| 2023-12-31 | Rank |
| Total securities | $3,197,192,000 | 106 |
| U.S. Government securities | $2,736,141,000 | 89 |
| U.S. Treasury securities | $2,734,147,000 | 35 |
| U.S. Government agency obligations | $1,994,000 | 3,969 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $461,051,000 | 95 |
| Privately issued residential mortgage-backed securities | $264,041,000 | 31 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $71,775,000 | 128 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,864,107,000 | 71 |
| Mortgage-backed securities | $391,270,000 | 281 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,994,000 | 3,016 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $264,041,000 | 30 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $125,235,000 | 115 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $3,197,192,000 | 86 |
| Total debt securities | $3,196,219,000 | 104 |
| 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 | $3,071,584,000 | 110 |
| U.S. Government securities | $2,679,043,000 | 91 |
| U.S. Treasury securities | $2,676,990,000 | 33 |
| U.S. Government agency obligations | $2,053,000 | 3,983 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $392,541,000 | 107 |
| Privately issued residential mortgage-backed securities | $267,463,000 | 29 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,807,053,000 | 73 |
| Mortgage-backed securities | $394,594,000 | 271 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,053,000 | 3,011 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $267,463,000 | 29 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $125,078,000 | 114 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $3,071,584,000 | 89 |
| Total debt securities | $3,071,583,000 | 108 |
| 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 | $3,061,605,000 | 110 |
| U.S. Government securities | $2,659,458,000 | 92 |
| U.S. Treasury securities | $2,657,285,000 | 35 |
| U.S. Government agency obligations | $2,173,000 | 3,996 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $402,147,000 | 104 |
| Privately issued residential mortgage-backed securities | $277,382,000 | 30 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,787,348,000 | 74 |
| Mortgage-backed securities | $404,320,000 | 265 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,173,000 | 3,017 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $277,382,000 | 29 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $124,765,000 | 109 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $3,061,605,000 | 89 |
| Total debt securities | $3,061,605,000 | 108 |
| Structured notes |
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank |
| Total securities | $3,085,685,000 | 117 |
| U.S. Government securities | $2,681,272,000 | 97 |
| U.S. Treasury securities | $2,678,893,000 | 35 |
| U.S. Government agency obligations | $2,379,000 | 3,998 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $404,413,000 | 111 |
| Privately issued residential mortgage-backed securities | $281,293,000 | 32 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,807,640,000 | 73 |
| Mortgage-backed securities | $406,792,000 | 278 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,379,000 | 3,028 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $281,293,000 | 30 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $123,120,000 | 115 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $3,085,685,000 | 94 |
| Total debt securities | $3,085,685,000 | 114 |
| Structured notes |
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank |
| Total securities | $3,033,876,000 | 123 |
| U.S. Government securities | $2,621,680,000 | 101 |
| U.S. Treasury securities | $2,619,164,000 | 38 |
| U.S. Government agency obligations | $2,516,000 | 4,001 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $412,196,000 | 113 |
| Privately issued residential mortgage-backed securities | $288,135,000 | 32 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,749,169,000 | 65 |
| Mortgage-backed securities | $414,712,000 | 281 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,516,000 | 3,019 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $288,135,000 | 31 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $124,061,000 | 116 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $3,033,876,000 | 101 |
| Total debt securities | $3,033,877,000 | 121 |
| Structured notes |
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank |
| Total securities | $2,931,460,000 | 128 |
| U.S. Government securities | $2,498,089,000 | 108 |
| U.S. Treasury securities | $2,495,399,000 | 40 |
| U.S. Government agency obligations | $2,690,000 | 4,007 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $433,371,000 | 104 |
| Privately issued residential mortgage-backed securities | $309,935,000 | 31 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,625,103,000 | 62 |
| Mortgage-backed securities | $436,061,000 | 277 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,690,000 | 3,016 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $309,935,000 | 30 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $123,436,000 | 123 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $2,931,460,000 | 105 |
| Total debt securities | $2,931,461,000 | 125 |
| Structured notes |
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank |
| Total securities | $1,911,427,000 | 177 |
| U.S. Government securities | $1,465,246,000 | 164 |
| U.S. Treasury securities | $1,462,225,000 | 48 |
| U.S. Government agency obligations | $3,021,000 | 3,983 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $446,181,000 | 93 |
| Privately issued residential mortgage-backed securities | $322,901,000 | 31 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,592,297,000 | 87 |
| Mortgage-backed securities | $449,202,000 | 276 |
| Certificates of participation in pools of residential mortgages | $3,021,000 | 3,087 |
| Issued or guaranteed by U.S. | $3,021,000 | 2,994 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $322,901,000 | 149 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $322,901,000 | 30 |
| Commercial mortgage-backed securities | $123,280,000 | 204 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $123,280,000 | 142 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $1,911,427,000 | 147 |
| Total debt securities | $1,911,428,000 | 175 |
| Structured notes |
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank |
| Total securities | $1,337,831,000 | 233 |
| U.S. Government securities | $980,011,000 | 213 |
| U.S. Treasury securities | $976,578,000 | 58 |
| U.S. Government agency obligations | $3,433,000 | 3,926 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $357,820,000 | 104 |
| Privately issued residential mortgage-backed securities | $357,820,000 | 26 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $985,343,000 | 114 |
| Mortgage-backed securities | $361,253,000 | 340 |
| Certificates of participation in pools of residential mortgages | $3,433,000 | 3,048 |
| Issued or guaranteed by U.S. | $3,433,000 | 2,965 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $357,820,000 | 141 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $357,820,000 | 25 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $1,337,831,000 | 195 |
| Total debt securities | $1,337,831,000 | 230 |
| 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 | $388,818,000 | 580 |
| U.S. Government securities | $3,744,000 | 4,117 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $3,744,000 | 3,885 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $385,074,000 | 91 |
| Privately issued residential mortgage-backed securities | $385,074,000 | 21 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,526,000 | 2,538 |
| Mortgage-backed securities | $388,818,000 | 326 |
| Certificates of participation in pools of residential mortgages | $3,744,000 | 2,992 |
| Issued or guaranteed by U.S. | $3,744,000 | 2,900 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $385,074,000 | 136 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $385,074,000 | 19 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $388,818,000 | 516 |
| Total debt securities | $388,818,000 | 569 |
| Structured notes |
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank |
| Total securities | $404,235,000 | 518 |
| U.S. Government securities | $4,067,000 | 4,082 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $4,067,000 | 3,872 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $399,923,000 | 84 |
| Privately issued residential mortgage-backed securities | $399,923,000 | 20 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,024,000 | 2,345 |
| Mortgage-backed securities | $403,990,000 | 315 |
| Certificates of participation in pools of residential mortgages | $4,067,000 | 2,948 |
| Issued or guaranteed by U.S. | $4,067,000 | 2,864 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $399,923,000 | 132 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $399,923,000 | 19 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $403,990,000 | 468 |
| Total debt securities | $403,990,000 | 512 |
| 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 | $481,844,000 | 428 |
| U.S. Government securities | $4,417,000 | 4,048 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $4,417,000 | 3,846 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $476,154,000 | 69 |
| Privately issued residential mortgage-backed securities | $411,589,000 | 19 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $64,565,000 | 140 |
| 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 | $16,717,000 | 2,136 |
| Mortgage-backed securities | $416,006,000 | 287 |
| Certificates of participation in pools of residential mortgages | $4,417,000 | 2,899 |
| Issued or guaranteed by U.S. | $4,417,000 | 2,811 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $411,589,000 | 127 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $411,589,000 | 18 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $480,571,000 | 383 |
| Total debt securities | $480,571,000 | 424 |
| 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 | $499,346,000 | 398 |
| U.S. Government securities | $4,743,000 | 3,931 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $4,743,000 | 3,749 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $491,506,000 | 63 |
| Privately issued residential mortgage-backed securities | $426,152,000 | 18 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $65,354,000 | 125 |
| 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 | $20,599,000 | 1,905 |
| Mortgage-backed securities | $430,895,000 | 260 |
| Certificates of participation in pools of residential mortgages | $4,743,000 | 2,806 |
| Issued or guaranteed by U.S. | $4,743,000 | 2,720 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $426,152,000 | 119 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $426,152,000 | 18 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $496,249,000 | 354 |
| Total debt securities | $496,249,000 | 396 |
| 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 | $545,396,000 | 337 |
| U.S. Government securities | $5,240,000 | 3,765 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $5,240,000 | 3,622 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $538,936,000 | 54 |
| Privately issued residential mortgage-backed securities | $432,671,000 | 16 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $106,265,000 | 87 |
| 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 | $5,240,000 | 3,107 |
| Mortgage-backed securities | $437,911,000 | 239 |
| Certificates of participation in pools of residential mortgages | $5,240,000 | 2,659 |
| Issued or guaranteed by U.S. | $5,240,000 | 2,586 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $432,671,000 | 116 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $432,671,000 | 16 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $544,176,000 | 306 |
