Home > Community Bank > Securities
Community Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $4,084,772,000 | 90 |
| U.S. Government securities | $3,610,409,000 | 78 |
| U.S. Treasury securities | $3,128,190,000 | 32 |
| U.S. Government agency obligations | $482,219,000 | 287 |
| Securities issued by states & political subdivisions | $474,363,000 | 77 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,138,627,000 | 87 |
| Mortgage-backed securities | $420,525,000 | 265 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $410,551,000 | 179 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,926,000 | 1,108 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,048,000 | 1,195 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $1,172,174,000 | 83 |
| Available-for-sale securities (fair market value) | $2,912,598,000 | 92 |
| Total debt securities | $4,084,772,000 | 88 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-06-30 | Rank | |
| Total securities | $4,161,791,000 | 90 |
| U.S. Government securities | $3,669,828,000 | 76 |
| U.S. Treasury securities | $3,219,987,000 | 28 |
| U.S. Government agency obligations | $449,841,000 | 297 |
| Securities issued by states & political subdivisions | $491,963,000 | 71 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,454,841,000 | 67 |
| Mortgage-backed securities | $385,717,000 | 273 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $374,047,000 | 185 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $10,459,000 | 1,018 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,211,000 | 1,143 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $1,104,019,000 | 84 |
| Available-for-sale securities (fair market value) | $3,057,772,000 | 90 |
| Total debt securities | $4,161,791,000 | 88 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $4,569,037,000 | 89 |
| U.S. Government securities | $4,059,168,000 | 76 |
| U.S. Treasury securities | $3,598,024,000 | 27 |
| U.S. Government agency obligations | $461,144,000 | 288 |
| Securities issued by states & political subdivisions | $509,869,000 | 73 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,748,982,000 | 61 |
| Mortgage-backed securities | $395,242,000 | 285 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $382,443,000 | 194 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $11,485,000 | 1,012 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,314,000 | 1,147 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $1,090,235,000 | 90 |
| Available-for-sale securities (fair market value) | $3,478,802,000 | 82 |
| Total debt securities | $4,569,037,000 | 87 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $5,224,432,000 | 90 |
| U.S. Government securities | $4,720,135,000 | 76 |
| U.S. Treasury securities | $4,257,884,000 | 29 |
| U.S. Government agency obligations | $462,251,000 | 293 |
| Securities issued by states & political subdivisions | $504,297,000 | 80 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,183,970,000 | 73 |
| Mortgage-backed securities | $396,902,000 | 289 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $383,234,000 | 201 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $12,270,000 | 986 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,398,000 | 1,123 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $1,079,695,000 | 95 |
| Available-for-sale securities (fair market value) | $4,144,737,000 | 80 |
| Total debt securities | $5,224,432,000 | 88 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $5,163,656,000 | 92 |
| U.S. Government securities | $4,673,746,000 | 77 |
| U.S. Treasury securities | $4,206,653,000 | 28 |
| U.S. Government agency obligations | $467,093,000 | 290 |
| Securities issued by states & political subdivisions | $489,910,000 | 85 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,405,104,000 | 65 |
| Mortgage-backed securities | $398,306,000 | 296 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $383,395,000 | 203 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $13,415,000 | 964 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,496,000 | 1,131 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $5,163,656,000 | 75 |
| Total debt securities | $5,163,656,000 | 90 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $5,583,196,000 | 86 |
| U.S. Government securities | $5,056,041,000 | 75 |
| U.S. Treasury securities | $4,540,596,000 | 27 |
| U.S. Government agency obligations | $515,445,000 | 283 |
| Securities issued by states & political subdivisions | $527,155,000 | 82 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,396,686,000 | 69 |
| Mortgage-backed securities | $440,495,000 | 282 |
| Certificates of participation in pools of residential mortgages | $423,734,000 | 194 |
| Issued or guaranteed by U.S. | $423,734,000 | 193 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $15,138,000 | 1,000 |
| CMOs issued by government agencies or sponsored agencies | $15,138,000 | 921 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $1,623,000 | 1,595 |
| Commercial mortgage pass-through securities | $1,623,000 | 1,103 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $5,583,196,000 | 72 |
| Total debt securities | $5,583,196,000 | 86 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $5,779,661,000 | 85 |
| U.S. Government securities | $5,303,506,000 | 76 |
| U.S. Treasury securities | $4,745,042,000 | 25 |
| U.S. Government agency obligations | $558,464,000 | 272 |
| Securities issued by states & political subdivisions | $476,155,000 | 96 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,514,751,000 | 66 |
| Mortgage-backed securities | $471,419,000 | 276 |
| Certificates of participation in pools of residential mortgages | $452,468,000 | 194 |
| Issued or guaranteed by U.S. | $452,468,000 | 194 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $17,172,000 | 944 |
| CMOs issued by government agencies or sponsored agencies | $17,172,000 | 873 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $1,779,000 | 1,558 |
| Commercial mortgage pass-through securities | $1,779,000 | 1,074 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $5,779,661,000 | 72 |
| Total debt securities | $5,779,661,000 | 85 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $4,926,248,000 | 95 |
| U.S. Government securities | $4,495,959,000 | 81 |
| U.S. Treasury securities | $3,900,924,000 | 25 |
| U.S. Government agency obligations | $595,035,000 | 268 |
| Securities issued by states & political subdivisions | $430,289,000 | 109 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,321,116,000 | 64 |
| Mortgage-backed securities | $497,395,000 | 271 |
| Certificates of participation in pools of residential mortgages | $475,163,000 | 192 |
| Issued or guaranteed by U.S. | $475,163,000 | 191 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $20,339,000 | 811 |
| CMOs issued by government agencies or sponsored agencies | $20,339,000 | 760 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $1,893,000 | 1,520 |
| Commercial mortgage pass-through securities | $1,893,000 | 1,053 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $4,926,248,000 | 81 |
| Total debt securities | $4,926,248,000 | 94 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $4,350,293,000 | 99 |
| U.S. Government securities | $3,928,328,000 | 84 |
| U.S. Treasury securities | $3,293,134,000 | 32 |
| U.S. Government agency obligations | $635,194,000 | 249 |
| Securities issued by states & political subdivisions | $421,965,000 | 107 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,478,545,000 | 62 |
| Mortgage-backed securities | $535,068,000 | 258 |
| Certificates of participation in pools of residential mortgages | $508,676,000 | 181 |
| Issued or guaranteed by U.S. | $508,676,000 | 180 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $24,392,000 | 721 |
| CMOs issued by government agencies or sponsored agencies | $24,392,000 | 679 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $2,000,000 | 1,501 |
| Commercial mortgage pass-through securities | $2,000,000 | 1,025 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $4,350,293,000 | 88 |
| Total debt securities | $4,350,293,000 | 98 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $4,009,645,000 | 102 |
| U.S. Government securities | $3,583,494,000 | 84 |
| U.S. Treasury securities | $2,909,476,000 | 31 |
| U.S. Government agency obligations | $674,018,000 | 232 |
| Securities issued by states & political subdivisions | $426,151,000 | 102 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,431,087,000 | 59 |
| Mortgage-backed securities | $558,421,000 | 239 |
| Certificates of participation in pools of residential mortgages | $526,455,000 | 165 |
| Issued or guaranteed by U.S. | $526,455,000 | 164 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $29,282,000 | 604 |
| CMOs issued by government agencies or sponsored agencies | $29,282,000 | 570 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $2,684,000 | 1,372 |
| Commercial mortgage pass-through securities | $2,684,000 | 922 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $4,009,645,000 | 90 |
| Total debt securities | $4,009,645,000 | 101 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $3,788,310,000 | 103 |
| U.S. Government securities | $3,338,138,000 | 91 |
| U.S. Treasury securities | $2,632,967,000 | 32 |
| U.S. Government agency obligations | $705,171,000 | 221 |
| Securities issued by states & political subdivisions | $450,172,000 | 92 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,332,721,000 | 61 |
| Mortgage-backed securities | $581,880,000 | 217 |
| Certificates of participation in pools of residential mortgages | $542,197,000 | 143 |
| Issued or guaranteed by U.S. | $542,197,000 | 143 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $36,894,000 | 497 |
| CMOs issued by government agencies or sponsored agencies | $36,894,000 | 464 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $2,789,000 | 1,344 |
| Commercial mortgage pass-through securities | $2,789,000 | 886 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $3,788,310,000 | 90 |
| Total debt securities | $3,788,310,000 | 102 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $3,544,759,000 | 101 |
| U.S. Government securities | $3,067,598,000 | 87 |
| U.S. Treasury securities | $2,359,913,000 | 31 |
| U.S. Government agency obligations | $707,685,000 | 205 |
| Securities issued by states & political subdivisions | $475,660,000 | 84 |
| Other domestic debt securities | $1,501,000 | 1,564 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $1,501,000 | 1,195 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,031,962,000 | 66 |
| Mortgage-backed securities | $566,215,000 | 209 |
| Certificates of participation in pools of residential mortgages | $519,724,000 | 136 |
| Issued or guaranteed by U.S. | $519,724,000 | 135 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $43,577,000 | 449 |
| CMOs issued by government agencies or sponsored agencies | $43,577,000 | 416 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $2,914,000 | 1,279 |
| Commercial mortgage pass-through securities | $2,914,000 | 829 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $3,544,759,000 | 87 |
| Total debt securities | $3,544,759,000 | 100 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $3,219,627,000 | 102 |
| U.S. Government securities | $2,724,624,000 | 91 |
| U.S. Treasury securities | $1,982,894,000 | 33 |
| U.S. Government agency obligations | $741,730,000 | 192 |
| Securities issued by states & political subdivisions | $493,496,000 | 72 |
| Other domestic debt securities | $1,507,000 | 1,528 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $1,507,000 | 1,154 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,264,862,000 | 62 |
| Mortgage-backed securities | $575,453,000 | 200 |
| Certificates of participation in pools of residential mortgages | $515,821,000 | 127 |
| Issued or guaranteed by U.S. | $515,821,000 | 127 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $51,480,000 | 413 |
| CMOs issued by government agencies or sponsored agencies | $51,480,000 | 382 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $8,152,000 | 853 |
| Commercial mortgage pass-through securities | $8,152,000 | 496 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $3,219,627,000 | 92 |
| Total debt securities | $3,219,627,000 | 101 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $3,290,051,000 | 99 |
| U.S. Government securities | $2,766,834,000 | 90 |
| U.S. Treasury securities | $1,989,069,000 | 33 |
| U.S. Government agency obligations | $777,765,000 | 182 |
| Securities issued by states & political subdivisions | $521,705,000 | 60 |
| Other domestic debt securities | $1,512,000 | 1,461 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,512,000 | 1,100 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,031,354,000 | 67 |
| Mortgage-backed securities | $594,531,000 | 192 |
| Certificates of participation in pools of residential mortgages | $526,825,000 | 120 |
| Issued or guaranteed by U.S. | $526,825,000 | 119 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $59,453,000 | 376 |
| CMOs issued by government agencies or sponsored agencies | $59,453,000 | 348 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $8,253,000 | 822 |
| Commercial mortgage pass-through securities | $8,253,000 | 481 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $3,290,051,000 | 89 |
| Total debt securities | $3,290,051,000 | 98 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $3,141,882,000 | 99 |
| U.S. Government securities | $2,637,666,000 | 92 |
| U.S. Treasury securities | $1,986,718,000 | 31 |
| U.S. Government agency obligations | $650,948,000 | 202 |
| Securities issued by states & political subdivisions | $501,708,000 | 59 |
