rank |
| Total securities | $3,549,398,000 | 67 |
| U.S. Government securities | $2,898,293,000 | 67 |
| U.S. Treasury securities | $99,372,000 | 98 |
| U.S. Government agency obligations | $2,798,921,000 | 66 |
| Securities issued by states & political subdivisions | $27,677,000 | 1,438 |
| Other domestic debt securities | $485,533,000 | 44 |
| Privately issued residential mortgage-backed securities | $485,533,000 | 15 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $65,649,000 | 28 |
| Equity securities | $72,246,000 | 25 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $148,252,000 | 428 |
| Mortgage-backed securities | $2,638,384,000 | 66 |
| Certificates of participation in pools of residential mortgages | $2,152,851,000 | 51 |
| Issued or guaranteed by U.S. | $2,152,851,000 | 50 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $485,533,000 | 92 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $485,533,000 | 13 |
| 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) | $203,362,000 | 156 |
| Available-for-sale securities (fair market value) | $3,346,036,000 | 60 |
| Total debt securities | $3,477,152,000 | 69 |
| Structured notes |
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $352,565,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $69,101,000 | 33 |
| Revaluation losses on off-balance sheet contracts | $49,350,000 | 35 |
| 2016-09-30 | Rank |
| Total securities | $2,648,352,000 | 95 |
| U.S. Government securities | $1,939,353,000 | 87 |
| U.S. Treasury securities | $100,035,000 | 87 |
| U.S. Government agency obligations | $1,839,318,000 | 86 |
| Securities issued by states & political subdivisions | $27,682,000 | 1,440 |
| Other domestic debt securities | $510,375,000 | 45 |
| Privately issued residential mortgage-backed securities | $510,375,000 | 16 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $65,625,000 | 31 |
| Equity securities | $105,317,000 | 15 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $191,796,000 | 359 |
| Mortgage-backed securities | $1,474,910,000 | 93 |
| Certificates of participation in pools of residential mortgages | $964,535,000 | 77 |
| Issued or guaranteed by U.S. | $964,535,000 | 76 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $510,375,000 | 91 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $510,375,000 | 14 |
| 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) | $213,853,000 | 147 |
| Available-for-sale securities (fair market value) | $2,434,499,000 | 80 |
| Total debt securities | $2,543,035,000 | 96 |
| Structured notes |
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $403,399,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $102,084,000 | 35 |
| Revaluation losses on off-balance sheet contracts | $91,881,000 | 34 |
| 2016-06-30 | Rank |
| Total securities | $2,361,946,000 | 99 |
| U.S. Government securities | $1,629,121,000 | 96 |
| U.S. Treasury securities | $100,384,000 | 85 |
| U.S. Government agency obligations | $1,528,737,000 | 97 |
| Securities issued by states & political subdivisions | $31,523,000 | 1,275 |
| Other domestic debt securities | $523,354,000 | 45 |
| Privately issued residential mortgage-backed securities | $523,354,000 | 16 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $65,831,000 | 31 |
| Equity securities | $112,117,000 | 15 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $210,530,000 | 328 |
| Mortgage-backed securities | $1,226,694,000 | 107 |
| Certificates of participation in pools of residential mortgages | $703,340,000 | 92 |
| Issued or guaranteed by U.S. | $703,340,000 | 91 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $523,354,000 | 88 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $523,354,000 | 14 |
| 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) | $229,723,000 | 141 |
| Available-for-sale securities (fair market value) | $2,132,223,000 | 88 |
| Total debt securities | $2,249,829,000 | 103 |
| Structured notes |
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $420,251,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $107,639,000 | 36 |
| Revaluation losses on off-balance sheet contracts | $100,057,000 | 31 |
| 2016-03-31 | Rank |
| Total securities | $2,031,237,000 | 109 |
| U.S. Government securities | $1,283,822,000 | 117 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $1,283,822,000 | 108 |
| Securities issued by states & political subdivisions | $31,531,000 | 1,261 |
| Other domestic debt securities | $540,671,000 | 46 |
| Privately issued residential mortgage-backed securities | $540,671,000 | 16 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $66,034,000 | 31 |
| Equity securities | $109,179,000 | 17 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $236,867,000 | 309 |
| Mortgage-backed securities | $827,365,000 | 142 |
| Certificates of participation in pools of residential mortgages | $286,694,000 | 168 |
| Issued or guaranteed by U.S. | $286,694,000 | 165 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $540,671,000 | 88 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $540,671,000 | 14 |
| 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) | $239,055,000 | 138 |
| Available-for-sale securities (fair market value) | $1,792,182,000 | 98 |
| Total debt securities | $1,922,057,000 | 113 |
