| 2023-12-31 | Rank |
| Total securities | $3,244,371,000 | 105 |
| U.S. Government securities | $1,808,372,000 | 121 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $1,808,372,000 | 107 |
| Securities issued by states & political subdivisions | $1,400,887,000 | 26 |
| Other domestic debt securities | $35,112,000 | 521 |
| Privately issued residential mortgage-backed securities | $8,000 | 666 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $30,781,000 | 289 |
| 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 | $919,147,000 | 162 |
| Mortgage-backed securities | $1,174,430,000 | 132 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,166,386,000 | 77 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,713,000 | 1,580 |
| Privately issued | $8,000 | 504 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,323,000 | 711 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $3,244,371,000 | 84 |
| Total debt securities | $3,244,373,000 | 103 |
| Structured notes |
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank |
| Total securities | $3,153,817,000 | 108 |
| U.S. Government securities | $1,871,064,000 | 118 |
| U.S. Treasury securities | $24,802,000 | 827 |
| U.S. Government agency obligations | $1,846,262,000 | 107 |
| Securities issued by states & political subdivisions | $1,246,226,000 | 29 |
| Other domestic debt securities | $36,527,000 | 484 |
| Privately issued residential mortgage-backed securities | $10,000 | 646 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $32,255,000 | 272 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $807,618,000 | 170 |
| Mortgage-backed securities | $1,223,165,000 | 127 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,214,382,000 | 76 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,511,000 | 1,458 |
| Privately issued | $10,000 | 500 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,262,000 | 708 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $3,153,817,000 | 86 |
| Total debt securities | $3,153,816,000 | 106 |
| Structured notes |
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank |
| Total securities | $3,262,366,000 | 106 |
| U.S. Government securities | $1,974,890,000 | 115 |
| U.S. Treasury securities | $24,508,000 | 835 |
| U.S. Government agency obligations | $1,950,382,000 | 108 |
| Securities issued by states & political subdivisions | $1,250,176,000 | 27 |
| Other domestic debt securities | $37,300,000 | 473 |
| Privately issued residential mortgage-backed securities | $11,000 | 653 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $32,922,000 | 265 |
| 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 | $815,410,000 | 176 |
| Mortgage-backed securities | $1,333,443,000 | 122 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,322,510,000 | 74 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,555,000 | 1,277 |
| Privately issued | $11,000 | 498 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,367,000 | 695 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $3,262,366,000 | 84 |
| Total debt securities | $3,262,366,000 | 104 |
| Structured notes |
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $8,991,000 | 115 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank |
| Total securities | $3,422,031,000 | 107 |
| U.S. Government securities | $2,097,217,000 | 117 |
| U.S. Treasury securities | $24,311,000 | 900 |
| U.S. Government agency obligations | $2,072,906,000 | 101 |
| Securities issued by states & political subdivisions | $1,286,563,000 | 31 |
| Other domestic debt securities | $38,251,000 | 495 |
| Privately issued residential mortgage-backed securities | $13,000 | 675 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $33,784,000 | 270 |
| 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 | $824,049,000 | 162 |
| Mortgage-backed securities | $1,452,814,000 | 123 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,439,570,000 | 74 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,777,000 | 1,157 |
| Privately issued | $13,000 | 508 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,454,000 | 723 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $3,422,031,000 | 83 |
| Total debt securities | $3,422,033,000 | 105 |
| Structured notes |
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $4,477,000 | 159 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank |
| Total securities | $3,491,613,000 | 113 |
| U.S. Government securities | $2,184,039,000 | 120 |
| U.S. Treasury securities | $24,053,000 | 948 |
| U.S. Government agency obligations | $2,159,986,000 | 101 |
| Securities issued by states & political subdivisions | $1,268,924,000 | 35 |
| Other domestic debt securities | $38,650,000 | 501 |
| Privately issued residential mortgage-backed securities | $15,000 | 687 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $34,175,000 | 283 |
| 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 | $926,586,000 | 123 |
| Mortgage-backed securities | $1,548,541,000 | 123 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,534,296,000 | 76 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,770,000 | 1,109 |
| Privately issued | $15,000 | 505 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,460,000 | 726 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $3,491,613,000 | 90 |
| Total debt securities | $3,491,614,000 | 110 |
| Structured notes |
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $8,817,000 | 138 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank |
| Total securities | $3,528,077,000 | 113 |
| U.S. Government securities | $2,278,567,000 | 120 |
| U.S. Treasury securities | $23,929,000 | 978 |
| U.S. Government agency obligations | $2,254,638,000 | 100 |
| Securities issued by states & political subdivisions | $1,208,402,000 | 38 |
| Other domestic debt securities | $41,108,000 | 457 |
| Privately issued residential mortgage-backed securities | $16,000 | 676 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $36,011,000 | 269 |
| 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 | $965,693,000 | 114 |
| Mortgage-backed securities | $1,646,332,000 | 125 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,630,628,000 | 77 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $10,607,000 | 1,079 |
| Privately issued | $16,000 | 511 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $5,081,000 | 682 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $3,528,077,000 | 90 |
| Total debt securities | $3,528,076,000 | 111 |
| Structured notes |
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $2,481,000 | 191 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank |
| Total securities | $3,705,807,000 | 111 |
| U.S. Government securities | $2,508,356,000 | 112 |
| U.S. Treasury securities | $24,167,000 | 948 |
| U.S. Government agency obligations | $2,484,189,000 | 96 |
| Securities issued by states & political subdivisions | $1,085,549,000 | 41 |
| Other domestic debt securities | $111,902,000 | 235 |
| Privately issued residential mortgage-backed securities | $17,000 | 691 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $106,452,000 | 108 |
| 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 | $884,555,000 | 125 |
| Mortgage-backed securities | $1,858,561,000 | 120 |
| Certificates of participation in pools of residential mortgages | $1,841,252,000 | 75 |
| Issued or guaranteed by U.S. | $1,841,252,000 | 75 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $11,876,000 | 1,122 |
| CMOs issued by government agencies or sponsored agencies | $11,859,000 | 1,050 |
| Privately issued | $17,000 | 514 |
| Commercial mortgage-backed securities | $5,433,000 | 1,138 |
| Commercial mortgage pass-through securities | $5,433,000 | 668 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $3,705,807,000 | 92 |
| Total debt securities | $3,705,807,000 | 110 |
| Structured notes |
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $4,080,000 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank |
| Total securities | $3,728,284,000 | 113 |
| U.S. Government securities | $2,719,527,000 | 106 |
| U.S. Treasury securities | $24,313,000 | 849 |
| U.S. Government agency obligations | $2,695,214,000 | 92 |
| Securities issued by states & political subdivisions | $806,099,000 | 56 |
| Other domestic debt securities | $202,658,000 | 155 |
| Privately issued residential mortgage-backed securities | $19,000 | 676 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $196,779,000 | 64 |
| 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 | $755,187,000 | 141 |
| Mortgage-backed securities | $2,036,070,000 | 116 |
| Certificates of participation in pools of residential mortgages | $2,016,625,000 | 75 |
| Issued or guaranteed by U.S. | $2,016,625,000 | 75 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $13,585,000 | 1,040 |
| CMOs issued by government agencies or sponsored agencies | $13,566,000 | 975 |
| Privately issued | $19,000 | 493 |
| Commercial mortgage-backed securities | $5,860,000 | 1,099 |
| Commercial mortgage pass-through securities | $5,860,000 | 663 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $3,728,284,000 | 94 |
| Total debt securities | $3,728,284,000 | 111 |
| 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 | $3,916,733,000 | 114 |
| U.S. Government securities | $2,790,748,000 | 106 |
| U.S. Treasury securities | $24,907,000 | 593 |
| U.S. Government agency obligations | $2,765,841,000 | 95 |
| Securities issued by states & political subdivisions | $813,213,000 | 54 |
| Other domestic debt securities | $312,772,000 | 112 |
| Privately issued residential mortgage-backed securities | $20,000 | 649 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $306,070,000 | 46 |
| 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 | $1,518,055,000 | 89 |
| Mortgage-backed securities | $2,217,282,000 | 113 |
| Certificates of participation in pools of residential mortgages | $2,194,464,000 | 71 |
| Issued or guaranteed by U.S. | $2,194,464,000 | 71 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $16,136,000 | 922 |
| CMOs issued by government agencies or sponsored agencies | $16,116,000 | 878 |
| Privately issued | $20,000 | 454 |
| Commercial mortgage-backed securities | $6,682,000 | 1,032 |
| Commercial mortgage pass-through securities | $6,682,000 | 612 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $3,916,733,000 | 98 |
| Total debt securities | $3,916,732,000 | 112 |
| Structured notes |
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $14,957,000 | 93 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank |
| Total securities | $3,846,496,000 | 112 |
| U.S. Government securities | $2,455,231,000 | 117 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $2,455,231,000 | 107 |
| Securities issued by states & political subdivisions | $853,606,000 | 49 |
| Other domestic debt securities | $537,659,000 | 66 |
| Privately issued residential mortgage-backed securities | $23,000 | 625 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $530,902,000 | 26 |
| 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 | $848,962,000 | 122 |
| Mortgage-backed securities | $2,370,808,000 | 108 |
| Certificates of participation in pools of residential mortgages | $2,343,966,000 | 68 |
| Issued or guaranteed by U.S. | $2,343,966,000 | 68 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $20,108,000 | 796 |
| CMOs issued by government agencies or sponsored agencies | $20,085,000 | 760 |
| Privately issued | $23,000 | 441 |
| Commercial mortgage-backed securities | $6,734,000 | 1,036 |
| Commercial mortgage pass-through securities | $6,734,000 | 612 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $3,846,496,000 | 97 |
| Total debt securities | $3,846,497,000 | 111 |
| 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 | $4,693,396,000 | 93 |
| U.S. Government securities | $2,909,375,000 | 106 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $2,909,375,000 | 91 |
| Securities issued by states & political subdivisions | $1,090,973,000 | 39 |
| Other domestic debt securities | $693,048,000 | 53 |
| Privately issued residential mortgage-backed securities | $24,000 | 630 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $686,154,000 | 20 |
| 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 | $854,251,000 | 119 |
| Mortgage-backed securities | $2,575,418,000 | 100 |
| Certificates of participation in pools of residential mortgages | $2,543,997,000 | 60 |
| Issued or guaranteed by U.S. | $2,543,997,000 | 60 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $24,551,000 | 662 |
| CMOs issued by government agencies or sponsored agencies | $24,527,000 | 630 |
| Privately issued | $24,000 | 429 |
| Commercial mortgage-backed securities | $6,870,000 | 1,017 |
| Commercial mortgage pass-through securities | $6,870,000 | 602 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $4,693,396,000 | 78 |
| Total debt securities | $4,693,396,000 | 92 |
| 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 | $4,162,479,000 | 95 |
| U.S. Government securities | $2,234,568,000 | 115 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $2,234,568,000 | 108 |
| Securities issued by states & political subdivisions | $1,191,319,000 | 35 |