| Total debt securities | $544,176,000 | 334 |
| 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 | $558,050,000 | 315 |
| U.S. Government securities | $5,651,000 | 3,731 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $5,651,000 | 3,576 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $551,569,000 | 50 |
| Privately issued residential mortgage-backed securities | $438,520,000 | 17 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $113,049,000 | 78 |
| 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 | $5,652,000 | 3,075 |
| Mortgage-backed securities | $444,171,000 | 226 |
| Certificates of participation in pools of residential mortgages | $5,651,000 | 2,573 |
| Issued or guaranteed by U.S. | $5,651,000 | 2,494 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $438,520,000 | 113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $438,520,000 | 16 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $557,220,000 | 282 |
| Total debt securities | $557,220,000 | 313 |
| 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 | $537,157,000 | 318 |
| U.S. Government securities | $6,129,000 | 3,689 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $6,129,000 | 3,527 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $529,634,000 | 50 |
| Privately issued residential mortgage-backed securities | $422,820,000 | 18 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $106,807,000 | 78 |
| 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 | $6,129,000 | 3,040 |
| Mortgage-backed securities | $428,956,000 | 229 |
| Certificates of participation in pools of residential mortgages | $6,129,000 | 2,496 |
| Issued or guaranteed by U.S. | $6,129,000 | 2,421 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $422,820,000 | 116 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $422,820,000 | 16 |
| Commercial mortgage-backed securities | $7,000 | 1,916 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $7,000 | 1,276 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $535,763,000 | 285 |
| Total debt securities | $535,763,000 | 316 |
| 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 | $178,943,000 | 768 |
| U.S. Government securities | $6,499,000 | 3,695 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $6,499,000 | 3,525 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $172,444,000 | 125 |
| Privately issued residential mortgage-backed securities | $169,259,000 | 31 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $3,178,000 | 765 |
| 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 | $9,676,000 | 2,591 |
| Mortgage-backed securities | $175,765,000 | 440 |
| Certificates of participation in pools of residential mortgages | $6,499,000 | 2,455 |
| Issued or guaranteed by U.S. | $6,499,000 | 2,373 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $169,259,000 | 192 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $169,259,000 | 24 |
| Commercial mortgage-backed securities | $7,000 | 1,893 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $7,000 | 1,252 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $178,943,000 | 706 |
| Total debt securities | $178,943,000 | 758 |
| 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 | $208,515,000 | 661 |
| U.S. Government securities | $6,947,000 | 3,730 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $6,947,000 | 3,574 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $201,568,000 | 101 |
| Privately issued residential mortgage-backed securities | $198,037,000 | 26 |
| Commercial mortgage-backed securities - Total | $47,000 | 177 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $3,484,000 | 719 |
| 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 | $10,431,000 | 2,556 |
| Mortgage-backed securities | $205,031,000 | 382 |
| Certificates of participation in pools of residential mortgages | $6,947,000 | 2,322 |
| Issued or guaranteed by U.S. | $6,947,000 | 2,262 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $198,037,000 | 175 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $198,037,000 | 22 |
| Commercial mortgage-backed securities | $47,000 | 1,861 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $47,000 | 1,218 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $208,515,000 | 592 |
| Total debt securities | $208,515,000 | 653 |
| 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 | $215,141,000 | 635 |
| U.S. Government securities | $7,528,000 | 3,726 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $7,528,000 | 3,559 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $207,613,000 | 101 |
| Privately issued residential mortgage-backed securities | $203,857,000 | 25 |
| Commercial mortgage-backed securities - Total | $221,000 | 173 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $3,535,000 | 724 |
| 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 | $11,063,000 | 2,522 |
| Mortgage-backed securities | $211,606,000 | 364 |
| Certificates of participation in pools of residential mortgages | $7,528,000 | 2,225 |
| Issued or guaranteed by U.S. | $7,528,000 | 2,160 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $203,857,000 | 171 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $203,857,000 | 22 |
| Commercial mortgage-backed securities | $221,000 | 1,794 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $221,000 | 1,161 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $215,141,000 | 564 |
| Total debt securities | $215,140,000 | 626 |
| 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 | $218,573,000 | 640 |
| U.S. Government securities | $8,098,000 | 3,733 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $8,098,000 | 3,563 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $210,475,000 | 97 |
| Privately issued residential mortgage-backed securities | $206,776,000 | 22 |
| Commercial mortgage-backed securities - Total | $237,000 | 169 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $3,462,000 | 730 |
| 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 | $11,560,000 | 2,543 |
| Mortgage-backed securities | $215,111,000 | 356 |
| Certificates of participation in pools of residential mortgages | $8,098,000 | 2,162 |
| Issued or guaranteed by U.S. | $8,098,000 | 2,116 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $206,776,000 | 172 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $206,776,000 | 20 |
| Commercial mortgage-backed securities | $237,000 | 1,768 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $237,000 | 1,138 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $218,573,000 | 560 |
| Total debt securities | $218,573,000 | 629 |
| 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 | $224,742,000 | 628 |
| U.S. Government securities | $8,597,000 | 3,716 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $8,597,000 | 3,547 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $216,145,000 | 92 |
| Privately issued residential mortgage-backed securities | $209,187,000 | 22 |
| Commercial mortgage-backed securities - Total | $252,000 | 166 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $6,706,000 | 529 |
| 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 | $15,304,000 | 2,250 |
| Mortgage-backed securities | $218,036,000 | 349 |
| Certificates of participation in pools of residential mortgages | $8,597,000 | 2,129 |
| Issued or guaranteed by U.S. | $8,597,000 | 2,082 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $209,187,000 | 169 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $209,187,000 | 20 |
| Commercial mortgage-backed securities | $252,000 | 1,700 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $252,000 | 1,050 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $224,742,000 | 548 |
| Total debt securities | $224,741,000 | 618 |
| 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 | $227,722,000 | 619 |
| U.S. Government securities | $9,073,000 | 3,683 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $9,073,000 | 3,522 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $218,649,000 | 87 |
| Privately issued residential mortgage-backed securities | $211,638,000 | 22 |
| Commercial mortgage-backed securities - Total | $266,000 | 154 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $6,745,000 | 520 |
| 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 | $15,818,000 | 2,216 |
| Mortgage-backed securities | $220,977,000 | 344 |
| Certificates of participation in pools of residential mortgages | $9,073,000 | 2,092 |
| Issued or guaranteed by U.S. | $9,073,000 | 2,059 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $211,638,000 | 169 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $211,638,000 | 20 |
| Commercial mortgage-backed securities | $266,000 | 1,661 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $266,000 | 1,004 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $227,722,000 | 542 |
| Total debt securities | $227,722,000 | 611 |
| 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 | $235,728,000 | 598 |
| U.S. Government securities | $9,616,000 | 3,665 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $9,616,000 | 3,519 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $226,112,000 | 87 |
| Privately issued residential mortgage-backed securities | $219,012,000 | 23 |
| Commercial mortgage-backed securities - Total | $283,000 | 143 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $6,817,000 | 510 |
| 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 | $16,433,000 | 2,175 |
| Mortgage-backed securities | $228,911,000 | 334 |
| Certificates of participation in pools of residential mortgages | $9,616,000 | 2,060 |
| Issued or guaranteed by U.S. | $9,616,000 | 2,047 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $219,012,000 | 162 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $219,012,000 | 20 |
| Commercial mortgage-backed securities | $283,000 | 1,649 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $283,000 | 999 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $235,728,000 | 523 |
| Total debt securities | $235,728,000 | 586 |
| 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 | $242,172,000 | 585 |
| U.S. Government securities | $10,277,000 | 3,600 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $10,277,000 | 3,453 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $231,895,000 | 86 |
| Privately issued residential mortgage-backed securities | $224,647,000 | 26 |
| Commercial mortgage-backed securities - Total | $311,000 | 135 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $6,937,000 | 516 |
| 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 | $17,213,000 | 2,160 |
| Mortgage-backed securities | $235,235,000 | 324 |
| Certificates of participation in pools of residential mortgages | $10,277,000 | 2,046 |
| Issued or guaranteed by U.S. | $10,277,000 | 1,956 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $224,647,000 | 161 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $224,647,000 | 22 |
| Commercial mortgage-backed securities | $311,000 | 1,608 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $311,000 | 987 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $242,172,000 | 516 |
| Total debt securities | $242,172,000 | 578 |
| 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 | $250,391,000 | 574 |
| U.S. Government securities | $10,972,000 | 3,597 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $10,972,000 | 3,454 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $239,419,000 | 87 |
| Privately issued residential mortgage-backed securities | $230,246,000 | 26 |
| Commercial mortgage-backed securities - Total | $340,000 | 136 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $8,833,000 | 463 |
| 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 | $19,805,000 | 2,005 |
| Mortgage-backed securities | $241,558,000 | 322 |
| Certificates of participation in pools of residential mortgages | $10,972,000 | 2,011 |