| Structured notes |
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $415,065,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $92,085,000 | 36 |
| Revaluation losses on off-balance sheet contracts | $85,004,000 | 32 |
| 2015-12-31 | Rank |
| Total securities | $2,064,733,000 | 105 |
| U.S. Government securities | $1,287,746,000 | 116 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,287,746,000 | 108 |
| Securities issued by states & political subdivisions | $37,077,000 | 1,077 |
| Other domestic debt securities | $567,191,000 | 44 |
| Privately issued residential mortgage-backed securities | $567,191,000 | 16 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $66,233,000 | 32 |
| Equity securities | $106,486,000 | 14 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $93,125,000 | 660 |
| Mortgage-backed securities | $861,918,000 | 134 |
| Certificates of participation in pools of residential mortgages | $294,727,000 | 166 |
| Issued or guaranteed by U.S. | $294,727,000 | 163 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $567,191,000 | 85 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $567,191,000 | 14 |
| 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) | $250,559,000 | 136 |
| Available-for-sale securities (fair market value) | $1,814,174,000 | 94 |
| Total debt securities | $1,958,247,000 | 109 |
| Structured notes |
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $390,893,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $51,208,000 | 36 |
| Revaluation losses on off-balance sheet contracts | $37,489,000 | 40 |
| 2015-09-30 | Rank |
| Total securities | $2,475,163,000 | 93 |
| U.S. Government securities | $1,302,054,000 | 113 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $1,302,054,000 | 106 |
| Securities issued by states & political subdivisions | $37,087,000 | 1,068 |
| Other domestic debt securities | $952,516,000 | 33 |
| Privately issued residential mortgage-backed securities | $952,516,000 | 15 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $66,428,000 | 32 |
| Equity securities | $117,078,000 | 14 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $103,721,000 | 599 |
| Mortgage-backed securities | $1,257,307,000 | 102 |
| Certificates of participation in pools of residential mortgages | $304,791,000 | 162 |
| Issued or guaranteed by U.S. | $304,791,000 | 160 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $952,516,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $952,516,000 | 13 |
| 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) | $256,857,000 | 135 |
| Available-for-sale securities (fair market value) | $2,218,306,000 | 81 |
| Total debt securities | $2,358,085,000 | 97 |
| Structured notes |
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $54,742,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $54,742,000 | 40 |
| Revaluation losses on off-balance sheet contracts | $47,850,000 | 41 |
| 2015-06-30 | Rank |
| Total securities | $1,154,939,000 | 153 |
| U.S. Government securities | $152,637,000 | 677 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $152,637,000 | 643 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $1,002,302,000 | 33 |
| Privately issued residential mortgage-backed securities | $1,002,302,000 | 15 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $112,000 | 5,380 |
| Mortgage-backed securities | $1,154,939,000 | 104 |
| Certificates of participation in pools of residential mortgages | $152,637,000 | 290 |
| Issued or guaranteed by U.S. | $152,637,000 | 289 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,002,302,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $1,002,302,000 | 13 |
| 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) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $1,154,939,000 | 131 |
| Total debt securities | $1,154,939,000 | 151 |
| Structured notes |
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $19,226,000 | 69 |
| Revaluation gains on off-balance sheet contracts | $12,623,000 | 61 |
| Revaluation losses on off-balance sheet contracts | $12,267,000 | 62 |
| 2015-03-31 | Rank |
| Total securities | $1,122,434,000 | 155 |
| U.S. Government securities | $71,776,000 | 1,317 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $71,776,000 | 1,256 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $1,050,658,000 | 34 |
| Privately issued residential mortgage-backed securities | $1,050,658,000 | 15 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $122,000 | 5,434 |
| Mortgage-backed securities | $1,122,434,000 | 104 |
| Certificates of participation in pools of residential mortgages | $71,776,000 | 595 |
| Issued or guaranteed by U.S. | $71,776,000 | 594 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,050,658,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $1,050,658,000 | 13 |
| 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) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $1,122,434,000 | 131 |
| Total debt securities | $1,122,434,000 | 154 |
| Structured notes |
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $19,730,000 | 73 |
| Revaluation gains on off-balance sheet contracts | $12,934,000 | 62 |
| Revaluation losses on off-balance sheet contracts | $13,237,000 | 62 |