| Other domestic debt securities | $736,592,000 | 50 |
| Privately issued residential mortgage-backed securities | $25,000 | 637 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $729,233,000 | 18 |
| 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 | $805,389,000 | 118 |
| Mortgage-backed securities | $1,978,144,000 | 110 |
| Certificates of participation in pools of residential mortgages | $1,940,922,000 | 69 |
| Issued or guaranteed by U.S. | $1,940,922,000 | 69 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $29,888,000 | 581 |
| CMOs issued by government agencies or sponsored agencies | $29,863,000 | 546 |
| Privately issued | $25,000 | 427 |
| Commercial mortgage-backed securities | $7,334,000 | 954 |
| Commercial mortgage pass-through securities | $7,334,000 | 551 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $4,162,479,000 | 81 |
| Total debt securities | $4,162,477,000 | 94 |
| 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 | $3,405,351,000 | 104 |
| U.S. Government securities | $1,665,424,000 | 128 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $1,665,424,000 | 118 |
| Securities issued by states & political subdivisions | $1,731,885,000 | 26 |
| Other domestic debt securities | $8,042,000 | 871 |
| Privately issued residential mortgage-backed securities | $27,000 | 614 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $871,695,000 | 115 |
| Mortgage-backed securities | $1,597,598,000 | 118 |
| Certificates of participation in pools of residential mortgages | $1,553,650,000 | 75 |
| Issued or guaranteed by U.S. | $1,553,650,000 | 75 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $35,933,000 | 505 |
| CMOs issued by government agencies or sponsored agencies | $35,906,000 | 469 |
| Privately issued | $27,000 | 422 |
| Commercial mortgage-backed securities | $8,015,000 | 877 |
| Commercial mortgage pass-through securities | $8,015,000 | 502 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $3,405,351,000 | 92 |
| Total debt securities | $3,405,351,000 | 103 |
| 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 | $3,468,243,000 | 98 |
| U.S. Government securities | $1,900,644,000 | 114 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $1,900,644,000 | 104 |
| Securities issued by states & political subdivisions | $1,539,009,000 | 27 |
| Other domestic debt securities | $28,590,000 | 418 |
| Privately issued residential mortgage-backed securities | $28,000 | 612 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $20,250,000 | 317 |
| 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 | $825,855,000 | 118 |
| Mortgage-backed securities | $1,770,483,000 | 106 |
| Certificates of participation in pools of residential mortgages | $1,718,878,000 | 64 |
| Issued or guaranteed by U.S. | $1,718,878,000 | 64 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $43,293,000 | 453 |
| CMOs issued by government agencies or sponsored agencies | $43,265,000 | 426 |
| Privately issued | $28,000 | 412 |
| Commercial mortgage-backed securities | $8,312,000 | 843 |
| Commercial mortgage pass-through securities | $8,312,000 | 489 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $3,468,243,000 | 84 |
| Total debt securities | $3,468,243,000 | 97 |
| 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 | $3,299,944,000 | 98 |
| U.S. Government securities | $1,996,842,000 | 109 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $1,996,842,000 | 98 |
| Securities issued by states & political subdivisions | $1,289,027,000 | 30 |
| Other domestic debt securities | $14,075,000 | 597 |
| Privately issued residential mortgage-backed securities | $31,000 | 596 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $5,484,000 | 650 |
| 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 | $740,303,000 | 123 |
| Mortgage-backed securities | $1,790,246,000 | 102 |
| Certificates of participation in pools of residential mortgages | $1,731,494,000 | 62 |
| Issued or guaranteed by U.S. | $1,731,494,000 | 62 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $50,192,000 | 412 |
| CMOs issued by government agencies or sponsored agencies | $50,161,000 | 380 |
| Privately issued | $31,000 | 398 |
| Commercial mortgage-backed securities | $8,560,000 | 808 |
| Commercial mortgage pass-through securities | $8,560,000 | 470 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $3,299,944,000 | 88 |
| Total debt securities | $3,299,944,000 | 97 |
| 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 | $2,816,556,000 | 109 |
| U.S. Government securities | $1,655,159,000 | 122 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $1,655,159,000 | 112 |
| Securities issued by states & political subdivisions | $1,147,261,000 | 31 |
| Other domestic debt securities | $14,136,000 | 573 |
| Privately issued residential mortgage-backed securities | $32,000 | 616 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $5,381,000 | 606 |
| 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 | $751,232,000 | 121 |
| Mortgage-backed securities | $1,663,914,000 | 108 |
| Certificates of participation in pools of residential mortgages | $1,599,056,000 | 63 |
| Issued or guaranteed by U.S. | $1,599,056,000 | 63 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $56,135,000 | 386 |
| CMOs issued by government agencies or sponsored agencies | $56,103,000 | 358 |
| Privately issued | $32,000 | 404 |
| Commercial mortgage-backed securities | $8,723,000 | 787 |
| Commercial mortgage pass-through securities | $8,723,000 | 458 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $2,816,556,000 | 95 |
| Total debt securities | $2,816,556,000 | 108 |
| 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 | $2,277,389,000 | 126 |
| U.S. Government securities | $1,741,366,000 | 116 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $1,741,366,000 | 107 |
| Securities issued by states & political subdivisions | $521,630,000 | 53 |
| Other domestic debt securities | $14,393,000 | 543 |
| Privately issued residential mortgage-backed securities | $35,000 | 581 |
| Commercial mortgage-backed securities - Total | $8,960,000 | 96 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $5,398,000 | 573 |
| 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 | $660,952,000 | 126 |
| Mortgage-backed securities | $1,750,361,000 | 102 |
| Certificates of participation in pools of residential mortgages | $1,682,785,000 | 61 |
| Issued or guaranteed by U.S. | $1,682,785,000 | 61 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $58,616,000 | 378 |
| CMOs issued by government agencies or sponsored agencies | $58,581,000 | 357 |
| Privately issued | $35,000 | 397 |
| Commercial mortgage-backed securities | $8,960,000 | 749 |
| Commercial mortgage pass-through securities | $8,960,000 | 440 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $2,277,389,000 | 110 |
| Total debt securities | $2,277,389,000 | 125 |
| 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 | $2,414,722,000 | 118 |
| U.S. Government securities | $1,866,543,000 | 109 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $1,866,543,000 | 100 |
| Securities issued by states & political subdivisions | $532,621,000 | 53 |
| Other domestic debt securities | $15,558,000 | 504 |
| Privately issued residential mortgage-backed securities | $36,000 | 625 |
| Commercial mortgage-backed securities - Total | $10,123,000 | 94 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $5,399,000 | 579 |
| 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 | $596,760,000 | 129 |
| Mortgage-backed securities | $1,876,702,000 | 97 |
| Certificates of participation in pools of residential mortgages | $1,803,607,000 | 60 |
| Issued or guaranteed by U.S. | $1,803,607,000 | 60 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $62,972,000 | 363 |
| CMOs issued by government agencies or sponsored agencies | $62,936,000 | 342 |
| Privately issued | $36,000 | 398 |
| Commercial mortgage-backed securities | $10,123,000 | 704 |
| Commercial mortgage pass-through securities | $10,123,000 | 406 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $2,414,722,000 | 105 |
| Total debt securities | $2,414,722,000 | 117 |
| 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 | $2,548,489,000 | 105 |
| U.S. Government securities | $1,998,463,000 | 102 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $1,998,463,000 | 94 |
| Securities issued by states & political subdivisions | $533,250,000 | 50 |
| Other domestic debt securities | $16,776,000 | 463 |
| Privately issued residential mortgage-backed securities | $40,000 | 598 |
| Commercial mortgage-backed securities - Total | $11,369,000 | 87 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $5,367,000 | 592 |
| 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 | $523,761,000 | 146 |
| Mortgage-backed securities | $2,009,872,000 | 91 |
| Certificates of participation in pools of residential mortgages | $1,931,114,000 | 56 |
| Issued or guaranteed by U.S. | $1,931,114,000 | 56 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $67,389,000 | 347 |
| CMOs issued by government agencies or sponsored agencies | $67,349,000 | 332 |
| Privately issued | $40,000 | 411 |
| Commercial mortgage-backed securities | $11,369,000 | 640 |
| Commercial mortgage pass-through securities | $11,369,000 | 378 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $2,548,489,000 | 92 |
| Total debt securities | $2,548,488,000 | 104 |
| 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 | $2,769,602,000 | 100 |
| U.S. Government securities | $2,133,038,000 | 98 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $2,133,038,000 | 88 |
| Securities issued by states & political subdivisions | $608,808,000 | 46 |
| Other domestic debt securities | $26,678,000 | 340 |
| Privately issued residential mortgage-backed securities | $41,000 | 607 |
| Commercial mortgage-backed securities - Total | $11,343,000 | 79 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $15,294,000 | 321 |
| 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 | $544,208,000 | 148 |
| Mortgage-backed securities | $2,117,343,000 | 84 |
| Certificates of participation in pools of residential mortgages | $2,035,445,000 | 53 |
| Issued or guaranteed by U.S. | $2,035,445,000 | 53 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $70,555,000 | 333 |
| CMOs issued by government agencies or sponsored agencies | $70,514,000 | 317 |
| Privately issued | $41,000 | 423 |
| Commercial mortgage-backed securities | $11,343,000 | 596 |
| Commercial mortgage pass-through securities | $11,343,000 | 374 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $2,768,524,000 | 86 |
| Total debt securities | $2,768,524,000 | 99 |
| 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 | $2,862,340,000 | 99 |
| U.S. Government securities | $2,227,509,000 | 95 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $2,227,509,000 | 83 |
| Securities issued by states & political subdivisions | $606,615,000 | 49 |
| Other domestic debt securities | $27,157,000 | 321 |
| Privately issued residential mortgage-backed securities | $42,000 | 576 |
| Commercial mortgage-backed securities - Total | $11,932,000 | 71 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $15,183,000 | 312 |
| 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 | $796,594,000 | 114 |
| Mortgage-backed securities | $2,212,547,000 | 81 |
| Certificates of participation in pools of residential mortgages | $2,126,924,000 | 51 |
| Issued or guaranteed by U.S. | $2,126,924,000 | 51 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $73,691,000 | 325 |
| CMOs issued by government agencies or sponsored agencies | $73,649,000 | 305 |
| Privately issued | $42,000 | 423 |
| Commercial mortgage-backed securities | $11,932,000 | 571 |
| Commercial mortgage pass-through securities | $11,932,000 | 355 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $2,861,281,000 | 83 |
| Total debt securities | $2,861,281,000 | 98 |
| 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 | $2,669,877,000 | 100 |
| U.S. Government securities | $2,030,796,000 | 97 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $2,030,796,000 | 86 |
| Securities issued by states & political subdivisions | $610,310,000 | 50 |
| Other domestic debt securities | $27,729,000 | 310 |
| Privately issued residential mortgage-backed securities | $44,000 | 525 |
| Commercial mortgage-backed securities - Total | $12,583,000 | 71 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $15,102,000 | 306 |
| 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 | $713,479,000 | 124 |
| Mortgage-backed securities | $2,016,677,000 | 84 |
| Certificates of participation in pools of residential mortgages | $1,927,544,000 | 59 |
| Issued or guaranteed by U.S. | $1,927,544,000 | 59 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $76,550,000 | 307 |
| CMOs issued by government agencies or sponsored agencies | $76,506,000 | 289 |
| Privately issued | $44,000 | 428 |
| Commercial mortgage-backed securities | $12,583,000 | 556 |
| Commercial mortgage pass-through securities | $12,583,000 | 335 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $2,668,835,000 | 85 |
| Total debt securities | $2,668,835,000 | 99 |
| 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 | $2,608,438,000 | 102 |