| Issued or guaranteed by U.S. | $10,972,000 | 2,009 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $230,246,000 | 156 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $230,246,000 | 23 |
| Commercial mortgage-backed securities | $340,000 | 1,423 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $340,000 | 964 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $250,391,000 | 505 |
| Total debt securities | $250,393,000 | 565 |
| 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 | $255,540,000 | 570 |
| U.S. Government securities | $11,992,000 | 3,490 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $11,992,000 | 3,353 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $243,548,000 | 75 |
| Privately issued residential mortgage-backed securities | $233,821,000 | 26 |
| Commercial mortgage-backed securities - Total | $370,000 | 132 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $9,357,000 | 440 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $21,104,000 | 1,941 |
| Mortgage-backed securities | $246,183,000 | 313 |
| Certificates of participation in pools of residential mortgages | $11,992,000 | 1,946 |
| Issued or guaranteed by U.S. | $11,992,000 | 1,945 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $233,821,000 | 146 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $233,821,000 | 23 |
| Commercial mortgage-backed securities | $370,000 | 1,410 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $370,000 | 933 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $255,540,000 | 506 |
| Total debt securities | $255,539,000 | 560 |
| 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 | $258,722,000 | 567 |
| U.S. Government securities | $12,923,000 | 3,440 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $12,923,000 | 3,310 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $245,799,000 | 77 |
| Privately issued residential mortgage-backed securities | $236,002,000 | 25 |
| Commercial mortgage-backed securities - Total | $398,000 | 130 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $9,399,000 | 450 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $22,076,000 | 1,942 |
| Mortgage-backed securities | $249,323,000 | 308 |
| Certificates of participation in pools of residential mortgages | $12,923,000 | 1,902 |
| Issued or guaranteed by U.S. | $12,923,000 | 1,901 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $236,002,000 | 143 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $236,002,000 | 22 |
| Commercial mortgage-backed securities | $398,000 | 1,395 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $398,000 | 915 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $258,722,000 | 495 |
| Total debt securities | $258,722,000 | 558 |
| 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 | $256,845,000 | 571 |
| U.S. Government securities | $13,871,000 | 3,384 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $13,871,000 | 3,260 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $242,974,000 | 80 |
| Privately issued residential mortgage-backed securities | $233,140,000 | 25 |
| Commercial mortgage-backed securities - Total | $432,000 | 125 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $9,402,000 | 462 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $23,014,000 | 1,906 |
| Mortgage-backed securities | $247,443,000 | 319 |
| Certificates of participation in pools of residential mortgages | $13,871,000 | 1,863 |
| Issued or guaranteed by U.S. | $13,871,000 | 1,861 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $233,140,000 | 148 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $233,140,000 | 22 |
| Commercial mortgage-backed securities | $432,000 | 1,353 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $432,000 | 874 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $256,845,000 | 498 |
| Total debt securities | $256,845,000 | 562 |
| 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 | $261,602,000 | 577 |
| U.S. Government securities | $14,758,000 | 3,346 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $14,758,000 | 3,224 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $246,844,000 | 82 |
| Privately issued residential mortgage-backed securities | $234,791,000 | 24 |
| Commercial mortgage-backed securities - Total | $457,000 | 133 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $11,596,000 | 399 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $26,096,000 | 1,760 |
| Mortgage-backed securities | $250,006,000 | 314 |
| Certificates of participation in pools of residential mortgages | $14,758,000 | 1,834 |
| Issued or guaranteed by U.S. | $14,758,000 | 1,834 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $234,791,000 | 150 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $234,791,000 | 21 |
| Commercial mortgage-backed securities | $457,000 | 1,320 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $457,000 | 864 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $261,602,000 | 499 |
| Total debt securities | $261,602,000 | 569 |
| 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 | $265,181,000 | 574 |
| U.S. Government securities | $16,142,000 | 3,201 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $16,142,000 | 3,080 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $249,039,000 | 80 |
| Privately issued residential mortgage-backed securities | $236,141,000 | 26 |
| Commercial mortgage-backed securities - Total | $478,000 | 126 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $12,420,000 | 369 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $27,648,000 | 1,681 |
| Mortgage-backed securities | $252,761,000 | 307 |
| Certificates of participation in pools of residential mortgages | $16,142,000 | 1,767 |
| Issued or guaranteed by U.S. | $16,142,000 | 1,766 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $236,141,000 | 146 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $236,141,000 | 23 |
| Commercial mortgage-backed securities | $478,000 | 1,264 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $478,000 | 819 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $265,181,000 | 494 |
| Total debt securities | $265,181,000 | 564 |
| 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 | $59,098,000 | 2,109 |
| U.S. Government securities | $17,274,000 | 3,098 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $17,274,000 | 2,993 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $41,824,000 | 247 |
| Privately issued residential mortgage-backed securities | $28,821,000 | 79 |
| Commercial mortgage-backed securities - Total | $509,000 | 115 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $12,494,000 | 370 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $28,845,000 | 1,644 |
| Mortgage-backed securities | $46,604,000 | 1,180 |
| Certificates of participation in pools of residential mortgages | $17,274,000 | 1,694 |
| Issued or guaranteed by U.S. | $17,274,000 | 1,694 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $28,821,000 | 596 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $28,821,000 | 76 |
| Commercial mortgage-backed securities | $509,000 | 1,186 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $509,000 | 775 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $59,098,000 | 1,933 |
| Total debt securities | $44,139,000 | 2,567 |
| 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 | $65,399,000 | 1,981 |
| U.S. Government securities | $18,344,000 | 3,093 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $18,344,000 | 2,981 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $47,055,000 | 229 |
| Privately issued residential mortgage-backed securities | $31,931,000 | 80 |
| Commercial mortgage-backed securities - Total | $2,657,000 | 94 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $12,467,000 | 380 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $29,656,000 | 1,654 |
| Mortgage-backed securities | $52,932,000 | 1,086 |
| Certificates of participation in pools of residential mortgages | $18,344,000 | 1,635 |
| Issued or guaranteed by U.S. | $18,344,000 | 1,631 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $31,931,000 | 572 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $31,931,000 | 75 |
| Commercial mortgage-backed securities | $2,657,000 | 748 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $2,657,000 | 510 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $65,399,000 | 1,791 |
| Total debt securities | $51,032,000 | 2,344 |
| Structured notes |
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank |
| Total securities | $71,020,000 | 1,885 |
| U.S. Government securities | $19,277,000 | 3,088 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $19,277,000 | 2,979 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $51,743,000 | 214 |
| Privately issued residential mortgage-backed securities | $34,447,000 | 72 |
| Commercial mortgage-backed securities - Total | $2,742,000 | 95 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $14,554,000 | 345 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $32,670,000 | 1,551 |
| Mortgage-backed securities | $56,466,000 | 1,036 |
| Certificates of participation in pools of residential mortgages | $19,277,000 | 1,598 |
| Issued or guaranteed by U.S. | $19,277,000 | 1,597 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $34,447,000 | 560 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $34,447,000 | 70 |
| Commercial mortgage-backed securities | $2,742,000 | 726 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $2,742,000 | 480 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $71,020,000 | 1,701 |
| Total debt securities | $57,091,000 | 2,177 |
| Structured notes |
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank |
| Total securities | $75,611,000 | 1,804 |
| U.S. Government securities | $20,045,000 | 3,073 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $20,045,000 | 2,959 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $55,566,000 | 200 |
| Privately issued residential mortgage-backed securities | $36,389,000 | 68 |
| Commercial mortgage-backed securities - Total | $4,003,000 | 78 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $15,174,000 | 325 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $33,729,000 | 1,509 |
| Mortgage-backed securities | $60,437,000 | 974 |
| Certificates of participation in pools of residential mortgages | $20,045,000 | 1,565 |
| Issued or guaranteed by U.S. | $20,045,000 | 1,564 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $36,389,000 | 552 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $36,389,000 | 65 |
| Commercial mortgage-backed securities | $4,003,000 | 588 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $4,003,000 | 383 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $75,611,000 | 1,629 |
| Total debt securities | $61,620,000 | 2,099 |
| Structured notes |
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank |
| Total securities | $81,036,000 | 1,707 |
| U.S. Government securities | $21,197,000 | 3,043 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $21,197,000 | 2,946 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $59,839,000 | 188 |
| Privately issued residential mortgage-backed securities | $40,022,000 | 67 |
| Commercial mortgage-backed securities - Total | $4,420,000 | 81 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $15,397,000 | 319 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $35,104,000 | 1,463 |
| Mortgage-backed securities | $65,639,000 | 895 |
| Certificates of participation in pools of residential mortgages | $21,197,000 | 1,522 |
| Issued or guaranteed by U.S. | $21,197,000 | 1,522 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $40,022,000 | 521 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $40,022,000 | 65 |
| Commercial mortgage-backed securities | $4,420,000 | 548 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $4,420,000 | 341 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $81,036,000 | 1,524 |