| 2014-12-31 | Rank |
| Total securities | $1,141,697,000 | 152 |
| U.S. Government securities | $57,597,000 | 1,594 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $57,597,000 | 1,526 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $1,084,100,000 | 35 |
| Privately issued residential mortgage-backed securities | $1,084,100,000 | 15 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $128,000 | 5,512 |
| Mortgage-backed securities | $1,141,697,000 | 104 |
| Certificates of participation in pools of residential mortgages | $57,597,000 | 742 |
| Issued or guaranteed by U.S. | $57,597,000 | 739 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,084,100,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $1,084,100,000 | 13 |
| 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) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $1,141,697,000 | 129 |
| Total debt securities | $1,141,697,000 | 152 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $16,025,000 | 69 |
| Revaluation gains on off-balance sheet contracts | $8,642,000 | 64 |
| Revaluation losses on off-balance sheet contracts | $8,386,000 | 63 |
| 2014-09-30 | Rank |
| Total securities | $1,180,866,000 | 149 |
| U.S. Government securities | $59,517,000 | 1,591 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $59,517,000 | 1,528 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $1,121,349,000 | 35 |
| Privately issued residential mortgage-backed securities | $1,121,349,000 | 15 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $141,000 | 5,579 |
| Mortgage-backed securities | $1,180,866,000 | 101 |
| Certificates of participation in pools of residential mortgages | $59,517,000 | 737 |
| Issued or guaranteed by U.S. | $59,517,000 | 736 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,121,349,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $1,121,349,000 | 13 |
| 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) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $1,180,866,000 | 125 |
| Total debt securities | $1,180,866,000 | 149 |
| Structured notes |
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $11,905,000 | 75 |
| Revaluation gains on off-balance sheet contracts | $4,562,000 | 68 |
| Revaluation losses on off-balance sheet contracts | $4,168,000 | 69 |
| 2014-06-30 | Rank |
| Total securities | $1,222,058,000 | 148 |
| U.S. Government securities | $60,934,000 | 1,572 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $60,934,000 | 1,508 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $1,161,124,000 | 37 |
| Privately issued residential mortgage-backed securities | $1,161,124,000 | 15 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $181,000 | 5,625 |
| Mortgage-backed securities | $1,222,058,000 | 102 |
| Certificates of participation in pools of residential mortgages | $60,934,000 | 732 |
| Issued or guaranteed by U.S. | $60,934,000 | 731 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,161,124,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $1,161,124,000 | 13 |
| 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) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $1,222,058,000 | 122 |
| Total debt securities | $1,222,058,000 | 147 |
| Structured notes |
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $11,927,000 | 73 |
| Revaluation gains on off-balance sheet contracts | $4,542,000 | 66 |
| Revaluation losses on off-balance sheet contracts | $3,768,000 | 72 |
| 2014-03-31 | Rank |
| Total securities | $1,270,456,000 | 144 |
| U.S. Government securities | $62,490,000 | 1,551 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $62,490,000 | 1,489 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $1,207,966,000 | 37 |
| Privately issued residential mortgage-backed securities | $1,207,966,000 | 15 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $197,000 | 5,672 |
| Mortgage-backed securities | $1,270,456,000 | 100 |
| Certificates of participation in pools of residential mortgages | $62,490,000 | 712 |
| Issued or guaranteed by U.S. | $62,490,000 | 711 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,207,966,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $1,207,966,000 | 13 |
| 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) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $1,270,456,000 | 119 |
| Total debt securities | $1,270,456,000 | 144 |
| Structured notes |
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $9,882,000 | 79 |
| Revaluation gains on off-balance sheet contracts | $2,708,000 | 77 |
| Revaluation losses on off-balance sheet contracts | $3,184,000 | 69 |
| 2013-12-31 | Rank |
| Total securities | $1,270,653,000 | 142 |
| U.S. Government securities | $64,772,000 | 1,486 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $64,772,000 | 1,439 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $1,205,881,000 | 38 |
| Privately issued residential mortgage-backed securities | $1,205,881,000 | 15 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $247,000 | 5,738 |
| Mortgage-backed securities | $1,270,653,000 | 100 |
| Certificates of participation in pools of residential mortgages | $64,772,000 | 684 |