| U.S. Government securities | $1,967,582,000 | 100 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $1,967,582,000 | 89 |
| Securities issued by states & political subdivisions | $626,696,000 | 50 |
| Other domestic debt securities | $13,116,000 | 555 |
| Privately issued residential mortgage-backed securities | $45,000 | 803 |
| Commercial mortgage-backed securities - Total | $13,071,000 | 64 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| 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 | $1,356,576,000 | 79 |
| Mortgage-backed securities | $1,953,846,000 | 87 |
| Certificates of participation in pools of residential mortgages | $1,858,975,000 | 59 |
| Issued or guaranteed by U.S. | $1,858,975,000 | 59 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $81,800,000 | 294 |
| CMOs issued by government agencies or sponsored agencies | $81,755,000 | 278 |
| Privately issued | $45,000 | 445 |
| Commercial mortgage-backed securities | $13,071,000 | 529 |
| Commercial mortgage pass-through securities | $13,071,000 | 315 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $2,607,394,000 | 83 |
| Total debt securities | $2,607,394,000 | 101 |
| 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 | $2,603,600,000 | 104 |
| U.S. Government securities | $1,949,272,000 | 98 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $1,949,272,000 | 88 |
| Securities issued by states & political subdivisions | $640,038,000 | 49 |
| Other domestic debt securities | $14,290,000 | 464 |
| Privately issued residential mortgage-backed securities | $47,000 | 498 |
| Commercial mortgage-backed securities - Total | $13,193,000 | 60 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $1,050,000 | 1,144 |
| 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 | $1,554,153,000 | 68 |
| Mortgage-backed securities | $1,935,534,000 | 84 |
| Certificates of participation in pools of residential mortgages | $1,834,244,000 | 58 |
| Issued or guaranteed by U.S. | $1,834,244,000 | 58 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $88,097,000 | 277 |
| CMOs issued by government agencies or sponsored agencies | $88,050,000 | 261 |
| Privately issued | $47,000 | 463 |
| Commercial mortgage-backed securities | $13,193,000 | 460 |
| Commercial mortgage pass-through securities | $13,193,000 | 246 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $2,603,600,000 | 82 |
| Total debt securities | $2,603,599,000 | 103 |
| 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 | $2,593,872,000 | 99 |
| U.S. Government securities | $1,914,713,000 | 96 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $1,914,713,000 | 86 |
| Securities issued by states & political subdivisions | $664,557,000 | 49 |
| Other domestic debt securities | $13,544,000 | 494 |
| Privately issued residential mortgage-backed securities | $55,000 | 498 |
| Commercial mortgage-backed securities - Total | $13,489,000 | 60 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $1,058,000 | 474 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,581,391,000 | 65 |
| Mortgage-backed securities | $1,899,024,000 | 83 |
| Certificates of participation in pools of residential mortgages | $1,791,309,000 | 58 |
| Issued or guaranteed by U.S. | $1,791,309,000 | 58 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $94,226,000 | 271 |
| CMOs issued by government agencies or sponsored agencies | $94,171,000 | 255 |
| Privately issued | $55,000 | 469 |
| Commercial mortgage-backed securities | $13,489,000 | 445 |
| Commercial mortgage pass-through securities | $13,489,000 | 244 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $2,593,872,000 | 83 |
| Total debt securities | $2,592,814,000 | 98 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank |
| Total securities | $1,965,869,000 | 118 |
| U.S. Government securities | $1,266,567,000 | 123 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $1,266,567,000 | 115 |
| Securities issued by states & political subdivisions | $683,970,000 | 47 |
| Other domestic debt securities | $14,273,000 | 478 |
| Privately issued residential mortgage-backed securities | $59,000 | 507 |
| Commercial mortgage-backed securities - Total | $14,214,000 | 57 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $1,059,000 | 490 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,505,021,000 | 70 |
| Mortgage-backed securities | $1,250,696,000 | 109 |
| Certificates of participation in pools of residential mortgages | $1,135,032,000 | 71 |
| Issued or guaranteed by U.S. | $1,135,032,000 | 70 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $101,450,000 | 261 |
| CMOs issued by government agencies or sponsored agencies | $101,391,000 | 250 |
| Privately issued | $59,000 | 476 |
| Commercial mortgage-backed securities | $14,214,000 | 424 |
| Commercial mortgage pass-through securities | $14,214,000 | 230 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $1,965,869,000 | 102 |
| Total debt securities | $1,964,810,000 | 116 |
| 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 | $2,092,545,000 | 112 |
| U.S. Government securities | $1,238,192,000 | 126 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $1,238,192,000 | 118 |
| Securities issued by states & political subdivisions | $853,241,000 | 38 |
| Other domestic debt securities | $60,000 | 2,039 |
| Privately issued residential mortgage-backed securities | $60,000 | 524 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $1,052,000 | 497 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,084,942,000 | 88 |
| Mortgage-backed securities | $1,208,009,000 | 113 |
| Certificates of participation in pools of residential mortgages | $1,015,744,000 | 78 |
| Issued or guaranteed by U.S. | $1,015,744,000 | 77 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $108,545,000 | 258 |
| CMOs issued by government agencies or sponsored agencies | $108,485,000 | 243 |
| Privately issued | $60,000 | 490 |
| Commercial mortgage-backed securities | $83,720,000 | 160 |
| Commercial mortgage pass-through securities | $69,170,000 | 87 |
| Other commercial mortgage-backed securities | $14,550,000 | 265 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $2,092,545,000 | 94 |
| Total debt securities | $2,091,492,000 | 111 |
| Structured notes |
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank |
| Total securities | $1,464,395,000 | 140 |
| U.S. Government securities | $539,556,000 | 233 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $539,556,000 | 227 |
| Securities issued by states & political subdivisions | $913,637,000 | 38 |
| Other domestic debt securities | $10,161,000 | 599 |
| Privately issued residential mortgage-backed securities | $71,000 | 545 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $10,090,000 | 442 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $1,041,000 | 485 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,178,144,000 | 86 |
| Mortgage-backed securities | $495,556,000 | 210 |
| Certificates of participation in pools of residential mortgages | $299,841,000 | 170 |
| Issued or guaranteed by U.S. | $299,841,000 | 167 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $114,307,000 | 250 |
| CMOs issued by government agencies or sponsored agencies | $114,236,000 | 233 |
| Privately issued | $71,000 | 514 |
| Commercial mortgage-backed securities | $81,408,000 | 160 |
| Commercial mortgage pass-through securities | $66,958,000 | 85 |
| Other commercial mortgage-backed securities | $14,450,000 | 257 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $1,464,395,000 | 116 |
| Total debt securities | $1,463,355,000 | 139 |
| Structured notes |
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank |
| Total securities | $1,465,452,000 | 135 |
| U.S. Government securities | $535,385,000 | 227 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $535,385,000 | 220 |
| Securities issued by states & political subdivisions | $919,012,000 | 35 |
| Other domestic debt securities | $10,020,000 | 596 |
| Privately issued residential mortgage-backed securities | $105,000 | 542 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $9,915,000 | 436 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $1,035,000 | 496 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,171,131,000 | 84 |
| Mortgage-backed securities | $490,960,000 | 210 |
| Certificates of participation in pools of residential mortgages | $293,761,000 | 172 |
| Issued or guaranteed by U.S. | $293,761,000 | 169 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $120,940,000 | 230 |
| CMOs issued by government agencies or sponsored agencies | $120,835,000 | 214 |
| Privately issued | $105,000 | 509 |
| Commercial mortgage-backed securities | $76,259,000 | 165 |
| Commercial mortgage pass-through securities | $61,222,000 | 85 |
| Other commercial mortgage-backed securities | $15,037,000 | 244 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $1,465,452,000 | 113 |
| Total debt securities | $1,464,417,000 | 133 |
| Structured notes |
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank |
| Total securities | $1,335,746,000 | 141 |
| U.S. Government securities | $573,818,000 | 211 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $573,818,000 | 203 |
| Securities issued by states & political subdivisions | $750,738,000 | 40 |
| Other domestic debt securities | $10,128,000 | 583 |
| Privately issued residential mortgage-backed securities | $106,000 | 542 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $10,022,000 | 431 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $1,062,000 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $998,975,000 | 97 |
| Mortgage-backed securities | $527,979,000 | 195 |
| Certificates of participation in pools of residential mortgages | $319,726,000 | 151 |
| Issued or guaranteed by U.S. | $319,726,000 | 149 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $134,280,000 | 222 |
| CMOs issued by government agencies or sponsored agencies | $134,174,000 | 205 |
| Privately issued | $106,000 | 513 |
| Commercial mortgage-backed securities | $73,973,000 | 157 |
| Commercial mortgage pass-through securities | $58,221,000 | 84 |
| Other commercial mortgage-backed securities | $15,752,000 | 223 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $1,335,746,000 | 120 |
| Total debt securities | $1,334,685,000 | 140 |
| Structured notes |
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank |
| Total securities | $818,244,000 | 214 |
| U.S. Government securities | $210,413,000 | 468 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $210,413,000 | 441 |
| Securities issued by states & political subdivisions | $603,091,000 | 46 |
| Other domestic debt securities | $3,679,000 | 1,026 |
| Privately issued residential mortgage-backed securities | $125,000 | 554 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $3,554,000 | 790 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $1,061,000 | 513 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $592,302,000 | 131 |
| Mortgage-backed securities | $197,524,000 | 382 |
| Certificates of participation in pools of residential mortgages | $123,118,000 | 353 |
| Issued or guaranteed by U.S. | $123,118,000 | 352 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $14,017,000 | 946 |
| CMOs issued by government agencies or sponsored agencies | $13,892,000 | 906 |
| Privately issued | $125,000 | 521 |
| Commercial mortgage-backed securities | $60,389,000 | 157 |
| Commercial mortgage pass-through securities | $49,010,000 | 86 |
| Other commercial mortgage-backed securities | $11,379,000 | 248 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $818,244,000 | 180 |
| Total debt securities | $817,183,000 | 208 |
| Structured notes |
| Amortized cost | $3,000,000 | 400 |
| Fair value | $3,000,000 | 417 |
| 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 | $621,946,000 | 261 |
| U.S. Government securities | $172,853,000 | 582 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $172,853,000 | 553 |
| Securities issued by states & political subdivisions | $432,643,000 | 66 |
| Other domestic debt securities | $15,401,000 | 472 |
| Privately issued residential mortgage-backed securities | $129,000 | 558 |
| Commercial mortgage-backed securities - Total | $11,730,000 | 59 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $3,542,000 | 788 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $1,049,000 | 511 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $545,040,000 | 145 |
| Mortgage-backed securities | $169,612,000 | 434 |
| Certificates of participation in pools of residential mortgages | $103,512,000 | 411 |
| Issued or guaranteed by U.S. | $103,512,000 | 410 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $14,951,000 | 926 |
| CMOs issued by government agencies or sponsored agencies | $14,822,000 | 879 |
| Privately issued | $129,000 | 529 |
| Commercial mortgage-backed securities | $51,149,000 | 161 |
| Commercial mortgage pass-through securities | $39,419,000 | 98 |
| Other commercial mortgage-backed securities | $11,730,000 | 238 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $621,946,000 | 227 |
| Total debt securities | $620,897,000 | 255 |
| Structured notes |
| Amortized cost | $5,084,000 | 323 |
| Fair value | $5,087,000 | 322 |