| Other domestic debt securities | $2,508,000 | 1,222 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $2,508,000 | 869 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,959,308,000 | 70 |
| Mortgage-backed securities | $498,587,000 | 216 |
| Certificates of participation in pools of residential mortgages | $439,910,000 | 134 |
| Issued or guaranteed by U.S. | $439,910,000 | 132 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $50,339,000 | 422 |
| CMOs issued by government agencies or sponsored agencies | $50,339,000 | 396 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $8,338,000 | 801 |
| Commercial mortgage pass-through securities | $8,338,000 | 472 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $3,141,882,000 | 86 |
| Total debt securities | $3,141,882,000 | 97 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $3,044,428,000 | 98 |
| U.S. Government securities | $2,529,692,000 | 93 |
| U.S. Treasury securities | $1,878,705,000 | 32 |
| U.S. Government agency obligations | $650,987,000 | 203 |
| Securities issued by states & political subdivisions | $512,208,000 | 56 |
| Other domestic debt securities | $2,528,000 | 1,185 |
| 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 | $2,528,000 | 837 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,471,456,000 | 74 |
| Mortgage-backed securities | $485,933,000 | 225 |
| Certificates of participation in pools of residential mortgages | $424,647,000 | 134 |
| Issued or guaranteed by U.S. | $424,647,000 | 132 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $53,071,000 | 416 |
| CMOs issued by government agencies or sponsored agencies | $53,071,000 | 389 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $8,215,000 | 785 |
| Commercial mortgage pass-through securities | $8,215,000 | 472 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $3,044,428,000 | 87 |
| Total debt securities | $3,044,430,000 | 97 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $2,437,102,000 | 115 |
| U.S. Government securities | $1,976,471,000 | 106 |
| U.S. Treasury securities | $1,393,310,000 | 37 |
| U.S. Government agency obligations | $583,161,000 | 213 |
| Securities issued by states & political subdivisions | $458,090,000 | 58 |
| Other domestic debt securities | $2,541,000 | 1,186 |
| 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 | $2,541,000 | 835 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,605,412,000 | 68 |
| Mortgage-backed securities | $469,825,000 | 221 |
| Certificates of participation in pools of residential mortgages | $400,136,000 | 136 |
| Issued or guaranteed by U.S. | $400,136,000 | 134 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $58,009,000 | 380 |
| CMOs issued by government agencies or sponsored agencies | $58,009,000 | 359 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $11,680,000 | 648 |
| Commercial mortgage pass-through securities | $11,680,000 | 371 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $2,437,102,000 | 101 |
| Total debt securities | $2,437,102,000 | 112 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $2,359,037,000 | 111 |
| U.S. Government securities | $1,916,787,000 | 105 |
| U.S. Treasury securities | $1,339,593,000 | 37 |
| U.S. Government agency obligations | $577,194,000 | 218 |
| Securities issued by states & political subdivisions | $439,696,000 | 59 |
| Other domestic debt securities | $2,554,000 | 1,163 |
| 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 | $2,554,000 | 835 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,488,284,000 | 76 |
| Mortgage-backed securities | $459,709,000 | 224 |
| Certificates of participation in pools of residential mortgages | $385,458,000 | 142 |
| Issued or guaranteed by U.S. | $385,458,000 | 142 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $62,514,000 | 362 |
| CMOs issued by government agencies or sponsored agencies | $62,514,000 | 345 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $11,737,000 | 621 |
| Commercial mortgage pass-through securities | $11,737,000 | 375 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $2,359,037,000 | 99 |
| Total debt securities | $2,359,037,000 | 110 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $2,922,943,000 | 96 |
| U.S. Government securities | $2,487,230,000 | 87 |
| U.S. Treasury securities | $1,913,361,000 | 34 |
| U.S. Government agency obligations | $573,869,000 | 218 |
| Securities issued by states & political subdivisions | $433,160,000 | 61 |
| Other domestic debt securities | $2,553,000 | 1,167 |
| 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 | $2,553,000 | 837 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,651,459,000 | 69 |
| Mortgage-backed securities | $452,258,000 | 225 |
| Certificates of participation in pools of residential mortgages | $374,833,000 | 142 |
| Issued or guaranteed by U.S. | $374,833,000 | 142 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $65,716,000 | 340 |
| CMOs issued by government agencies or sponsored agencies | $65,716,000 | 325 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $11,709,000 | 586 |
| Commercial mortgage pass-through securities | $11,709,000 | 368 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $2,922,943,000 | 81 |
| Total debt securities | $2,922,943,000 | 94 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $2,936,049,000 | 95 |
| U.S. Government securities | $2,474,349,000 | 89 |
| U.S. Treasury securities | $1,896,931,000 | 33 |
| U.S. Government agency obligations | $577,418,000 | 212 |
| Securities issued by states & political subdivisions | $459,154,000 | 60 |
| Other domestic debt securities | $2,546,000 | 1,151 |
| 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 | $2,546,000 | 839 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,446,833,000 | 76 |
| Mortgage-backed securities | $450,597,000 | 225 |
| Certificates of participation in pools of residential mortgages | $364,748,000 | 147 |
| Issued or guaranteed by U.S. | $364,748,000 | 147 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $68,120,000 | 336 |
| CMOs issued by government agencies or sponsored agencies | $68,120,000 | 319 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $17,729,000 | 471 |
| Commercial mortgage pass-through securities | $17,729,000 | 272 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $2,936,049,000 | 81 |
| Total debt securities | $2,936,049,000 | 94 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $2,904,779,000 | 92 |
| U.S. Government securities | $2,426,864,000 | 84 |
| U.S. Treasury securities | $1,867,144,000 | 34 |
| U.S. Government agency obligations | $559,720,000 | 218 |
| Securities issued by states & political subdivisions | $475,365,000 | 59 |
| Other domestic debt securities | $2,550,000 | 1,112 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $2,550,000 | 837 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,533,891,000 | 71 |
| Mortgage-backed securities | $428,769,000 | 227 |
| Certificates of participation in pools of residential mortgages | $340,298,000 | 152 |
| Issued or guaranteed by U.S. | $340,298,000 | 151 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $70,706,000 | 320 |
| CMOs issued by government agencies or sponsored agencies | $70,706,000 | 299 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $17,765,000 | 463 |
| Commercial mortgage pass-through securities | $17,765,000 | 268 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $2,904,779,000 | 76 |
| Total debt securities | $2,904,779,000 | 90 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $2,939,944,000 | 88 |
| U.S. Government securities | $2,445,897,000 | 83 |
| U.S. Treasury securities | $1,876,745,000 | 33 |
| U.S. Government agency obligations | $569,152,000 | 221 |
| Securities issued by states & political subdivisions | $491,484,000 | 61 |
| Other domestic debt securities | $2,563,000 | 1,244 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $2,563,000 | 837 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,493,900,000 | 74 |
| Mortgage-backed securities | $431,935,000 | 225 |
| Certificates of participation in pools of residential mortgages | $337,846,000 | 159 |
| Issued or guaranteed by U.S. | $337,846,000 | 158 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $76,038,000 | 308 |
| CMOs issued by government agencies or sponsored agencies | $76,038,000 | 291 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $18,051,000 | 440 |
| Commercial mortgage pass-through securities | $18,051,000 | 255 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $2,939,944,000 | 73 |
| Total debt securities | $2,939,944,000 | 87 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $2,986,769,000 | 88 |
| U.S. Government securities | $2,473,882,000 | 81 |
| U.S. Treasury securities | $1,885,015,000 | 34 |
| U.S. Government agency obligations | $588,867,000 | 213 |
| Securities issued by states & political subdivisions | $510,308,000 | 58 |
| Other domestic debt securities | $2,579,000 | 1,099 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $2,579,000 | 850 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,726,068,000 | 64 |
| Mortgage-backed securities | $445,968,000 | 220 |
| Certificates of participation in pools of residential mortgages | $340,679,000 | 160 |
| Issued or guaranteed by U.S. | $340,679,000 | 158 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $81,429,000 | 294 |
| CMOs issued by government agencies or sponsored agencies | $81,429,000 | 277 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $23,860,000 | 334 |
| Commercial mortgage pass-through securities | $23,860,000 | 168 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $2,986,769,000 | 71 |
| Total debt securities | $2,986,769,000 | 85 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $3,030,562,000 | 82 |
| U.S. Government securities | $2,498,983,000 | 80 |
| U.S. Treasury securities | $1,909,290,000 | 33 |
| U.S. Government agency obligations | $589,693,000 | 206 |
| Securities issued by states & political subdivisions | $528,956,000 | 61 |
| Other domestic debt securities | $2,623,000 | 1,078 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $2,623,000 | 846 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,411,306,000 | 76 |
| Mortgage-backed securities | $444,912,000 | 221 |
| Certificates of participation in pools of residential mortgages | $333,248,000 | 160 |
| Issued or guaranteed by U.S. | $333,248,000 | 158 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $87,374,000 | 280 |
| CMOs issued by government agencies or sponsored agencies | $87,374,000 | 263 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $24,290,000 | 321 |
| Commercial mortgage pass-through securities | $24,290,000 | 157 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $3,030,562,000 | 70 |
| Total debt securities | $3,030,562,000 | 80 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $3,073,732,000 | 78 |
| U.S. Government securities | $2,513,112,000 | 77 |
| U.S. Treasury securities | $1,927,871,000 | 33 |
| U.S. Government agency obligations | $585,241,000 | 208 |
| Securities issued by states & political subdivisions | $557,958,000 | 54 |
| Other domestic debt securities | $2,662,000 | 1,096 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $2,662,000 | 875 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,746,200,000 | 61 |
| Mortgage-backed securities | $438,971,000 | 224 |
| Certificates of participation in pools of residential mortgages | $316,094,000 | 162 |
| Issued or guaranteed by U.S. | $316,094,000 | 160 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $94,049,000 | 272 |
| CMOs issued by government agencies or sponsored agencies | $94,049,000 | 257 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $28,828,000 | 285 |
| Commercial mortgage pass-through securities | $28,828,000 | 143 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $3,073,732,000 | 63 |
| Total debt securities | $3,073,732,000 | 77 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $3,085,826,000 | 80 |
| U.S. Government securities | $2,509,683,000 | 75 |
| U.S. Treasury securities | $1,928,311,000 | 32 |
| U.S. Government agency obligations | $581,372,000 | 214 |
| Securities issued by states & political subdivisions | $573,472,000 | 51 |
| Other domestic debt securities | $2,671,000 | 1,115 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $2,671,000 | 887 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,052,818,000 | 51 |
| Mortgage-backed securities | $433,886,000 | 227 |
| Certificates of participation in pools of residential mortgages | $304,148,000 | 169 |
| Issued or guaranteed by U.S. | $304,148,000 | 167 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $100,439,000 | 269 |
| CMOs issued by government agencies or sponsored agencies | $100,439,000 | 252 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $29,299,000 | 276 |
| Commercial mortgage pass-through securities | $29,299,000 | 140 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $3,085,826,000 | 63 |
| Total debt securities | $3,085,826,000 | 78 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $2,740,436,000 | 94 |
| U.S. Government securities | $2,156,097,000 | 86 |
| U.S. Treasury securities | $1,908,234,000 | 31 |
| U.S. Government agency obligations | $247,863,000 | 399 |
| Securities issued by states & political subdivisions | $578,658,000 | 52 |
| Other domestic debt securities | $5,681,000 | 811 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $5,681,000 | 612 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,758,896,000 | 61 |
| Mortgage-backed securities | $247,863,000 | 319 |
| Certificates of participation in pools of residential mortgages | $232,955,000 | 215 |
| Issued or guaranteed by U.S. | $232,955,000 | 214 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $8,809,000 | 1,225 |