| Issued or guaranteed by U.S. | $64,772,000 | 683 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,205,881,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $1,205,881,000 | 13 |
| 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) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $1,270,653,000 | 115 |
| Total debt securities | $1,270,653,000 | 142 |
| Structured notes |
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $67,477,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $1,306,000 | 95 |
| Revaluation losses on off-balance sheet contracts | $2,233,000 | 78 |
| 2013-09-30 | Rank |
| Total securities | $555,179,000 | 279 |
| U.S. Government securities | $67,249,000 | 1,468 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $67,249,000 | 1,423 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $487,930,000 | 55 |
| Privately issued residential mortgage-backed securities | $487,930,000 | 23 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $274,000 | 5,783 |
| Mortgage-backed securities | $555,179,000 | 172 |
| Certificates of participation in pools of residential mortgages | $67,249,000 | 668 |
| Issued or guaranteed by U.S. | $67,249,000 | 667 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $487,930,000 | 97 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $487,930,000 | 20 |
| 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) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $555,179,000 | 237 |
| Total debt securities | $555,179,000 | 272 |
| Structured notes |
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $45,371,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $1,071,000 | 93 |
| Revaluation losses on off-balance sheet contracts | $1,540,000 | 88 |
| 2013-06-30 | Rank |
| Total securities | $591,779,000 | 259 |
| U.S. Government securities | $71,791,000 | 1,374 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $71,791,000 | 1,332 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $519,988,000 | 49 |
| Privately issued residential mortgage-backed securities | $519,988,000 | 21 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $504,000 | 5,703 |
| Mortgage-backed securities | $591,779,000 | 163 |
| Certificates of participation in pools of residential mortgages | $71,791,000 | 628 |
| Issued or guaranteed by U.S. | $71,791,000 | 625 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $519,988,000 | 94 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $519,988,000 | 19 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $591,779,000 | 227 |
| Total debt securities | $591,779,000 | 250 |
| Structured notes |
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $46,688,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $341,000 | 111 |
| Revaluation losses on off-balance sheet contracts | $1,483,000 | 88 |
| 2013-03-31 | Rank |
| Total securities | $623,879,000 | 248 |
| U.S. Government securities | $79,242,000 | 1,274 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $79,242,000 | 1,234 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $544,637,000 | 50 |
| Privately issued residential mortgage-backed securities | $544,637,000 | 23 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $527,000 | 5,756 |
| Mortgage-backed securities | $623,879,000 | 159 |
| Certificates of participation in pools of residential mortgages | $79,242,000 | 588 |
| Issued or guaranteed by U.S. | $79,242,000 | 586 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $544,637,000 | 95 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $544,637,000 | 21 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $623,879,000 | 219 |
| Total debt securities | $623,879,000 | 242 |
| Structured notes |
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $50,515,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $926,000 | 97 |
| Revaluation losses on off-balance sheet contracts | $532,000 | 104 |
| 2012-12-31 | Rank |
| Total securities | $648,273,000 | 237 |
| U.S. Government securities | $85,425,000 | 1,179 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $85,425,000 | 1,137 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $562,848,000 | 45 |
| Privately issued residential mortgage-backed securities | $562,848,000 | 22 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $698,000 | 5,712 |
| Mortgage-backed securities | $648,273,000 | 152 |
| Certificates of participation in pools of residential mortgages | $85,425,000 | 530 |
| Issued or guaranteed by U.S. | $85,425,000 | 527 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $562,848,000 | 94 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $562,848,000 | 20 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $648,273,000 | 210 |
| Total debt securities | $648,273,000 | 232 |
| Structured notes |
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $47,608,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $771,000 | 93 |
| Revaluation losses on off-balance sheet contracts | $683,000 | 97 |
| 2012-09-30 | Rank |
| Total securities | $699,095,000 | 223 |
| U.S. Government securities | $91,985,000 | 1,116 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $91,985,000 | 1,079 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $607,110,000 | 47 |
| Privately issued residential mortgage-backed securities | $607,110,000 | 23 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $828,000 | 5,734 |