| 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 | $578,818,000 | 275 |
| U.S. Government securities | $146,816,000 | 683 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $146,816,000 | 641 |
| Securities issued by states & political subdivisions | $427,277,000 | 63 |
| Other domestic debt securities | $3,696,000 | 1,011 |
| Privately issued residential mortgage-backed securities | $134,000 | 569 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $3,562,000 | 786 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $1,029,000 | 524 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $528,305,000 | 149 |
| Mortgage-backed securities | $125,318,000 | 536 |
| Certificates of participation in pools of residential mortgages | $80,906,000 | 515 |
| Issued or guaranteed by U.S. | $80,906,000 | 515 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,011,000 | 1,526 |
| CMOs issued by government agencies or sponsored agencies | $5,877,000 | 1,474 |
| Privately issued | $134,000 | 541 |
| Commercial mortgage-backed securities | $38,401,000 | 179 |
| Commercial mortgage pass-through securities | $38,401,000 | 89 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $578,818,000 | 238 |
| Total debt securities | $577,790,000 | 267 |
| Structured notes |
| Amortized cost | $9,051,000 | 237 |
| Fair value | $9,061,000 | 237 |
| 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 | $786,348,000 | 216 |
| U.S. Government securities | $273,413,000 | 392 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $273,413,000 | 377 |
| Securities issued by states & political subdivisions | $508,210,000 | 52 |
| Other domestic debt securities | $3,690,000 | 1,022 |
| Privately issued residential mortgage-backed securities | $139,000 | 577 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $3,551,000 | 799 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $1,035,000 | 533 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $705,248,000 | 122 |
| Mortgage-backed securities | $212,384,000 | 367 |
| Certificates of participation in pools of residential mortgages | $114,853,000 | 371 |
| Issued or guaranteed by U.S. | $114,853,000 | 370 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $47,671,000 | 462 |
| CMOs issued by government agencies or sponsored agencies | $47,532,000 | 435 |
| Privately issued | $139,000 | 548 |
| Commercial mortgage-backed securities | $49,860,000 | 145 |
| Commercial mortgage pass-through securities | $49,860,000 | 68 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $786,348,000 | 179 |
| Total debt securities | $785,313,000 | 214 |
| Structured notes |
| Amortized cost | $19,875,000 | 133 |
| Fair value | $19,906,000 | 131 |
| 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 | $772,261,000 | 219 |
| U.S. Government securities | $260,611,000 | 409 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $260,611,000 | 392 |
| Securities issued by states & political subdivisions | $506,915,000 | 50 |
| Other domestic debt securities | $3,715,000 | 1,025 |
| Privately issued residential mortgage-backed securities | $141,000 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $3,574,000 | 795 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $1,020,000 | 546 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $678,361,000 | 121 |
| Mortgage-backed securities | $197,031,000 | 391 |
| Certificates of participation in pools of residential mortgages | $99,139,000 | 433 |
| Issued or guaranteed by U.S. | $99,139,000 | 433 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $48,691,000 | 465 |
| CMOs issued by government agencies or sponsored agencies | $48,550,000 | 439 |
| Privately issued | $141,000 | 569 |
| Commercial mortgage-backed securities | $49,201,000 | 136 |
| Commercial mortgage pass-through securities | $49,201,000 | 63 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $772,261,000 | 184 |
| Total debt securities | $771,241,000 | 215 |
| Structured notes |
| Amortized cost | $22,867,000 | 139 |
| Fair value | $22,738,000 | 139 |
| 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 | $773,833,000 | 224 |
| U.S. Government securities | $259,830,000 | 424 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $259,830,000 | 406 |
| Securities issued by states & political subdivisions | $512,207,000 | 49 |
| Other domestic debt securities | $768,000 | 1,801 |
| Privately issued residential mortgage-backed securities | $146,000 | 638 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $622,000 | 1,489 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $1,028,000 | 549 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $704,120,000 | 120 |
| Mortgage-backed securities | $187,347,000 | 408 |
| Certificates of participation in pools of residential mortgages | $93,383,000 | 464 |
| Issued or guaranteed by U.S. | $93,383,000 | 463 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $52,297,000 | 448 |
| CMOs issued by government agencies or sponsored agencies | $52,151,000 | 422 |
| Privately issued | $146,000 | 604 |
| Commercial mortgage-backed securities | $41,667,000 | 145 |
| Commercial mortgage pass-through securities | $41,667,000 | 72 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $773,833,000 | 184 |
| Total debt securities | $772,805,000 | 218 |
| Structured notes |
| Amortized cost | $28,787,000 | 113 |
| Fair value | $28,912,000 | 115 |
| 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 | $825,095,000 | 204 |
| U.S. Government securities | $251,037,000 | 436 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $251,037,000 | 420 |
| Securities issued by states & political subdivisions | $573,208,000 | 44 |
| Other domestic debt securities | $850,000 | 1,783 |
| Privately issued residential mortgage-backed securities | $196,000 | 606 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $654,000 | 1,498 |
| 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 | $694,510,000 | 120 |
| Mortgage-backed securities | $171,304,000 | 431 |
| Certificates of participation in pools of residential mortgages | $95,549,000 | 458 |
| Issued or guaranteed by U.S. | $95,549,000 | 456 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $52,967,000 | 456 |
| CMOs issued by government agencies or sponsored agencies | $52,771,000 | 429 |
| Privately issued | $196,000 | 573 |
| Commercial mortgage-backed securities | $22,788,000 | 205 |
| Commercial mortgage pass-through securities | $22,788,000 | 103 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $825,095,000 | 169 |
| Total debt securities | $825,095,000 | 201 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank |
| Total securities | $842,297,000 | 194 |
| U.S. Government securities | $253,857,000 | 429 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $253,857,000 | 416 |
| Securities issued by states & political subdivisions | $587,580,000 | 39 |
| Other domestic debt securities | $860,000 | 1,836 |
| Privately issued residential mortgage-backed securities | $205,000 | 640 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $655,000 | 1,530 |
| 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 | $662,566,000 | 123 |
| Mortgage-backed securities | $174,404,000 | 429 |
| Certificates of participation in pools of residential mortgages | $97,550,000 | 460 |
| Issued or guaranteed by U.S. | $97,550,000 | 459 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $54,284,000 | 447 |
| CMOs issued by government agencies or sponsored agencies | $54,079,000 | 427 |
| Privately issued | $205,000 | 610 |
| Commercial mortgage-backed securities | $22,570,000 | 204 |
| Commercial mortgage pass-through securities | $22,546,000 | 106 |
| Other commercial mortgage-backed securities | $24,000 | 566 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $842,297,000 | 162 |
| Total debt securities | $842,297,000 | 193 |
| Structured notes |
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank |
| Total securities | $875,561,000 | 188 |
| U.S. Government securities | $257,826,000 | 432 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $257,826,000 | 420 |
| Securities issued by states & political subdivisions | $616,565,000 | 36 |
| Other domestic debt securities | $1,170,000 | 1,688 |
| Privately issued residential mortgage-backed securities | $484,000 | 527 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $686,000 | 1,568 |
| 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 | $652,526,000 | 129 |
| Mortgage-backed securities | $176,974,000 | 435 |
| Certificates of participation in pools of residential mortgages | $98,236,000 | 462 |
| Issued or guaranteed by U.S. | $98,236,000 | 461 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $56,911,000 | 442 |
| CMOs issued by government agencies or sponsored agencies | $56,427,000 | 415 |
| Privately issued | $484,000 | 504 |
| Commercial mortgage-backed securities | $21,827,000 | 195 |
| Commercial mortgage pass-through securities | $21,119,000 | 108 |
| Other commercial mortgage-backed securities | $708,000 | 496 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $875,561,000 | 157 |
| Total debt securities | $875,561,000 | 186 |
| Structured notes |
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank |
| Total securities | $673,173,000 | 234 |
| U.S. Government securities | $218,331,000 | 505 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $218,331,000 | 489 |
| Securities issued by states & political subdivisions | $453,919,000 | 51 |
| Other domestic debt securities | $923,000 | 1,913 |
| Privately issued residential mortgage-backed securities | $237,000 | 660 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $686,000 | 1,609 |
| 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 | $502,111,000 | 148 |
| Mortgage-backed securities | $175,955,000 | 434 |
| Certificates of participation in pools of residential mortgages | $98,817,000 | 461 |
| Issued or guaranteed by U.S. | $98,817,000 | 460 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $57,445,000 | 433 |
| CMOs issued by government agencies or sponsored agencies | $57,208,000 | 413 |
| Privately issued | $237,000 | 633 |
| Commercial mortgage-backed securities | $19,693,000 | 196 |
| Commercial mortgage pass-through securities | $18,663,000 | 114 |
| Other commercial mortgage-backed securities | $1,030,000 | 430 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $673,173,000 | 205 |
| Total debt securities | $673,173,000 | 228 |
| Structured notes |
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank |
| Total securities | $655,574,000 | 237 |
| U.S. Government securities | $218,615,000 | 498 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $218,615,000 | 484 |
| Securities issued by states & political subdivisions | $435,989,000 | 53 |
| Other domestic debt securities | $970,000 | 1,934 |
| Privately issued residential mortgage-backed securities | $254,000 | 680 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $716,000 | 1,630 |
| 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 | $510,703,000 | 141 |
| Mortgage-backed securities | $177,794,000 | 432 |
| Certificates of participation in pools of residential mortgages | $100,048,000 | 441 |
| Issued or guaranteed by U.S. | $100,048,000 | 440 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $58,319,000 | 429 |
| CMOs issued by government agencies or sponsored agencies | $58,065,000 | 397 |
| Privately issued | $254,000 | 649 |
| Commercial mortgage-backed securities | $19,427,000 | 191 |
| Commercial mortgage pass-through securities | $18,228,000 | 111 |
| Other commercial mortgage-backed securities | $1,199,000 | 404 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $655,574,000 | 208 |
| Total debt securities | $655,574,000 | 232 |
| Structured notes |
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank |
| Total securities | $657,596,000 | 237 |
| U.S. Government securities | $225,021,000 | 488 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $225,021,000 | 475 |
| Securities issued by states & political subdivisions | $431,568,000 | 53 |
| Other domestic debt securities | $290,000 | 2,432 |
| Privately issued residential mortgage-backed securities | $290,000 | 689 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $717,000 | 213 |
| 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 | $475,133,000 | 154 |
| Mortgage-backed securities | $182,915,000 | 431 |
| Certificates of participation in pools of residential mortgages | $120,916,000 | 364 |
| Issued or guaranteed by U.S. | $120,916,000 | 363 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $61,999,000 | 405 |
| CMOs issued by government agencies or sponsored agencies | $61,709,000 | 381 |
| Privately issued | $290,000 | 659 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $657,596,000 | 207 |
| Total debt securities | $657,596,000 | 232 |
| Structured notes |
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank |
| Total securities | $475,228,000 | 324 |
| U.S. Government securities | $83,036,000 | 1,205 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $83,036,000 | 1,166 |
| Securities issued by states & political subdivisions | $391,445,000 | 54 |
| Other domestic debt securities | $747,000 | 2,162 |
| 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 | $0 | 318 |