| CMOs issued by government agencies or sponsored agencies | $8,809,000 | 1,168 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $6,099,000 | 624 |
| Commercial mortgage pass-through securities | $6,099,000 | 373 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $2,740,436,000 | 74 |
| Total debt securities | $2,740,436,000 | 92 |
| Structured notes | ||
| Amortized cost | $3,004,000 | 372 |
| Fair value | $3,004,000 | 372 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $2,748,204,000 | 94 |
| U.S. Government securities | $2,147,527,000 | 84 |
| U.S. Treasury securities | $1,902,762,000 | 30 |
| U.S. Government agency obligations | $244,765,000 | 393 |
| Securities issued by states & political subdivisions | $594,990,000 | 49 |
| Other domestic debt securities | $5,687,000 | 817 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $5,687,000 | 606 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,865,079,000 | 56 |
| Mortgage-backed securities | $244,765,000 | 316 |
| Certificates of participation in pools of residential mortgages | $221,130,000 | 224 |
| Issued or guaranteed by U.S. | $221,130,000 | 223 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $9,535,000 | 1,162 |
| CMOs issued by government agencies or sponsored agencies | $9,535,000 | 1,110 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $14,100,000 | 388 |
| Commercial mortgage pass-through securities | $14,100,000 | 221 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $2,748,204,000 | 73 |
| Total debt securities | $2,748,204,000 | 93 |
| Structured notes | ||
| Amortized cost | $3,008,000 | 356 |
| Fair value | $3,010,000 | 352 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $2,841,844,000 | 87 |
| U.S. Government securities | $2,211,848,000 | 79 |
| U.S. Treasury securities | $1,976,612,000 | 27 |
| U.S. Government agency obligations | $235,236,000 | 405 |
| Securities issued by states & political subdivisions | $624,222,000 | 45 |
| Other domestic debt securities | $5,774,000 | 799 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $5,774,000 | 600 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,841,857,000 | 53 |
| Mortgage-backed securities | $235,236,000 | 324 |
| Certificates of participation in pools of residential mortgages | $210,428,000 | 226 |
| Issued or guaranteed by U.S. | $210,428,000 | 225 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $10,504,000 | 1,121 |
| CMOs issued by government agencies or sponsored agencies | $10,504,000 | 1,071 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $14,304,000 | 367 |
| Commercial mortgage pass-through securities | $14,304,000 | 204 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $2,841,844,000 | 68 |
| Total debt securities | $2,841,844,000 | 86 |
| Structured notes | ||
| Amortized cost | $3,012,000 | 346 |
| Fair value | $3,016,000 | 354 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $2,889,447,000 | 85 |
| U.S. Government securities | $2,227,299,000 | 80 |
| U.S. Treasury securities | $1,992,657,000 | 24 |
| U.S. Government agency obligations | $234,642,000 | 410 |
| Securities issued by states & political subdivisions | $645,488,000 | 44 |
| Other domestic debt securities | $16,660,000 | 455 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $16,660,000 | 314 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,213,773,000 | 51 |
| Mortgage-backed securities | $234,642,000 | 323 |
| Certificates of participation in pools of residential mortgages | $208,691,000 | 220 |
| Issued or guaranteed by U.S. | $208,691,000 | 219 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $11,502,000 | 1,076 |
| CMOs issued by government agencies or sponsored agencies | $11,502,000 | 1,026 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $14,449,000 | 351 |
| Commercial mortgage pass-through securities | $14,449,000 | 194 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $2,889,447,000 | 66 |
| Total debt securities | $2,889,447,000 | 85 |
| Structured notes | ||
| Amortized cost | $3,016,000 | 396 |
| Fair value | $3,026,000 | 401 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $2,870,326,000 | 83 |
| U.S. Government securities | $2,191,250,000 | 81 |
| U.S. Treasury securities | $1,963,543,000 | 24 |
| U.S. Government agency obligations | $227,707,000 | 430 |
| Securities issued by states & political subdivisions | $662,392,000 | 39 |
| Other domestic debt securities | $16,684,000 | 448 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $16,684,000 | 306 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,162,646,000 | 53 |
| Mortgage-backed securities | $227,707,000 | 341 |
| Certificates of participation in pools of residential mortgages | $200,708,000 | 228 |
| Issued or guaranteed by U.S. | $200,708,000 | 227 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $12,436,000 | 1,034 |
| CMOs issued by government agencies or sponsored agencies | $12,436,000 | 980 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $14,563,000 | 339 |
| Commercial mortgage pass-through securities | $14,563,000 | 186 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $2,870,326,000 | 66 |
| Total debt securities | $2,870,326,000 | 83 |
| Structured notes | ||
| Amortized cost | $3,020,000 | 493 |
| Fair value | $3,030,000 | 494 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $2,807,713,000 | 85 |
| U.S. Government securities | $2,124,150,000 | 82 |
| U.S. Treasury securities | $1,899,977,000 | 25 |
| U.S. Government agency obligations | $224,173,000 | 435 |
| Securities issued by states & political subdivisions | $666,883,000 | 38 |
| Other domestic debt securities | $16,680,000 | 438 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $16,680,000 | 298 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,750,146,000 | 64 |
| Mortgage-backed securities | $224,173,000 | 348 |
| Certificates of participation in pools of residential mortgages | $195,886,000 | 232 |
| Issued or guaranteed by U.S. | $195,886,000 | 231 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $13,308,000 | 1,013 |
| CMOs issued by government agencies or sponsored agencies | $13,308,000 | 962 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $14,979,000 | 318 |
| Commercial mortgage pass-through securities | $14,979,000 | 175 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $2,807,713,000 | 67 |
| Total debt securities | $2,807,713,000 | 84 |
| Structured notes | ||
| Amortized cost | $3,024,000 | 556 |
| Fair value | $3,024,000 | 558 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $2,867,033,000 | 82 |
| U.S. Government securities | $2,163,623,000 | 81 |
| U.S. Treasury securities | $1,933,270,000 | 24 |
| U.S. Government agency obligations | $230,353,000 | 429 |
| Securities issued by states & political subdivisions | $686,627,000 | 36 |
| Other domestic debt securities | $16,783,000 | 441 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $16,783,000 | 295 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,340,070,000 | 76 |
| Mortgage-backed securities | $230,353,000 | 342 |
| Certificates of participation in pools of residential mortgages | $200,796,000 | 226 |
| Issued or guaranteed by U.S. | $200,796,000 | 224 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $14,417,000 | 986 |
| CMOs issued by government agencies or sponsored agencies | $14,417,000 | 933 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $15,140,000 | 296 |
| Commercial mortgage pass-through securities | $15,140,000 | 162 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $2,867,033,000 | 65 |
| Total debt securities | $2,867,033,000 | 82 |
| Structured notes | ||
| Amortized cost | $3,029,000 | 654 |
| Fair value | $3,038,000 | 656 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $2,817,436,000 | 81 |
| U.S. Government securities | $2,127,855,000 | 82 |
| U.S. Treasury securities | $1,893,445,000 | 23 |
| U.S. Government agency obligations | $234,410,000 | 433 |
| Securities issued by states & political subdivisions | $662,764,000 | 36 |
| Other domestic debt securities | $26,817,000 | 326 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $26,817,000 | 209 |
| 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 | $1,176,515,000 | 90 |
| Mortgage-backed securities | $234,410,000 | 335 |
| Certificates of participation in pools of residential mortgages | $198,328,000 | 231 |
| Issued or guaranteed by U.S. | $198,328,000 | 229 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $15,655,000 | 972 |
| CMOs issued by government agencies or sponsored agencies | $15,655,000 | 923 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $20,427,000 | 228 |
| Commercial mortgage pass-through securities | $20,427,000 | 123 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $2,817,436,000 | 65 |
| Total debt securities | $2,817,436,000 | 80 |
| Structured notes | ||
| Amortized cost | $3,033,000 | 755 |
| Fair value | $3,041,000 | 756 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $2,622,352,000 | 83 |
| U.S. Government securities | $1,922,617,000 | 86 |
| U.S. Treasury securities | $1,676,112,000 | 24 |
| U.S. Government agency obligations | $246,505,000 | 421 |
| Securities issued by states & political subdivisions | $672,709,000 | 35 |
| Other domestic debt securities | $27,026,000 | 321 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $27,026,000 | 209 |
| 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 | $1,286,533,000 | 81 |
| Mortgage-backed securities | $246,505,000 | 328 |
| Certificates of participation in pools of residential mortgages | $208,824,000 | 219 |
| Issued or guaranteed by U.S. | $208,824,000 | 218 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $16,980,000 | 942 |
| CMOs issued by government agencies or sponsored agencies | $16,980,000 | 898 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $20,701,000 | 220 |
| Commercial mortgage pass-through securities | $20,701,000 | 112 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $2,622,352,000 | 68 |
| Total debt securities | $2,622,352,000 | 83 |
| Structured notes | ||
| Amortized cost | $3,037,000 | 800 |
| Fair value | $3,053,000 | 802 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $2,472,480,000 | 86 |
| U.S. Government securities | $1,773,486,000 | 88 |
| U.S. Treasury securities | $1,496,667,000 | 24 |
| U.S. Government agency obligations | $276,819,000 | 388 |
| Securities issued by states & political subdivisions | $671,903,000 | 33 |
| Other domestic debt securities | $27,091,000 | 316 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $27,091,000 | 208 |
| 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 | $1,181,560,000 | 90 |
| Mortgage-backed securities | $255,752,000 | 325 |
| Certificates of participation in pools of residential mortgages | $216,915,000 | 211 |
| Issued or guaranteed by U.S. | $216,915,000 | 210 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $18,025,000 | 929 |
| CMOs issued by government agencies or sponsored agencies | $18,025,000 | 885 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $20,812,000 | 215 |
| Commercial mortgage pass-through securities | $20,812,000 | 114 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $2,472,480,000 | 69 |
| Total debt securities | $2,472,480,000 | 86 |
| Structured notes | ||
| Amortized cost | $3,041,000 | 856 |
| Fair value | $3,040,000 | 858 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $2,465,501,000 | 84 |
| U.S. Government securities | $1,749,880,000 | 90 |
| U.S. Treasury securities | $1,465,231,000 | 22 |
| U.S. Government agency obligations | $284,649,000 | 378 |
| Securities issued by states & political subdivisions | $688,334,000 | 31 |
| Other domestic debt securities | $27,287,000 | 318 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $27,287,000 | 208 |
| 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 | $1,106,933,000 | 97 |
| Mortgage-backed securities | $263,253,000 | 315 |
| Certificates of participation in pools of residential mortgages | $218,387,000 | 210 |
| Issued or guaranteed by U.S. | $218,387,000 | 209 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $19,130,000 | 911 |
| CMOs issued by government agencies or sponsored agencies | $19,130,000 | 872 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $25,736,000 | 187 |
| Commercial mortgage pass-through securities | $25,736,000 | 97 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $2,465,501,000 | 68 |
| Total debt securities | $2,465,501,000 | 84 |
| Structured notes | ||
| Amortized cost | $3,045,000 | 936 |
| Fair value | $3,046,000 | 938 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $2,493,350,000 | 85 |
| U.S. Government securities | $1,758,614,000 | 91 |
| U.S. Treasury securities | $1,465,294,000 | 19 |
| U.S. Government agency obligations | $293,320,000 | 369 |
| Securities issued by states & political subdivisions | $707,258,000 | 30 |
| Other domestic debt securities | $27,478,000 | 334 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $27,478,000 | 215 |
| 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 | $1,105,260,000 | 96 |
| Mortgage-backed securities | $271,613,000 | 310 |
| Certificates of participation in pools of residential mortgages | $225,226,000 | 206 |
| Issued or guaranteed by U.S. | $225,226,000 | 205 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $20,473,000 | 882 |
| CMOs issued by government agencies or sponsored agencies | $20,473,000 | 835 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $25,914,000 | 179 |
| Commercial mortgage pass-through securities | $25,914,000 | 93 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $2,493,350,000 | 71 |
| Total debt securities | $2,493,350,000 | 84 |
| Structured notes | ||
| Amortized cost | $3,049,000 | 980 |
| Fair value | $3,067,000 | 975 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $2,469,853,000 | 85 |