| Mortgage-backed securities | $699,095,000 | 147 |
| Certificates of participation in pools of residential mortgages | $91,985,000 | 511 |
| Issued or guaranteed by U.S. | $91,985,000 | 510 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $607,110,000 | 91 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $607,110,000 | 21 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $699,095,000 | 196 |
| Total debt securities | $699,095,000 | 217 |
| Structured notes |
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $52,253,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $631,000 | 94 |
| Revaluation losses on off-balance sheet contracts | $205,000 | 107 |
| 2012-06-30 | Rank |
| Total securities | $696,502,000 | 220 |
| U.S. Government securities | $95,418,000 | 1,087 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $95,418,000 | 1,055 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $601,084,000 | 48 |
| Privately issued residential mortgage-backed securities | $601,084,000 | 24 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $919,000 | 5,768 |
| Mortgage-backed securities | $696,502,000 | 148 |
| Certificates of participation in pools of residential mortgages | $95,390,000 | 509 |
| Issued or guaranteed by U.S. | $95,390,000 | 507 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $601,112,000 | 94 |
| CMOs issued by government agencies or sponsored agencies | $28,000 | 3,607 |
| Privately issued | $601,084,000 | 21 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $696,502,000 | 196 |
| Total debt securities | $696,502,000 | 219 |
| Structured notes |
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $56,516,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $191,000 | 101 |
| Revaluation losses on off-balance sheet contracts | $61,000 | 113 |
| 2012-03-31 | Rank |
| Total securities | $723,040,000 | 221 |
| U.S. Government securities | $99,449,000 | 1,077 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $99,449,000 | 1,044 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $623,591,000 | 50 |
| Privately issued residential mortgage-backed securities | $623,591,000 | 24 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $965,000 | 5,791 |
| Mortgage-backed securities | $723,040,000 | 145 |
| Certificates of participation in pools of residential mortgages | $99,242,000 | 491 |
| Issued or guaranteed by U.S. | $99,242,000 | 490 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $623,798,000 | 92 |
| CMOs issued by government agencies or sponsored agencies | $207,000 | 3,446 |
| Privately issued | $623,591,000 | 21 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $723,040,000 | 190 |
| Total debt securities | $723,040,000 | 218 |
| Structured notes |
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $63,342,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $132,000 | 100 |
| Revaluation losses on off-balance sheet contracts | $71,000 | 109 |
| 2011-12-31 | Rank |
| Total securities | $717,341,000 | 219 |
| U.S. Government securities | $106,949,000 | 950 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $106,949,000 | 924 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $680,810,000 | 50 |
| Privately issued residential mortgage-backed securities | $680,810,000 | 25 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $70,418,000 | 4 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $787,759,000 | 133 |
| Certificates of participation in pools of residential mortgages | $105,846,000 | 448 |
| Issued or guaranteed by U.S. | $105,846,000 | 445 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $681,913,000 | 86 |
| CMOs issued by government agencies or sponsored agencies | $1,103,000 | 2,823 |
| Privately issued | $680,810,000 | 23 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 2,902 |
| Available-for-sale securities (fair market value) | $717,340,000 | 193 |
| Total debt securities | $787,759,000 | 199 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $70,418,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank |
| Total securities | $753,754,000 | 209 |
| U.S. Government securities | $109,815,000 | 908 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $109,815,000 | 877 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $729,308,000 | 49 |
| Privately issued residential mortgage-backed securities | $729,308,000 | 25 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $85,369,000 | 3 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $839,123,000 | 126 |
| Certificates of participation in pools of residential mortgages | $106,992,000 | 423 |
| Issued or guaranteed by U.S. | $106,992,000 | 420 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $732,131,000 | 78 |
| CMOs issued by government agencies or sponsored agencies | $2,823,000 | 2,326 |
| Privately issued | $729,308,000 | 20 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $753,754,000 | 182 |
| Total debt securities | $839,123,000 | 190 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $85,369,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank |
| Total securities | $786,660,000 | 200 |
| U.S. Government securities | $109,718,000 | 929 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $109,718,000 | 899 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $762,422,000 | 47 |