| Other domestic debt securities - All other | $747,000 | 1,697 |
| 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 | $324,881,000 | 212 |
| Mortgage-backed securities | $39,686,000 | 1,510 |
| Certificates of participation in pools of residential mortgages | $39,686,000 | 1,043 |
| Issued or guaranteed by U.S. | $39,686,000 | 1,042 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $475,228,000 | 282 |
| Total debt securities | $475,229,000 | 318 |
| Structured notes |
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank |
| Total securities | $473,947,000 | 328 |
| U.S. Government securities | $92,963,000 | 1,103 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $92,963,000 | 1,061 |
| Securities issued by states & political subdivisions | $380,251,000 | 52 |
| Other domestic debt securities | $733,000 | 2,162 |
| 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 | $0 | 323 |
| Other domestic debt securities - All other | $733,000 | 1,675 |
| 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 | $274,777,000 | 249 |
| Mortgage-backed securities | $43,213,000 | 1,455 |
| Certificates of participation in pools of residential mortgages | $43,213,000 | 986 |
| Issued or guaranteed by U.S. | $43,213,000 | 986 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $473,947,000 | 286 |
| Total debt securities | $473,947,000 | 317 |
| Structured notes |
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank |
| Total securities | $392,941,000 | 383 |
| U.S. Government securities | $43,522,000 | 2,087 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $43,522,000 | 2,028 |
| Securities issued by states & political subdivisions | $348,643,000 | 55 |
| Other domestic debt securities | $776,000 | 2,139 |
| 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 | $0 | 329 |
| Other domestic debt securities - All other | $776,000 | 1,629 |
| 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 | $297,700,000 | 240 |
| Mortgage-backed securities | $43,522,000 | 1,439 |
| Certificates of participation in pools of residential mortgages | $43,522,000 | 962 |
| Issued or guaranteed by U.S. | $43,522,000 | 961 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $392,941,000 | 342 |
| Total debt securities | $392,941,000 | 375 |
| Structured notes |
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank |
| Total securities | $416,258,000 | 366 |
| U.S. Government securities | $65,943,000 | 1,521 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $65,943,000 | 1,473 |
| Securities issued by states & political subdivisions | $349,538,000 | 53 |
| Other domestic debt securities | $777,000 | 2,198 |
| 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 | $0 | 340 |
| Other domestic debt securities - All other | $777,000 | 1,682 |
| 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 | $297,740,000 | 235 |
| Mortgage-backed securities | $65,943,000 | 1,076 |
| Certificates of participation in pools of residential mortgages | $61,739,000 | 748 |
| Issued or guaranteed by U.S. | $61,739,000 | 748 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $4,204,000 | 2,254 |
| CMOs issued by government agencies or sponsored agencies | $4,204,000 | 2,156 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $416,258,000 | 325 |
| Total debt securities | $416,258,000 | 362 |
| Structured notes |
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank |
| Total securities | $400,302,000 | 382 |
| U.S. Government securities | $48,748,000 | 1,954 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $48,748,000 | 1,903 |
| Securities issued by states & political subdivisions | $351,554,000 | 51 |
| Other domestic debt securities | $0 | 2,873 |
| 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 | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $251,439,000 | 266 |
| Mortgage-backed securities | $48,748,000 | 1,409 |
| Certificates of participation in pools of residential mortgages | $44,320,000 | 1,023 |
| Issued or guaranteed by U.S. | $44,320,000 | 1,022 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,428,000 | 2,219 |
| CMOs issued by government agencies or sponsored agencies | $4,428,000 | 2,122 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $400,302,000 | 342 |
| Total debt securities | $400,302,000 | 375 |
| Structured notes |
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank |
| Total securities | $416,357,000 | 376 |
| U.S. Government securities | $45,948,000 | 2,092 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $45,948,000 | 2,044 |
| Securities issued by states & political subdivisions | $370,409,000 | 46 |
| Other domestic debt securities | $0 | 2,874 |
| 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 | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $286,485,000 | 240 |
| Mortgage-backed securities | $45,948,000 | 1,479 |
| Certificates of participation in pools of residential mortgages | $41,247,000 | 1,084 |
| Issued or guaranteed by U.S. | $41,247,000 | 1,084 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,701,000 | 2,189 |
| CMOs issued by government agencies or sponsored agencies | $4,701,000 | 2,086 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $416,357,000 | 337 |
| Total debt securities | $416,357,000 | 370 |
| Structured notes |
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank |
| Total securities | $421,082,000 | 364 |
| U.S. Government securities | $48,035,000 | 1,960 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $48,035,000 | 1,909 |
| Securities issued by states & political subdivisions | $373,047,000 | 47 |
| Other domestic debt securities | $0 | 2,876 |
| 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 | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| 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 | $306,957,000 | 206 |
| Mortgage-backed securities | $48,035,000 | 1,351 |
| Certificates of participation in pools of residential mortgages | $43,042,000 | 989 |
| Issued or guaranteed by U.S. | $43,042,000 | 988 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $4,993,000 | 2,121 |
| CMOs issued by government agencies or sponsored agencies | $4,993,000 | 1,950 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $421,082,000 | 324 |
| Total debt securities | $421,082,000 | 357 |
| Structured notes |
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank |
| Total securities | $419,285,000 | 352 |
| U.S. Government securities | $50,518,000 | 1,829 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $50,518,000 | 1,781 |
| Securities issued by states & political subdivisions | $368,767,000 | 48 |
| Other domestic debt securities | $0 | 2,858 |
| 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 | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| 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 | $287,305,000 | 211 |
| Mortgage-backed securities | $50,518,000 | 1,271 |
| Certificates of participation in pools of residential mortgages | $45,239,000 | 919 |
| Issued or guaranteed by U.S. | $45,239,000 | 916 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $5,279,000 | 2,047 |
| CMOs issued by government agencies or sponsored agencies | $5,279,000 | 1,871 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $419,285,000 | 307 |
| Total debt securities | $419,285,000 | 345 |
| Structured notes |
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank |
| Total securities | $476,639,000 | 309 |
| U.S. Government securities | $111,882,000 | 911 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $111,882,000 | 877 |
| Securities issued by states & political subdivisions | $364,757,000 | 49 |
| Other domestic debt securities | $0 | 2,821 |
| 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 | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| 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 | $352,229,000 | 179 |
| Mortgage-backed securities | $111,882,000 | 659 |
| Certificates of participation in pools of residential mortgages | $64,822,000 | 654 |
| Issued or guaranteed by U.S. | $64,822,000 | 652 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $47,060,000 | 609 |
| CMOs issued by government agencies or sponsored agencies | $47,060,000 | 531 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $476,639,000 | 274 |
| Total debt securities | $476,639,000 | 300 |
| Structured notes |
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank |
| Total securities | $371,247,000 | 384 |
| U.S. Government securities | $6,482,000 | 5,719 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $6,482,000 | 5,593 |
| Securities issued by states & political subdivisions | $364,765,000 | 48 |
| Other domestic debt securities | $0 | 2,880 |
| 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 | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| 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 | $318,081,000 | 196 |
| Mortgage-backed securities | $6,482,000 | 3,813 |
| Certificates of participation in pools of residential mortgages | $6,482,000 | 3,140 |
| Issued or guaranteed by U.S. | $6,482,000 | 3,133 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $371,247,000 | 344 |
| Total debt securities | $371,247,000 | 379 |
| Structured notes |
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank |
| Total securities | $379,816,000 | 372 |
| U.S. Government securities | $1,270,000 | 6,860 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $1,270,000 | 6,739 |
| Securities issued by states & political subdivisions | $378,546,000 | 46 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| 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 | $350,057,000 | 174 |
| Mortgage-backed securities | $1,270,000 | 5,057 |
| Certificates of participation in pools of residential mortgages | $1,230,000 | 4,584 |
| Issued or guaranteed by U.S. | $1,230,000 | 4,577 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $40,000 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $40,000 | 3,392 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $379,816,000 | 332 |
| Total debt securities | $379,816,000 | 365 |
| Structured notes |
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank |
| Total securities | $393,691,000 | 340 |
| U.S. Government securities | $193,000 | 7,259 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $193,000 | 7,161 |
| Securities issued by states & political subdivisions | $393,498,000 | 40 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| 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 | $355,222,000 | 175 |
| Mortgage-backed securities | $193,000 | 5,722 |
| Certificates of participation in pools of residential mortgages | $10,000 | 5,763 |
| Issued or guaranteed by U.S. | $10,000 | 5,748 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $183,000 | 3,527 |
| CMOs issued by government agencies or sponsored agencies | $183,000 | 3,206 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $393,691,000 | 304 |
| Total debt securities | $393,691,000 | 334 |
| Structured notes |
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank |
| Total securities | $437,480,000 | 303 |
| U.S. Government securities | $20,966,000 | 3,392 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $20,966,000 | 3,306 |
| Securities issued by states & political subdivisions | $416,514,000 | 35 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| 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 | $313,010,000 | 191 |
| Mortgage-backed securities | $20,966,000 | 2,133 |
| Certificates of participation in pools of residential mortgages | $11,000 | 5,806 |
| Issued or guaranteed by U.S. | $11,000 | 5,794 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $20,955,000 | 930 |
| CMOs issued by government agencies or sponsored agencies | $20,955,000 | 787 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $437,480,000 | 263 |
| Total debt securities | $437,480,000 | 297 |
| Structured notes |
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank |
| Total securities | $521,237,000 | 254 |
| U.S. Government securities | $78,617,000 | 1,200 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $78,617,000 | 1,149 |
| Securities issued by states & political subdivisions | $440,729,000 | 33 |
| Other domestic debt securities | $1,891,000 | 1,816 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $100,000 | 319 |
| Other domestic debt securities - All other | $1,791,000 | 1,081 |
| 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 | $366,391,000 | 172 |
| Mortgage-backed securities | $78,617,000 | 800 |
| Certificates of participation in pools of residential mortgages | $12,000 | 5,907 |
| Issued or guaranteed by U.S. | $12,000 | 5,895 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $78,605,000 | 381 |
| CMOs issued by government agencies or sponsored agencies | $78,605,000 | 314 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $521,237,000 | 221 |
| Total debt securities | $521,237,000 | 247 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank |
| Total securities | $489,876,000 | 269 |
| U.S. Government securities | $94,510,000 | 953 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $94,510,000 | 921 |
| Securities issued by states & political subdivisions | $393,401,000 | 37 |