| Total debt securities | $67,085,000 | 1,980 |
| Structured notes |
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank |
| Total securities | $85,534,000 | 1,646 |
| U.S. Government securities | $22,599,000 | 3,028 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $22,599,000 | 2,939 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $62,935,000 | 183 |
| Privately issued residential mortgage-backed securities | $42,279,000 | 62 |
| Commercial mortgage-backed securities - Total | $4,825,000 | 70 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $15,831,000 | 315 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $35,772,000 | 1,460 |
| Mortgage-backed securities | $69,703,000 | 869 |
| Certificates of participation in pools of residential mortgages | $22,599,000 | 1,500 |
| Issued or guaranteed by U.S. | $22,599,000 | 1,500 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $42,279,000 | 512 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $42,279,000 | 60 |
| Commercial mortgage-backed securities | $4,825,000 | 509 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $4,825,000 | 319 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $85,534,000 | 1,468 |
| Total debt securities | $71,623,000 | 1,909 |
| Structured notes |
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank |
| Total securities | $94,834,000 | 1,514 |
| U.S. Government securities | $23,591,000 | 2,998 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $23,591,000 | 2,911 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $71,243,000 | 168 |
| Privately issued residential mortgage-backed securities | $43,954,000 | 61 |
| Commercial mortgage-backed securities - Total | $5,225,000 | 68 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $22,064,000 | 244 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $19,444,000 | 2,263 |
| Mortgage-backed securities | $72,770,000 | 854 |
| Certificates of participation in pools of residential mortgages | $23,591,000 | 1,472 |
| Issued or guaranteed by U.S. | $23,591,000 | 1,472 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $43,954,000 | 506 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $43,954,000 | 58 |
| Commercial mortgage-backed securities | $5,225,000 | 470 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $5,225,000 | 290 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $94,834,000 | 1,349 |
| Total debt securities | $80,982,000 | 1,723 |
| Structured notes |
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank |
| Total securities | $98,567,000 | 1,456 |
| U.S. Government securities | $24,858,000 | 2,959 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $24,858,000 | 2,864 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $73,709,000 | 171 |
| Privately issued residential mortgage-backed securities | $44,143,000 | 63 |
| Commercial mortgage-backed securities - Total | $6,564,000 | 64 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $23,002,000 | 233 |
| 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 | $19,487,000 | 2,275 |
| Mortgage-backed securities | $75,565,000 | 841 |
| Certificates of participation in pools of residential mortgages | $24,858,000 | 1,432 |
| Issued or guaranteed by U.S. | $24,858,000 | 1,430 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $44,143,000 | 504 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $44,143,000 | 59 |
| Commercial mortgage-backed securities | $6,564,000 | 410 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $6,564,000 | 236 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $98,567,000 | 1,287 |
| Total debt securities | $98,567,000 | 1,442 |
| 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 | $103,254,000 | 1,417 |
| U.S. Government securities | $26,388,000 | 2,918 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $26,388,000 | 2,820 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $76,866,000 | 157 |
| Privately issued residential mortgage-backed securities | $45,433,000 | 60 |
| Commercial mortgage-backed securities - Total | $6,966,000 | 65 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $24,467,000 | 225 |
| 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 | $20,054,000 | 2,239 |
| Mortgage-backed securities | $78,787,000 | 827 |
| Certificates of participation in pools of residential mortgages | $26,388,000 | 1,394 |
| Issued or guaranteed by U.S. | $26,388,000 | 1,394 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $45,433,000 | 512 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $45,433,000 | 58 |
| Commercial mortgage-backed securities | $6,966,000 | 383 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $6,966,000 | 216 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $103,254,000 | 1,247 |
| Total debt securities | $103,254,000 | 1,398 |
| 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 | $108,612,000 | 1,367 |
| U.S. Government securities | $27,963,000 | 2,869 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $27,963,000 | 2,780 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $80,649,000 | 155 |
| Privately issued residential mortgage-backed securities | $48,215,000 | 60 |
| Commercial mortgage-backed securities - Total | $7,118,000 | 69 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $25,316,000 | 232 |
| 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 | $20,044,000 | 2,252 |
| Mortgage-backed securities | $83,296,000 | 808 |
| Certificates of participation in pools of residential mortgages | $27,963,000 | 1,369 |
| Issued or guaranteed by U.S. | $27,963,000 | 1,369 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $48,215,000 | 499 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $48,215,000 | 58 |
| Commercial mortgage-backed securities | $7,118,000 | 374 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $7,118,000 | 211 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $108,612,000 | 1,202 |
| Total debt securities | $108,612,000 | 1,350 |
| 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 | $114,691,000 | 1,304 |
| U.S. Government securities | $29,222,000 | 2,803 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $29,222,000 | 2,725 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $85,469,000 | 151 |
| Privately issued residential mortgage-backed securities | $50,741,000 | 54 |
| Commercial mortgage-backed securities - Total | $7,139,000 | 65 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $27,589,000 | 229 |
| 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 | $21,607,000 | 2,142 |
| Mortgage-backed securities | $87,102,000 | 779 |
| Certificates of participation in pools of residential mortgages | $29,222,000 | 1,340 |
| Issued or guaranteed by U.S. | $29,222,000 | 1,340 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $50,741,000 | 476 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $50,741,000 | 52 |
| Commercial mortgage-backed securities | $7,139,000 | 354 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $7,139,000 | 200 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $114,691,000 | 1,145 |
| Total debt securities | $114,691,000 | 1,285 |
| 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 | $117,960,000 | 1,269 |
| U.S. Government securities | $30,705,000 | 2,704 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $30,705,000 | 2,633 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $87,255,000 | 149 |
| Privately issued residential mortgage-backed securities | $51,969,000 | 54 |
| Commercial mortgage-backed securities - Total | $7,193,000 | 65 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $28,093,000 | 225 |
| 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 | $21,688,000 | 2,126 |
| Mortgage-backed securities | $89,867,000 | 747 |
| Certificates of participation in pools of residential mortgages | $30,705,000 | 1,293 |
| Issued or guaranteed by U.S. | $30,705,000 | 1,293 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $51,969,000 | 469 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $51,969,000 | 52 |
| Commercial mortgage-backed securities | $7,193,000 | 335 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $7,193,000 | 192 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $117,960,000 | 1,119 |
| Total debt securities | $117,960,000 | 1,254 |
| 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 | $123,100,000 | 1,234 |
| U.S. Government securities | $32,809,000 | 2,607 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $32,809,000 | 2,541 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $90,291,000 | 157 |
| Privately issued residential mortgage-backed securities | $54,370,000 | 56 |
| Commercial mortgage-backed securities - Total | $7,241,000 | 69 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $28,680,000 | 220 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $44,074,000 | 1,268 |
| Mortgage-backed securities | $94,420,000 | 710 |
| Certificates of participation in pools of residential mortgages | $32,809,000 | 1,219 |
| Issued or guaranteed by U.S. | $32,809,000 | 1,218 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $54,370,000 | 462 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $54,370,000 | 53 |
| Commercial mortgage-backed securities | $7,241,000 | 330 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $7,241,000 | 191 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $123,100,000 | 1,090 |
| Total debt securities | $123,100,000 | 1,218 |
| 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 | $130,560,000 | 1,170 |
| U.S. Government securities | $36,047,000 | 2,441 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $36,047,000 | 2,375 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $94,513,000 | 156 |
| Privately issued residential mortgage-backed securities | $58,380,000 | 55 |
| Commercial mortgage-backed securities - Total | $7,085,000 | 67 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $29,048,000 | 221 |
| 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 | $53,112,000 | 1,071 |
| Mortgage-backed securities | $101,512,000 | 689 |
| Certificates of participation in pools of residential mortgages | $36,043,000 | 1,124 |
| Issued or guaranteed by U.S. | $36,043,000 | 1,124 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $58,384,000 | 442 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,516 |
| Privately issued | $58,380,000 | 52 |
| Commercial mortgage-backed securities | $7,085,000 | 311 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $7,085,000 | 167 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $130,560,000 | 1,045 |
| Total debt securities | $130,560,000 | 1,158 |
| 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 | $139,188,000 | 1,121 |
| U.S. Government securities | $39,882,000 | 2,284 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $39,882,000 | 2,217 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $99,306,000 | 147 |
| Privately issued residential mortgage-backed securities | $61,211,000 | 55 |
| Commercial mortgage-backed securities - Total | $7,181,000 | 71 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $30,914,000 | 209 |
| 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 | $54,013,000 | 1,060 |
| Mortgage-backed securities | $108,274,000 | 674 |
| Certificates of participation in pools of residential mortgages | $39,868,000 | 1,056 |
| Issued or guaranteed by U.S. | $39,868,000 | 1,056 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $61,225,000 | 438 |
| CMOs issued by government agencies or sponsored agencies | $14,000 | 3,513 |
| Privately issued | $61,211,000 | 52 |
| Commercial mortgage-backed securities | $7,181,000 | 270 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $7,181,000 | 141 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $139,188,000 | 1,002 |
| Total debt securities | $139,188,000 | 1,110 |
| 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 | $146,929,000 | 1,031 |