| Privately issued residential mortgage-backed securities | $762,422,000 | 25 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $85,480,000 | 3 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $872,140,000 | 120 |
| Certificates of participation in pools of residential mortgages | $105,719,000 | 422 |
| Issued or guaranteed by U.S. | $105,719,000 | 418 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $766,421,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $3,999,000 | 2,038 |
| Privately issued | $762,422,000 | 20 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 2,999 |
| Available-for-sale securities (fair market value) | $786,659,000 | 174 |
| Total debt securities | $872,140,000 | 180 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $85,480,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank |
| Total securities | $832,507,000 | 191 |
| U.S. Government securities | $86,594,000 | 1,144 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $86,594,000 | 1,098 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $846,293,000 | 45 |
| Privately issued residential mortgage-backed securities | $846,293,000 | 25 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $100,380,000 | 2 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $932,887,000 | 115 |
| Certificates of participation in pools of residential mortgages | $81,221,000 | 514 |
| Issued or guaranteed by U.S. | $81,221,000 | 512 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $851,666,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $5,373,000 | 1,759 |
| Privately issued | $846,293,000 | 18 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 3,015 |
| Available-for-sale securities (fair market value) | $832,506,000 | 166 |
| Total debt securities | $932,887,000 | 173 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $100,380,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank |
| Total securities | $799,463,000 | 191 |
| U.S. Government securities | $12,786,000 | 4,423 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,786,000 | 4,297 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $899,098,000 | 43 |
| Privately issued residential mortgage-backed securities | $899,098,000 | 24 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $112,421,000 | 2 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $911,884,000 | 112 |
| Certificates of participation in pools of residential mortgages | $3,773,000 | 3,666 |
| Issued or guaranteed by U.S. | $3,773,000 | 3,655 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $908,111,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $9,013,000 | 1,383 |
| Privately issued | $899,098,000 | 18 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 3,052 |
| Available-for-sale securities (fair market value) | $799,462,000 | 166 |
| Total debt securities | $911,884,000 | 173 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $112,421,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank |
| Total securities | $834,243,000 | 174 |
| U.S. Government securities | $17,621,000 | 3,706 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,621,000 | 3,597 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $938,963,000 | 44 |
| Privately issued residential mortgage-backed securities | $938,963,000 | 23 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $122,341,000 | 2 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $956,584,000 | 106 |
| Certificates of participation in pools of residential mortgages | $4,143,000 | 3,541 |
| Issued or guaranteed by U.S. | $4,143,000 | 3,533 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $952,441,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $13,478,000 | 1,075 |
| Privately issued | $938,963,000 | 18 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $834,243,000 | 153 |
| Total debt securities | $956,584,000 | 158 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $122,341,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank |
| Total securities | $835,961,000 | 172 |
| U.S. Government securities | $23,037,000 | 3,188 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,037,000 | 3,106 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $944,819,000 | 42 |
| Privately issued residential mortgage-backed securities | $944,819,000 | 23 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $131,895,000 | 3 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $967,856,000 | 105 |
| Certificates of participation in pools of residential mortgages | $6,664,000 | 2,982 |
| Issued or guaranteed by U.S. | $6,664,000 | 2,973 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $961,192,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $16,373,000 | 910 |
| Privately issued | $944,819,000 | 18 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 3,192 |
| Available-for-sale securities (fair market value) | $835,960,000 | 148 |
| Total debt securities | $967,856,000 | 154 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $131,895,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank |
| Total securities | $981,594,000 | 155 |