| U.S. Government securities | $1,743,170,000 | 91 |
| U.S. Treasury securities | $1,437,218,000 | 16 |
| U.S. Government agency obligations | $305,952,000 | 358 |
| Securities issued by states & political subdivisions | $699,126,000 | 31 |
| Other domestic debt securities | $27,557,000 | 341 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $27,557,000 | 230 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,053,331,000 | 99 |
| Mortgage-backed securities | $276,439,000 | 307 |
| Certificates of participation in pools of residential mortgages | $228,811,000 | 203 |
| Issued or guaranteed by U.S. | $228,811,000 | 202 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $21,589,000 | 876 |
| CMOs issued by government agencies or sponsored agencies | $21,589,000 | 829 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $26,039,000 | 169 |
| Commercial mortgage pass-through securities | $26,039,000 | 90 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $2,469,853,000 | 71 |
| Total debt securities | $2,469,853,000 | 83 |
| Structured notes | ||
| Amortized cost | $3,053,000 | 992 |
| Fair value | $3,055,000 | 986 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $2,185,743,000 | 98 |
| U.S. Government securities | $1,489,174,000 | 99 |
| U.S. Treasury securities | $1,182,261,000 | 16 |
| U.S. Government agency obligations | $306,913,000 | 349 |
| Securities issued by states & political subdivisions | $668,982,000 | 33 |
| Other domestic debt securities | $27,587,000 | 358 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $27,587,000 | 227 |
| 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 | $977,942,000 | 100 |
| Mortgage-backed securities | $277,027,000 | 299 |
| Certificates of participation in pools of residential mortgages | $229,040,000 | 205 |
| Issued or guaranteed by U.S. | $229,040,000 | 204 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $22,049,000 | 847 |
| CMOs issued by government agencies or sponsored agencies | $22,049,000 | 795 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $25,938,000 | 162 |
| Commercial mortgage pass-through securities | $25,938,000 | 86 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $2,185,743,000 | 77 |
| Total debt securities | $2,185,743,000 | 96 |
| Structured notes | ||
| Amortized cost | $3,058,000 | 971 |
| Fair value | $3,026,000 | 956 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $2,466,070,000 | 88 |
| U.S. Government securities | $1,699,462,000 | 91 |
| U.S. Treasury securities | $1,381,299,000 | 14 |
| U.S. Government agency obligations | $318,163,000 | 330 |
| Securities issued by states & political subdivisions | $687,633,000 | 31 |
| Other domestic debt securities | $78,975,000 | 170 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $51,251,000 | 33 |
| Other domestic debt securities - All other | $27,724,000 | 225 |
| 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 | $1,111,456,000 | 87 |
| Mortgage-backed securities | $281,541,000 | 297 |
| Certificates of participation in pools of residential mortgages | $231,152,000 | 207 |
| Issued or guaranteed by U.S. | $231,152,000 | 206 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $23,936,000 | 826 |
| CMOs issued by government agencies or sponsored agencies | $23,936,000 | 776 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $26,453,000 | 157 |
| Commercial mortgage pass-through securities | $26,453,000 | 81 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $617,910,000 | 65 |
| Available-for-sale securities (fair market value) | $1,848,160,000 | 91 |
| Total debt securities | $2,466,070,000 | 87 |
| Structured notes | ||
| Amortized cost | $3,062,000 | 965 |
| Fair value | $3,038,000 | 957 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $2,325,034,000 | 88 |
| U.S. Government securities | $1,577,350,000 | 100 |
| U.S. Treasury securities | $1,195,332,000 | 14 |
| U.S. Government agency obligations | $382,018,000 | 277 |
| Securities issued by states & political subdivisions | $672,669,000 | 31 |
| Other domestic debt securities | $75,015,000 | 181 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $47,290,000 | 29 |
| Other domestic debt securities - All other | $27,725,000 | 230 |
| 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 | $1,078,199,000 | 86 |
| Mortgage-backed securities | $279,501,000 | 290 |
| Certificates of participation in pools of residential mortgages | $234,458,000 | 196 |
| Issued or guaranteed by U.S. | $234,458,000 | 195 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $26,339,000 | 786 |
| CMOs issued by government agencies or sponsored agencies | $26,339,000 | 741 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $18,704,000 | 182 |
| Commercial mortgage pass-through securities | $18,704,000 | 97 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $619,207,000 | 55 |
| Available-for-sale securities (fair market value) | $1,705,827,000 | 96 |
| Total debt securities | $2,325,034,000 | 87 |
| Structured notes | ||
| Amortized cost | $3,066,000 | 944 |
| Fair value | $3,012,000 | 944 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $2,405,178,000 | 87 |
| U.S. Government securities | $1,620,406,000 | 97 |
| U.S. Treasury securities | $1,195,478,000 | 15 |
| U.S. Government agency obligations | $424,928,000 | 258 |
| Securities issued by states & political subdivisions | $709,066,000 | 28 |
| Other domestic debt securities | $75,706,000 | 177 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $47,486,000 | 26 |
| Other domestic debt securities - All other | $28,220,000 | 228 |
| 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 | $1,117,995,000 | 84 |
| Mortgage-backed securities | $301,359,000 | 281 |
| Certificates of participation in pools of residential mortgages | $251,878,000 | 188 |
| Issued or guaranteed by U.S. | $251,878,000 | 186 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $30,636,000 | 747 |
| CMOs issued by government agencies or sponsored agencies | $30,636,000 | 694 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $18,845,000 | 165 |
| Commercial mortgage pass-through securities | $18,845,000 | 91 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $631,984,000 | 53 |
| Available-for-sale securities (fair market value) | $1,773,194,000 | 99 |
| Total debt securities | $2,405,178,000 | 87 |
| Structured notes | ||
| Amortized cost | $3,070,000 | 959 |
| Fair value | $3,095,000 | 960 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $2,758,886,000 | 75 |
| U.S. Government securities | $1,952,355,000 | 84 |
| U.S. Treasury securities | $1,408,772,000 | 15 |
| U.S. Government agency obligations | $543,583,000 | 207 |
| Securities issued by states & political subdivisions | $728,634,000 | 27 |
| Other domestic debt securities | $77,897,000 | 169 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $49,600,000 | 23 |
| Other domestic debt securities - All other | $28,297,000 | 217 |
| 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 | $1,175,565,000 | 83 |
| Mortgage-backed securities | $324,465,000 | 270 |
| Certificates of participation in pools of residential mortgages | $263,023,000 | 181 |
| Issued or guaranteed by U.S. | $263,023,000 | 180 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $33,935,000 | 696 |
| CMOs issued by government agencies or sponsored agencies | $33,935,000 | 651 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $27,507,000 | 114 |
| Commercial mortgage pass-through securities | $27,507,000 | 54 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $637,894,000 | 51 |
| Available-for-sale securities (fair market value) | $2,120,992,000 | 81 |
| Total debt securities | $2,758,886,000 | 74 |
| Structured notes | ||
| Amortized cost | $61,979,000 | 49 |
| Fair value | $49,600,000 | 69 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $2,836,270,000 | 78 |
| U.S. Government securities | $1,983,131,000 | 84 |
| U.S. Treasury securities | $1,412,742,000 | 17 |
| U.S. Government agency obligations | $570,389,000 | 198 |
| Securities issued by states & political subdivisions | $773,805,000 | 24 |
| Other domestic debt securities | $79,334,000 | 173 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $50,837,000 | 21 |
| Other domestic debt securities - All other | $28,497,000 | 229 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,224,966,000 | 80 |
| Mortgage-backed securities | $349,417,000 | 265 |
| Certificates of participation in pools of residential mortgages | $284,187,000 | 179 |
| Issued or guaranteed by U.S. | $284,187,000 | 178 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $36,974,000 | 686 |
| CMOs issued by government agencies or sponsored agencies | $36,974,000 | 636 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $28,256,000 | 107 |
| Commercial mortgage pass-through securities | $28,256,000 | 53 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $641,540,000 | 52 |
| Available-for-sale securities (fair market value) | $2,194,730,000 | 79 |
| Total debt securities | $2,836,270,000 | 78 |
| Structured notes | ||
| Amortized cost | $63,970,000 | 45 |
| Fair value | $50,837,000 | 72 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $2,853,511,000 | 74 |
| U.S. Government securities | $2,002,633,000 | 79 |
| U.S. Treasury securities | $1,405,639,000 | 16 |
| U.S. Government agency obligations | $596,994,000 | 187 |
| Securities issued by states & political subdivisions | $782,900,000 | 24 |
| Other domestic debt securities | $67,978,000 | 192 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $48,786,000 | 20 |
| Other domestic debt securities - All other | $19,192,000 | 306 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,105,943,000 | 85 |
| Mortgage-backed securities | $366,046,000 | 261 |
| Certificates of participation in pools of residential mortgages | $297,714,000 | 179 |
| Issued or guaranteed by U.S. | $297,714,000 | 178 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $39,910,000 | 660 |
| CMOs issued by government agencies or sponsored agencies | $39,910,000 | 603 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $28,422,000 | 100 |
| Commercial mortgage pass-through securities | $28,422,000 | 50 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $647,747,000 | 49 |
| Available-for-sale securities (fair market value) | $2,205,764,000 | 74 |
| Total debt securities | $2,853,511,000 | 74 |
| Structured notes | ||
| Amortized cost | $64,688,000 | 52 |
| Fair value | $48,786,000 | 72 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $2,697,635,000 | 79 |
| U.S. Government securities | $1,913,009,000 | 87 |
| U.S. Treasury securities | $1,284,768,000 | 16 |
| U.S. Government agency obligations | $628,241,000 | 188 |
| Securities issued by states & political subdivisions | $711,485,000 | 24 |
| Other domestic debt securities | $70,201,000 | 187 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $47,385,000 | 20 |
| Other domestic debt securities - All other | $22,816,000 | 261 |
| Foreign debt securities | $2,940,000 | 89 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,304,000 | 5,624 |
| Mortgage-backed securities | $389,470,000 | 256 |
| Certificates of participation in pools of residential mortgages | $317,156,000 | 166 |
| Issued or guaranteed by U.S. | $317,156,000 | 165 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $43,310,000 | 641 |
| CMOs issued by government agencies or sponsored agencies | $43,310,000 | 589 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $29,004,000 | 85 |
| Commercial mortgage pass-through securities | $29,004,000 | 39 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $652,672,000 | 47 |
| Available-for-sale securities (fair market value) | $2,044,963,000 | 82 |
| Total debt securities | $2,697,635,000 | 77 |
| Structured notes | ||
| Amortized cost | $67,089,000 | 64 |
| Fair value | $47,385,000 | 102 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $2,092,078,000 | 99 |
| U.S. Government securities | $1,382,706,000 | 109 |
| U.S. Treasury securities | $728,253,000 | 19 |
| U.S. Government agency obligations | $654,453,000 | 171 |
| Securities issued by states & political subdivisions | $642,635,000 | 29 |
| Other domestic debt securities | $66,737,000 | 201 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $43,846,000 | 20 |
| Other domestic debt securities - All other | $22,891,000 | 246 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,014,793,000 | 82 |
| Mortgage-backed securities | $413,897,000 | 225 |
| Certificates of participation in pools of residential mortgages | $336,968,000 | 155 |
| Issued or guaranteed by U.S. | $336,968,000 | 155 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $46,943,000 | 600 |
| CMOs issued by government agencies or sponsored agencies | $46,943,000 | 526 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $29,986,000 | 65 |
| Commercial mortgage pass-through securities | $29,986,000 | 24 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $553,495,000 | 51 |
| Available-for-sale securities (fair market value) | $1,538,583,000 | 106 |
| Total debt securities | $2,092,078,000 | 100 |
| Structured notes | ||
| Amortized cost | $68,115,000 | 61 |
| Fair value | $43,846,000 | 111 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $2,015,980,000 | 104 |
| U.S. Government securities | $1,328,412,000 | 113 |
| U.S. Treasury securities | $597,480,000 | 20 |
| U.S. Government agency obligations | $730,932,000 | 157 |
| Securities issued by states & political subdivisions | $615,018,000 | 29 |
| Other domestic debt securities | $72,550,000 | 196 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $47,023,000 | 18 |
| Other domestic debt securities - All other | $25,527,000 | 208 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,051,000 | 5,474 |
| Mortgage-backed securities | $444,846,000 | 202 |