| Other domestic debt securities | $1,965,000 | 1,841 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $100,000 | 322 |
| Other domestic debt securities - All other | $1,865,000 | 1,099 |
| 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 | $344,587,000 | 192 |
| Mortgage-backed securities | $94,510,000 | 699 |
| Certificates of participation in pools of residential mortgages | $13,000 | 5,958 |
| Issued or guaranteed by U.S. | $13,000 | 5,944 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $94,497,000 | 328 |
| CMOs issued by government agencies or sponsored agencies | $94,497,000 | 255 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $489,876,000 | 228 |
| Total debt securities | $489,876,000 | 265 |
| 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 | $627,481,000 | 216 |
| U.S. Government securities | $247,682,000 | 364 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $247,682,000 | 351 |
| Securities issued by states & political subdivisions | $377,881,000 | 40 |
| Other domestic debt securities | $1,918,000 | 1,962 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $100,000 | 342 |
| Other domestic debt securities - All other | $1,818,000 | 1,180 |
| 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 | $498,701,000 | 143 |
| Mortgage-backed securities | $247,682,000 | 305 |
| Certificates of participation in pools of residential mortgages | $13,000 | 6,046 |
| Issued or guaranteed by U.S. | $13,000 | 6,026 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $247,669,000 | 164 |
| CMOs issued by government agencies or sponsored agencies | $247,669,000 | 121 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $627,481,000 | 185 |
| Total debt securities | $627,481,000 | 208 |
| 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 | $653,317,000 | 209 |
| U.S. Government securities | $290,554,000 | 313 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $290,554,000 | 302 |
| Securities issued by states & political subdivisions | $360,391,000 | 44 |
| Other domestic debt securities | $2,372,000 | 1,837 |
| 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 | $754,000 | 272 |
| Other domestic debt securities - All other | $1,618,000 | 1,249 |
| 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 | $525,099,000 | 140 |
| Mortgage-backed securities | $290,554,000 | 269 |
| Certificates of participation in pools of residential mortgages | $15,000 | 6,087 |
| Issued or guaranteed by U.S. | $15,000 | 6,065 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $290,539,000 | 135 |
| CMOs issued by government agencies or sponsored agencies | $290,539,000 | 97 |
| 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) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $653,317,000 | 184 |
| Total debt securities | $653,317,000 | 199 |
| 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 | $871,583,000 | 171 |
| U.S. Government securities | $378,233,000 | 256 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $378,233,000 | 250 |
| Securities issued by states & political subdivisions | $491,201,000 | 33 |
| Other domestic debt securities | $2,149,000 | 1,818 |
| 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 | $2,149,000 | 1,102 |
| 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 | $585,631,000 | 130 |
| Mortgage-backed securities | $378,233,000 | 224 |
| Certificates of participation in pools of residential mortgages | $22,000 | 6,114 |
| Issued or guaranteed by U.S. | $22,000 | 6,098 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $378,211,000 | 113 |
| CMOs issued by government agencies or sponsored agencies | $378,211,000 | 76 |
| 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) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $871,583,000 | 149 |
| Total debt securities | $871,583,000 | 169 |
| 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 | $920,214,000 | 162 |
| U.S. Government securities | $371,561,000 | 254 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $371,561,000 | 248 |
| Securities issued by states & political subdivisions | $541,017,000 | 32 |
| Other domestic debt securities | $7,636,000 | 982 |
| 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 | $7,636,000 | 474 |
| 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 | $592,511,000 | 131 |
| Mortgage-backed securities | $371,561,000 | 227 |
| Certificates of participation in pools of residential mortgages | $30,000 | 6,109 |
| Issued or guaranteed by U.S. | $30,000 | 6,088 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $371,531,000 | 111 |
| CMOs issued by government agencies or sponsored agencies | $371,531,000 | 80 |
| 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) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $920,214,000 | 138 |
| Total debt securities | $920,214,000 | 159 |
| Structured notes |
| Amortized cost | $6,953,000 | 190 |
| Fair value | $6,953,000 | 190 |
| 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 | $698,508,000 | 199 |
| U.S. Government securities | $361,570,000 | 251 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $361,570,000 | 246 |
| Securities issued by states & political subdivisions | $336,094,000 | 43 |
| Other domestic debt securities | $844,000 | 2,367 |
| 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 | $844,000 | 1,605 |
| 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 | $538,135,000 | 132 |
| Mortgage-backed securities | $353,033,000 | 229 |
| Certificates of participation in pools of residential mortgages | $49,000 | 6,057 |
| Issued or guaranteed by U.S. | $49,000 | 6,036 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $352,984,000 | 115 |
| CMOs issued by government agencies or sponsored agencies | $352,984,000 | 76 |
| 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) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $698,508,000 | 170 |
| Total debt securities | $698,507,000 | 195 |
| Structured notes |
| Amortized cost | $9,967,000 | 111 |
| Fair value | $8,537,000 | 136 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank |
| Total securities | $746,683,000 | 192 |
| U.S. Government securities | $369,444,000 | 244 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $369,444,000 | 241 |
| Securities issued by states & political subdivisions | $374,372,000 | 39 |
| Other domestic debt securities | $2,867,000 | 1,605 |
| 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 | $2,867,000 | 987 |
| 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 | $502,712,000 | 139 |
| Mortgage-backed securities | $358,254,000 | 228 |
| Certificates of participation in pools of residential mortgages | $63,000 | 6,034 |
| Issued or guaranteed by U.S. | $63,000 | 6,009 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $358,191,000 | 113 |
| CMOs issued by government agencies or sponsored agencies | $358,191,000 | 75 |
| 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) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $746,683,000 | 166 |
| Total debt securities | $746,683,000 | 185 |
| Structured notes |
| Amortized cost | $13,949,000 | 89 |
| Fair value | $11,190,000 | 103 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank |
| Total securities | $792,250,000 | 190 |
| U.S. Government securities | $384,717,000 | 237 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $384,717,000 | 230 |
| Securities issued by states & political subdivisions | $406,533,000 | 38 |
| Other domestic debt securities | $1,000,000 | 2,168 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 1,497 |
| 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 | $538,033,000 | 134 |
| Mortgage-backed securities | $374,130,000 | 217 |
| Certificates of participation in pools of residential mortgages | $76,000 | 5,992 |
| Issued or guaranteed by U.S. | $76,000 | 5,963 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $374,054,000 | 113 |
| CMOs issued by government agencies or sponsored agencies | $374,054,000 | 70 |
| 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) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $792,250,000 | 168 |
| Total debt securities | $792,250,000 | 180 |
| Structured notes |
| Amortized cost | $13,943,000 | 87 |
| Fair value | $10,588,000 | 119 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank |
| Total securities | $561,596,000 | 240 |
| U.S. Government securities | $394,085,000 | 232 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $394,085,000 | 225 |
| Securities issued by states & political subdivisions | $166,467,000 | 88 |
| Other domestic debt securities | $1,044,000 | 1,959 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,044,000 | 1,354 |
| 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 | $502,837,000 | 132 |
| Mortgage-backed securities | $344,347,000 | 224 |
| Certificates of participation in pools of residential mortgages | $87,000 | 5,877 |
| Issued or guaranteed by U.S. | $87,000 | 5,857 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $344,260,000 | 120 |
| CMOs issued by government agencies or sponsored agencies | $344,260,000 | 77 |
| 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) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $561,596,000 | 203 |
| Total debt securities | $561,596,000 | 235 |
| Structured notes |
| Amortized cost | $13,930,000 | 139 |
| Fair value | $11,618,000 | 170 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank |
| Total securities | $577,252,000 | 236 |
| U.S. Government securities | $427,060,000 | 222 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $427,060,000 | 217 |
| Securities issued by states & political subdivisions | $149,148,000 | 101 |
| Other domestic debt securities | $1,044,000 | 1,921 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,044,000 | 1,327 |
| 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 | $523,966,000 | 135 |
| Mortgage-backed securities | $353,842,000 | 211 |
| Certificates of participation in pools of residential mortgages | $106,000 | 5,790 |
| Issued or guaranteed by U.S. | $106,000 | 5,767 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $353,736,000 | 113 |
| CMOs issued by government agencies or sponsored agencies | $353,736,000 | 74 |
| 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) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $577,252,000 | 194 |
| Total debt securities | $577,252,000 | 228 |
| Structured notes |
| Amortized cost | $13,921,000 | 177 |
| Fair value | $11,168,000 | 241 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank |
| Total securities | $569,553,000 | 242 |
| U.S. Government securities | $427,855,000 | 230 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $427,855,000 | 219 |
| Securities issued by states & political subdivisions | $140,654,000 | 104 |
| Other domestic debt securities | $1,044,000 | 1,862 |
| 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 | $1,044,000 | 1,287 |
| 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 | $536,889,000 | 142 |
| Mortgage-backed securities | $354,532,000 | 204 |
| Certificates of participation in pools of residential mortgages | $118,000 | 5,783 |
| Issued or guaranteed by U.S. | $118,000 | 5,763 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $354,414,000 | 117 |
| CMOs issued by government agencies or sponsored agencies | $354,414,000 | 83 |
| 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) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $569,553,000 | 207 |
| Total debt securities | $569,553,000 | 238 |
| Structured notes |
| Amortized cost | $13,915,000 | 201 |
| Fair value | $11,845,000 | 248 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank |
| Total securities | $584,296,000 | 240 |
| U.S. Government securities | $451,392,000 | 222 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $451,392,000 | 214 |
| Securities issued by states & political subdivisions | $131,904,000 | 107 |
| Other domestic debt securities | $1,000,000 | 1,912 |
| 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 | $1,000,000 | 1,357 |
| 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 | $533,702,000 | 139 |
| Mortgage-backed securities | $376,324,000 | 197 |
| Certificates of participation in pools of residential mortgages | $128,000 | 5,778 |
| Issued or guaranteed by U.S. | $128,000 | 5,755 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $376,196,000 | 115 |
| CMOs issued by government agencies or sponsored agencies | $376,196,000 | 80 |
| 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) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $584,296,000 | 202 |
| Total debt securities | $584,296,000 | 236 |
| Structured notes |
| Amortized cost | $13,907,000 | 220 |
| Fair value | $13,386,000 | 224 |
| 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 | $608,643,000 | 235 |
| U.S. Government securities | $472,494,000 | 221 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $472,494,000 | 213 |
| Securities issued by states & political subdivisions | $135,149,000 | 101 |
| Other domestic debt securities | $1,000,000 | 1,918 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 1,374 |
| 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 | $566,519,000 | 134 |
| Mortgage-backed securities | $397,964,000 | 189 |
| Certificates of participation in pools of residential mortgages | $136,000 | 5,770 |
| Issued or guaranteed by U.S. | $136,000 | 5,746 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $397,828,000 | 112 |
| CMOs issued by government agencies or sponsored agencies | $397,828,000 | 76 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $608,643,000 | 198 |
| Total debt securities | $608,643,000 | 227 |
| 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 | $659,533,000 | 225 |
| U.S. Government securities | $475,731,000 | 219 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $475,731,000 | 214 |
| Securities issued by states & political subdivisions | $179,966,000 | 82 |
| Other domestic debt securities | $3,836,000 | 1,169 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,836,000 | 756 |
| 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 | $621,486,000 | 130 |
| Mortgage-backed securities | $401,017,000 | 192 |
| Certificates of participation in pools of residential mortgages | $145,000 | 5,787 |
| Issued or guaranteed by U.S. | $145,000 | 5,758 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $400,872,000 | 116 |
| CMOs issued by government agencies or sponsored agencies | $400,872,000 | 85 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $659,533,000 | 191 |
| Total debt securities | $659,533,000 | 221 |
| 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 | $637,985,000 | 238 |
| U.S. Government securities | $436,348,000 | 243 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $436,348,000 | 236 |
| Securities issued by states & political subdivisions | $191,232,000 | 80 |
| Other domestic debt securities | $10,405,000 | 689 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,405,000 | 399 |
| 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 | $598,669,000 | 132 |
| Mortgage-backed securities | $371,862,000 | 218 |
| Certificates of participation in pools of residential mortgages | $157,000 | 5,798 |
| Issued or guaranteed by U.S. | $157,000 | 5,772 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $371,705,000 | 119 |
| CMOs issued by government agencies or sponsored agencies | $371,705,000 | 87 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $637,985,000 | 201 |
| Total debt securities | $637,987,000 | 235 |
| 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 | $597,541,000 | 256 |
| U.S. Government securities | $405,131,000 | 270 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $405,131,000 | 256 |
| Securities issued by states & political subdivisions | $181,894,000 | 82 |
| Other domestic debt securities | $10,516,000 | 705 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,516,000 | 413 |
| 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 | $570,394,000 | 136 |
| Mortgage-backed securities | $340,246,000 | 233 |
| Certificates of participation in pools of residential mortgages | $169,000 | 5,804 |
| Issued or guaranteed by U.S. | $169,000 | 5,780 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $340,077,000 | 127 |
| CMOs issued by government agencies or sponsored agencies | $340,077,000 | 89 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $597,541,000 | 217 |
| Total debt securities | $597,541,000 | 252 |
| 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 | $556,921,000 | 273 |
| U.S. Government securities | $314,131,000 | 342 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $314,131,000 | 328 |
| Securities issued by states & political subdivisions | $231,681,000 | 63 |
| Other domestic debt securities | $11,109,000 | 690 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,109,000 | 408 |
| 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 | $491,698,000 | 153 |
| Mortgage-backed securities | $258,540,000 | 287 |
| Certificates of participation in pools of residential mortgages | $185,000 | 5,827 |
| Issued or guaranteed by U.S. | $185,000 | 5,801 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $258,355,000 | 149 |
| CMOs issued by government agencies or sponsored agencies | $258,355,000 | 111 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $556,921,000 | 231 |
| Total debt securities | $556,921,000 | 267 |
| 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 | $497,868,000 | 303 |
| U.S. Government securities | $288,714,000 | 362 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $288,714,000 | 346 |
| Securities issued by states & political subdivisions | $207,836,000 | 71 |
| Other domestic debt securities | $1,318,000 | 1,944 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,318,000 | 1,485 |
| 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 | $399,640,000 | 183 |
| Mortgage-backed securities | $253,709,000 | 290 |
| Certificates of participation in pools of residential mortgages | $205,000 | 5,818 |
| Issued or guaranteed by U.S. | $205,000 | 5,799 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $253,504,000 | 152 |
| CMOs issued by government agencies or sponsored agencies | $253,504,000 | 110 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $497,868,000 | 256 |
| Total debt securities | $497,868,000 | 295 |
| 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 | $492,694,000 | 302 |
| U.S. Government securities | $289,524,000 | 362 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $289,524,000 | 347 |
| Securities issued by states & political subdivisions | $201,648,000 | 71 |
| Other domestic debt securities | $1,522,000 | 1,885 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,522,000 | 1,458 |
| 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 | $398,187,000 | 183 |
| Mortgage-backed securities | $289,524,000 | 265 |
| Certificates of participation in pools of residential mortgages | $231,000 | 5,833 |
| Issued or guaranteed by U.S. | $231,000 | 5,806 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $289,293,000 | 138 |
| CMOs issued by government agencies or sponsored agencies | $289,293,000 | 105 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $492,694,000 | 255 |
| Total debt securities | $492,694,000 | 291 |
| 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 | $448,174,000 | 333 |
| U.S. Government securities | $310,660,000 | 346 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $310,660,000 | 332 |
| Securities issued by states & political subdivisions | $135,992,000 | 95 |
| Other domestic debt securities | $1,522,000 | 1,930 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,522,000 | 1,538 |
| 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 | $383,027,000 | 187 |
| Mortgage-backed securities | $310,660,000 | 263 |
| Certificates of participation in pools of residential mortgages | $262,000 | 5,856 |
| Issued or guaranteed by U.S. | $262,000 | 5,837 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $310,398,000 | 131 |
| CMOs issued by government agencies or sponsored agencies | $310,398,000 | 100 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $448,174,000 | 281 |
| Total debt securities | $448,174,000 | 321 |
| 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 | $422,945,000 | 353 |
| U.S. Government securities | $299,725,000 | 361 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $299,725,000 | 344 |
| Securities issued by states & political subdivisions | $121,690,000 | 104 |
| Other domestic debt securities | $1,530,000 | 1,987 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,530,000 | 1,610 |
| 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 | $374,249,000 | 183 |
| Mortgage-backed securities | $299,725,000 | 273 |
| Certificates of participation in pools of residential mortgages | $294,000 | 5,845 |
| Issued or guaranteed by U.S. | $294,000 | 5,831 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $299,431,000 | 139 |
| CMOs issued by government agencies or sponsored agencies | $299,431,000 | 103 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $422,945,000 | 306 |
| Total debt securities | $422,945,000 | 344 |
| 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 | $421,442,000 | 353 |
| U.S. Government securities | $318,088,000 | 351 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $318,088,000 | 333 |
| Securities issued by states & political subdivisions | $101,822,000 | 128 |
| Other domestic debt securities | $1,532,000 | 2,005 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,532,000 | 1,653 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $371,629,000 | 190 |
| Mortgage-backed securities | $318,088,000 | 265 |
| Certificates of participation in pools of residential mortgages | $338,000 | 5,817 |
| Issued or guaranteed by U.S. | $338,000 | 5,805 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $317,750,000 | 129 |
| CMOs issued by government agencies or sponsored agencies | $317,750,000 | 94 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $421,442,000 | 304 |
| Total debt securities | $421,442,000 | 345 |
| 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 | $361,030,000 | 398 |
| U.S. Government securities | $266,861,000 | 403 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $266,861,000 | 383 |
| Securities issued by states & political subdivisions | $92,520,000 | 133 |
| Other domestic debt securities | $1,649,000 | 2,017 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,649,000 | 1,669 |
| 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 | $336,072,000 | 199 |
| Mortgage-backed securities | $266,861,000 | 302 |
| Certificates of participation in pools of residential mortgages | $390,000 | 5,831 |
| Issued or guaranteed by U.S. | $390,000 | 5,819 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $266,471,000 | 146 |
| CMOs issued by government agencies or sponsored agencies | $266,471,000 | 105 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $361,030,000 | 349 |
| Total debt securities | $361,030,000 | 392 |
| 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 | $354,594,000 | 404 |
| U.S. Government securities | $251,700,000 | 440 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $251,700,000 | 420 |
| Securities issued by states & political subdivisions | $94,054,000 | 136 |
| Other domestic debt securities | $8,840,000 | 937 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,840,000 | 658 |
| 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 | $309,354,000 | 215 |
| Mortgage-backed securities | $241,341,000 | 342 |
| Certificates of participation in pools of residential mortgages | $488,000 | 5,745 |
| Issued or guaranteed by U.S. | $488,000 | 5,728 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $240,853,000 | 166 |
| CMOs issued by government agencies or sponsored agencies | $240,853,000 | 120 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $354,594,000 | 347 |
| Total debt securities | $354,594,000 | 393 |
| 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 | $357,331,000 | 409 |
| U.S. Government securities | $258,559,000 | 446 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $258,559,000 | 433 |
| Securities issued by states & political subdivisions | $90,344,000 | 144 |
| Other domestic debt securities | $8,428,000 | 943 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,428,000 | 724 |
| 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 | $323,191,000 | 200 |
| Mortgage-backed securities | $258,559,000 | 325 |
| Certificates of participation in pools of residential mortgages | $561,000 | 5,687 |
| Issued or guaranteed by U.S. | $561,000 | 5,667 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $257,998,000 | 147 |
| CMOs issued by government agencies or sponsored agencies | $257,998,000 | 124 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $357,331,000 | 356 |
| Total debt securities | $357,331,000 | 402 |
| 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 | $282,980,000 | 520 |
| U.S. Government securities | $217,297,000 | 521 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $217,297,000 | 503 |
| Securities issued by states & political subdivisions | $57,870,000 | 261 |
| Other domestic debt securities | $7,813,000 | 1,041 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,813,000 | 824 |
| 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 | $259,400,000 | 228 |
| Mortgage-backed securities | $217,297,000 | 365 |
| Certificates of participation in pools of residential mortgages | $675,000 | 5,606 |
| Issued or guaranteed by U.S. | $675,000 | 5,583 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $216,622,000 | 172 |
| CMOs issued by government agencies or sponsored agencies | $216,622,000 | 148 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $282,980,000 | 451 |
| Total debt securities | $282,980,000 | 501 |
| 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 | $261,846,000 | 539 |
| U.S. Government securities | $217,142,000 | 507 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $217,142,000 | 490 |
| Securities issued by states & political subdivisions | $36,562,000 | 459 |
| Other domestic debt securities | $8,142,000 | 1,038 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,142,000 | 798 |
| 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 | $232,482,000 | 237 |
| Mortgage-backed securities | $187,094,000 | 424 |
| Certificates of participation in pools of residential mortgages | $982,000 | 5,386 |
| Issued or guaranteed by U.S. | $982,000 | 5,365 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $186,112,000 | 202 |
| CMOs issued by government agencies or sponsored agencies | $186,112,000 | 185 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $261,846,000 | 462 |
| Total debt securities | $261,846,000 | 524 |
| 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 | $241,442,000 | 573 |
| U.S. Government securities | $207,465,000 | 523 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $207,465,000 | 501 |
| Securities issued by states & political subdivisions | $24,510,000 | 708 |
| Other domestic debt securities | $9,467,000 | 952 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,467,000 | 737 |
| Foreign debt securities | $0 | 294 |
| 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 | $218,738,000 | 244 |
| Mortgage-backed securities | $145,658,000 | 487 |
| Certificates of participation in pools of residential mortgages | $70,000 | 6,594 |
| Issued or guaranteed by U.S. | $70,000 | 6,575 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $145,588,000 | 242 |
| CMOs issued by government agencies or sponsored agencies | $145,588,000 | 217 |
| Privately issued | $0 | 1,231 |
| 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) | $10,260,000 | 1,443 |
| Available-for-sale securities (fair market value) | $231,182,000 | 508 |
| Total debt securities | $241,442,000 | 549 |
| 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 | $227,184,000 | 583 |
| U.S. Government securities | $198,209,000 | 510 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $198,209,000 | 492 |
| Securities issued by states & political subdivisions | $21,492,000 | 810 |
| Other domestic debt securities | $7,483,000 | 1,114 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,483,000 | 888 |
| Foreign debt securities | $0 | 302 |
| 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 | $201,034,000 | 263 |
| Mortgage-backed securities | $156,710,000 | 446 |
| Certificates of participation in pools of residential mortgages | $74,000 | 6,575 |
| Issued or guaranteed by U.S. | $74,000 | 6,555 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $156,636,000 | 218 |
| CMOs issued by government agencies or sponsored agencies | $156,636,000 | 193 |
| Privately issued | $0 | 1,253 |
| 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) | $9,203,000 | 1,568 |
| Available-for-sale securities (fair market value) | $217,981,000 | 515 |
| Total debt securities | $227,184,000 | 561 |
| 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 | $182,414,000 | 649 |
| U.S. Government securities | $161,411,000 | 543 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $161,411,000 | 519 |
| Securities issued by states & political subdivisions | $18,120,000 | 920 |
| Other domestic debt securities | $2,883,000 | 1,943 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,883,000 | 1,628 |
| Foreign debt securities | $0 | 319 |
| 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 | $173,684,000 | 291 |
| Mortgage-backed securities | $91,234,000 | 614 |
| Certificates of participation in pools of residential mortgages | $95,000 | 6,511 |
| Issued or guaranteed by U.S. | $95,000 | 6,488 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $91,139,000 | 307 |
| CMOs issued by government agencies or sponsored agencies | $91,139,000 | 265 |
| Privately issued | $0 | 1,359 |
| 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) | $4,463,000 | 2,397 |
| Available-for-sale securities (fair market value) | $177,951,000 | 562 |
| Total debt securities | $182,414,000 | 627 |
| Structured notes |
| Amortized cost | $9,976,000 | 33 |
| Fair value | $9,830,000 | 34 |
| 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 | $253,016,000 | 468 |
| U.S. Government securities | $195,945,000 | 456 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $195,945,000 | 430 |
| Securities issued by states & political subdivisions | $43,135,000 | 300 |
| Other domestic debt securities | $5,655,000 | 1,134 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,655,000 | 942 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $8,281,000 | 586 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $229,853,000 | 223 |
| Mortgage-backed securities | $174,000 | 6,696 |
| Certificates of participation in pools of residential mortgages | $117,000 | 6,337 |
| Issued or guaranteed by U.S. | $117,000 | 6,317 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $57,000 | 4,030 |
| CMOs issued by government agencies or sponsored agencies | $57,000 | 3,836 |
| Privately issued | $0 | 1,355 |
| 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) | $201,320,000 | 142 |
| Available-for-sale securities (fair market value) | $51,696,000 | 1,658 |
| Total debt securities | $244,735,000 | 462 |
| Structured notes |
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank |
| Total securities | $263,395,000 | 491 |
| U.S. Government securities | $215,905,000 | 465 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $215,905,000 | 427 |
| Securities issued by states & political subdivisions | $39,705,000 | 333 |
| Other domestic debt securities | $100,000 | 3,509 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,969 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $7,685,000 | 605 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $202,660,000 | 263 |
| Mortgage-backed securities | $192,000 | 7,009 |
| Certificates of participation in pools of residential mortgages | $137,000 | 6,588 |
| Issued or guaranteed by U.S. | $137,000 | 6,569 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $55,000 | 4,305 |
| CMOs issued by government agencies or sponsored agencies | $55,000 | 4,108 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $218,558,000 | 134 |
| Available-for-sale securities (fair market value) | $44,837,000 | 1,933 |
| Total debt securities | $255,710,000 | 481 |
| Structured notes |
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank |
| Total securities | $45,541,000 | 2,527 |
| U.S. Government securities | $44,156,000 | 1,989 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $44,156,000 | 1,670 |
| Securities issued by states & political subdivisions | $762,000 | 6,125 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $623,000 | 3,142 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,248,000 | 2,262 |
| Mortgage-backed securities | $169,000 | 7,306 |
| Certificates of participation in pools of residential mortgages | $169,000 | 6,740 |
| Issued or guaranteed by U.S. | $169,000 | 6,720 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $44,264,000 | 668 |
| Available-for-sale securities (fair market value) | $1,277,000 | 8,750 |
| Total debt securities | $44,918,000 | 2,468 |
| Structured notes |
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank |
| Total securities | $13,195,000 | 6,475 |
| U.S. Government securities | $12,842,000 | 5,586 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $12,842,000 | 4,464 |
| Securities issued by states & political subdivisions | $25,000 | 8,095 |
| Other domestic debt securities | $0 | 3,912 |
| 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 | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $328,000 | 4,451 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,772,000 | 2,957 |
| Mortgage-backed securities | $1,190,000 | 6,130 |
| Certificates of participation in pools of residential mortgages | $214,000 | 6,869 |
| Issued or guaranteed by U.S. | $214,000 | 6,847 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $976,000 | 3,457 |
| CMOs issued by government agencies or sponsored agencies | $976,000 | 3,332 |
| 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) | $6,022,000 | 3,788 |
| Available-for-sale securities (fair market value) | $7,173,000 | 6,649 |
| Total debt securities | $12,867,000 | 6,449 |
| Structured notes |
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank |
| Total securities | $10,695,000 | 7,699 |
| U.S. Government securities | $10,384,000 | 6,868 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $10,384,000 | 5,387 |
| Securities issued by states & political subdivisions | $60,000 | 8,410 |
| Other domestic debt securities | $0 | 4,468 |
| 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 | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $251,000 | 4,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,351,000 | 4,039 |
| Mortgage-backed securities | $1,220,000 | 6,583 |
| Certificates of participation in pools of residential mortgages | $262,000 | 7,290 |
| Issued or guaranteed by U.S. | $262,000 | 7,272 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $958,000 | 3,898 |
| CMOs issued by government agencies or sponsored agencies | $958,000 | 3,750 |
| 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) | $60,000 | 7,942 |
| Available-for-sale securities (fair market value) | $10,635,000 | 5,798 |
| Total debt securities | $10,444,000 | 7,652 |
| Structured notes |
| Amortized cost | $1,672,000 | 1,271 |
| Fair value | $1,678,000 | 1,255 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank |
| Total securities | $5,228,000 | 10,108 |
| U.S. Government securities | $4,801,000 | 9,661 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $4,801,000 | 7,814 |
| Securities issued by states & political subdivisions | $207,000 | 8,211 |
| Other domestic debt securities | $0 | 5,176 |
| 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 | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $220,000 | 4,873 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,800,000 | 5,380 |
| Mortgage-backed securities | $1,316,000 | 6,924 |
| Certificates of participation in pools of residential mortgages | $348,000 | 7,394 |
| Issued or guaranteed by U.S. | $348,000 | 7,362 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $968,000 | 4,320 |
| CMOs issued by government agencies or sponsored agencies | $968,000 | 4,159 |
| 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) | $70,000 | 8,309 |
| Available-for-sale securities (fair market value) | $5,158,000 | 7,954 |
| Total debt securities | $5,008,000 | 10,102 |
| Structured notes |
| Amortized cost | $2,500,000 | 1,377 |
| Fair value | $2,478,000 | 1,396 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank |
| Total securities | $7,059,000 | 9,904 |
| U.S. Government securities | $6,701,000 | 9,270 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $6,701,000 | 6,798 |
| Securities issued by states & political subdivisions | $149,000 | 8,870 |
| Other domestic debt securities | $0 | 5,820 |
| 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 | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $209,000 | 4,719 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,100,000 | 5,993 |
| Mortgage-backed securities | $783,000 | 8,078 |
| Certificates of participation in pools of residential mortgages | $366,000 | 7,787 |
| Issued or guaranteed by U.S. | $366,000 | 7,760 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $417,000 | 5,443 |
| CMOs issued by government agencies or sponsored agencies | $417,000 | 5,217 |
| 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) | $3,648,000 | 8,857 |
| Available-for-sale securities (fair market value) | $3,411,000 | 7,855 |
| Total debt securities | $6,850,000 | 9,893 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank |
| Total securities | $5,049,000 | 11,247 |
| U.S. Government securities | $4,691,000 | 10,717 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $4,691,000 | 8,128 |
| Securities issued by states & political subdivisions | $171,000 | 8,996 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $187,000 | 4,649 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,420,000 | 5,660 |
| Mortgage-backed securities | $1,218,000 | 8,126 |
| Certificates of participation in pools of residential mortgages | $461,000 | 8,197 |
| Issued or guaranteed by U.S. | $461,000 | 8,141 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $757,000 | 5,306 |
| CMOs issued by government agencies or sponsored agencies | $757,000 | 5,082 |
| Privately issued | $0 | 2,902 |
| 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 | $4,862,000 | 11,216 |
| 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 | $4,033,000 | 12,111 |
| U.S. Government securities | $3,543,000 | 11,740 |
| U.S. Treasury securities | $1,002,000 | 10,360 |
| U.S. Government agency obligations | $2,541,000 | 9,960 |
| Securities issued by states & political subdivisions | $326,000 | 8,231 |
| Other domestic debt securities | $12,000 | 7,353 |
| Privately issued residential mortgage-backed securities | $12,000 | 4,025 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $152,000 | 4,361 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,775,000 | 6,193 |
| Mortgage-backed securities | $1,629,000 | 8,068 |
| Certificates of participation in pools of residential mortgages | $625,000 | 8,286 |
| Issued or guaranteed by U.S. | $625,000 | 8,223 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,004,000 | 5,041 |
| CMOs issued by government agencies or sponsored agencies | $992,000 | 4,731 |
| Privately issued | $12,000 | 3,459 |
| 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 | $3,881,000 | 12,067 |
| 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 |