| U.S. Government securities | $149,248,000 | 646 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $149,248,000 | 613 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $986,349,000 | 41 |
| Privately issued residential mortgage-backed securities | $986,349,000 | 23 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $154,003,000 | 3 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,135,597,000 | 89 |
| Certificates of participation in pools of residential mortgages | $129,686,000 | 326 |
| Issued or guaranteed by U.S. | $129,686,000 | 322 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,005,911,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $19,562,000 | 783 |
| Privately issued | $986,349,000 | 18 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-1,000 | 7,934 |
| Available-for-sale securities (fair market value) | $981,595,000 | 136 |
| Total debt securities | $1,135,597,000 | 140 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $154,003,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank |
| Total securities | $2,365,927,000 | 82 |
| U.S. Government securities | $36,923,000 | 2,262 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $36,923,000 | 2,197 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $2,524,756,000 | 27 |
| Privately issued residential mortgage-backed securities | $2,524,756,000 | 12 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $195,752,000 | 4 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,561,679,000 | 56 |
| Certificates of participation in pools of residential mortgages | $14,815,000 | 2,081 |
| Issued or guaranteed by U.S. | $14,815,000 | 2,073 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,546,864,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $22,108,000 | 709 |
| Privately issued | $2,524,756,000 | 12 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-1,000 | 8,012 |
| Available-for-sale securities (fair market value) | $2,365,928,000 | 71 |
| Total debt securities | $2,561,679,000 | 77 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $195,752,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank |
| Total securities | $2,410,748,000 | 88 |
| U.S. Government securities | $26,800,000 | 2,896 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $26,800,000 | 2,832 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $2,685,193,000 | 29 |
| Privately issued residential mortgage-backed securities | $2,645,093,000 | 12 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $40,100,000 | 133 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $301,245,000 | 5 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,671,893,000 | 55 |
| Certificates of participation in pools of residential mortgages | $3,479,000 | 4,054 |
| Issued or guaranteed by U.S. | $3,479,000 | 4,046 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,668,414,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $23,321,000 | 664 |
| Privately issued | $2,645,093,000 | 12 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $2,410,748,000 | 71 |
| Total debt securities | $2,711,993,000 | 80 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $301,245,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank |
| Total securities | $2,148,905,000 | 95 |
| U.S. Government securities | $29,478,000 | 2,662 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $29,478,000 | 2,596 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $2,525,443,000 | 27 |
| Privately issued residential mortgage-backed securities | $2,485,443,000 | 13 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $40,000,000 | 141 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $406,016,000 | 4 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,514,921,000 | 56 |
| Certificates of participation in pools of residential mortgages | $4,049,000 | 3,936 |
| Issued or guaranteed by U.S. | $4,049,000 | 3,922 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,510,872,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $25,429,000 | 592 |
| Privately issued | $2,485,443,000 | 13 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $2,148,905,000 | 78 |
| Total debt securities | $2,554,921,000 | 85 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $406,016,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank |
| Total securities | $2,113,790,000 | 96 |
| U.S. Government securities | $33,154,000 | 2,437 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $33,154,000 | 2,382 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $2,516,134,000 | 23 |
| Privately issued residential mortgage-backed securities | $2,516,134,000 | 15 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $435,498,000 | 4 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,549,288,000 | 57 |
| Certificates of participation in pools of residential mortgages | $4,352,000 | 3,954 |
| Issued or guaranteed by U.S. | $4,352,000 | 3,942 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,544,936,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $28,802,000 | 525 |
| Privately issued | $2,516,134,000 | 14 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $2,113,790,000 | 82 |
| Total debt securities | $2,549,288,000 | 81 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $435,498,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