| Certificates of participation in pools of residential mortgages | $357,742,000 | 145 |
| Issued or guaranteed by U.S. | $357,742,000 | 144 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $50,391,000 | 585 |
| CMOs issued by government agencies or sponsored agencies | $50,391,000 | 506 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $36,713,000 | 50 |
| Commercial mortgage pass-through securities | $36,713,000 | 18 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $558,591,000 | 50 |
| Available-for-sale securities (fair market value) | $1,457,389,000 | 111 |
| Total debt securities | $2,015,980,000 | 103 |
| Structured notes | ||
| Amortized cost | $68,487,000 | 58 |
| Fair value | $47,023,000 | 92 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $2,031,800,000 | 100 |
| U.S. Government securities | $1,359,076,000 | 107 |
| U.S. Treasury securities | $567,524,000 | 22 |
| U.S. Government agency obligations | $791,552,000 | 148 |
| Securities issued by states & political subdivisions | $603,319,000 | 28 |
| Other domestic debt securities | $69,405,000 | 200 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $48,971,000 | 20 |
| Other domestic debt securities - All other | $20,434,000 | 233 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,027,232,000 | 83 |
| Mortgage-backed securities | $454,021,000 | 205 |
| Certificates of participation in pools of residential mortgages | $365,741,000 | 141 |
| Issued or guaranteed by U.S. | $365,741,000 | 140 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $54,005,000 | 548 |
| CMOs issued by government agencies or sponsored agencies | $54,005,000 | 474 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $34,275,000 | 40 |
| Commercial mortgage pass-through securities | $34,275,000 | 16 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $592,074,000 | 48 |
| Available-for-sale securities (fair market value) | $1,439,726,000 | 108 |
| Total debt securities | $2,031,800,000 | 100 |
| Structured notes | ||
| Amortized cost | $68,808,000 | 66 |
| Fair value | $48,971,000 | 107 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $1,738,352,000 | 116 |
| U.S. Government securities | $1,055,667,000 | 126 |
| U.S. Treasury securities | $477,618,000 | 22 |
| U.S. Government agency obligations | $578,049,000 | 192 |
| Securities issued by states & political subdivisions | $608,877,000 | 29 |
| Other domestic debt securities | $73,808,000 | 194 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $48,172,000 | 22 |
| Other domestic debt securities - All other | $25,636,000 | 195 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $884,206,000 | 97 |
| Mortgage-backed securities | $232,189,000 | 337 |
| Certificates of participation in pools of residential mortgages | $186,550,000 | 252 |
| Issued or guaranteed by U.S. | $186,550,000 | 251 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $10,075,000 | 1,524 |
| CMOs issued by government agencies or sponsored agencies | $10,075,000 | 1,330 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $35,564,000 | 39 |
| Commercial mortgage pass-through securities | $35,564,000 | 15 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $593,325,000 | 46 |
| Available-for-sale securities (fair market value) | $1,145,027,000 | 126 |
| Total debt securities | $1,738,352,000 | 115 |
| Structured notes | ||
| Amortized cost | $69,164,000 | 72 |
| Fair value | $48,172,000 | 121 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $1,688,444,000 | 113 |
| U.S. Government securities | $992,983,000 | 127 |
| U.S. Treasury securities | $416,680,000 | 27 |
| U.S. Government agency obligations | $576,303,000 | 188 |
| Securities issued by states & political subdivisions | $590,082,000 | 28 |
| Other domestic debt securities | $105,379,000 | 162 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $36,175,000 | 30 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $41,993,000 | 23 |
| Other domestic debt securities - All other | $27,211,000 | 186 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $848,632,000 | 99 |
| Mortgage-backed securities | $247,000,000 | 318 |
| Certificates of participation in pools of residential mortgages | $200,430,000 | 221 |
| Issued or guaranteed by U.S. | $200,430,000 | 219 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $10,395,000 | 1,463 |
| CMOs issued by government agencies or sponsored agencies | $10,395,000 | 1,280 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $36,175,000 | 30 |
| Commercial mortgage pass-through securities | $36,175,000 | 12 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $602,908,000 | 46 |
| Available-for-sale securities (fair market value) | $1,085,536,000 | 125 |
| Total debt securities | $1,688,444,000 | 112 |
| Structured notes | ||
| Amortized cost | $69,508,000 | 58 |
| Fair value | $41,993,000 | 128 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $1,715,244,000 | 105 |
| U.S. Government securities | $928,393,000 | 129 |
| U.S. Treasury securities | $401,720,000 | 29 |
| U.S. Government agency obligations | $526,673,000 | 192 |
| Securities issued by states & political subdivisions | $586,679,000 | 26 |
| Other domestic debt securities | $200,172,000 | 101 |
| Privately issued residential mortgage-backed securities | $89,360,000 | 92 |
| Commercial mortgage-backed securities - Total | $38,632,000 | 32 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $44,295,000 | 22 |
| Other domestic debt securities - All other | $27,885,000 | 182 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $958,550,000 | 89 |
| Mortgage-backed securities | $272,224,000 | 280 |
| Certificates of participation in pools of residential mortgages | $222,871,000 | 189 |
| Issued or guaranteed by U.S. | $133,511,000 | 299 |
| Privately issued | $89,360,000 | 16 |
| Collaterized mortgage obligations | $10,721,000 | 1,418 |
| CMOs issued by government agencies or sponsored agencies | $10,721,000 | 1,229 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $38,632,000 | 32 |
| Commercial mortgage pass-through securities | $38,632,000 | 13 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $597,947,000 | 43 |
| Available-for-sale securities (fair market value) | $1,117,297,000 | 117 |
| Total debt securities | $1,715,244,000 | 104 |
| Structured notes | ||
| Amortized cost | $69,908,000 | 51 |
| Fair value | $44,295,000 | 108 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $1,704,069,000 | 108 |
| U.S. Government securities | $1,031,120,000 | 116 |
| U.S. Treasury securities | $401,685,000 | 25 |
| U.S. Government agency obligations | $629,435,000 | 166 |
| Securities issued by states & political subdivisions | $550,280,000 | 29 |
| Other domestic debt securities | $122,669,000 | 143 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $37,880,000 | 30 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $47,343,000 | 23 |
| Other domestic debt securities - All other | $37,446,000 | 139 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $829,473,000 | 100 |
| Mortgage-backed securities | $288,070,000 | 253 |
| Certificates of participation in pools of residential mortgages | $239,284,000 | 179 |
| Issued or guaranteed by U.S. | $239,284,000 | 178 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $10,906,000 | 1,346 |
| CMOs issued by government agencies or sponsored agencies | $10,906,000 | 1,146 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $37,880,000 | 30 |
| Commercial mortgage pass-through securities | $37,880,000 | 11 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $611,628,000 | 42 |
| Available-for-sale securities (fair market value) | $1,092,441,000 | 122 |
| Total debt securities | $1,704,069,000 | 105 |
| Structured notes | ||
| Amortized cost | $70,294,000 | 50 |
| Fair value | $47,343,000 | 99 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $1,691,585,000 | 106 |
| U.S. Government securities | $1,037,908,000 | 111 |
| U.S. Treasury securities | $401,638,000 | 25 |
| U.S. Government agency obligations | $636,270,000 | 161 |
| Securities issued by states & political subdivisions | $534,386,000 | 31 |
| Other domestic debt securities | $119,291,000 | 148 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $36,075,000 | 33 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $46,021,000 | 26 |
| Other domestic debt securities - All other | $37,195,000 | 143 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $821,047,000 | 97 |
| Mortgage-backed securities | $299,936,000 | 253 |
| Certificates of participation in pools of residential mortgages | $252,673,000 | 172 |
| Issued or guaranteed by U.S. | $252,673,000 | 171 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $11,188,000 | 1,307 |
| CMOs issued by government agencies or sponsored agencies | $11,188,000 | 1,093 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $36,075,000 | 33 |
| Commercial mortgage pass-through securities | $36,075,000 | 13 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $625,218,000 | 41 |
| Available-for-sale securities (fair market value) | $1,066,367,000 | 125 |
| Total debt securities | $1,691,585,000 | 107 |
| Structured notes | ||
| Amortized cost | $70,653,000 | 39 |
| Fair value | $46,021,000 | 79 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $1,432,108,000 | 120 |
| U.S. Government securities | $769,216,000 | 145 |
| U.S. Treasury securities | $84,505,000 | 63 |
| U.S. Government agency obligations | $684,711,000 | 158 |
| Securities issued by states & political subdivisions | $545,348,000 | 31 |
| Other domestic debt securities | $117,544,000 | 156 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $36,339,000 | 34 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $44,014,000 | 27 |
| Other domestic debt securities - All other | $37,191,000 | 139 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $810,761,000 | 97 |
| Mortgage-backed securities | $330,049,000 | 235 |
| Certificates of participation in pools of residential mortgages | $282,225,000 | 160 |
| Issued or guaranteed by U.S. | $282,225,000 | 158 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $11,485,000 | 1,283 |
| CMOs issued by government agencies or sponsored agencies | $11,485,000 | 1,049 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $36,339,000 | 34 |
| Commercial mortgage pass-through securities | $36,339,000 | 13 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $335,936,000 | 63 |
| Available-for-sale securities (fair market value) | $1,096,172,000 | 126 |
| Total debt securities | $1,432,108,000 | 118 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $1,442,731,000 | 122 |
| U.S. Government securities | $731,621,000 | 153 |
| U.S. Treasury securities | $989,000 | 757 |
| U.S. Government agency obligations | $730,632,000 | 149 |
| Securities issued by states & political subdivisions | $590,714,000 | 29 |
| Other domestic debt securities | $120,396,000 | 164 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $37,616,000 | 37 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $45,420,000 | 29 |
| Other domestic debt securities - All other | $37,360,000 | 140 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $801,308,000 | 100 |
| Mortgage-backed securities | $361,394,000 | 221 |
| Certificates of participation in pools of residential mortgages | $312,014,000 | 161 |
| Issued or guaranteed by U.S. | $312,014,000 | 158 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $11,764,000 | 1,256 |
| CMOs issued by government agencies or sponsored agencies | $11,764,000 | 1,015 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $37,616,000 | 37 |
| Commercial mortgage pass-through securities | $37,616,000 | 13 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $283,589,000 | 84 |
| Available-for-sale securities (fair market value) | $1,159,142,000 | 121 |
| Total debt securities | $1,442,731,000 | 122 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $1,280,213,000 | 133 |
| U.S. Government securities | $614,696,000 | 166 |
| U.S. Treasury securities | $970,000 | 742 |
| U.S. Government agency obligations | $613,726,000 | 161 |
| Securities issued by states & political subdivisions | $575,006,000 | 30 |
| Other domestic debt securities | $90,511,000 | 213 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $54,560,000 | 25 |
| Other domestic debt securities - All other | $35,951,000 | 158 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $778,355,000 | 105 |
| Mortgage-backed securities | $260,727,000 | 295 |
| Certificates of participation in pools of residential mortgages | $246,236,000 | 192 |
| Issued or guaranteed by U.S. | $246,236,000 | 189 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $14,491,000 | 1,103 |
| CMOs issued by government agencies or sponsored agencies | $14,491,000 | 863 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $110,355,000 | 182 |
| Available-for-sale securities (fair market value) | $1,169,858,000 | 119 |
| Total debt securities | $1,280,213,000 | 134 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $1,363,451,000 | 129 |
| U.S. Government securities | $699,460,000 | 160 |
| U.S. Treasury securities | $1,003,000 | 666 |
| U.S. Government agency obligations | $698,457,000 | 153 |
| Securities issued by states & political subdivisions | $580,973,000 | 30 |
| Other domestic debt securities | $83,018,000 | 222 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $83,018,000 | 78 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $775,710,000 | 103 |
| Mortgage-backed securities | $274,562,000 | 294 |
| Certificates of participation in pools of residential mortgages | $253,270,000 | 201 |
| Issued or guaranteed by U.S. | $253,270,000 | 197 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $21,292,000 | 873 |
| CMOs issued by government agencies or sponsored agencies | $21,292,000 | 667 |
| Privately issued | $0 | 1,599 |