| U.S. Government securities | $43,427,000 | 2,093 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $43,427,000 | 2,033 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $103,502,000 | 139 |
| Privately issued residential mortgage-backed securities | $63,484,000 | 58 |
| Commercial mortgage-backed securities - Total | $9,007,000 | 63 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $31,011,000 | 205 |
| 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 | $57,604,000 | 992 |
| Mortgage-backed securities | $115,918,000 | 618 |
| Certificates of participation in pools of residential mortgages | $43,400,000 | 965 |
| Issued or guaranteed by U.S. | $43,400,000 | 963 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $63,511,000 | 433 |
| CMOs issued by government agencies or sponsored agencies | $27,000 | 3,528 |
| Privately issued | $63,484,000 | 54 |
| Commercial mortgage-backed securities | $9,007,000 | 214 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $9,007,000 | 114 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $146,929,000 | 922 |
| Total debt securities | $146,929,000 | 1,019 |
| 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 | $153,956,000 | 1,008 |
| U.S. Government securities | $46,457,000 | 2,025 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $46,457,000 | 1,978 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $107,499,000 | 136 |
| Privately issued residential mortgage-backed securities | $66,153,000 | 60 |
| Commercial mortgage-backed securities - Total | $9,353,000 | 65 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $31,993,000 | 213 |
| 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 | $62,521,000 | 922 |
| Mortgage-backed securities | $121,963,000 | 632 |
| Certificates of participation in pools of residential mortgages | $46,420,000 | 966 |
| Issued or guaranteed by U.S. | $46,420,000 | 965 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $66,190,000 | 444 |
| CMOs issued by government agencies or sponsored agencies | $37,000 | 3,579 |
| Privately issued | $66,153,000 | 57 |
| Commercial mortgage-backed securities | $9,353,000 | 195 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $9,353,000 | 112 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $153,956,000 | 897 |
| Total debt securities | $153,956,000 | 997 |
| 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 | $158,199,000 | 982 |
| U.S. Government securities | $49,747,000 | 1,927 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $49,747,000 | 1,873 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $108,452,000 | 141 |
| Privately issued residential mortgage-backed securities | $67,523,000 | 64 |
| Commercial mortgage-backed securities - Total | $9,317,000 | 65 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $31,612,000 | 212 |
| 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 | $37,314,000 | 1,426 |
| Mortgage-backed securities | $126,587,000 | 617 |
| Certificates of participation in pools of residential mortgages | $49,684,000 | 922 |
| Issued or guaranteed by U.S. | $49,684,000 | 922 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $67,586,000 | 446 |
| CMOs issued by government agencies or sponsored agencies | $63,000 | 3,546 |
| Privately issued | $67,523,000 | 62 |
| Commercial mortgage-backed securities | $9,317,000 | 186 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $9,317,000 | 106 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $158,199,000 | 871 |
| Total debt securities | $158,199,000 | 970 |
| 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 | $167,170,000 | 923 |
| U.S. Government securities | $53,201,000 | 1,867 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $53,201,000 | 1,824 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $113,969,000 | 140 |
| Privately issued residential mortgage-backed securities | $71,707,000 | 64 |
| Commercial mortgage-backed securities - Total | $9,699,000 | 64 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $32,563,000 | 200 |
| 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 | $105,890,000 | 607 |
| Mortgage-backed securities | $134,607,000 | 598 |
| Certificates of participation in pools of residential mortgages | $53,126,000 | 868 |
| Issued or guaranteed by U.S. | $53,126,000 | 867 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $71,782,000 | 452 |
| CMOs issued by government agencies or sponsored agencies | $75,000 | 3,551 |
| Privately issued | $71,707,000 | 62 |
| Commercial mortgage-backed securities | $9,699,000 | 160 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $9,699,000 | 95 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $167,170,000 | 818 |
| Total debt securities | $167,170,000 | 911 |
| 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 | $274,081,000 | 555 |
| U.S. Government securities | $56,038,000 | 1,727 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $56,038,000 | 1,684 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $118,293,000 | 145 |
| Privately issued residential mortgage-backed securities | $76,211,000 | 82 |
| Commercial mortgage-backed securities - Total | $10,128,000 | 51 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $31,954,000 | 179 |
| Foreign debt securities | $99,750,000 | 26 |
| 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 | $67,409,000 | 822 |
| Mortgage-backed securities | $142,377,000 | 554 |
| Certificates of participation in pools of residential mortgages | $55,936,000 | 797 |
| Issued or guaranteed by U.S. | $55,936,000 | 794 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $76,313,000 | 437 |
| CMOs issued by government agencies or sponsored agencies | $102,000 | 3,395 |
| Privately issued | $76,211,000 | 81 |
| Commercial mortgage-backed securities | $10,128,000 | 118 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $10,128,000 | 74 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $274,081,000 | 496 |
| Total debt securities | $274,081,000 | 546 |
| 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 | $268,004,000 | 557 |
| U.S. Government securities | $42,753,000 | 2,076 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $42,753,000 | 2,018 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $124,451,000 | 144 |
| Privately issued residential mortgage-backed securities | $82,511,000 | 84 |
| Commercial mortgage-backed securities - Total | $10,260,000 | 46 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $31,680,000 | 181 |
| Foreign debt securities | $100,800,000 | 27 |
| 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 | $52,713,000 | 993 |
| Mortgage-backed securities | $135,524,000 | 573 |
| Certificates of participation in pools of residential mortgages | $120,543,000 | 379 |
| Issued or guaranteed by U.S. | $42,627,000 | 960 |
| Privately issued | $77,916,000 | 11 |
| Collaterized mortgage obligations | $4,721,000 | 2,130 |
| CMOs issued by government agencies or sponsored agencies | $126,000 | 3,369 |
| Privately issued | $4,595,000 | 434 |
| Commercial mortgage-backed securities | $10,260,000 | 106 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $10,260,000 | 65 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $268,004,000 | 498 |
| Total debt securities | $268,004,000 | 545 |
| 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 | $279,665,000 | 533 |
| U.S. Government securities | $44,615,000 | 2,026 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $44,615,000 | 1,964 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $134,300,000 | 138 |
| Privately issued residential mortgage-backed securities | $89,940,000 | 86 |
| Commercial mortgage-backed securities - Total | $10,725,000 | 37 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $33,635,000 | 156 |
| Foreign debt securities | $100,750,000 | 26 |
| 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 | $38,063,000 | 1,336 |
| Mortgage-backed securities | $145,280,000 | 526 |
| Certificates of participation in pools of residential mortgages | $129,828,000 | 342 |
| Issued or guaranteed by U.S. | $44,474,000 | 899 |
| Privately issued | $85,354,000 | 15 |
| Collaterized mortgage obligations | $4,727,000 | 2,096 |
| CMOs issued by government agencies or sponsored agencies | $141,000 | 3,338 |
| Privately issued | $4,586,000 | 443 |
| Commercial mortgage-backed securities | $10,725,000 | 91 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $10,725,000 | 53 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $279,665,000 | 482 |
| Total debt securities | $279,665,000 | 524 |
| 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 | $85,910,000 | 1,596 |
| U.S. Government securities | $51,799,000 | 1,810 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $51,799,000 | 1,758 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $34,111,000 | 317 |
| 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 | $34,111,000 | 153 |
| 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 | $53,451,000 | 987 |
| Mortgage-backed securities | $51,799,000 | 1,196 |
| Certificates of participation in pools of residential mortgages | $45,947,000 | 844 |
| Issued or guaranteed by U.S. | $45,947,000 | 839 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $149,000 | 3,580 |
| CMOs issued by government agencies or sponsored agencies | $149,000 | 3,291 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $5,703,000 | 118 |
| Commercial mortgage pass-through securities | $5,703,000 | 63 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $5,703,000 | 1,353 |
| Available-for-sale securities (fair market value) | $80,207,000 | 1,535 |
| Total debt securities | $85,910,000 | 1,577 |
| 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 | $89,097,000 | 1,498 |
| U.S. Government securities | $48,446,000 | 1,814 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $48,446,000 | 1,753 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $40,651,000 | 299 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $5,672,000 | 101 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $34,979,000 | 153 |
| 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 | $17,678,000 | 2,311 |
| Mortgage-backed securities | $54,118,000 | 1,111 |
| Certificates of participation in pools of residential mortgages | $48,203,000 | 774 |
| Issued or guaranteed by U.S. | $48,203,000 | 769 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $243,000 | 3,489 |
| CMOs issued by government agencies or sponsored agencies | $243,000 | 3,190 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $5,672,000 | 101 |
| Commercial mortgage pass-through securities | $5,672,000 | 55 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $5,672,000 | 1,347 |
| Available-for-sale securities (fair market value) | $83,425,000 | 1,414 |
| Total debt securities | $89,097,000 | 1,476 |
| 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 | $93,495,000 | 1,411 |
| U.S. Government securities | $52,998,000 | 1,653 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $52,998,000 | 1,590 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $40,497,000 | 305 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $5,582,000 | 87 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $34,915,000 | 156 |
| 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 | $19,515,000 | 2,159 |
| Mortgage-backed securities | $58,580,000 | 1,005 |
| Certificates of participation in pools of residential mortgages | $52,541,000 | 697 |
| Issued or guaranteed by U.S. | $52,541,000 | 693 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $457,000 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $457,000 | 3,014 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $5,582,000 | 87 |
| Commercial mortgage pass-through securities | $5,582,000 | 48 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $5,582,000 | 1,397 |
| Available-for-sale securities (fair market value) | $87,913,000 | 1,323 |
| Total debt securities | $93,495,000 | 1,390 |
| 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 | $96,774,000 | 1,358 |
| U.S. Government securities | $57,181,000 | 1,568 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $57,181,000 | 1,513 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $39,593,000 | 306 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $5,582,000 | 86 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $34,011,000 | 152 |
| 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 | $21,201,000 | 2,079 |
| Mortgage-backed securities | $62,763,000 | 941 |
| Certificates of participation in pools of residential mortgages | $56,483,000 | 657 |
| Issued or guaranteed by U.S. | $56,483,000 | 651 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $698,000 | 3,082 |
| CMOs issued by government agencies or sponsored agencies | $698,000 | 2,767 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $5,582,000 | 86 |
| Commercial mortgage pass-through securities | $5,582,000 | 43 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $5,582,000 | 1,442 |
| Available-for-sale securities (fair market value) | $91,192,000 | 1,284 |
| Total debt securities | $96,774,000 | 1,338 |
| 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 | $102,465,000 | 1,281 |
| U.S. Government securities | $59,715,000 | 1,524 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $59,715,000 | 1,470 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $42,750,000 | 306 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $5,582,000 | 91 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $37,168,000 | 144 |
| 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 | $32,575,000 | 1,561 |
| Mortgage-backed securities | $65,297,000 | 934 |
| Certificates of participation in pools of residential mortgages | $58,969,000 | 650 |
| Issued or guaranteed by U.S. | $58,969,000 | 646 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $746,000 | 3,037 |
| CMOs issued by government agencies or sponsored agencies | $746,000 | 2,705 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $5,582,000 | 91 |
| Commercial mortgage pass-through securities | $5,582,000 | 47 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $5,582,000 | 1,451 |
| Available-for-sale securities (fair market value) | $96,883,000 | 1,190 |
| Total debt securities | $102,465,000 | 1,260 |
| 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 | $225,000,000 | 578 |
| U.S. Government securities | $183,778,000 | 513 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $183,778,000 | 499 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $41,222,000 | 322 |
| Privately issued residential mortgage-backed securities | $5,582,000 | 617 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $35,640,000 | 146 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $189,360,000 | 378 |
| Certificates of participation in pools of residential mortgages | $182,972,000 | 245 |
| Issued or guaranteed by U.S. | $182,972,000 | 243 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $6,388,000 | 1,679 |
| CMOs issued by government agencies or sponsored agencies | $806,000 | 2,660 |
| Privately issued | $5,582,000 | 593 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,582,000 | 1,464 |
| Available-for-sale securities (fair market value) | $219,418,000 | 515 |
| Total debt securities | $225,000,000 | 571 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank |
| Total securities | $94,095,000 | 1,369 |
| U.S. Government securities | $42,590,000 | 1,987 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $42,590,000 | 1,931 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $51,505,000 | 297 |
| Privately issued residential mortgage-backed securities | $15,625,000 | 402 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $35,880,000 | 147 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $58,215,000 | 1,061 |
| Certificates of participation in pools of residential mortgages | $42,590,000 | 943 |
| Issued or guaranteed by U.S. | $42,590,000 | 936 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $15,625,000 | 1,075 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $15,625,000 | 385 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,625,000 | 869 |
| Available-for-sale securities (fair market value) | $78,470,000 | 1,414 |
| Total debt securities | $94,095,000 | 1,344 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank |
| Total securities | $93,839,000 | 1,343 |
| U.S. Government securities | $44,957,000 | 1,836 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $44,957,000 | 1,798 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $48,882,000 | 325 |
| Privately issued residential mortgage-backed securities | $15,625,000 | 403 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $33,257,000 | 166 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $60,582,000 | 1,029 |
| Certificates of participation in pools of residential mortgages | $44,957,000 | 920 |
| Issued or guaranteed by U.S. | $44,957,000 | 911 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $15,625,000 | 1,049 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $15,625,000 | 389 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,626,000 | 870 |
| Available-for-sale securities (fair market value) | $78,213,000 | 1,390 |
| Total debt securities | $93,839,000 | 1,324 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank |
| Total securities | $95,633,000 | 1,299 |
| U.S. Government securities | $47,565,000 | 1,757 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $47,565,000 | 1,716 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $48,068,000 | 313 |
| Privately issued residential mortgage-backed securities | $15,625,000 | 413 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $32,443,000 | 152 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $63,190,000 | 1,000 |
| Certificates of participation in pools of residential mortgages | $47,565,000 | 904 |
| Issued or guaranteed by U.S. | $47,565,000 | 894 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $15,625,000 | 1,049 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $15,625,000 | 395 |
| 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) | $15,625,000 | 879 |
| Available-for-sale securities (fair market value) | $80,008,000 | 1,342 |
| Total debt securities | $95,633,000 | 1,280 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank |
| Total securities | $103,559,000 | 1,174 |
| U.S. Government securities | $49,265,000 | 1,726 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $49,265,000 | 1,700 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $54,294,000 | 289 |
| Privately issued residential mortgage-backed securities | $15,625,000 | 396 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $38,669,000 | 128 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $64,890,000 | 953 |
| Certificates of participation in pools of residential mortgages | $49,265,000 | 843 |
| Issued or guaranteed by U.S. | $49,265,000 | 835 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $15,625,000 | 1,012 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $15,625,000 | 379 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,625,000 | 888 |
| Available-for-sale securities (fair market value) | $87,934,000 | 1,196 |
| Total debt securities | $103,559,000 | 1,153 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank |
| Total securities | $108,702,000 | 1,092 |
| U.S. Government securities | $49,886,000 | 1,643 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $49,886,000 | 1,619 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $58,816,000 | 284 |
| Privately issued residential mortgage-backed securities | $15,542,000 | 397 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $43,274,000 | 123 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $65,428,000 | 907 |
| Certificates of participation in pools of residential mortgages | $49,886,000 | 799 |
| Issued or guaranteed by U.S. | $49,886,000 | 789 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $15,542,000 | 975 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $15,542,000 | 381 |
| 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) | $15,543,000 | 888 |
| Available-for-sale securities (fair market value) | $93,159,000 | 1,102 |
| Total debt securities | $108,702,000 | 1,076 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank |
| Total securities | $117,936,000 | 1,035 |
| U.S. Government securities | $52,614,000 | 1,587 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $52,614,000 | 1,561 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $65,322,000 | 280 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $65,322,000 | 101 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $52,614,000 | 1,078 |
| Certificates of participation in pools of residential mortgages | $52,614,000 | 756 |
| Issued or guaranteed by U.S. | $52,614,000 | 746 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| 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) | $15,275,000 | 893 |
| Available-for-sale securities (fair market value) | $102,661,000 | 1,017 |
| Total debt securities | $117,936,000 | 1,015 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank |
| Total securities | $124,585,000 | 987 |
| U.S. Government securities | $55,987,000 | 1,477 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $55,987,000 | 1,442 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $68,598,000 | 269 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $68,598,000 | 101 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $55,987,000 | 992 |
| Certificates of participation in pools of residential mortgages | $55,987,000 | 674 |
| Issued or guaranteed by U.S. | $55,987,000 | 665 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| 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) | $15,096,000 | 892 |
| Available-for-sale securities (fair market value) | $109,489,000 | 979 |
| Total debt securities | $124,585,000 | 958 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank |
| Total securities | $118,672,000 | 1,021 |
| U.S. Government securities | $58,064,000 | 1,448 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $58,064,000 | 1,421 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $60,608,000 | 277 |
| 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 | $60,608,000 | 117 |
| 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 | $58,064,000 | 892 |
| Mortgage-backed securities | $58,064,000 | 875 |
| Certificates of participation in pools of residential mortgages | $58,064,000 | 597 |
| Issued or guaranteed by U.S. | $58,064,000 | 589 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| 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) | $118,672,000 | 885 |
| Total debt securities | $118,672,000 | 993 |
| Structured notes |
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank |
| Total securities | $122,444,000 | 968 |
| U.S. Government securities | $60,024,000 | 1,425 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $60,024,000 | 1,396 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $62,420,000 | 263 |
| 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 | $62,420,000 | 116 |
| 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 | $60,024,000 | 837 |
| Mortgage-backed securities | $60,024,000 | 802 |
| Certificates of participation in pools of residential mortgages | $60,024,000 | 546 |
| Issued or guaranteed by U.S. | $60,024,000 | 540 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| 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) | $122,444,000 | 829 |
| Total debt securities | $122,444,000 | 944 |
| Structured notes |
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank |
| Total securities | $152,870,000 | 773 |
| U.S. Government securities | $63,494,000 | 1,346 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $63,494,000 | 1,317 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $89,376,000 | 214 |
| 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 | $89,376,000 | 79 |
| 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 | $63,494,000 | 807 |
| Mortgage-backed securities | $63,494,000 | 764 |
| Certificates of participation in pools of residential mortgages | $63,494,000 | 531 |
| Issued or guaranteed by U.S. | $63,494,000 | 524 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| 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) | $152,870,000 | 647 |
| Total debt securities | $152,870,000 | 758 |
| Structured notes |
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank |
| Total securities | $262,062,000 | 481 |
| U.S. Government securities | $67,948,000 | 1,279 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $67,948,000 | 1,248 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $194,114,000 | 142 |
| 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 | $194,114,000 | 40 |
| 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 | $67,948,000 | 765 |
| Mortgage-backed securities | $67,948,000 | 727 |
| Certificates of participation in pools of residential mortgages | $67,948,000 | 504 |
| Issued or guaranteed by U.S. | $67,948,000 | 496 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| 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) | $262,062,000 | 406 |
| Total debt securities | $262,062,000 | 467 |
| Structured notes |
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank |
| Total securities | $254,581,000 | 497 |
| U.S. Government securities | $72,038,000 | 1,243 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $72,038,000 | 1,211 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $182,543,000 | 138 |
| 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 | $182,543,000 | 45 |
| 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 | $72,038,000 | 728 |
| Mortgage-backed securities | $72,038,000 | 707 |
| Certificates of participation in pools of residential mortgages | $72,038,000 | 487 |
| Issued or guaranteed by U.S. | $72,038,000 | 482 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| 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) | $254,581,000 | 424 |
| Total debt securities | $254,581,000 | 483 |
| 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 | $324,846,000 | 411 |
| U.S. Government securities | $77,784,000 | 1,175 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $77,784,000 | 1,129 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $247,062,000 | 122 |
| 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 | $247,062,000 | 34 |
| 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 | $77,784,000 | 683 |
| Mortgage-backed securities | $77,784,000 | 670 |
| Certificates of participation in pools of residential mortgages | $77,784,000 | 468 |
| Issued or guaranteed by U.S. | $77,784,000 | 460 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| 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) | $324,846,000 | 348 |
| Total debt securities | $324,846,000 | 398 |
| 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 | $335,155,000 | 410 |
| U.S. Government securities | $83,413,000 | 1,093 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $83,413,000 | 1,058 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $251,742,000 | 119 |
| 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 | $251,742,000 | 31 |
| 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 | $83,413,000 | 641 |
| Mortgage-backed securities | $83,413,000 | 630 |
| Certificates of participation in pools of residential mortgages | $83,413,000 | 450 |
| Issued or guaranteed by U.S. | $83,413,000 | 447 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| 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) | $335,155,000 | 342 |
| Total debt securities | $335,155,000 | 398 |
| 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 | $383,205,000 | 366 |
| U.S. Government securities | $91,626,000 | 1,000 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $91,626,000 | 966 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $291,579,000 | 107 |
| 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 | $291,579,000 | 28 |
| 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 | $91,626,000 | 587 |
| Mortgage-backed securities | $91,626,000 | 593 |
| Certificates of participation in pools of residential mortgages | $91,626,000 | 426 |
| Issued or guaranteed by U.S. | $91,626,000 | 422 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| 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) | $383,205,000 | 311 |
| Total debt securities | $383,205,000 | 354 |
| 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 | $414,748,000 | 351 |
| U.S. Government securities | $100,701,000 | 915 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $100,701,000 | 885 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $314,047,000 | 102 |
| 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 | $314,047,000 | 21 |
| 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 | $100,701,000 | 540 |
| Mortgage-backed securities | $100,701,000 | 561 |
| Certificates of participation in pools of residential mortgages | $100,701,000 | 407 |
| Issued or guaranteed by U.S. | $100,701,000 | 401 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| 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) | $414,748,000 | 292 |
| Total debt securities | $414,748,000 | 341 |
| 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 | $423,669,000 | 341 |
| U.S. Government securities | $113,986,000 | 805 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $113,986,000 | 777 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $309,683,000 | 102 |
| 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 | $309,683,000 | 21 |
| 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 | $113,986,000 | 470 |
| Mortgage-backed securities | $113,986,000 | 527 |
| Certificates of participation in pools of residential mortgages | $113,986,000 | 393 |
| Issued or guaranteed by U.S. | $113,986,000 | 389 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| 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) | $423,669,000 | 287 |
| Total debt securities | $423,669,000 | 331 |
| 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 | $366,655,000 | 385 |
| U.S. Government securities | $129,169,000 | 714 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $129,169,000 | 688 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $237,486,000 | 124 |
| 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 | $237,486,000 | 31 |
| 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 | $129,169,000 | 416 |
| Mortgage-backed securities | $129,169,000 | 491 |
| Certificates of participation in pools of residential mortgages | $129,169,000 | 362 |
| Issued or guaranteed by U.S. | $129,169,000 | 354 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| 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) | $366,655,000 | 325 |
| Total debt securities | $366,655,000 | 377 |
| 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 | $446,853,000 | 335 |
| U.S. Government securities | $145,609,000 | 664 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $145,609,000 | 639 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $301,244,000 | 108 |
| 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 | $301,244,000 | 25 |
| 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 | $145,609,000 | 378 |
| Mortgage-backed securities | $145,609,000 | 466 |
| Certificates of participation in pools of residential mortgages | $145,609,000 | 329 |
| Issued or guaranteed by U.S. | $145,609,000 | 324 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| 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) | $446,853,000 | 284 |
| Total debt securities | $446,853,000 | 323 |
| 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 | $488,215,000 | 317 |
| U.S. Government securities | $165,443,000 | 622 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $165,443,000 | 597 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $322,772,000 | 106 |
| 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 | $322,772,000 | 24 |
| 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 | $165,443,000 | 346 |
| Mortgage-backed securities | $165,443,000 | 427 |
| Certificates of participation in pools of residential mortgages | $165,443,000 | 301 |
| Issued or guaranteed by U.S. | $165,443,000 | 294 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| 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) | $488,215,000 | 266 |
| Total debt securities | $488,215,000 | 306 |
| 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 | $472,790,000 | 323 |
| U.S. Government securities | $191,378,000 | 556 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $191,378,000 | 530 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $281,412,000 | 111 |
| 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 | $281,412,000 | 25 |
| 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 | $182,380,000 | 312 |
| Mortgage-backed securities | $191,378,000 | 386 |
| Certificates of participation in pools of residential mortgages | $191,378,000 | 272 |
| Issued or guaranteed by U.S. | $191,378,000 | 266 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| 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) | $472,790,000 | 280 |
| Total debt securities | $472,790,000 | 314 |
| 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 | $2,179,924,000 | 111 |
| U.S. Government securities | $225,555,000 | 484 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $225,555,000 | 462 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $1,954,369,000 | 28 |
| 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 | $1,954,369,000 | 3 |
| 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 | $1,472,012,000 | 80 |
| Mortgage-backed securities | $225,555,000 | 348 |
| Certificates of participation in pools of residential mortgages | $225,555,000 | 240 |
| Issued or guaranteed by U.S. | $225,555,000 | 233 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| 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) | $2,179,924,000 | 98 |
| Total debt securities | $2,179,924,000 | 112 |
| 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 | $2,207,667,000 | 108 |
| U.S. Government securities | $276,379,000 | 394 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $276,379,000 | 374 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $1,931,288,000 | 31 |
| 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 | $1,931,288,000 | 4 |
| 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 | $1,477,646,000 | 78 |
| Mortgage-backed securities | $276,379,000 | 300 |
| Certificates of participation in pools of residential mortgages | $276,379,000 | 214 |
| Issued or guaranteed by U.S. | $276,379,000 | 206 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| 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) | $1,890,206,000 | 18 |
| Available-for-sale securities (fair market value) | $317,461,000 | 392 |
| Total debt securities | $2,207,667,000 | 109 |
| 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 | $2,317,918,000 | 112 |
| U.S. Government securities | $331,508,000 | 363 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $331,508,000 | 345 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $1,986,410,000 | 28 |
| Privately issued residential mortgage-backed securities | $2,958,000 | 461 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,983,452,000 | 5 |
| 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 | $0 | 7,280 |
| Mortgage-backed securities | $334,466,000 | 273 |
| Certificates of participation in pools of residential mortgages | $331,508,000 | 192 |
| Issued or guaranteed by U.S. | $331,508,000 | 185 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,958,000 | 2,001 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $2,958,000 | 402 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,910,012,000 | 17 |
| Available-for-sale securities (fair market value) | $407,906,000 | 319 |
| Total debt securities | $2,317,918,000 | 111 |
| 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 | $2,343,128,000 | 112 |
| U.S. Government securities | $413,706,000 | 293 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $413,706,000 | 281 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $1,929,422,000 | 24 |
| Privately issued residential mortgage-backed securities | $3,585,000 | 438 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,925,837,000 | 2 |
| 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 | $956,870,000 | 98 |
| Mortgage-backed securities | $417,291,000 | 225 |
| Certificates of participation in pools of residential mortgages | $413,706,000 | 156 |
| Issued or guaranteed by U.S. | $413,706,000 | 151 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $3,585,000 | 1,882 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $3,585,000 | 386 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,872,076,000 | 14 |
| Available-for-sale securities (fair market value) | $471,052,000 | 284 |
| Total debt securities | $2,343,128,000 | 111 |
| 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 | $2,298,016,000 | 109 |
| U.S. Government securities | $554,854,000 | 227 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $554,854,000 | 215 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $1,743,162,000 | 25 |
| Privately issued residential mortgage-backed securities | $9,749,000 | 304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,733,413,000 | 2 |
| 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 | $344,259,000 | 183 |
| Mortgage-backed securities | $564,603,000 | 188 |
| Certificates of participation in pools of residential mortgages | $554,854,000 | 120 |
| Issued or guaranteed by U.S. | $554,854,000 | 117 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $9,749,000 | 1,247 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $9,749,000 | 270 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,711,413,000 | 12 |
| Available-for-sale securities (fair market value) | $586,603,000 | 248 |
| Total debt securities | $2,298,016,000 | 107 |
| Structured notes |
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank |
| Total securities | $2,374,571,000 | 100 |
| U.S. Government securities | $713,936,000 | 193 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $713,936,000 | 183 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $1,660,635,000 | 25 |
| Privately issued residential mortgage-backed securities | $15,279,000 | 238 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,645,356,000 | 4 |
| 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 | $624,148,000 | 113 |
| Mortgage-backed securities | $729,215,000 | 159 |
| Certificates of participation in pools of residential mortgages | $713,936,000 | 98 |
| Issued or guaranteed by U.S. | $713,936,000 | 96 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $15,279,000 | 981 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $15,279,000 | 214 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,637,945,000 | 15 |
| Available-for-sale securities (fair market value) | $736,626,000 | 198 |
| Total debt securities | $2,374,571,000 | 100 |
| Structured notes |
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank |
| Total securities | $2,238,662,000 | 113 |
| U.S. Government securities | $874,801,000 | 153 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $874,801,000 | 147 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $1,363,861,000 | 29 |
| Privately issued residential mortgage-backed securities | $15,615,000 | 234 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,348,246,000 | 4 |
| 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 | $610,999,000 | 112 |
| Mortgage-backed securities | $890,416,000 | 132 |
| Certificates of participation in pools of residential mortgages | $874,801,000 | 85 |
| Issued or guaranteed by U.S. | $874,801,000 | 83 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $15,615,000 | 974 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $15,615,000 | 206 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,344,736,000 | 19 |
| Available-for-sale securities (fair market value) | $893,926,000 | 163 |
| Total debt securities | $2,238,662,000 | 113 |
| 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 | $488,314,000 | 283 |
| U.S. Government securities | $101,621,000 | 806 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $101,621,000 | 774 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $386,693,000 | 75 |
| Privately issued residential mortgage-backed securities | $17,890,000 | 254 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $368,803,000 | 23 |
| 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 | $0 | 7,583 |
| Mortgage-backed securities | $119,511,000 | 498 |
| Certificates of participation in pools of residential mortgages | $101,621,000 | 364 |
| Issued or guaranteed by U.S. | $101,621,000 | 359 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $17,890,000 | 887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $17,890,000 | 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) | $386,693,000 | 62 |
| Available-for-sale securities (fair market value) | $101,621,000 | 930 |
| Total debt securities | $488,314,000 | 275 |
| Structured notes |
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank |
| Total securities | $236,654,000 | 502 |
| U.S. Government securities | $223,209,000 | 405 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $223,209,000 | 376 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $929,000 | 2,576 |
| 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 | $929,000 | 2,254 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $12,516,000 | 425 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $223,209,000 | 285 |
| Certificates of participation in pools of residential mortgages | $223,209,000 | 180 |
| Issued or guaranteed by U.S. | $223,209,000 | 180 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| 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) | $929,000 | 4,530 |
| Available-for-sale securities (fair market value) | $235,725,000 | 405 |
| Total debt securities | $224,138,000 | 508 |
| 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 | $79,750,000 | 1,441 |
| U.S. Government securities | $70,080,000 | 1,225 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $70,080,000 | 1,115 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| 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 | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $9,670,000 | 519 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $70,080,000 | 687 |
| Certificates of participation in pools of residential mortgages | $70,080,000 | 472 |
| Issued or guaranteed by U.S. | $70,080,000 | 466 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $79,750,000 | 1,098 |
| Total debt securities | $70,080,000 | 1,563 |
| 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 | $99,458,000 | 1,159 |
| U.S. Government securities | $89,581,000 | 994 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $89,581,000 | 868 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| 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 | $9,877,000 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,387,000 | 2,533 |
| Mortgage-backed securities | $89,581,000 | 584 |
| Certificates of participation in pools of residential mortgages | $89,581,000 | 411 |
| Issued or guaranteed by U.S. | $89,581,000 | 400 |
| 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) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $99,458,000 | 877 |
| Total debt securities | $89,581,000 | 1,245 |
| Structured notes |
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank |
| Total securities | $121,580,000 | 949 |
| U.S. Government securities | $111,376,000 | 850 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $111,376,000 | 702 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| 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 | $0 | 390 |
| Equity securities | $10,204,000 | 429 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $62,989,000 | 568 |
| Mortgage-backed securities | $111,376,000 | 520 |
| Certificates of participation in pools of residential mortgages | $111,376,000 | 363 |
| Issued or guaranteed by U.S. | $111,376,000 | 353 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $121,580,000 | 687 |
| Total debt securities | $111,376,000 | 994 |
| Structured notes |
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank |
| Total securities | $133,557,000 | 924 |
| U.S. Government securities | $123,939,000 | 818 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $123,939,000 | 654 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| 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 | $0 | 466 |
| Equity securities | $9,618,000 | 432 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,287,000 | 1,758 |
| Mortgage-backed securities | $123,939,000 | 512 |
| Certificates of participation in pools of residential mortgages | $123,939,000 | 367 |
| Issued or guaranteed by U.S. | $123,939,000 | 351 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| 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) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $133,557,000 | 656 |
| Total debt securities | $122,849,000 | 955 |
| Structured notes |
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank |
| Total securities | $50,278,000 | 2,503 |
| U.S. Government securities | $38,581,000 | 2,618 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $38,581,000 | 1,826 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $6,300,000 | 928 |
| 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 | $6,300,000 | 676 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $5,397,000 | 684 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $38,581,000 | 1,173 |
| Certificates of participation in pools of residential mortgages | $38,581,000 | 834 |
| Issued or guaranteed by U.S. | $38,581,000 | 813 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| 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) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $50,278,000 | 1,680 |
| Total debt securities | $44,459,000 | 2,764 |
| Structured notes |
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank |
| Total securities | $48,894,000 | 2,675 |
| U.S. Government securities | $40,585,000 | 2,575 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $40,585,000 | 1,677 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| 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 | $0 | 600 |
| Equity securities | $8,309,000 | 416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $40,585,000 | 811 |
| Mortgage-backed securities | $40,585,000 | 1,191 |
| Certificates of participation in pools of residential mortgages | $40,585,000 | 812 |
| Issued or guaranteed by U.S. | $40,585,000 | 795 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| 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) | $40,585,000 | 1,826 |
| Available-for-sale securities (fair market value) | $8,309,000 | 5,336 |
| Total debt securities | $40,585,000 | 3,179 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank |
| Total securities | $0 | 13,214 |
| U.S. Government securities | $0 | 13,030 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $0 | 12,230 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| 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 | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $0 | 401 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $0 | 13,082 |
| 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 | $0 | 13,824 |
| U.S. Government securities | $0 | 13,618 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $0 | 12,681 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $0 | 574 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $0 | 13,675 |
| 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 |