| 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) | $114,906,000 | 181 |
| Available-for-sale securities (fair market value) | $1,248,545,000 | 120 |
| Total debt securities | $1,363,451,000 | 124 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $1,340,287,000 | 117 |
| U.S. Government securities | $691,447,000 | 160 |
| U.S. Treasury securities | $1,007,000 | 623 |
| U.S. Government agency obligations | $690,440,000 | 155 |
| Securities issued by states & political subdivisions | $563,723,000 | 31 |
| Other domestic debt securities | $85,117,000 | 213 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $85,117,000 | 76 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $719,776,000 | 112 |
| Mortgage-backed securities | $217,747,000 | 343 |
| Certificates of participation in pools of residential mortgages | $192,047,000 | 252 |
| Issued or guaranteed by U.S. | $192,047,000 | 247 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $25,700,000 | 741 |
| CMOs issued by government agencies or sponsored agencies | $25,700,000 | 551 |
| Privately issued | $0 | 1,555 |
| 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) | $77,794,000 | 246 |
| Available-for-sale securities (fair market value) | $1,262,493,000 | 109 |
| Total debt securities | $1,340,287,000 | 114 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $1,224,500,000 | 125 |
| U.S. Government securities | $613,989,000 | 160 |
| U.S. Treasury securities | $1,013,000 | 637 |
| U.S. Government agency obligations | $612,976,000 | 158 |
| Securities issued by states & political subdivisions | $525,711,000 | 34 |
| Other domestic debt securities | $84,800,000 | 226 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $84,800,000 | 79 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $688,581,000 | 112 |
| Mortgage-backed securities | $204,736,000 | 347 |
| Certificates of participation in pools of residential mortgages | $177,000,000 | 265 |
| Issued or guaranteed by U.S. | $177,000,000 | 259 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $27,736,000 | 675 |
| CMOs issued by government agencies or sponsored agencies | $27,736,000 | 494 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $98,655,000 | 199 |
| Available-for-sale securities (fair market value) | $1,125,845,000 | 111 |
| Total debt securities | $1,224,500,000 | 122 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $4,000 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $1,205,319,000 | 130 |
| U.S. Government securities | $576,066,000 | 174 |
| U.S. Treasury securities | $1,016,000 | 621 |
| U.S. Government agency obligations | $575,050,000 | 172 |
| Securities issued by states & political subdivisions | $531,807,000 | 31 |
| Other domestic debt securities | $97,446,000 | 217 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $97,446,000 | 80 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $687,277,000 | 110 |
| Mortgage-backed securities | $198,275,000 | 356 |
| Certificates of participation in pools of residential mortgages | $168,026,000 | 275 |
| Issued or guaranteed by U.S. | $168,026,000 | 269 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $30,249,000 | 621 |
| CMOs issued by government agencies or sponsored agencies | $30,249,000 | 449 |
| Privately issued | $0 | 1,503 |
| 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) | $135,071,000 | 146 |
| Available-for-sale securities (fair market value) | $1,070,248,000 | 120 |
| Total debt securities | $1,205,315,000 | 129 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $4,000 | 266 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $1,254,668,000 | 133 |
| U.S. Government securities | $595,031,000 | 175 |
| U.S. Treasury securities | $1,029,000 | 637 |
| U.S. Government agency obligations | $594,002,000 | 170 |
| Securities issued by states & political subdivisions | $553,442,000 | 31 |
| Other domestic debt securities | $106,195,000 | 197 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $68,454,000 | 49 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $37,741,000 | 155 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $728,140,000 | 100 |
| Mortgage-backed securities | $207,528,000 | 344 |
| Certificates of participation in pools of residential mortgages | $174,806,000 | 259 |
| Issued or guaranteed by U.S. | $174,806,000 | 252 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $32,722,000 | 582 |
| CMOs issued by government agencies or sponsored agencies | $32,722,000 | 419 |
| Privately issued | $0 | 1,493 |
| 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) | $132,984,000 | 137 |
| Available-for-sale securities (fair market value) | $1,121,684,000 | 127 |
| Total debt securities | $1,254,668,000 | 131 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $4,000 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $1,336,434,000 | 127 |
| U.S. Government securities | $673,561,000 | 159 |
| U.S. Treasury securities | $1,018,000 | 707 |
| U.S. Government agency obligations | $672,543,000 | 157 |
| Securities issued by states & political subdivisions | $550,227,000 | 29 |
| Other domestic debt securities | $112,646,000 | 188 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $72,300,000 | 46 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $40,346,000 | 149 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $693,555,000 | 106 |
| Mortgage-backed securities | $107,970,000 | 526 |
| Certificates of participation in pools of residential mortgages | $73,513,000 | 493 |
| Issued or guaranteed by U.S. | $73,513,000 | 487 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $34,457,000 | 529 |
| CMOs issued by government agencies or sponsored agencies | $34,457,000 | 392 |
| Privately issued | $0 | 1,403 |
| 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) | $133,337,000 | 148 |
| Available-for-sale securities (fair market value) | $1,203,097,000 | 119 |
| Total debt securities | $1,336,434,000 | 126 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $4,000 | 235 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $1,452,306,000 | 129 |
| U.S. Government securities | $875,155,000 | 133 |
| U.S. Treasury securities | $1,010,000 | 733 |
| U.S. Government agency obligations | $874,145,000 | 127 |
| Securities issued by states & political subdivisions | $489,288,000 | 35 |
| Other domestic debt securities | $87,863,000 | 214 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $48,071,000 | 51 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $39,792,000 | 157 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $663,641,000 | 109 |
| Mortgage-backed securities | $109,286,000 | 499 |
| Certificates of participation in pools of residential mortgages | $71,972,000 | 472 |
| Issued or guaranteed by U.S. | $71,972,000 | 467 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $37,314,000 | 485 |
| CMOs issued by government agencies or sponsored agencies | $37,314,000 | 360 |
| Privately issued | $0 | 1,378 |
| 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) | $132,894,000 | 148 |
| Available-for-sale securities (fair market value) | $1,319,412,000 | 116 |
| Total debt securities | $1,452,306,000 | 127 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $50,000 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $1,173,792,000 | 150 |
| U.S. Government securities | $648,156,000 | 172 |
| U.S. Treasury securities | $997,000 | 869 |
| U.S. Government agency obligations | $647,159,000 | 169 |
| Securities issued by states & political subdivisions | $486,015,000 | 34 |
| Other domestic debt securities | $39,621,000 | 339 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $39,621,000 | 151 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $651,173,000 | 121 |
| Mortgage-backed securities | $110,621,000 | 503 |
| Certificates of participation in pools of residential mortgages | $70,667,000 | 483 |
| Issued or guaranteed by U.S. | $70,667,000 | 478 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $39,954,000 | 460 |
| CMOs issued by government agencies or sponsored agencies | $39,954,000 | 356 |
| Privately issued | $0 | 1,337 |
| 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) | $132,512,000 | 152 |
| Available-for-sale securities (fair market value) | $1,041,280,000 | 139 |
| Total debt securities | $1,173,792,000 | 149 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $131,000 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $1,269,962,000 | 144 |
| U.S. Government securities | $724,869,000 | 161 |
| U.S. Treasury securities | $1,002,000 | 897 |
| U.S. Government agency obligations | $723,867,000 | 154 |
| Securities issued by states & political subdivisions | $509,792,000 | 32 |
| Other domestic debt securities | $35,301,000 | 350 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $35,301,000 | 159 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $777,238,000 | 111 |
| Mortgage-backed securities | $113,888,000 | 490 |
| Certificates of participation in pools of residential mortgages | $73,294,000 | 465 |
| Issued or guaranteed by U.S. | $73,294,000 | 461 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $40,594,000 | 453 |
| CMOs issued by government agencies or sponsored agencies | $40,594,000 | 349 |
| Privately issued | $0 | 1,292 |
| 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) | $134,601,000 | 153 |
| Available-for-sale securities (fair market value) | $1,135,361,000 | 132 |
| Total debt securities | $1,269,962,000 | 143 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $1,179,821,000 | 156 |
| U.S. Government securities | $617,023,000 | 183 |
| U.S. Treasury securities | $997,000 | 974 |
| U.S. Government agency obligations | $616,026,000 | 177 |
| Securities issued by states & political subdivisions | $521,126,000 | 30 |
| Other domestic debt securities | $41,672,000 | 312 |
| Privately issued residential mortgage-backed securities | $15,000 | 1,297 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $41,657,000 | 151 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $670,506,000 | 118 |
| Mortgage-backed securities | $119,038,000 | 484 |
| Certificates of participation in pools of residential mortgages | $75,164,000 | 458 |
| Issued or guaranteed by U.S. | $75,164,000 | 453 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $43,874,000 | 434 |
| CMOs issued by government agencies or sponsored agencies | $43,859,000 | 337 |
| Privately issued | $15,000 | 1,205 |
| 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) | $141,019,000 | 148 |
| Available-for-sale securities (fair market value) | $1,038,802,000 | 142 |
| Total debt securities | $1,179,821,000 | 154 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $1,205,011,000 | 153 |
| U.S. Government securities | $634,306,000 | 186 |
| U.S. Treasury securities | $993,000 | 1,066 |
| U.S. Government agency obligations | $633,313,000 | 182 |
| Securities issued by states & political subdivisions | $528,192,000 | 27 |
| Other domestic debt securities | $42,513,000 | 314 |
| Privately issued residential mortgage-backed securities | $687,000 | 946 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $41,826,000 | 154 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $667,305,000 | 121 |
| Mortgage-backed securities | $125,564,000 | 475 |
| Certificates of participation in pools of residential mortgages | $77,187,000 | 472 |
| Issued or guaranteed by U.S. | $77,187,000 | 466 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $48,377,000 | 415 |
| CMOs issued by government agencies or sponsored agencies | $47,690,000 | 320 |
| Privately issued | $687,000 | 881 |
| 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) | $142,537,000 | 153 |
| Available-for-sale securities (fair market value) | $1,062,474,000 | 142 |
| Total debt securities | $1,205,011,000 | 149 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $1,213,575,000 | 154 |
| U.S. Government securities | $648,423,000 | 188 |
| U.S. Treasury securities | $987,000 | 1,110 |
| U.S. Government agency obligations | $647,436,000 | 184 |
| Securities issued by states & political subdivisions | $522,552,000 | 26 |
| Other domestic debt securities | $42,600,000 | 309 |
| Privately issued residential mortgage-backed securities | $1,453,000 | 775 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $41,147,000 | 152 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $681,796,000 | 123 |
| Mortgage-backed securities | $131,600,000 | 454 |
| Certificates of participation in pools of residential mortgages | $73,596,000 | 490 |
| Issued or guaranteed by U.S. | $73,596,000 | 484 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $58,004,000 | 360 |
| CMOs issued by government agencies or sponsored agencies | $56,551,000 | 274 |
| Privately issued | $1,453,000 | 724 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $140,279,000 | 157 |
| Available-for-sale securities (fair market value) | $1,073,296,000 | 146 |
| Total debt securities | $1,213,574,000 | 153 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $1,267,777,000 | 151 |
| U.S. Government securities | $685,211,000 | 191 |
| U.S. Treasury securities | $986,000 | 1,201 |
| U.S. Government agency obligations | $684,225,000 | 180 |
| Securities issued by states & political subdivisions | $538,743,000 | 24 |
| Other domestic debt securities | $43,823,000 | 309 |
| Privately issued residential mortgage-backed securities | $2,127,000 | 680 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $41,696,000 | 154 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $638,727,000 | 125 |
| Mortgage-backed securities | $144,628,000 | 435 |
| Certificates of participation in pools of residential mortgages | $77,664,000 | 476 |
| Issued or guaranteed by U.S. | $77,664,000 | 470 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $66,964,000 | 335 |
| CMOs issued by government agencies or sponsored agencies | $64,837,000 | 256 |
| Privately issued | $2,127,000 | 636 |
| 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) | $141,722,000 | 159 |
| Available-for-sale securities (fair market value) | $1,126,055,000 | 143 |
| Total debt securities | $1,267,777,000 | 150 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $1,260,865,000 | 154 |
| U.S. Government securities | $677,121,000 | 193 |
| U.S. Treasury securities | $988,000 | 1,202 |
| U.S. Government agency obligations | $676,133,000 | 184 |
| Securities issued by states & political subdivisions | $538,390,000 | 24 |
| Other domestic debt securities | $45,354,000 | 312 |
| Privately issued residential mortgage-backed securities | $2,863,000 | 606 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $42,491,000 | 155 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $622,861,000 | 129 |
| Mortgage-backed securities | $131,795,000 | 467 |
| Certificates of participation in pools of residential mortgages | $53,327,000 | 662 |
| Issued or guaranteed by U.S. | $53,327,000 | 654 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $78,468,000 | 307 |
| CMOs issued by government agencies or sponsored agencies | $75,605,000 | 230 |
| Privately issued | $2,863,000 | 569 |
| 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) | $139,986,000 | 163 |
| Available-for-sale securities (fair market value) | $1,120,879,000 | 148 |
| Total debt securities | $1,260,865,000 | 152 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $1,274,074,000 | 155 |
| U.S. Government securities | $680,154,000 | 190 |
| U.S. Treasury securities | $989,000 | 1,201 |
| U.S. Government agency obligations | $679,165,000 | 179 |
| Securities issued by states & political subdivisions | $547,262,000 | 21 |
| Other domestic debt securities | $46,658,000 | 306 |
| Privately issued residential mortgage-backed securities | $3,836,000 | 539 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $42,822,000 | 157 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $605,550,000 | 132 |
| Mortgage-backed securities | $132,649,000 | 474 |
| Certificates of participation in pools of residential mortgages | $56,619,000 | 638 |
| Issued or guaranteed by U.S. | $56,619,000 | 629 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $76,030,000 | 306 |
| CMOs issued by government agencies or sponsored agencies | $72,194,000 | 246 |
| Privately issued | $3,836,000 | 504 |
| 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) | $139,454,000 | 161 |
| Available-for-sale securities (fair market value) | $1,134,620,000 | 146 |
| Total debt securities | $1,274,076,000 | 151 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $1,457,526,000 | 142 |
| U.S. Government securities | $856,954,000 | 171 |
| U.S. Treasury securities | $996,000 | 1,193 |
| U.S. Government agency obligations | $855,958,000 | 165 |
| Securities issued by states & political subdivisions | $552,630,000 | 20 |
| Other domestic debt securities | $47,942,000 | 307 |
| Privately issued residential mortgage-backed securities | $4,050,000 | 523 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $43,892,000 | 150 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $728,399,000 | 120 |
| Mortgage-backed securities | $135,998,000 | 472 |
| Certificates of participation in pools of residential mortgages | $53,105,000 | 674 |
| Issued or guaranteed by U.S. | $53,105,000 | 667 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $82,893,000 | 298 |
| CMOs issued by government agencies or sponsored agencies | $78,843,000 | 237 |
| Privately issued | $4,050,000 | 489 |
| 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) | $139,627,000 | 162 |
| Available-for-sale securities (fair market value) | $1,317,899,000 | 137 |
| Total debt securities | $1,457,526,000 | 140 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $1,501,759,000 | 141 |
| U.S. Government securities | $856,775,000 | 167 |
| U.S. Treasury securities | $993,000 | 1,290 |
| U.S. Government agency obligations | $855,782,000 | 160 |
| Securities issued by states & political subdivisions | $590,524,000 | 18 |
| Other domestic debt securities | $54,460,000 | 277 |
| Privately issued residential mortgage-backed securities | $4,265,000 | 505 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $50,195,000 | 140 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $662,672,000 | 123 |
| Mortgage-backed securities | $137,105,000 | 477 |
| Certificates of participation in pools of residential mortgages | $48,754,000 | 743 |
| Issued or guaranteed by U.S. | $48,754,000 | 738 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $88,351,000 | 298 |
| CMOs issued by government agencies or sponsored agencies | $84,086,000 | 240 |
| Privately issued | $4,265,000 | 469 |
| 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) | $139,844,000 | 158 |
| Available-for-sale securities (fair market value) | $1,361,915,000 | 134 |
| Total debt securities | $1,501,759,000 | 140 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $1,528,448,000 | 144 |
| U.S. Government securities | $898,572,000 | 162 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $898,572,000 | 158 |
| Securities issued by states & political subdivisions | $580,126,000 | 20 |
| Other domestic debt securities | $49,750,000 | 297 |
| Privately issued residential mortgage-backed securities | $4,793,000 | 479 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $44,957,000 | 153 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $699,806,000 | 126 |
| Mortgage-backed securities | $125,068,000 | 533 |
| Certificates of participation in pools of residential mortgages | $52,623,000 | 716 |
| Issued or guaranteed by U.S. | $52,623,000 | 711 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $72,445,000 | 345 |
| CMOs issued by government agencies or sponsored agencies | $67,652,000 | 280 |
| Privately issued | $4,793,000 | 446 |
| 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) | $135,124,000 | 167 |
| Available-for-sale securities (fair market value) | $1,393,324,000 | 132 |
| Total debt securities | $1,528,448,000 | 143 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $1,548,258,000 | 141 |
| U.S. Government securities | $912,987,000 | 160 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $912,987,000 | 156 |
| Securities issued by states & political subdivisions | $582,840,000 | 21 |
| Other domestic debt securities | $51,823,000 | 284 |
| Privately issued residential mortgage-backed securities | $5,419,000 | 429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $46,404,000 | 149 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $608,000 | 1,410 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $724,347,000 | 123 |
| Mortgage-backed securities | $134,556,000 | 501 |
| Certificates of participation in pools of residential mortgages | $56,977,000 | 676 |
| Issued or guaranteed by U.S. | $56,977,000 | 673 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $77,579,000 | 325 |
| CMOs issued by government agencies or sponsored agencies | $72,160,000 | 270 |
| Privately issued | $5,419,000 | 398 |
| 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) | $135,120,000 | 169 |
| Available-for-sale securities (fair market value) | $1,413,138,000 | 135 |
| Total debt securities | $1,547,650,000 | 140 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $1,527,952,000 | 148 |
| U.S. Government securities | $914,418,000 | 162 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $914,418,000 | 156 |
| Securities issued by states & political subdivisions | $562,724,000 | 21 |
| Other domestic debt securities | $50,810,000 | 289 |
| Privately issued residential mortgage-backed securities | $6,200,000 | 405 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $44,610,000 | 158 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $766,401,000 | 115 |
| Mortgage-backed securities | $146,420,000 | 471 |
| Certificates of participation in pools of residential mortgages | $62,233,000 | 646 |
| Issued or guaranteed by U.S. | $62,233,000 | 642 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $84,187,000 | 321 |
| CMOs issued by government agencies or sponsored agencies | $77,987,000 | 265 |
| Privately issued | $6,200,000 | 379 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $136,273,000 | 165 |
| Available-for-sale securities (fair market value) | $1,391,679,000 | 140 |
| Total debt securities | $1,527,952,000 | 144 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $1,310,266,000 | 163 |
| U.S. Government securities | $750,577,000 | 184 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $750,577,000 | 175 |
| Securities issued by states & political subdivisions | $524,813,000 | 22 |
| Other domestic debt securities | $34,876,000 | 397 |
| Privately issued residential mortgage-backed securities | $7,023,000 | 393 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $27,853,000 | 277 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $529,423,000 | 147 |
| Mortgage-backed securities | $156,832,000 | 473 |
| Certificates of participation in pools of residential mortgages | $70,305,000 | 601 |
| Issued or guaranteed by U.S. | $70,305,000 | 596 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $86,527,000 | 326 |
| CMOs issued by government agencies or sponsored agencies | $79,504,000 | 275 |
| Privately issued | $7,023,000 | 364 |
| 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) | $135,308,000 | 166 |
| Available-for-sale securities (fair market value) | $1,174,958,000 | 152 |
| Total debt securities | $1,310,266,000 | 162 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $1,289,776,000 | 164 |
| U.S. Government securities | $773,118,000 | 183 |
| U.S. Treasury securities | $401,000 | 1,906 |
| U.S. Government agency obligations | $772,717,000 | 175 |
| Securities issued by states & political subdivisions | $477,669,000 | 25 |
| Other domestic debt securities | $38,989,000 | 338 |
| Privately issued residential mortgage-backed securities | $7,700,000 | 313 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $31,289,000 | 269 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $563,341,000 | 131 |
| Mortgage-backed securities | $173,346,000 | 449 |
| Certificates of participation in pools of residential mortgages | $79,786,000 | 566 |
| Issued or guaranteed by U.S. | $79,786,000 | 559 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $93,560,000 | 309 |
| CMOs issued by government agencies or sponsored agencies | $85,860,000 | 280 |
| Privately issued | $7,700,000 | 268 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $136,132,000 | 163 |
| Available-for-sale securities (fair market value) | $1,153,644,000 | 154 |
| Total debt securities | $1,289,776,000 | 163 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $1,256,646,000 | 159 |
| U.S. Government securities | $786,228,000 | 179 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $786,228,000 | 169 |
| Securities issued by states & political subdivisions | $431,029,000 | 28 |
| Other domestic debt securities | $39,389,000 | 342 |
| Privately issued residential mortgage-backed securities | $8,825,000 | 293 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $30,564,000 | 287 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $605,524,000 | 125 |
| Mortgage-backed securities | $211,557,000 | 370 |
| Certificates of participation in pools of residential mortgages | $88,711,000 | 526 |
| Issued or guaranteed by U.S. | $88,711,000 | 521 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $122,846,000 | 254 |
| CMOs issued by government agencies or sponsored agencies | $114,021,000 | 238 |
| Privately issued | $8,825,000 | 256 |
| 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) | $135,216,000 | 168 |
| Available-for-sale securities (fair market value) | $1,121,430,000 | 152 |
| Total debt securities | $1,256,646,000 | 158 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $1,144,614,000 | 161 |
| U.S. Government securities | $655,892,000 | 207 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $655,892,000 | 198 |
| Securities issued by states & political subdivisions | $447,177,000 | 26 |
| Other domestic debt securities | $41,545,000 | 341 |
| Privately issued residential mortgage-backed securities | $10,094,000 | 299 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $31,451,000 | 290 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $648,496,000 | 115 |
| Mortgage-backed securities | $275,657,000 | 316 |
| Certificates of participation in pools of residential mortgages | $104,838,000 | 441 |
| Issued or guaranteed by U.S. | $104,838,000 | 438 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $170,819,000 | 212 |
| CMOs issued by government agencies or sponsored agencies | $160,725,000 | 199 |
| Privately issued | $10,094,000 | 264 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,818,000 | 1,802 |
| Available-for-sale securities (fair market value) | $1,137,796,000 | 147 |
| Total debt securities | $1,144,614,000 | 159 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $1,200,616,000 | 153 |
| U.S. Government securities | $725,400,000 | 188 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $725,400,000 | 178 |
| Securities issued by states & political subdivisions | $433,619,000 | 29 |
| Other domestic debt securities | $41,347,000 | 352 |
| Privately issued residential mortgage-backed securities | $10,912,000 | 295 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $30,435,000 | 303 |
| Foreign debt securities | $250,000 | 179 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $673,280,000 | 108 |
| Mortgage-backed securities | $336,052,000 | 274 |
| Certificates of participation in pools of residential mortgages | $120,832,000 | 396 |
| Issued or guaranteed by U.S. | $120,832,000 | 393 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $215,220,000 | 186 |
| CMOs issued by government agencies or sponsored agencies | $204,308,000 | 174 |
| Privately issued | $10,912,000 | 265 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,506,000 | 1,739 |
| Available-for-sale securities (fair market value) | $1,193,110,000 | 137 |
| Total debt securities | $1,200,616,000 | 153 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $1,252,099,000 | 154 |
| U.S. Government securities | $783,064,000 | 166 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $783,064,000 | 157 |
| Securities issued by states & political subdivisions | $428,017,000 | 27 |
| Other domestic debt securities | $40,768,000 | 353 |
| Privately issued residential mortgage-backed securities | $10,793,000 | 282 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $29,975,000 | 308 |
| Foreign debt securities | $250,000 | 185 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $685,102,000 | 107 |
| Mortgage-backed securities | $382,072,000 | 231 |
| Certificates of participation in pools of residential mortgages | $136,703,000 | 328 |
| Issued or guaranteed by U.S. | $136,703,000 | 324 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $245,369,000 | 158 |
| CMOs issued by government agencies or sponsored agencies | $234,576,000 | 145 |
| Privately issued | $10,793,000 | 247 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,412,000 | 1,806 |
| Available-for-sale securities (fair market value) | $1,244,687,000 | 140 |
| Total debt securities | $1,252,099,000 | 152 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $1,116,667,000 | 158 |
| U.S. Government securities | $777,290,000 | 157 |
| U.S. Treasury securities | $102,000 | 3,083 |
| U.S. Government agency obligations | $777,188,000 | 151 |
| Securities issued by states & political subdivisions | $285,201,000 | 36 |
| Other domestic debt securities | $53,925,000 | 297 |
| Privately issued residential mortgage-backed securities | $9,777,000 | 318 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $44,148,000 | 222 |
| Foreign debt securities | $251,000 | 194 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $572,030,000 | 109 |
| Mortgage-backed securities | $582,883,000 | 164 |
| Certificates of participation in pools of residential mortgages | $180,817,000 | 238 |
| Issued or guaranteed by U.S. | $180,817,000 | 232 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $402,066,000 | 104 |
| CMOs issued by government agencies or sponsored agencies | $392,289,000 | 85 |
| Privately issued | $9,777,000 | 283 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,608,000 | 1,828 |
| Available-for-sale securities (fair market value) | $1,109,059,000 | 139 |
| Total debt securities | $1,116,667,000 | 154 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $761,253,000 | 194 |
| U.S. Government securities | $519,509,000 | 198 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $519,509,000 | 187 |
| Securities issued by states & political subdivisions | $141,532,000 | 83 |
| Other domestic debt securities | $74,315,000 | 215 |
| Privately issued residential mortgage-backed securities | $29,663,000 | 157 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $44,652,000 | 220 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $25,897,000 | 238 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $562,952,000 | 118 |
| Mortgage-backed securities | $296,791,000 | 230 |
| Certificates of participation in pools of residential mortgages | $66,984,000 | 444 |
| Issued or guaranteed by U.S. | $46,416,000 | 556 |
| Privately issued | $20,568,000 | 37 |
| Collaterized mortgage obligations | $229,807,000 | 139 |
| CMOs issued by government agencies or sponsored agencies | $220,712,000 | 121 |
| Privately issued | $9,095,000 | 263 |
| 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) | $5,351,000 | 2,692 |
| Available-for-sale securities (fair market value) | $755,902,000 | 163 |
| Total debt securities | $735,356,000 | 193 |
| Structured notes | ||
| Amortized cost | $479,000 | 658 |
| Fair value | $498,000 | 556 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $629,867,000 | 236 |
| U.S. Government securities | $426,667,000 | 252 |
| U.S. Treasury securities | $3,039,000 | 2,118 |
| U.S. Government agency obligations | $423,628,000 | 233 |
| Securities issued by states & political subdivisions | $115,167,000 | 88 |
| Other domestic debt securities | $62,316,000 | 255 |
| Privately issued residential mortgage-backed securities | $29,217,000 | 177 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $33,099,000 | 297 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $25,717,000 | 245 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $457,512,000 | 153 |
| Mortgage-backed securities | $284,091,000 | 267 |
| Certificates of participation in pools of residential mortgages | $92,549,000 | 366 |
| Issued or guaranteed by U.S. | $72,100,000 | 455 |
| Privately issued | $20,449,000 | 50 |
| Collaterized mortgage obligations | $191,542,000 | 183 |
| CMOs issued by government agencies or sponsored agencies | $182,774,000 | 160 |
| Privately issued | $8,768,000 | 274 |
| 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) | $5,042,000 | 3,058 |
| Available-for-sale securities (fair market value) | $624,825,000 | 195 |
| Total debt securities | $604,150,000 | 238 |
| Structured notes | ||
| Amortized cost | $472,000 | 966 |
| Fair value | $463,000 | 936 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $592,898,000 | 245 |
| U.S. Government securities | $492,818,000 | 232 |
| U.S. Treasury securities | $3,165,000 | 2,983 |
| U.S. Government agency obligations | $489,653,000 | 204 |
| Securities issued by states & political subdivisions | $45,367,000 | 278 |
| Other domestic debt securities | $29,397,000 | 380 |
| Privately issued residential mortgage-backed securities | $20,015,000 | 202 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,382,000 | 617 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $25,316,000 | 223 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $387,740,000 | 142 |
| Mortgage-backed securities | $336,967,000 | 242 |
| Certificates of participation in pools of residential mortgages | $91,275,000 | 403 |
| Issued or guaranteed by U.S. | $71,260,000 | 486 |
| Privately issued | $20,015,000 | 55 |
| Collaterized mortgage obligations | $245,692,000 | 139 |
| CMOs issued by government agencies or sponsored agencies | $245,692,000 | 118 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,038,000 | 3,759 |
| Available-for-sale securities (fair market value) | $588,860,000 | 200 |
| Total debt securities | $567,582,000 | 244 |
| Structured notes | ||
| Amortized cost | $2,001,000 | 333 |
| Fair value | $1,983,000 | 374 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $611,365,000 | 237 |
| U.S. Government securities | $562,422,000 | 205 |
| U.S. Treasury securities | $2,992,000 | 4,365 |
| U.S. Government agency obligations | $559,430,000 | 172 |
| Securities issued by states & political subdivisions | $20,531,000 | 639 |
| Other domestic debt securities | $3,091,000 | 1,088 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,091,000 | 850 |
| Foreign debt securities | $5,000 | 372 |
| Equity securities | $25,316,000 | 187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $342,075,000 | 151 |
| Mortgage-backed securities | $313,498,000 | 250 |
| Certificates of participation in pools of residential mortgages | $115,900,000 | 356 |
| Issued or guaranteed by U.S. | $115,900,000 | 342 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $197,598,000 | 152 |
| CMOs issued by government agencies or sponsored agencies | $197,598,000 | 138 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $263,659,000 | 143 |
| Available-for-sale securities (fair market value) | $347,706,000 | 298 |
| Total debt securities | $586,049,000 | 239 |
| Structured notes | ||
| Amortized cost | $2,003,000 | 684 |
| Fair value | $1,963,000 | 782 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $578,053,000 | 269 |
| U.S. Government securities | $538,613,000 | 236 |
| U.S. Treasury securities | $2,989,000 | 5,134 |
| U.S. Government agency obligations | $535,624,000 | 190 |
| Securities issued by states & political subdivisions | $18,248,000 | 710 |
| Other domestic debt securities | $2,000 | 4,432 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000 | 3,312 |
| Foreign debt securities | $5,000 | 440 |
| Equity securities | $21,185,000 | 215 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $301,344,000 | 178 |
| Mortgage-backed securities | $250,351,000 | 317 |
| Certificates of participation in pools of residential mortgages | $134,320,000 | 345 |
| Issued or guaranteed by U.S. | $134,320,000 | 332 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $116,031,000 | 228 |
| CMOs issued by government agencies or sponsored agencies | $116,031,000 | 197 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $369,857,000 | 129 |
| Available-for-sale securities (fair market value) | $208,196,000 | 443 |
| Total debt securities | $556,868,000 | 274 |
| Structured notes | ||
| Amortized cost | $2,005,000 | 991 |
| Fair value | $1,930,000 | 1,147 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $467,702,000 | 339 |
| U.S. Government securities | $430,680,000 | 306 |
| U.S. Treasury securities | $8,525,000 | 3,097 |
| U.S. Government agency obligations | $422,155,000 | 240 |
| Securities issued by states & political subdivisions | $15,868,000 | 848 |
| Other domestic debt securities | $2,000 | 5,139 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000 | 3,915 |
| Foreign debt securities | $5,000 | 520 |
| Equity securities | $21,147,000 | 202 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $214,342,000 | 256 |
| Mortgage-backed securities | $195,188,000 | 394 |
| Certificates of participation in pools of residential mortgages | $116,170,000 | 378 |
| Issued or guaranteed by U.S. | $116,170,000 | 367 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $79,018,000 | 328 |
| CMOs issued by government agencies or sponsored agencies | $79,018,000 | 293 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $315,806,000 | 152 |
| Available-for-sale securities (fair market value) | $151,896,000 | 599 |
| Total debt securities | $446,555,000 | 344 |
| Structured notes | ||
| Amortized cost | $2,007,000 | 1,589 |
| Fair value | $1,897,000 | 1,808 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $378,171,000 | 416 |
| U.S. Government securities | $342,456,000 | 387 |
| U.S. Treasury securities | $16,624,000 | 2,124 |
| U.S. Government agency obligations | $325,832,000 | 301 |
| Securities issued by states & political subdivisions | $20,777,000 | 582 |
| Other domestic debt securities | $503,000 | 3,529 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $503,000 | 2,821 |
| Foreign debt securities | $5,000 | 567 |
| Equity securities | $14,430,000 | 253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $151,317,000 | 323 |
| Mortgage-backed securities | $155,370,000 | 468 |
| Certificates of participation in pools of residential mortgages | $120,172,000 | 373 |
| Issued or guaranteed by U.S. | $120,172,000 | 357 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $35,198,000 | 617 |
| CMOs issued by government agencies or sponsored agencies | $35,198,000 | 576 |
| Privately issued | $0 | 2,507 |
| 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) | $292,156,000 | 325 |
| Available-for-sale securities (fair market value) | $86,015,000 | 653 |
| Total debt securities | $363,741,000 | 415 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $253,109,000 | 594 |
| U.S. Government securities | $222,428,000 | 546 |
| U.S. Treasury securities | $27,797,000 | 1,347 |
| U.S. Government agency obligations | $194,631,000 | 440 |
| Securities issued by states & political subdivisions | $24,585,000 | 461 |
| Other domestic debt securities | $1,123,000 | 3,148 |
| Privately issued residential mortgage-backed securities | $29,000 | 3,171 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,094,000 | 2,425 |
| Foreign debt securities | $5,000 | 614 |
| Equity securities | $4,968,000 | 738 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $132,506,000 | 330 |
| Mortgage-backed securities | $108,039,000 | 630 |
| Certificates of participation in pools of residential mortgages | $54,666,000 | 680 |
| Issued or guaranteed by U.S. | $54,666,000 | 647 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $53,373,000 | 504 |
| CMOs issued by government agencies or sponsored agencies | $53,344,000 | 465 |
| Privately issued | $29,000 | 2,710 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $248,141,000 | 590 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $262,471,000 | 569 |
| U.S. Government securities | $224,569,000 | 528 |
| U.S. Treasury securities | $29,018,000 | 1,283 |
| U.S. Government agency obligations | $195,551,000 | 416 |
| Securities issued by states & political subdivisions | $27,940,000 | 362 |
| Other domestic debt securities | $5,285,000 | 1,626 |
| Privately issued residential mortgage-backed securities | $153,000 | 3,261 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,132,000 | 1,171 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $4,677,000 | 674 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $166,095,000 | 250 |
| Mortgage-backed securities | $190,685,000 | 403 |
| Certificates of participation in pools of residential mortgages | $148,269,000 | 315 |
| Issued or guaranteed by U.S. | $148,269,000 | 293 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $42,416,000 | 567 |
| CMOs issued by government agencies or sponsored agencies | $42,263,000 | 506 |
| Privately issued | $153,000 | 2,786 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $257,794,000 | 561 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |