| 2025-03-31 | Rank |
| Total securities | NA | NA |
| U.S. Government securities | $1,000 | 4,246 |
| U.S. Treasury securities | $3,401,000 | 1,721 |
| U.S. Government agency obligations | $0 | 4,081 |
| Securities issued by states & political subdivisions | $999,932,000 | 37 |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $12,720 | 638 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 549 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $353,836,000 | 46 |
| Foreign debt securities | $245,938,000 | 23 |
| Equity securities | $831,000 | 28 |
| Assets held in trading accounts for TFR Reporters | $3,697 | 35 |
| General valuation allowances for securities for TFR Reporters | $0 | 7 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 3,801 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,616 |
| Privately issued | $0 | 189 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7 | 2,777 |
| Privately issued | $19,980,730,000 | 6 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,666 |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,669 |
| Available-for-sale securities (fair market value) | $0 | 4,103 |
| Total debt securities | $0 | 4,312 |
| Structured notes |
| Amortized cost | $0 | 936 |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $948,500 | 134 |
| 2024-12-31 | Rank |
| Total securities | $9,852,086,000 | 46 |
| U.S. Government securities | $8,593,840,000 | 43 |
| U.S. Treasury securities | $33,043,000 | 541 |
| U.S. Government agency obligations | $8,560,797,000 | 36 |
| Securities issued by states & political subdivisions | $49,870,000 | 840 |
| Other domestic debt securities | $1,194,146,000 | 51 |
| Privately issued residential mortgage-backed securities | $19,345,000 | 173 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $1,079,989,000 | 26 |
| Other domestic debt securities - All other | $94,812,000 | 131 |
| Foreign debt securities | $0 | 269 |
| 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 | $8,438,974,000 | 32 |
| Mortgage-backed securities | $8,540,326,000 | 37 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,118,856,000 | 77 |
| Privately issued | $0 | 197 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,908,202,000 | 13 |
| Privately issued | $19,345,000 | 194 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $26,693,000 | 259 |
| Other commercial mortgage-backed securities | $467,230,000 | 60 |
| Held to maturity securities (book value) | $29,029,000 | 654 |
| Available-for-sale securities (fair market value) | $9,808,827,000 | 37 |
| Total debt securities | $9,835,009,000 | 46 |
| Structured notes |
| Amortized cost | $0 | 978 |
| Fair value | $0 | 977 |
| Trading account assets | $0 | 218 |
| Revaluation gains on off-balance sheet contracts | $0 | 2 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2024-09-30 | Rank |
| Total securities | $10,083,995,000 | 48 |
| U.S. Government securities | $8,755,001,000 | 45 |
| U.S. Treasury securities | $134,276,000 | 160 |
| U.S. Government agency obligations | $8,620,725,000 | 38 |
| Securities issued by states & political subdivisions | $51,760,000 | 836 |
| Other domestic debt securities | $1,262,711,000 | 51 |
| Privately issued residential mortgage-backed securities | $20,479,000 | 181 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 561 |
| Structured financial products - Total | $1,082,211,000 | 28 |
| Other domestic debt securities - All other | $160,021,000 | 89 |
| 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 | $8,053,028,000 | 34 |
| Mortgage-backed securities | $8,601,629,000 | 38 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,170,294,000 | 80 |
| Privately issued | $0 | 200 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,051,218,000 | 15 |
| Privately issued | $20,479,000 | 195 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $26,836,000 | 261 |
| Other commercial mortgage-backed securities | $332,802,000 | 76 |
| Held to maturity securities (book value) | $29,283,000 | 663 |
| Available-for-sale securities (fair market value) | $10,040,189,000 | 39 |
| Total debt securities | $10,066,506,000 | 48 |
| Structured notes |
| Amortized cost | $0 | 1,000 |
| Fair value | $0 | 1,000 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 161 |
| 2024-06-30 | Rank |
| Total securities | $9,878,608,000 | 48 |
| U.S. Government securities | $8,450,844,000 | 45 |
| U.S. Treasury securities | $192,373,000 | 134 |
| U.S. Government agency obligations | $8,258,471,000 | 38 |
| Securities issued by states & political subdivisions | $49,471,000 | 868 |
| Other domestic debt securities | $1,364,290,000 | 52 |
| Privately issued residential mortgage-backed securities | $21,297,000 | 161 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 551 |
| Structured financial products - Total | $1,152,759,000 | 28 |
| Other domestic debt securities - All other | $190,234,000 | 82 |
| 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 | $7,140,551,000 | 40 |
| Mortgage-backed securities | $8,215,828,000 | 39 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,036,719,000 | 82 |
| Privately issued | $0 | 187 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,907,737,000 | 15 |
| Privately issued | $21,297,000 | 190 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $26,976,000 | 251 |
| Other commercial mortgage-backed securities | $223,099,000 | 88 |
| Held to maturity securities (book value) | $29,458,000 | 670 |
| Available-for-sale securities (fair market value) | $9,835,147,000 | 38 |
| Total debt securities | $9,861,563,000 | 47 |
| Structured notes |
| Amortized cost | $0 | 1,030 |
| Fair value | $0 | 1,030 |
| Trading account assets | $0 | 220 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 159 |
| 2024-03-31 | Rank |
| Total securities | $9,527,113,000 | 48 |
| U.S. Government securities | $8,074,990,000 | 47 |
| U.S. Treasury securities | $216,989,000 | 133 |
| U.S. Government agency obligations | $7,858,001,000 | 40 |
| Securities issued by states & political subdivisions | $77,074,000 | 589 |
| Other domestic debt securities | $1,360,941,000 | 51 |
| Privately issued residential mortgage-backed securities | $22,684,000 | 158 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $1,071,016,000 | 28 |
| Other domestic debt securities - All other | $267,241,000 | 41 |
| Foreign debt securities | $0 | 306 |
| 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 | $6,106,638,000 | 45 |
| Mortgage-backed securities | $7,767,296,000 | 37 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,073,974,000 | 81 |
| Privately issued | $0 | 224 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,474,759,000 | 15 |
| Privately issued | $22,684,000 | 140 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $30,813,000 | 234 |
| Other commercial mortgage-backed securities | $165,066,000 | 99 |
| Held to maturity securities (book value) | $33,446,000 | 645 |
| Available-for-sale securities (fair market value) | $9,479,559,000 | 40 |
| Total debt securities | $9,509,809,000 | 47 |
| Structured notes |
| Amortized cost | $0 | 1,052 |
| Fair value | $0 | 1,052 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 161 |
| 2023-12-31 | Rank |
| Total securities | $7,791,888,000 | 58 |
| U.S. Government securities | $6,341,691,000 | 56 |
| U.S. Treasury securities | $216,562,000 | 133 |
| U.S. Government agency obligations | $6,125,129,000 | 48 |
| Securities issued by states & political subdivisions | $77,894,000 | 595 |
| Other domestic debt securities | $1,358,107,000 | 47 |
| Privately issued residential mortgage-backed securities | $28,375,000 | 149 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $958,419,000 | 32 |
| Other domestic debt securities - All other | $371,313,000 | 33 |
| 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 | $6,101,717,000 | 46 |
| Mortgage-backed securities | $5,966,038,000 | 45 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,122,071,000 | 79 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,616,608,000 | 21 |
| Privately issued | $28,375,000 | 125 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $30,975,000 | 236 |
| Other commercial mortgage-backed securities | $168,009,000 | 98 |
| Held to maturity securities (book value) | $33,639,000 | 660 |
| Available-for-sale securities (fair market value) | $7,744,053,000 | 46 |
| Total debt securities | $7,774,397,000 | 57 |
| 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 | $5,410,675,000 | 76 |
| U.S. Government securities | $4,373,203,000 | 71 |
| U.S. Treasury securities | $237,415,000 | 126 |
| U.S. Government agency obligations | $4,135,788,000 | 66 |
| Securities issued by states & political subdivisions | $72,733,000 | 613 |
| Other domestic debt securities | $951,186,000 | 59 |
| Privately issued residential mortgage-backed securities | $29,606,000 | 141 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $563,480,000 | 41 |
| Other domestic debt securities - All other | $358,100,000 | 32 |
| 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 | $4,931,629,000 | 49 |
| Mortgage-backed securities | $3,980,261,000 | 65 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,074,412,000 | 84 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,845,185,000 | 30 |
| Privately issued | $29,606,000 | 124 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $31,058,000 | 227 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $33,756,000 | 667 |
| Available-for-sale securities (fair market value) | $5,363,366,000 | 58 |
| Total debt securities | $5,397,122,000 | 75 |
| 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 | $4,325,886,000 | 86 |
| U.S. Government securities | $3,269,516,000 | 83 |
| U.S. Treasury securities | $237,811,000 | 131 |
| U.S. Government agency obligations | $3,031,705,000 | 80 |
| Securities issued by states & political subdivisions | $76,383,000 | 617 |
| Other domestic debt securities | $966,043,000 | 57 |
| Privately issued residential mortgage-backed securities | $31,476,000 | 143 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $565,724,000 | 42 |
| Other domestic debt securities - All other | $368,843,000 | 33 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,980,085,000 | 59 |
| Mortgage-backed securities | $2,879,541,000 | 76 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,167,381,000 | 81 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,647,352,000 | 45 |
| Privately issued | $31,476,000 | 122 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $33,332,000 | 212 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $36,063,000 | 652 |
| Available-for-sale securities (fair market value) | $4,275,879,000 | 69 |
| Total debt securities | $4,311,940,000 | 85 |
| Structured notes |
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank |
| Total securities | $4,473,019,000 | 91 |
| U.S. Government securities | $3,405,896,000 | 85 |
| U.S. Treasury securities | $238,709,000 | 132 |
| U.S. Government agency obligations | $3,167,187,000 | 77 |
| Securities issued by states & political subdivisions | $77,595,000 | 640 |
| Other domestic debt securities | $975,406,000 | 61 |
| Privately issued residential mortgage-backed securities | $33,339,000 | 151 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $566,812,000 | 42 |
| Other domestic debt securities - All other | $375,255,000 | 35 |
| 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 | $469,130,000 | 239 |
| Mortgage-backed securities | $3,016,608,000 | 80 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,217,526,000 | 85 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,729,522,000 | 45 |
| Privately issued | $33,339,000 | 120 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $36,221,000 | 220 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $39,010,000 | 656 |
| Available-for-sale securities (fair market value) | $4,419,887,000 | 71 |
| Total debt securities | $4,458,897,000 | 89 |
| 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 | $4,056,509,000 | 100 |
| U.S. Government securities | $3,157,844,000 | 94 |
| U.S. Treasury securities | $236,151,000 | 148 |
| U.S. Government agency obligations | $2,921,693,000 | 84 |
| Securities issued by states & political subdivisions | $74,475,000 | 679 |
| Other domestic debt securities | $810,294,000 | 66 |
| Privately issued residential mortgage-backed securities | $35,986,000 | 143 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $416,769,000 | 50 |
| Other domestic debt securities - All other | $357,539,000 | 41 |
| 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 | $492,590,000 | 203 |
| Mortgage-backed securities | $2,775,729,000 | 87 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,219,293,000 | 91 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,484,045,000 | 52 |
| Privately issued | $35,986,000 | 114 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $36,405,000 | 221 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $39,225,000 | 654 |
| Available-for-sale securities (fair market value) | $4,003,388,000 | 83 |
| Total debt securities | $4,042,613,000 | 98 |
| 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 | $4,128,461,000 | 102 |
| U.S. Government securities | $3,263,598,000 | 95 |
| U.S. Treasury securities | $235,782,000 | 151 |
| U.S. Government agency obligations | $3,027,816,000 | 84 |
| Securities issued by states & political subdivisions | $64,080,000 | 792 |
| Other domestic debt securities | $786,976,000 | 66 |
| Privately issued residential mortgage-backed securities | $40,072,000 | 128 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $422,042,000 | 44 |
| Other domestic debt securities - All other | $324,862,000 | 42 |
| 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 | $461,529,000 | 206 |
| Mortgage-backed securities | $2,886,241,000 | 86 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,234,892,000 | 92 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,574,696,000 | 52 |
| Privately issued | $40,072,000 | 111 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $36,581,000 | 217 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $39,494,000 | 641 |
| Available-for-sale securities (fair market value) | $4,075,160,000 | 84 |
| Total debt securities | $4,114,652,000 | 100 |
| 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 | $4,395,219,000 | 100 |
| U.S. Government securities | $3,593,194,000 | 89 |
| U.S. Treasury securities | $257,121,000 | 133 |
| U.S. Government agency obligations | $3,336,073,000 | 83 |
| Securities issued by states & political subdivisions | $39,645,000 | 1,246 |
| Other domestic debt securities | $748,039,000 | 61 |
| Privately issued residential mortgage-backed securities | $45,044,000 | 118 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $378,228,000 | 32 |
| Other domestic debt securities - All other | $324,767,000 | 44 |
| 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 | $454,168,000 | 204 |
| Mortgage-backed securities | $3,194,405,000 | 85 |
| Certificates of participation in pools of residential mortgages | $1,334,600,000 | 91 |
| Issued or guaranteed by U.S. | $1,334,600,000 | 90 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,817,426,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $1,772,382,000 | 48 |
| Privately issued | $45,044,000 | 101 |
| Commercial mortgage-backed securities | $42,379,000 | 398 |
| Commercial mortgage pass-through securities | $42,379,000 | 208 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $45,455,000 | 543 |
| Available-for-sale securities (fair market value) | $4,335,423,000 | 83 |
| Total debt securities | $4,380,878,000 | 99 |
| 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 | $4,677,236,000 | 96 |
| U.S. Government securities | $3,873,941,000 | 85 |
| U.S. Treasury securities | $362,240,000 | 97 |
| U.S. Government agency obligations | $3,511,701,000 | 81 |
| Securities issued by states & political subdivisions | $24,896,000 | 1,764 |
| Other domestic debt securities | $763,441,000 | 55 |
| Privately issued residential mortgage-backed securities | $51,845,000 | 104 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $29,046,000 | 132 |
| Structured financial products - Total | $323,432,000 | 31 |
| Other domestic debt securities - All other | $359,118,000 | 42 |
| 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 | $462,013,000 | 205 |
| Mortgage-backed securities | $3,390,221,000 | 84 |
| Certificates of participation in pools of residential mortgages | $1,429,559,000 | 90 |
| Issued or guaranteed by U.S. | $1,429,559,000 | 89 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,918,070,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $1,866,225,000 | 47 |
| Privately issued | $51,845,000 | 92 |
| Commercial mortgage-backed securities | $42,592,000 | 399 |
| Commercial mortgage pass-through securities | $42,592,000 | 205 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $45,697,000 | 478 |
| Available-for-sale securities (fair market value) | $4,616,581,000 | 84 |
| Total debt securities | $4,661,833,000 | 94 |
| Structured notes |
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank |
| Total securities | $4,228,588,000 | 102 |
| U.S. Government securities | $3,502,075,000 | 90 |
| U.S. Treasury securities | $100,412,000 | 188 |
| U.S. Government agency obligations | $3,401,663,000 | 85 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $710,881,000 | 61 |
| Privately issued residential mortgage-backed securities | $57,006,000 | 91 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $215,000 | 518 |
| Structured financial products - Total | $300,000,000 | 32 |
| Other domestic debt securities - All other | $353,660,000 | 41 |
| 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 | $487,825,000 | 189 |
| Mortgage-backed securities | $3,458,669,000 | 85 |
| Certificates of participation in pools of residential mortgages | $1,291,827,000 | 94 |
| Issued or guaranteed by U.S. | $1,291,827,000 | 94 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $2,099,702,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $2,042,696,000 | 45 |
| Privately issued | $57,006,000 | 78 |
| Commercial mortgage-backed securities | $67,140,000 | 307 |
| Commercial mortgage pass-through securities | $67,140,000 | 154 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $70,460,000 | 313 |
| Available-for-sale securities (fair market value) | $4,142,496,000 | 93 |
| Total debt securities | $4,212,491,000 | 101 |
| 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 | $3,322,353,000 | 124 |
| U.S. Government securities | $2,900,076,000 | 107 |
| U.S. Treasury securities | $101,490,000 | 139 |
| U.S. Government agency obligations | $2,798,586,000 | 98 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $406,485,000 | 83 |
| Privately issued residential mortgage-backed securities | $62,774,000 | 84 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $335,000 | 520 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $343,376,000 | 45 |
| 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 | $447,630,000 | 199 |
| Mortgage-backed securities | $2,861,360,000 | 95 |
| Certificates of participation in pools of residential mortgages | $675,546,000 | 141 |
| Issued or guaranteed by U.S. | $675,546,000 | 139 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $2,118,069,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $2,055,295,000 | 44 |
| Privately issued | $62,774,000 | 70 |
| Commercial mortgage-backed securities | $67,745,000 | 295 |
| Commercial mortgage pass-through securities | $67,745,000 | 151 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $74,984,000 | 272 |
| Available-for-sale securities (fair market value) | $3,231,577,000 | 108 |
| Total debt securities | $3,306,076,000 | 123 |
| 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 | $3,546,624,000 | 114 |
| U.S. Government securities | $3,168,396,000 | 96 |
| U.S. Treasury securities | $200,006,000 | 76 |
| U.S. Government agency obligations | $2,968,390,000 | 88 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $362,346,000 | 86 |
| Privately issued residential mortgage-backed securities | $70,605,000 | 71 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $448,000 | 525 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $291,293,000 | 50 |
| 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 | $437,003,000 | 203 |
| Mortgage-backed securities | $3,038,995,000 | 88 |
| Certificates of participation in pools of residential mortgages | $596,731,000 | 149 |
| Issued or guaranteed by U.S. | $596,731,000 | 148 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $2,372,876,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $2,302,271,000 | 40 |
| Privately issued | $70,605,000 | 55 |
| Commercial mortgage-backed securities | $69,388,000 | 279 |
| Commercial mortgage pass-through securities | $69,388,000 | 146 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $76,693,000 | 256 |
| Available-for-sale securities (fair market value) | $3,454,049,000 | 98 |
| Total debt securities | $3,530,253,000 | 113 |
| Structured notes |
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank |
| Total securities | $3,784,223,000 | 104 |
| U.S. Government securities | $3,409,173,000 | 87 |
| U.S. Treasury securities | $150,270,000 | 84 |
| U.S. Government agency obligations | $3,258,903,000 | 80 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $359,246,000 | 79 |
| Privately issued residential mortgage-backed securities | $79,791,000 | 59 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $591,000 | 513 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $278,864,000 | 49 |
| 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 | $459,005,000 | 193 |
| Mortgage-backed securities | $3,338,694,000 | 76 |
| Certificates of participation in pools of residential mortgages | $624,265,000 | 130 |
| Issued or guaranteed by U.S. | $624,265,000 | 129 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $2,640,527,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $2,560,736,000 | 40 |
| Privately issued | $79,791,000 | 45 |
| Commercial mortgage-backed securities | $73,902,000 | 259 |
| Commercial mortgage pass-through securities | $73,902,000 | 130 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $81,485,000 | 233 |
| Available-for-sale securities (fair market value) | $3,686,934,000 | 93 |
| Total debt securities | $3,767,684,000 | 103 |
| 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 | $4,083,558,000 | 89 |
| U.S. Government securities | $3,784,770,000 | 75 |
| U.S. Treasury securities | $150,207,000 | 75 |
| U.S. Government agency obligations | $3,634,563,000 | 69 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $282,723,000 | 92 |
| Privately issued residential mortgage-backed securities | $87,570,000 | 50 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $659,000 | 484 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $194,494,000 | 56 |
| 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 | $573,048,000 | 161 |
| Mortgage-backed securities | $3,722,133,000 | 64 |
| Certificates of participation in pools of residential mortgages | $777,631,000 | 101 |
| Issued or guaranteed by U.S. | $777,631,000 | 100 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $2,870,166,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $2,782,596,000 | 35 |
| Privately issued | $87,570,000 | 41 |
| Commercial mortgage-backed securities | $74,336,000 | 243 |
| Commercial mortgage pass-through securities | $74,336,000 | 127 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $82,120,000 | 213 |
| Available-for-sale securities (fair market value) | $3,985,373,000 | 81 |
| Total debt securities | $4,066,757,000 | 88 |
| 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 | $4,619,726,000 | 76 |
| U.S. Government securities | $4,206,348,000 | 67 |
| U.S. Treasury securities | $350,108,000 | 57 |
| U.S. Government agency obligations | $3,856,240,000 | 64 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $397,325,000 | 67 |
| Privately issued residential mortgage-backed securities | $97,753,000 | 47 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $759,000 | 462 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $298,813,000 | 41 |
| 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 | $589,351,000 | 155 |
| Mortgage-backed securities | $3,953,993,000 | 63 |
| Certificates of participation in pools of residential mortgages | $805,683,000 | 91 |
| Issued or guaranteed by U.S. | $805,683,000 | 91 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $3,069,222,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $2,971,469,000 | 32 |
| Privately issued | $97,753,000 | 37 |
| Commercial mortgage-backed securities | $79,088,000 | 221 |
| Commercial mortgage pass-through securities | $79,088,000 | 112 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $87,463,000 | 205 |
| Available-for-sale securities (fair market value) | $4,516,210,000 | 70 |
| Total debt securities | $4,602,930,000 | 75 |
| Structured notes |
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank |
| Total securities | $3,465,359,000 | 95 |
| U.S. Government securities | $3,225,888,000 | 77 |
| U.S. Treasury securities | $208,440,000 | 69 |
| U.S. Government agency obligations | $3,017,448,000 | 70 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $223,438,000 | 100 |
| Privately issued residential mortgage-backed securities | $106,162,000 | 43 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $751,000 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $116,525,000 | 71 |
| 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 | $671,879,000 | 135 |
| Mortgage-backed securities | $3,123,610,000 | 66 |
| Certificates of participation in pools of residential mortgages | $174,344,000 | 277 |
| Issued or guaranteed by U.S. | $174,344,000 | 275 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,869,720,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $2,763,558,000 | 33 |
| Privately issued | $106,162,000 | 32 |
| Commercial mortgage-backed securities | $79,546,000 | 218 |
| Commercial mortgage pass-through securities | $79,546,000 | 111 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $86,360,000 | 210 |
| Available-for-sale securities (fair market value) | $3,362,966,000 | 82 |
| Total debt securities | $3,449,327,000 | 94 |
| Structured notes |
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank |
| Total securities | $2,862,508,000 | 108 |
| U.S. Government securities | $2,737,507,000 | 86 |
| U.S. Treasury securities | $208,361,000 | 63 |
| U.S. Government agency obligations | $2,529,146,000 | 87 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $109,190,000 | 164 |
| Privately issued residential mortgage-backed securities | $108,445,000 | 41 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $745,000 | 394 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| 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 | $645,997,000 | 137 |
| Mortgage-backed securities | $2,637,591,000 | 79 |
| Certificates of participation in pools of residential mortgages | $186,532,000 | 259 |
| Issued or guaranteed by U.S. | $186,532,000 | 255 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $2,371,077,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $2,262,632,000 | 35 |
| Privately issued | $108,445,000 | 28 |
| Commercial mortgage-backed securities | $79,982,000 | 220 |
| Commercial mortgage pass-through securities | $79,982,000 | 106 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $87,156,000 | 210 |
| Available-for-sale securities (fair market value) | $2,759,541,000 | 98 |
| Total debt securities | $2,846,696,000 | 107 |
| Structured notes |
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank |
| Total securities | $2,661,746,000 | 109 |
| U.S. Government securities | $2,516,588,000 | 95 |
| U.S. Treasury securities | $198,362,000 | 70 |
| U.S. Government agency obligations | $2,318,226,000 | 88 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $129,510,000 | 142 |
| Privately issued residential mortgage-backed securities | $128,676,000 | 35 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $834,000 | 369 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| 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 | $496,112,000 | 155 |
| Mortgage-backed securities | $2,446,902,000 | 81 |
| Certificates of participation in pools of residential mortgages | $191,889,000 | 249 |
| Issued or guaranteed by U.S. | $191,889,000 | 244 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $2,174,588,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $2,045,912,000 | 38 |
| Privately issued | $128,676,000 | 26 |
| Commercial mortgage-backed securities | $80,425,000 | 223 |
| Commercial mortgage pass-through securities | $80,425,000 | 100 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $87,844,000 | 223 |
| Available-for-sale securities (fair market value) | $2,558,254,000 | 100 |
| Total debt securities | $2,646,098,000 | 108 |
| Structured notes |
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank |
| Total securities | $2,695,725,000 | 104 |
| U.S. Government securities | $2,532,629,000 | 91 |
| U.S. Treasury securities | $129,490,000 | 88 |
| U.S. Government agency obligations | $2,403,139,000 | 85 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $147,419,000 | 129 |
| Privately issued residential mortgage-backed securities | $146,579,000 | 32 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $840,000 | 361 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| 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 | $432,020,000 | 172 |
| Mortgage-backed securities | $2,549,718,000 | 75 |
| Certificates of participation in pools of residential mortgages | $199,544,000 | 236 |
| Issued or guaranteed by U.S. | $199,544,000 | 235 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $2,269,322,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $2,122,743,000 | 36 |
| Privately issued | $146,579,000 | 26 |
| Commercial mortgage-backed securities | $80,852,000 | 218 |
| Commercial mortgage pass-through securities | $80,852,000 | 97 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $86,779,000 | 228 |
| Available-for-sale securities (fair market value) | $2,593,269,000 | 95 |
| Total debt securities | $2,680,049,000 | 104 |
| Structured notes |
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank |
| Total securities | $2,501,613,000 | 106 |
| U.S. Government securities | $2,323,497,000 | 92 |
| U.S. Treasury securities | $128,448,000 | 83 |
| U.S. Government agency obligations | $2,195,049,000 | 86 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $162,551,000 | 112 |
| Privately issued residential mortgage-backed securities | $161,678,000 | 25 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $873,000 | 342 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| 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 | $434,269,000 | 177 |
| Mortgage-backed securities | $2,356,727,000 | 78 |
| Certificates of participation in pools of residential mortgages | $207,667,000 | 221 |
| Issued or guaranteed by U.S. | $207,667,000 | 221 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $2,063,038,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $1,901,360,000 | 42 |
| Privately issued | $161,678,000 | 24 |
| Commercial mortgage-backed securities | $86,022,000 | 202 |
| Commercial mortgage pass-through securities | $86,022,000 | 93 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $92,341,000 | 232 |
| Available-for-sale securities (fair market value) | $2,393,707,000 | 95 |
| Total debt securities | $2,486,049,000 | 105 |
| Structured notes |
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank |
| Total securities | $2,221,242,000 | 118 |
| U.S. Government securities | $2,026,213,000 | 100 |
| U.S. Treasury securities | $125,026,000 | 90 |
| U.S. Government agency obligations | $1,901,187,000 | 95 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $179,728,000 | 102 |
| Privately issued residential mortgage-backed securities | $178,841,000 | 23 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $887,000 | 332 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| 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 | $416,045,000 | 180 |
| Mortgage-backed securities | $2,080,028,000 | 86 |
| Certificates of participation in pools of residential mortgages | $212,912,000 | 215 |
| Issued or guaranteed by U.S. | $212,912,000 | 214 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,778,116,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $1,599,275,000 | 49 |
| Privately issued | $178,841,000 | 22 |
| Commercial mortgage-backed securities | $89,000,000 | 183 |
| Commercial mortgage pass-through securities | $89,000,000 | 87 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $95,435,000 | 230 |
| Available-for-sale securities (fair market value) | $2,110,506,000 | 106 |
| Total debt securities | $2,205,941,000 | 118 |
| 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 | $1,920,331,000 | 131 |
| U.S. Government securities | $1,711,438,000 | 115 |
| U.S. Treasury securities | $122,815,000 | 92 |
| U.S. Government agency obligations | $1,588,623,000 | 106 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $193,848,000 | 100 |
| Privately issued residential mortgage-backed securities | $192,903,000 | 24 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $945,000 | 326 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| 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 | $405,882,000 | 192 |
| Mortgage-backed securities | $1,781,526,000 | 97 |
| Certificates of participation in pools of residential mortgages | $215,593,000 | 210 |
| Issued or guaranteed by U.S. | $215,593,000 | 209 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,475,904,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,283,001,000 | 56 |
| Privately issued | $192,903,000 | 21 |
| Commercial mortgage-backed securities | $90,029,000 | 179 |
| Commercial mortgage pass-through securities | $90,029,000 | 82 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $96,632,000 | 242 |
| Available-for-sale securities (fair market value) | $1,808,654,000 | 121 |
| Total debt securities | $1,905,286,000 | 131 |
| 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 | $1,633,551,000 | 139 |
| U.S. Government securities | $1,408,878,000 | 124 |
| U.S. Treasury securities | $119,502,000 | 95 |
| U.S. Government agency obligations | $1,289,376,000 | 122 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $209,717,000 | 94 |
| Privately issued residential mortgage-backed securities | $208,753,000 | 25 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $964,000 | 316 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| 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 | $374,169,000 | 199 |
| Mortgage-backed securities | $1,498,129,000 | 102 |
| Certificates of participation in pools of residential mortgages | $219,952,000 | 206 |
| Issued or guaranteed by U.S. | $219,952,000 | 204 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,168,591,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $959,838,000 | 66 |
| Privately issued | $208,753,000 | 21 |
| Commercial mortgage-backed securities | $109,586,000 | 156 |
| Commercial mortgage pass-through securities | $109,586,000 | 70 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $116,250,000 | 217 |
| Available-for-sale securities (fair market value) | $1,502,345,000 | 135 |
| Total debt securities | $1,618,593,000 | 139 |
| 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 | $1,574,701,000 | 141 |
| U.S. Government securities | $1,324,978,000 | 130 |
| U.S. Treasury securities | $155,622,000 | 83 |
| U.S. Government agency obligations | $1,169,356,000 | 132 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $234,700,000 | 85 |
| Privately issued residential mortgage-backed securities | $228,705,000 | 24 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $995,000 | 300 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $5,000,000 | 609 |
| 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 | $468,031,000 | 171 |
| Mortgage-backed securities | $1,398,061,000 | 107 |
| Certificates of participation in pools of residential mortgages | $230,428,000 | 202 |
| Issued or guaranteed by U.S. | $230,428,000 | 200 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,057,531,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $828,826,000 | 70 |
| Privately issued | $228,705,000 | 21 |
| Commercial mortgage-backed securities | $110,102,000 | 149 |
| Commercial mortgage pass-through securities | $110,102,000 | 66 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $122,063,000 | 209 |
| Available-for-sale securities (fair market value) | $1,437,615,000 | 134 |
| Total debt securities | $1,559,678,000 | 140 |
| 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 | $1,401,999,000 | 152 |
| U.S. Government securities | $1,096,388,000 | 150 |
| U.S. Treasury securities | $156,211,000 | 76 |
| U.S. Government agency obligations | $940,177,000 | 151 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $290,512,000 | 68 |
| Privately issued residential mortgage-backed securities | $284,428,000 | 22 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $1,084,000 | 273 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $5,000,000 | 621 |
| 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 | $514,884,000 | 158 |
| Mortgage-backed securities | $1,224,605,000 | 118 |
| Certificates of participation in pools of residential mortgages | $240,280,000 | 195 |
| Issued or guaranteed by U.S. | $240,280,000 | 193 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $886,318,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $601,890,000 | 85 |
| Privately issued | $284,428,000 | 20 |
| Commercial mortgage-backed securities | $98,007,000 | 155 |
| Commercial mortgage pass-through securities | $98,007,000 | 61 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $110,307,000 | 227 |
| Available-for-sale securities (fair market value) | $1,276,593,000 | 143 |
| Total debt securities | $1,386,900,000 | 152 |
| Structured notes |
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank |
| Total securities | $1,318,105,000 | 156 |
| U.S. Government securities | $978,532,000 | 152 |
| U.S. Treasury securities | $158,688,000 | 74 |
| U.S. Government agency obligations | $819,844,000 | 163 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $324,249,000 | 59 |
| Privately issued residential mortgage-backed securities | $318,117,000 | 21 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $1,132,000 | 250 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $5,000,000 | 626 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $15,324,000 | 100 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $722,784,000 | 121 |
| Mortgage-backed securities | $1,137,961,000 | 118 |
| Certificates of participation in pools of residential mortgages | $254,616,000 | 185 |
| Issued or guaranteed by U.S. | $254,616,000 | 182 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $788,645,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $470,528,000 | 88 |
| Privately issued | $318,117,000 | 19 |
| Commercial mortgage-backed securities | $94,700,000 | 148 |
| Commercial mortgage pass-through securities | $94,700,000 | 58 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $107,402,000 | 231 |
| Available-for-sale securities (fair market value) | $1,210,703,000 | 144 |
| Total debt securities | $1,302,781,000 | 154 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank |
| Total securities | $1,298,533,000 | 157 |
| U.S. Government securities | $944,380,000 | 154 |
| U.S. Treasury securities | $159,568,000 | 69 |
| U.S. Government agency obligations | $784,812,000 | 167 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $353,841,000 | 59 |
| Privately issued residential mortgage-backed securities | $347,656,000 | 21 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $1,168,000 | 240 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $5,017,000 | 643 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $312,000 | 677 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $717,705,000 | 128 |
| Mortgage-backed securities | $1,132,468,000 | 117 |
| Certificates of participation in pools of residential mortgages | $266,523,000 | 184 |
| Issued or guaranteed by U.S. | $266,523,000 | 182 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $772,210,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $424,554,000 | 97 |
| Privately issued | $347,656,000 | 19 |
| Commercial mortgage-backed securities | $93,735,000 | 149 |
| Commercial mortgage pass-through securities | $93,735,000 | 62 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $107,301,000 | 239 |
| Available-for-sale securities (fair market value) | $1,191,232,000 | 148 |
| Total debt securities | $1,298,221,000 | 155 |
| Structured notes |
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank |
| Total securities | $1,242,430,000 | 163 |
| U.S. Government securities | $859,406,000 | 168 |
| U.S. Treasury securities | $156,884,000 | 71 |
| U.S. Government agency obligations | $702,522,000 | 184 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $382,746,000 | 58 |
| Privately issued residential mortgage-backed securities | $376,524,000 | 20 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $1,205,000 | 229 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $5,017,000 | 651 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $278,000 | 695 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $714,027,000 | 121 |
| Mortgage-backed securities | $1,079,046,000 | 126 |
| Certificates of participation in pools of residential mortgages | $275,267,000 | 181 |
| Issued or guaranteed by U.S. | $275,267,000 | 179 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $711,109,000 | 75 |
| CMOs issued by government agencies or sponsored agencies | $334,585,000 | 115 |
| Privately issued | $376,524,000 | 18 |
| Commercial mortgage-backed securities | $92,670,000 | 146 |
| Commercial mortgage pass-through securities | $92,670,000 | 62 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $104,741,000 | 243 |
| Available-for-sale securities (fair market value) | $1,137,689,000 | 149 |
| Total debt securities | $1,242,152,000 | 161 |
| 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 | $540,066,000 | 304 |
| U.S. Government securities | $124,525,000 | 772 |
| U.S. Treasury securities | $31,907,000 | 189 |
| U.S. Government agency obligations | $92,618,000 | 939 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $415,278,000 | 54 |
| Privately issued residential mortgage-backed securities | $414,156,000 | 19 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $1,122,000 | 244 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $263,000 | 710 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $184,394,000 | 373 |
| Mortgage-backed securities | $506,774,000 | 208 |
| Certificates of participation in pools of residential mortgages | $7,112,000 | 2,596 |
| Issued or guaranteed by U.S. | $7,112,000 | 2,596 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $414,167,000 | 104 |
| CMOs issued by government agencies or sponsored agencies | $11,000 | 3,013 |
| Privately issued | $414,156,000 | 17 |
| Commercial mortgage-backed securities | $85,495,000 | 152 |
| Commercial mortgage pass-through securities | $85,495,000 | 67 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $92,472,000 | 276 |
| Available-for-sale securities (fair market value) | $447,594,000 | 313 |
| Total debt securities | $539,803,000 | 299 |
| 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 | $575,292,000 | 279 |
| U.S. Government securities | $121,478,000 | 773 |
| U.S. Treasury securities | $31,866,000 | 194 |
| U.S. Government agency obligations | $89,612,000 | 950 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $453,583,000 | 46 |
| Privately issued residential mortgage-backed securities | $452,418,000 | 16 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $1,165,000 | 244 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $231,000 | 722 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $114,483,000 | 535 |
| Mortgage-backed securities | $542,030,000 | 195 |
| Certificates of participation in pools of residential mortgages | $7,405,000 | 2,560 |
| Issued or guaranteed by U.S. | $7,405,000 | 2,556 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $452,439,000 | 98 |
| CMOs issued by government agencies or sponsored agencies | $21,000 | 2,990 |
| Privately issued | $452,418,000 | 14 |
| Commercial mortgage-backed securities | $82,186,000 | 158 |
| Commercial mortgage pass-through securities | $82,186,000 | 68 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $89,457,000 | 283 |
| Available-for-sale securities (fair market value) | $485,835,000 | 282 |
| Total debt securities | $575,061,000 | 271 |
| 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 | $587,830,000 | 272 |
| U.S. Government securities | $132,923,000 | 698 |
| U.S. Treasury securities | $31,834,000 | 175 |
| U.S. Government agency obligations | $101,089,000 | 844 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $454,662,000 | 52 |
| Privately issued residential mortgage-backed securities | $453,453,000 | 19 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $1,209,000 | 244 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $245,000 | 724 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $129,947,000 | 495 |
| Mortgage-backed securities | $554,542,000 | 185 |
| Certificates of participation in pools of residential mortgages | $7,864,000 | 2,527 |
| Issued or guaranteed by U.S. | $7,864,000 | 2,526 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $457,074,000 | 100 |
| CMOs issued by government agencies or sponsored agencies | $3,621,000 | 1,746 |
| Privately issued | $453,453,000 | 17 |
| Commercial mortgage-backed securities | $89,604,000 | 136 |
| Commercial mortgage pass-through securities | $89,246,000 | 56 |
| Other commercial mortgage-backed securities | $358,000 | 804 |
| Held to maturity securities (book value) | $100,928,000 | 259 |
| Available-for-sale securities (fair market value) | $486,902,000 | 274 |
| Total debt securities | $587,585,000 | 266 |
| 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 | $565,344,000 | 279 |
| U.S. Government securities | $104,370,000 | 873 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $104,370,000 | 833 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $460,754,000 | 53 |
| Privately issued residential mortgage-backed securities | $459,526,000 | 18 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $1,228,000 | 245 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $220,000 | 751 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $133,049,000 | 495 |
| Mortgage-backed securities | $563,896,000 | 186 |
| Certificates of participation in pools of residential mortgages | $8,563,000 | 2,490 |
| Issued or guaranteed by U.S. | $8,563,000 | 2,485 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $465,258,000 | 100 |
| CMOs issued by government agencies or sponsored agencies | $5,732,000 | 1,454 |
| Privately issued | $459,526,000 | 16 |
| Commercial mortgage-backed securities | $90,075,000 | 125 |
| Commercial mortgage pass-through securities | $89,684,000 | 53 |
| Other commercial mortgage-backed securities | $391,000 | 771 |
| Held to maturity securities (book value) | $104,204,000 | 266 |
| Available-for-sale securities (fair market value) | $461,140,000 | 283 |
| Total debt securities | $565,124,000 | 272 |
| 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 | $606,074,000 | 267 |
| U.S. Government securities | $101,480,000 | 920 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $101,480,000 | 876 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $504,367,000 | 48 |
| Privately issued residential mortgage-backed securities | $503,069,000 | 18 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $1,298,000 | 238 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $227,000 | 751 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $137,576,000 | 494 |
| Mortgage-backed securities | $604,549,000 | 177 |
| Certificates of participation in pools of residential mortgages | $9,275,000 | 2,423 |
| Issued or guaranteed by U.S. | $9,275,000 | 2,421 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $511,138,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $8,069,000 | 1,253 |
| Privately issued | $503,069,000 | 16 |
| Commercial mortgage-backed securities | $84,136,000 | 122 |
| Commercial mortgage pass-through securities | $83,683,000 | 55 |
| Other commercial mortgage-backed securities | $453,000 | 737 |
| Held to maturity securities (book value) | $101,305,000 | 276 |
| Available-for-sale securities (fair market value) | $504,769,000 | 267 |
| Total debt securities | $605,847,000 | 259 |
| 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 | $658,765,000 | 248 |
| U.S. Government securities | $103,925,000 | 911 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $103,925,000 | 872 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $554,610,000 | 45 |
| Privately issued residential mortgage-backed securities | $553,258,000 | 18 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $1,352,000 | 246 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $230,000 | 757 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $145,904,000 | 459 |
| Mortgage-backed securities | $657,183,000 | 160 |
| Certificates of participation in pools of residential mortgages | $9,593,000 | 2,388 |
| Issued or guaranteed by U.S. | $9,593,000 | 2,385 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $562,999,000 | 86 |
| CMOs issued by government agencies or sponsored agencies | $9,741,000 | 1,129 |
| Privately issued | $553,258,000 | 16 |
| Commercial mortgage-backed securities | $84,591,000 | 110 |
| Commercial mortgage pass-through securities | $84,105,000 | 51 |
| Other commercial mortgage-backed securities | $486,000 | 679 |
| Held to maturity securities (book value) | $103,746,000 | 271 |
| Available-for-sale securities (fair market value) | $555,019,000 | 246 |
| Total debt securities | $658,535,000 | 243 |
| 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 | $686,322,000 | 240 |
| U.S. Government securities | $112,405,000 | 863 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $112,405,000 | 826 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $573,711,000 | 44 |
| Privately issued residential mortgage-backed securities | $572,336,000 | 18 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $1,375,000 | 251 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $206,000 | 783 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $164,872,000 | 425 |
| Mortgage-backed securities | $684,741,000 | 150 |
| Certificates of participation in pools of residential mortgages | $10,022,000 | 2,356 |
| Issued or guaranteed by U.S. | $10,022,000 | 2,354 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $584,261,000 | 82 |
| CMOs issued by government agencies or sponsored agencies | $11,925,000 | 1,033 |
| Privately issued | $572,336,000 | 16 |
| Commercial mortgage-backed securities | $90,458,000 | 100 |
| Commercial mortgage pass-through securities | $89,299,000 | 45 |
| Other commercial mortgage-backed securities | $1,159,000 | 546 |
| Held to maturity securities (book value) | $112,219,000 | 265 |
| Available-for-sale securities (fair market value) | $574,103,000 | 247 |
| Total debt securities | $686,116,000 | 235 |
| 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 | $765,980,000 | 220 |
| U.S. Government securities | $109,587,000 | 901 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $109,587,000 | 863 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $656,194,000 | 42 |
| Privately issued residential mortgage-backed securities | $654,811,000 | 17 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $1,383,000 | 253 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $199,000 | 793 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $142,062,000 | 486 |
| Mortgage-backed securities | $764,398,000 | 140 |
| Certificates of participation in pools of residential mortgages | $11,078,000 | 2,298 |
| Issued or guaranteed by U.S. | $11,078,000 | 2,297 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $668,708,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $13,897,000 | 984 |
| Privately issued | $654,811,000 | 15 |
| Commercial mortgage-backed securities | $84,612,000 | 101 |
| Commercial mortgage pass-through securities | $82,597,000 | 43 |
| Other commercial mortgage-backed securities | $2,015,000 | 466 |
| Held to maturity securities (book value) | $109,393,000 | 263 |
| Available-for-sale securities (fair market value) | $656,587,000 | 212 |
| Total debt securities | $765,781,000 | 217 |
| 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 | $835,276,000 | 203 |
| U.S. Government securities | $115,833,000 | 867 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $115,833,000 | 831 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $718,973,000 | 41 |
| Privately issued residential mortgage-backed securities | $717,610,000 | 16 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $1,363,000 | 266 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $470,000 | 717 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $157,948,000 | 440 |
| Mortgage-backed securities | $833,443,000 | 132 |
| Certificates of participation in pools of residential mortgages | $11,721,000 | 2,263 |
| Issued or guaranteed by U.S. | $11,721,000 | 2,263 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $736,688,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $19,078,000 | 838 |
| Privately issued | $717,610,000 | 14 |
| Commercial mortgage-backed securities | $85,034,000 | 98 |
| Commercial mortgage pass-through securities | $83,014,000 | 46 |
| Other commercial mortgage-backed securities | $2,020,000 | 452 |
| Held to maturity securities (book value) | $115,631,000 | 250 |
| Available-for-sale securities (fair market value) | $719,645,000 | 201 |
| Total debt securities | $834,806,000 | 198 |
| 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 | $891,395,000 | 189 |
| U.S. Government securities | $115,295,000 | 876 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $115,295,000 | 838 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $775,629,000 | 37 |
| Privately issued residential mortgage-backed securities | $774,235,000 | 16 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $1,394,000 | 261 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $471,000 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $166,836,000 | 415 |
| Mortgage-backed securities | $889,530,000 | 124 |
| Certificates of participation in pools of residential mortgages | $11,950,000 | 2,288 |
| Issued or guaranteed by U.S. | $11,950,000 | 2,286 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $797,130,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $22,895,000 | 764 |
| Privately issued | $774,235,000 | 14 |
| Commercial mortgage-backed securities | $80,450,000 | 97 |
| Commercial mortgage pass-through securities | $78,426,000 | 46 |
| Other commercial mortgage-backed securities | $2,024,000 | 431 |
| Held to maturity securities (book value) | $115,084,000 | 248 |
| Available-for-sale securities (fair market value) | $776,311,000 | 181 |
| Total debt securities | $890,924,000 | 185 |
| 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 | $1,101,096,000 | 154 |
| U.S. Government securities | $113,969,000 | 889 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $113,969,000 | 854 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $986,743,000 | 37 |
| Privately issued residential mortgage-backed securities | $985,180,000 | 16 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $1,563,000 | 257 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $384,000 | 765 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $172,301,000 | 400 |
| Mortgage-backed securities | $1,099,149,000 | 106 |
| Certificates of participation in pools of residential mortgages | $12,037,000 | 2,350 |
| Issued or guaranteed by U.S. | $12,037,000 | 2,348 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,011,786,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $26,606,000 | 702 |
| Privately issued | $985,180,000 | 14 |
| Commercial mortgage-backed securities | $75,326,000 | 98 |
| Commercial mortgage pass-through securities | $73,297,000 | 49 |
| Other commercial mortgage-backed securities | $2,029,000 | 396 |
| Held to maturity securities (book value) | $113,751,000 | 251 |
| Available-for-sale securities (fair market value) | $987,345,000 | 147 |
| Total debt securities | $1,100,712,000 | 154 |
| 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 | $1,148,281,000 | 153 |
| U.S. Government securities | $118,840,000 | 864 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $118,840,000 | 832 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $1,029,062,000 | 38 |
| Privately issued residential mortgage-backed securities | $1,027,352,000 | 16 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $1,710,000 | 271 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $379,000 | 786 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $177,643,000 | 393 |
| Mortgage-backed securities | $1,146,192,000 | 106 |
| Certificates of participation in pools of residential mortgages | $12,441,000 | 2,351 |
| Issued or guaranteed by U.S. | $12,441,000 | 2,350 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,057,880,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $30,528,000 | 646 |
| Privately issued | $1,027,352,000 | 14 |
| Commercial mortgage-backed securities | $75,871,000 | 96 |
| Commercial mortgage pass-through securities | $73,652,000 | 51 |
| Other commercial mortgage-backed securities | $2,219,000 | 364 |
| Held to maturity securities (book value) | $118,614,000 | 239 |
| Available-for-sale securities (fair market value) | $1,029,667,000 | 144 |
| Total debt securities | $1,147,902,000 | 152 |
| 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 | $1,235,630,000 | 148 |
| U.S. Government securities | $117,220,000 | 887 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $117,220,000 | 851 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $1,118,022,000 | 39 |
| Privately issued residential mortgage-backed securities | $1,111,477,000 | 16 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $2,620,000 | 253 |
| Structured financial products - Total | $3,925,000 | 91 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $388,000 | 788 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $187,240,000 | 371 |
| Mortgage-backed securities | $1,228,697,000 | 102 |
| Certificates of participation in pools of residential mortgages | $12,529,000 | 2,366 |
| Issued or guaranteed by U.S. | $12,529,000 | 2,364 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,144,176,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $32,699,000 | 619 |
| Privately issued | $1,111,477,000 | 14 |
| Commercial mortgage-backed securities | $71,992,000 | 93 |
| Commercial mortgage pass-through securities | $68,701,000 | 46 |
| Other commercial mortgage-backed securities | $3,291,000 | 292 |
| Held to maturity securities (book value) | $116,984,000 | 235 |
| Available-for-sale securities (fair market value) | $1,118,646,000 | 134 |
| Total debt securities | $1,235,242,000 | 146 |
| 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 | $1,222,940,000 | 147 |
| U.S. Government securities | $107,559,000 | 958 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $107,559,000 | 922 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $1,114,982,000 | 39 |
| Privately issued residential mortgage-backed securities | $1,109,271,000 | 16 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $3,086,000 | 241 |
| Structured financial products - Total | $2,625,000 | 118 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $399,000 | 799 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $181,836,000 | 370 |
| Mortgage-backed securities | $1,216,830,000 | 102 |
| Certificates of participation in pools of residential mortgages | $12,937,000 | 2,320 |
| Issued or guaranteed by U.S. | $12,937,000 | 2,320 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,144,754,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $35,483,000 | 579 |
| Privately issued | $1,109,271,000 | 14 |
| Commercial mortgage-backed securities | $59,139,000 | 103 |
| Commercial mortgage pass-through securities | $54,861,000 | 49 |
| Other commercial mortgage-backed securities | $4,278,000 | 254 |
| Held to maturity securities (book value) | $107,312,000 | 244 |
| Available-for-sale securities (fair market value) | $1,115,628,000 | 128 |
| Total debt securities | $1,222,541,000 | 145 |
| 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 | $1,314,585,000 | 139 |
| U.S. Government securities | $104,513,000 | 982 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $104,513,000 | 944 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $1,209,728,000 | 36 |
| Privately issued residential mortgage-backed securities | $1,200,685,000 | 14 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $4,055,000 | 214 |
| Structured financial products - Total | $4,988,000 | 98 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $344,000 | 826 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $169,092,000 | 395 |
| Mortgage-backed securities | $1,305,198,000 | 98 |
| Certificates of participation in pools of residential mortgages | $9,066,000 | 2,779 |
| Issued or guaranteed by U.S. | $9,066,000 | 2,776 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,239,293,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $38,608,000 | 549 |
| Privately issued | $1,200,685,000 | 13 |
| Commercial mortgage-backed securities | $56,839,000 | 101 |
| Commercial mortgage pass-through securities | $52,120,000 | 51 |
| Other commercial mortgage-backed securities | $4,719,000 | 236 |
| Held to maturity securities (book value) | $109,245,000 | 232 |
| Available-for-sale securities (fair market value) | $1,205,340,000 | 120 |
| Total debt securities | $1,314,241,000 | 139 |
| 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 | $1,473,071,000 | 128 |
| U.S. Government securities | $110,606,000 | 928 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $110,606,000 | 895 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $1,362,134,000 | 32 |
| Privately issued residential mortgage-backed securities | $1,351,318,000 | 14 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $5,829,000 | 183 |
| Structured financial products - Total | $4,987,000 | 93 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $331,000 | 835 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $188,608,000 | 341 |
| Mortgage-backed securities | $1,461,924,000 | 92 |
| Certificates of participation in pools of residential mortgages | $5,316,000 | 3,407 |
| Issued or guaranteed by U.S. | $5,316,000 | 3,403 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,406,611,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $55,293,000 | 435 |
| Privately issued | $1,351,318,000 | 13 |
| Commercial mortgage-backed securities | $49,997,000 | 103 |
| Commercial mortgage pass-through securities | $44,736,000 | 54 |
| Other commercial mortgage-backed securities | $5,261,000 | 195 |
| Held to maturity securities (book value) | $115,319,000 | 206 |
| Available-for-sale securities (fair market value) | $1,357,752,000 | 112 |
| Total debt securities | $1,472,740,000 | 128 |
| 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 | $1,621,520,000 | 120 |
| U.S. Government securities | $119,546,000 | 873 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $119,546,000 | 844 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $1,501,669,000 | 32 |
| Privately issued residential mortgage-backed securities | $1,489,677,000 | 14 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $7,005,000 | 158 |
| Structured financial products - Total | $4,987,000 | 91 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $305,000 | 849 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $209,762,000 | 323 |
| Mortgage-backed securities | $1,609,223,000 | 84 |
| Certificates of participation in pools of residential mortgages | $5,567,000 | 3,395 |
| Issued or guaranteed by U.S. | $5,567,000 | 3,390 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,563,501,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $73,824,000 | 350 |
| Privately issued | $1,489,677,000 | 13 |
| Commercial mortgage-backed securities | $40,155,000 | 110 |
| Commercial mortgage pass-through securities | $34,122,000 | 63 |
| Other commercial mortgage-backed securities | $6,033,000 | 157 |
| Held to maturity securities (book value) | $124,242,000 | 189 |
| Available-for-sale securities (fair market value) | $1,497,278,000 | 106 |
| Total debt securities | $1,621,215,000 | 120 |
| 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 | $1,763,111,000 | 113 |
| U.S. Government securities | $138,556,000 | 741 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $138,556,000 | 710 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $1,624,288,000 | 30 |
| Privately issued residential mortgage-backed securities | $1,611,775,000 | 11 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $7,526,000 | 143 |
| Structured financial products - Total | $4,987,000 | 86 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $267,000 | 847 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $421,209,000 | 172 |
| Mortgage-backed securities | $1,750,331,000 | 78 |
| Certificates of participation in pools of residential mortgages | $6,320,000 | 3,240 |
| Issued or guaranteed by U.S. | $6,320,000 | 3,238 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,711,060,000 | 43 |
| CMOs issued by government agencies or sponsored agencies | $99,285,000 | 290 |
| Privately issued | $1,611,775,000 | 10 |
| Commercial mortgage-backed securities | $32,951,000 | 102 |
| Commercial mortgage pass-through securities | $25,321,000 | 57 |
| Other commercial mortgage-backed securities | $7,630,000 | 126 |
| Held to maturity securities (book value) | $143,233,000 | 164 |
| Available-for-sale securities (fair market value) | $1,619,878,000 | 99 |
| Total debt securities | $1,762,844,000 | 113 |
| 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 | $1,893,360,000 | 110 |
| U.S. Government securities | $166,153,000 | 639 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $166,153,000 | 622 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $1,726,967,000 | 30 |
| Privately issued residential mortgage-backed securities | $1,714,204,000 | 11 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $7,776,000 | 134 |
| Structured financial products - Total | $4,987,000 | 83 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $240,000 | 862 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,049,695,000 | 87 |
| Mortgage-backed securities | $1,880,357,000 | 78 |
| Certificates of participation in pools of residential mortgages | $7,180,000 | 3,236 |
| Issued or guaranteed by U.S. | $7,180,000 | 3,234 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,839,914,000 | 44 |
| CMOs issued by government agencies or sponsored agencies | $125,710,000 | 270 |
| Privately issued | $1,714,204,000 | 10 |
| Commercial mortgage-backed securities | $33,263,000 | 96 |
| Commercial mortgage pass-through securities | $25,463,000 | 54 |
| Other commercial mortgage-backed securities | $7,800,000 | 124 |
| Held to maturity securities (book value) | $170,804,000 | 138 |
| Available-for-sale securities (fair market value) | $1,722,556,000 | 96 |
| Total debt securities | $1,893,120,000 | 109 |
| 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 | $2,041,142,000 | 100 |
| U.S. Government securities | $180,698,000 | 607 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $180,698,000 | 584 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $1,860,223,000 | 29 |
| Privately issued residential mortgage-backed securities | $1,842,331,000 | 11 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $7,616,000 | 129 |
| Structured financial products - Total | $10,276,000 | 49 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $221,000 | 877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $473,820,000 | 157 |
| Mortgage-backed securities | $2,023,029,000 | 74 |
| Certificates of participation in pools of residential mortgages | $7,827,000 | 3,147 |
| Issued or guaranteed by U.S. | $7,827,000 | 3,147 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,980,633,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $138,302,000 | 251 |
| Privately issued | $1,842,331,000 | 10 |
| Commercial mortgage-backed securities | $34,569,000 | 86 |
| Commercial mortgage pass-through securities | $25,600,000 | 52 |
| Other commercial mortgage-backed securities | $8,969,000 | 108 |
| Held to maturity securities (book value) | $190,616,000 | 121 |
| Available-for-sale securities (fair market value) | $1,850,526,000 | 87 |
| Total debt securities | $2,040,921,000 | 99 |
| 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 | $2,128,390,000 | 101 |
| U.S. Government securities | $180,578,000 | 628 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $180,578,000 | 608 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $1,947,598,000 | 28 |
| Privately issued residential mortgage-backed securities | $1,929,793,000 | 11 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $7,345,000 | 112 |
| Structured financial products - Total | $10,460,000 | 49 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $214,000 | 864 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $515,629,000 | 149 |
| Mortgage-backed securities | $2,110,371,000 | 73 |
| Certificates of participation in pools of residential mortgages | $7,971,000 | 3,124 |
| Issued or guaranteed by U.S. | $7,971,000 | 3,122 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,073,777,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $143,984,000 | 255 |
| Privately issued | $1,929,793,000 | 10 |
| Commercial mortgage-backed securities | $28,623,000 | 87 |
| Commercial mortgage pass-through securities | $18,529,000 | 58 |
| Other commercial mortgage-backed securities | $10,094,000 | 91 |
| Held to maturity securities (book value) | $190,642,000 | 121 |
| Available-for-sale securities (fair market value) | $1,937,748,000 | 87 |
| Total debt securities | $2,128,176,000 | 100 |
| 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 | $1,316,161,000 | 137 |
| U.S. Government securities | $19,470,000 | 3,698 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,470,000 | 3,629 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $2,073,786,000 | 24 |
| Privately issued residential mortgage-backed securities | $2,055,804,000 | 11 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,982,000 | 306 |
| Foreign debt securities | NA | NA |
| Equity securities | $185,000 | 869 |
| Assets held in trading accounts for TFR Reporters | $777,280,000 | 1 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,075,274,000 | 72 |
| Certificates of participation in pools of residential mortgages | $19,470,000 | 1,815 |
| Issued or guaranteed by U.S. | $19,470,000 | 1,814 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,055,804,000 | 44 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $2,055,804,000 | 11 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-587,761,000 | 7,366 |
| Available-for-sale securities (fair market value) | $1,903,922,000 | 92 |
| Total debt securities | $2,093,256,000 | 99 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $777,280,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank |
| Total securities | $1,795,313,000 | 112 |
| U.S. Government securities | $22,414,000 | 3,326 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,414,000 | 3,245 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $2,548,619,000 | 21 |
| Privately issued residential mortgage-backed securities | $2,535,924,000 | 10 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,695,000 | 357 |
| Foreign debt securities | NA | NA |
| Equity securities | $158,000 | 932 |
| Assets held in trading accounts for TFR Reporters | $775,878,000 | 1 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,558,338,000 | 63 |
| Certificates of participation in pools of residential mortgages | $22,414,000 | 1,576 |
| Issued or guaranteed by U.S. | $22,414,000 | 1,573 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,535,924,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $2,535,924,000 | 10 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-592,359,000 | 7,446 |
| Available-for-sale securities (fair market value) | $2,387,672,000 | 78 |
| Total debt securities | $2,571,033,000 | 79 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $775,878,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank |
| Total securities | $2,210,846,000 | 93 |
| U.S. Government securities | $20,964,000 | 3,558 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,964,000 | 3,471 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $2,821,519,000 | 20 |
| Privately issued residential mortgage-backed securities | $2,808,864,000 | 10 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,655,000 | 336 |
| Foreign debt securities | NA | NA |
| Equity securities | $146,000 | 952 |
| Assets held in trading accounts for TFR Reporters | $631,783,000 | 1 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,829,828,000 | 56 |
| Certificates of participation in pools of residential mortgages | $20,964,000 | 1,604 |
| Issued or guaranteed by U.S. | $20,964,000 | 1,602 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,808,864,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $2,808,864,000 | 10 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-445,566,000 | 7,522 |
| Available-for-sale securities (fair market value) | $2,656,412,000 | 72 |
| Total debt securities | $2,842,483,000 | 75 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $631,783,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank |
| Total securities | $2,711,558,000 | 82 |
| U.S. Government securities | $21,343,000 | 3,515 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,343,000 | 3,414 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $2,690,081,000 | 22 |
| Privately issued residential mortgage-backed securities | $2,677,395,000 | 9 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,686,000 | 330 |
| Foreign debt securities | NA | NA |
| Equity securities | $134,000 | 971 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,698,738,000 | 56 |
| Certificates of participation in pools of residential mortgages | $21,343,000 | 1,549 |
| Issued or guaranteed by U.S. | $21,343,000 | 1,544 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,677,395,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $2,677,395,000 | 9 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $189,272,000 | 114 |
| Available-for-sale securities (fair market value) | $2,522,286,000 | 75 |
| Total debt securities | $2,711,424,000 | 83 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank |
| Total securities | $2,074,533,000 | 96 |
| U.S. Government securities | $21,499,000 | 3,330 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,499,000 | 3,229 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $2,052,908,000 | 27 |
| Privately issued residential mortgage-backed securities | $2,039,108,000 | 10 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,800,000 | 302 |
| Foreign debt securities | NA | NA |
| Equity securities | $126,000 | 969 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,060,607,000 | 70 |
| Certificates of participation in pools of residential mortgages | $21,499,000 | 1,480 |
| Issued or guaranteed by U.S. | $21,499,000 | 1,473 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,039,108,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $2,039,108,000 | 10 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $32,928,000 | 461 |
| Available-for-sale securities (fair market value) | $2,041,605,000 | 83 |
| Total debt securities | $2,074,407,000 | 96 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank |
| Total securities | $2,257,524,000 | 87 |
| U.S. Government securities | $21,927,000 | 3,241 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,927,000 | 3,136 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $2,235,463,000 | 26 |
| Privately issued residential mortgage-backed securities | $2,221,903,000 | 12 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,560,000 | 292 |
| Foreign debt securities | NA | NA |
| Equity securities | $134,000 | 1,002 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,243,830,000 | 60 |
| Certificates of participation in pools of residential mortgages | $21,927,000 | 1,431 |
| Issued or guaranteed by U.S. | $21,927,000 | 1,427 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,221,903,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $2,221,903,000 | 11 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $33,428,000 | 464 |
| Available-for-sale securities (fair market value) | $2,224,096,000 | 80 |
| Total debt securities | $2,257,390,000 | 87 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank |
| Total securities | $2,532,576,000 | 76 |
| U.S. Government securities | $22,551,000 | 3,238 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,551,000 | 3,154 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $2,509,891,000 | 23 |
| Privately issued residential mortgage-backed securities | $2,495,275,000 | 11 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,616,000 | 266 |
| Foreign debt securities | NA | NA |
| Equity securities | $134,000 | 1,040 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,517,826,000 | 56 |
| Certificates of participation in pools of residential mortgages | $22,551,000 | 1,412 |
| Issued or guaranteed by U.S. | $22,551,000 | 1,407 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,495,275,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $2,495,275,000 | 11 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $34,104,000 | 471 |
| Available-for-sale securities (fair market value) | $2,498,472,000 | 66 |
| Total debt securities | $2,532,442,000 | 77 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank |
| Total securities | $2,284,306,000 | 81 |
| U.S. Government securities | $20,371,000 | 3,508 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,371,000 | 3,425 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $2,263,768,000 | 24 |
| Privately issued residential mortgage-backed securities | $2,251,201,000 | 12 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,567,000 | 295 |
| Foreign debt securities | NA | NA |
| Equity securities | $167,000 | 1,057 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,271,572,000 | 60 |
| Certificates of participation in pools of residential mortgages | $20,371,000 | 1,604 |
| Issued or guaranteed by U.S. | $20,371,000 | 1,600 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,251,201,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $2,251,201,000 | 12 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $30,705,000 | 527 |
| Available-for-sale securities (fair market value) | $2,253,601,000 | 71 |
| Total debt securities | $2,284,139,000 | 82 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank |
| Total securities | $1,579,767,000 | 114 |
| U.S. Government securities | $21,098,000 | 3,399 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,098,000 | 3,322 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $1,558,512,000 | 37 |
| Privately issued residential mortgage-backed securities | $1,544,829,000 | 20 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,683,000 | 272 |
| Foreign debt securities | NA | NA |
| Equity securities | $157,000 | 1,090 |
| 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 | $1,565,927,000 | 79 |
| Certificates of participation in pools of residential mortgages | $21,098,000 | 1,617 |
| Issued or guaranteed by U.S. | $21,098,000 | 1,610 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,544,829,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $1,544,829,000 | 18 |
| 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) | $33,340,000 | 504 |
| Available-for-sale securities (fair market value) | $1,546,427,000 | 97 |
| Total debt securities | $1,579,610,000 | 112 |
| 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 | $1,206,189,000 | 136 |
| U.S. Government securities | $21,407,000 | 3,346 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,407,000 | 3,276 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $1,184,705,000 | 44 |
| Privately issued residential mortgage-backed securities | $1,169,337,000 | 23 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,368,000 | 267 |
| Foreign debt securities | NA | NA |
| Equity securities | $77,000 | 1,305 |
| 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 | $1,190,744,000 | 98 |
| Certificates of participation in pools of residential mortgages | $21,407,000 | 1,651 |
| Issued or guaranteed by U.S. | $21,407,000 | 1,645 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,169,337,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $1,169,337,000 | 20 |
| 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) | $36,481,000 | 478 |
| Available-for-sale securities (fair market value) | $1,169,708,000 | 119 |
| Total debt securities | $1,206,112,000 | 137 |
| 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 | $1,017,320,000 | 157 |
| U.S. Government securities | $18,980,000 | 3,579 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,980,000 | 3,510 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $998,263,000 | 52 |
| Privately issued residential mortgage-backed securities | $976,519,000 | 27 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,744,000 | 218 |
| Foreign debt securities | NA | NA |
| Equity securities | $77,000 | 1,294 |
| 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 | $995,499,000 | 111 |
| Certificates of participation in pools of residential mortgages | $18,980,000 | 1,835 |
| Issued or guaranteed by U.S. | $18,980,000 | 1,825 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $976,519,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $976,519,000 | 22 |
| 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) | $11,990,000 | 1,039 |
| Available-for-sale securities (fair market value) | $1,005,330,000 | 137 |
| Total debt securities | $1,017,243,000 | 154 |
| 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 | $492,062,000 | 277 |
| U.S. Government securities | $19,157,000 | 3,631 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,157,000 | 3,557 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $472,828,000 | 76 |
| Privately issued residential mortgage-backed securities | $455,226,000 | 46 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,602,000 | 254 |
| Foreign debt securities | NA | NA |
| Equity securities | $77,000 | 1,305 |
| 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 | $474,383,000 | 196 |
| Certificates of participation in pools of residential mortgages | $19,157,000 | 1,883 |
| Issued or guaranteed by U.S. | $19,157,000 | 1,871 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $455,226,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $455,226,000 | 42 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,740,000 | 1,251 |
| Available-for-sale securities (fair market value) | $483,322,000 | 241 |
| Total debt securities | $491,985,000 | 269 |
| 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 | $413,342,000 | 323 |
| U.S. Government securities | $134,563,000 | 659 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $134,563,000 | 646 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $510,977,000 | 67 |
| Privately issued residential mortgage-backed securities | $490,681,000 | 48 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,296,000 | 217 |
| Foreign debt securities | NA | NA |
| Equity securities | $77,000 | 1,296 |
| Assets held in trading accounts for TFR Reporters | $232,275,000 | 6 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $625,244,000 | 149 |
| Certificates of participation in pools of residential mortgages | $134,563,000 | 350 |
| Issued or guaranteed by U.S. | $134,563,000 | 343 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $490,681,000 | 91 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $490,681,000 | 43 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-5,348,000 | 8,312 |
| Available-for-sale securities (fair market value) | $418,690,000 | 269 |
| Total debt securities | $645,540,000 | 213 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $232,275,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank |
| Total securities | $333,554,000 | 374 |
| U.S. Government securities | $421,136,000 | 212 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $421,136,000 | 209 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $189,643,000 | 132 |
| Privately issued residential mortgage-backed securities | $173,288,000 | 94 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,355,000 | 253 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $277,225,000 | 5 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $345,326,000 | 236 |
| Certificates of participation in pools of residential mortgages | $172,038,000 | 270 |
| Issued or guaranteed by U.S. | $172,038,000 | 264 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $173,288,000 | 194 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $173,288,000 | 83 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,674,000 | 1,250 |
| Available-for-sale securities (fair market value) | $324,880,000 | 324 |
| Total debt securities | $610,779,000 | 214 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $277,225,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank |
| Total securities | $163,931,000 | 729 |
| U.S. Government securities | $38,830,000 | 2,116 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $38,830,000 | 2,077 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $125,101,000 | 180 |
| Privately issued residential mortgage-backed securities | $108,083,000 | 134 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,018,000 | 282 |
| 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 | $146,913,000 | 456 |
| Certificates of participation in pools of residential mortgages | $38,830,000 | 984 |
| Issued or guaranteed by U.S. | $38,830,000 | 973 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $108,083,000 | 274 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $108,083,000 | 124 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,672,000 | 1,241 |
| Available-for-sale securities (fair market value) | $155,259,000 | 659 |
| Total debt securities | $163,931,000 | 715 |
| 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 | $184,409,000 | 655 |
| U.S. Government securities | $41,984,000 | 1,955 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $41,984,000 | 1,917 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $142,425,000 | 161 |
| Privately issued residential mortgage-backed securities | $124,993,000 | 117 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,432,000 | 278 |
| 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 | $166,977,000 | 397 |
| Certificates of participation in pools of residential mortgages | $41,984,000 | 899 |
| Issued or guaranteed by U.S. | $41,984,000 | 889 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $124,993,000 | 244 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $124,993,000 | 103 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,720,000 | 1,236 |
| Available-for-sale securities (fair market value) | $175,689,000 | 578 |
| Total debt securities | $184,409,000 | 635 |
| 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 | $226,921,000 | 550 |
| U.S. Government securities | $43,751,000 | 1,883 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $43,751,000 | 1,840 |
| Securities issued by states & political subdivisions | $55,000 | 5,939 |
| Other domestic debt securities | $183,115,000 | 140 |
| Privately issued residential mortgage-backed securities | $140,839,000 | 111 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $22,274,000 | 232 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $184,590,000 | 357 |
| Certificates of participation in pools of residential mortgages | $43,751,000 | 770 |
| Issued or guaranteed by U.S. | $43,751,000 | 761 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $140,839,000 | 220 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $140,839,000 | 97 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,361,000 | 1,236 |
| Available-for-sale securities (fair market value) | $217,560,000 | 491 |
| Total debt securities | $226,921,000 | 537 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank |
| Total securities | $249,667,000 | 496 |
| U.S. Government securities | $45,143,000 | 1,859 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $45,143,000 | 1,820 |
| Securities issued by states & political subdivisions | $20,103,000 | 1,044 |
| Other domestic debt securities | $184,421,000 | 142 |
| Privately issued residential mortgage-backed securities | $152,441,000 | 104 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,885,000 | 207 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $197,584,000 | 320 |
| Certificates of participation in pools of residential mortgages | $45,143,000 | 715 |
| Issued or guaranteed by U.S. | $45,143,000 | 706 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $152,441,000 | 206 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $152,441,000 | 91 |
| 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) | $289,000 | 3,184 |
| Available-for-sale securities (fair market value) | $249,378,000 | 425 |
| Total debt securities | $249,667,000 | 482 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank |
| Total securities | $297,580,000 | 420 |
| U.S. Government securities | $47,460,000 | 1,790 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $47,460,000 | 1,739 |
| Securities issued by states & political subdivisions | $19,841,000 | 1,044 |
| Other domestic debt securities | $230,279,000 | 125 |
| Privately issued residential mortgage-backed securities | $191,221,000 | 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 | $9,013,000 | 423 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $238,681,000 | 279 |
| Certificates of participation in pools of residential mortgages | $47,460,000 | 684 |
| Issued or guaranteed by U.S. | $47,460,000 | 675 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $191,221,000 | 178 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $191,221,000 | 91 |
| 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) | $297,580,000 | 358 |
| Total debt securities | $297,580,000 | 410 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank |
| Total securities | $267,283,000 | 469 |
| U.S. Government securities | $45,922,000 | 1,871 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $45,922,000 | 1,810 |
| Securities issued by states & political subdivisions | $20,067,000 | 1,021 |
| Other domestic debt securities | $201,294,000 | 138 |
| Privately issued residential mortgage-backed securities | $156,902,000 | 106 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,016,000 | 434 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $202,824,000 | 314 |
| Certificates of participation in pools of residential mortgages | $45,922,000 | 705 |
| Issued or guaranteed by U.S. | $45,922,000 | 696 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $156,902,000 | 200 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $156,902,000 | 95 |
| 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) | $303,000 | 3,268 |
| Available-for-sale securities (fair market value) | $266,980,000 | 397 |
| Total debt securities | $267,283,000 | 457 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank |
| Total securities | $359,925,000 | 372 |
| U.S. Government securities | $76,881,000 | 1,158 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $76,881,000 | 1,125 |
| Securities issued by states & political subdivisions | $157,000 | 5,969 |
| Other domestic debt securities | $282,887,000 | 107 |
| Privately issued residential mortgage-backed securities | $266,715,000 | 84 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,020,000 | 649 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $343,596,000 | 210 |
| Certificates of participation in pools of residential mortgages | $76,881,000 | 452 |
| Issued or guaranteed by U.S. | $76,881,000 | 446 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $266,715,000 | 143 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $266,715,000 | 76 |
| 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) | $359,925,000 | 311 |
| Total debt securities | $359,925,000 | 361 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank |
| Total securities | $379,996,000 | 358 |
| U.S. Government securities | $81,451,000 | 1,119 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $81,451,000 | 1,085 |
| Securities issued by states & political subdivisions | $158,000 | 6,032 |
| Other domestic debt securities | $298,387,000 | 106 |
| Privately issued residential mortgage-backed securities | $282,131,000 | 80 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,023,000 | 650 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $363,582,000 | 209 |
| Certificates of participation in pools of residential mortgages | $81,451,000 | 450 |
| Issued or guaranteed by U.S. | $81,451,000 | 443 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $282,131,000 | 139 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $282,131,000 | 74 |
| 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) | $1,000 | 4,017 |
| Available-for-sale securities (fair market value) | $379,995,000 | 293 |
| Total debt securities | $379,996,000 | 349 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank |
| Total securities | $399,777,000 | 351 |
| U.S. Government securities | $86,994,000 | 1,042 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $86,994,000 | 1,003 |
| Securities issued by states & political subdivisions | $208,000 | 5,969 |
| Other domestic debt securities | $312,575,000 | 104 |
| Privately issued residential mortgage-backed securities | $294,407,000 | 80 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,852,000 | 555 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $381,401,000 | 213 |
| Certificates of participation in pools of residential mortgages | $86,994,000 | 433 |
| Issued or guaranteed by U.S. | $86,994,000 | 430 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $294,407,000 | 137 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $294,407,000 | 74 |
| 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) | $399,777,000 | 289 |
| Total debt securities | $399,777,000 | 340 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank |
| Total securities | $263,079,000 | 505 |
| U.S. Government securities | $83,185,000 | 1,096 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $83,185,000 | 1,059 |
| Securities issued by states & political subdivisions | $209,000 | 5,992 |
| Other domestic debt securities | $179,685,000 | 150 |
| Privately issued residential mortgage-backed securities | $161,499,000 | 110 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,730,000 | 578 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $244,684,000 | 288 |
| Certificates of participation in pools of residential mortgages | $83,185,000 | 457 |
| Issued or guaranteed by U.S. | $83,185,000 | 451 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $161,499,000 | 202 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $161,499,000 | 100 |
| 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) | $1,000 | 4,132 |
| Available-for-sale securities (fair market value) | $263,078,000 | 431 |
| Total debt securities | $263,079,000 | 490 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank |
| Total securities | $300,308,000 | 463 |
| U.S. Government securities | $89,111,000 | 1,029 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $89,111,000 | 999 |
| Securities issued by states & political subdivisions | $255,000 | 5,930 |
| Other domestic debt securities | $210,942,000 | 135 |
| Privately issued residential mortgage-backed securities | $69,204,000 | 155 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $129,552,000 | 63 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $158,315,000 | 419 |
| Certificates of participation in pools of residential mortgages | $89,111,000 | 449 |
| Issued or guaranteed by U.S. | $89,111,000 | 443 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $69,204,000 | 332 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $69,204,000 | 143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $300,308,000 | 393 |
| Total debt securities | $300,308,000 | 448 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank |
| Total securities | $175,242,000 | 726 |
| U.S. Government securities | $92,339,000 | 991 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $92,339,000 | 951 |
| Securities issued by states & political subdivisions | $255,000 | 5,979 |
| Other domestic debt securities | $82,648,000 | 227 |
| Privately issued residential mortgage-backed securities | $35,064,000 | 211 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $34,663,000 | 185 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $126,903,000 | 491 |
| Certificates of participation in pools of residential mortgages | $91,839,000 | 445 |
| Issued or guaranteed by U.S. | $91,839,000 | 440 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $35,064,000 | 488 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $35,064,000 | 199 |
| 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) | $2,000 | 4,270 |
| Available-for-sale securities (fair market value) | $175,240,000 | 604 |
| Total debt securities | $175,242,000 | 712 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank |
| Total securities | $187,754,000 | 689 |
| U.S. Government securities | $98,607,000 | 929 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $98,607,000 | 894 |
| Securities issued by states & political subdivisions | $301,000 | 5,899 |
| Other domestic debt securities | $88,846,000 | 217 |
| Privately issued residential mortgage-backed securities | $40,025,000 | 200 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $34,642,000 | 185 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $138,632,000 | 466 |
| Certificates of participation in pools of residential mortgages | $98,607,000 | 431 |
| Issued or guaranteed by U.S. | $98,607,000 | 423 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $40,025,000 | 465 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $40,025,000 | 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 | 4,351 |
| Available-for-sale securities (fair market value) | $187,754,000 | 567 |
| Total debt securities | $187,754,000 | 673 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank |
| Total securities | $180,051,000 | 712 |
| U.S. Government securities | $80,737,000 | 1,139 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $80,737,000 | 1,097 |
| Securities issued by states & political subdivisions | $301,000 | 5,927 |
| Other domestic debt securities | $99,013,000 | 204 |
| Privately issued residential mortgage-backed securities | $43,496,000 | 192 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $54,935,000 | 124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $124,233,000 | 516 |
| Certificates of participation in pools of residential mortgages | $80,737,000 | 511 |
| Issued or guaranteed by U.S. | $80,737,000 | 505 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $43,496,000 | 449 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $43,496,000 | 180 |
| 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) | $180,051,000 | 597 |
| Total debt securities | $180,051,000 | 698 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank |
| Total securities | $145,738,000 | 885 |
| U.S. Government securities | $85,042,000 | 1,107 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $85,042,000 | 1,068 |
| Securities issued by states & political subdivisions | $347,000 | 5,890 |
| Other domestic debt securities | $60,349,000 | 263 |
| Privately issued residential mortgage-backed securities | $35,519,000 | 204 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,830,000 | 266 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $120,561,000 | 542 |
| Certificates of participation in pools of residential mortgages | $85,042,000 | 504 |
| Issued or guaranteed by U.S. | $85,042,000 | 500 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $35,519,000 | 507 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $35,519,000 | 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 | 4,483 |
| Available-for-sale securities (fair market value) | $145,738,000 | 748 |
| Total debt securities | $145,738,000 | 861 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank |
| Total securities | $152,115,000 | 846 |
| U.S. Government securities | $89,089,000 | 1,061 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $89,089,000 | 1,018 |
| Securities issued by states & political subdivisions | $347,000 | 5,939 |
| Other domestic debt securities | $62,679,000 | 263 |
| Privately issued residential mortgage-backed securities | $37,834,000 | 186 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,845,000 | 274 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $126,923,000 | 524 |
| Certificates of participation in pools of residential mortgages | $89,089,000 | 496 |
| Issued or guaranteed by U.S. | $89,089,000 | 493 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $37,834,000 | 486 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $37,834,000 | 172 |
| 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) | $152,115,000 | 723 |
| Total debt securities | $152,115,000 | 827 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank |
| Total securities | $155,892,000 | 839 |
| U.S. Government securities | $91,341,000 | 1,047 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $91,341,000 | 1,006 |
| Securities issued by states & political subdivisions | $388,000 | 5,919 |
| Other domestic debt securities | $64,163,000 | 251 |
| Privately issued residential mortgage-backed securities | $39,403,000 | 171 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,760,000 | 281 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $130,744,000 | 515 |
| Certificates of participation in pools of residential mortgages | $91,341,000 | 494 |
| Issued or guaranteed by U.S. | $91,341,000 | 491 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $39,403,000 | 480 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $39,403,000 | 157 |
| 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) | $155,892,000 | 716 |
| Total debt securities | $155,892,000 | 812 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank |
| Total securities | $143,638,000 | 910 |
| U.S. Government securities | $101,506,000 | 943 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $101,506,000 | 904 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $42,132,000 | 340 |
| Privately issued residential mortgage-backed securities | $32,132,000 | 205 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,000,000 | 598 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $133,638,000 | 515 |
| Certificates of participation in pools of residential mortgages | $101,506,000 | 464 |
| Issued or guaranteed by U.S. | $101,506,000 | 460 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $32,132,000 | 583 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $32,132,000 | 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) | $1,446,000 | 3,059 |
| Available-for-sale securities (fair market value) | $142,192,000 | 788 |
| Total debt securities | $143,638,000 | 881 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank |
| Total securities | $120,918,000 | 1,113 |
| U.S. Government securities | $110,943,000 | 910 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $110,943,000 | 875 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $9,975,000 | 843 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,975,000 | 642 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $110,943,000 | 604 |
| Certificates of participation in pools of residential mortgages | $105,172,000 | 459 |
| Issued or guaranteed by U.S. | $105,172,000 | 454 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $5,771,000 | 1,478 |
| CMOs issued by government agencies or sponsored agencies | $5,771,000 | 1,387 |
| 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) | $496,000 | 3,819 |
| Available-for-sale securities (fair market value) | $120,422,000 | 949 |
| Total debt securities | $120,918,000 | 1,078 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank |
| Total securities | $61,455,000 | 2,066 |
| U.S. Government securities | $61,455,000 | 1,541 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $61,455,000 | 1,483 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| 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 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $57,703,000 | 950 |
| Certificates of participation in pools of residential mortgages | $49,219,000 | 791 |
| Issued or guaranteed by U.S. | $49,219,000 | 787 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $8,484,000 | 1,239 |
| CMOs issued by government agencies or sponsored agencies | $8,484,000 | 1,151 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $61,455,000 | 1,737 |
| Total debt securities | $61,455,000 | 1,997 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank |
| Total securities | $22,156,000 | 4,394 |
| U.S. Government securities | $22,156,000 | 3,438 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,156,000 | 3,308 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| 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 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,897,000 | 2,183 |
| Certificates of participation in pools of residential mortgages | $10,032,000 | 2,403 |
| Issued or guaranteed by U.S. | $10,032,000 | 2,390 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $7,865,000 | 1,386 |
| CMOs issued by government agencies or sponsored agencies | $7,865,000 | 1,289 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $22,156,000 | 3,809 |
| Total debt securities | $22,156,000 | 4,312 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank |
| Total securities | $23,041,000 | 4,267 |
| U.S. Government securities | $23,041,000 | 3,344 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,041,000 | 3,192 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| 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 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,272,000 | 2,138 |
| Certificates of participation in pools of residential mortgages | $8,473,000 | 2,618 |
| Issued or guaranteed by U.S. | $8,473,000 | 2,604 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $9,799,000 | 1,280 |
| CMOs issued by government agencies or sponsored agencies | $9,799,000 | 1,184 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $23,041,000 | 3,667 |
| Total debt securities | $23,041,000 | 4,177 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank |
| Total securities | $41,064,000 | 2,749 |
| U.S. Government securities | $41,064,000 | 2,079 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $41,064,000 | 1,996 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| 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 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $36,504,000 | 1,303 |
| Certificates of participation in pools of residential mortgages | $10,347,000 | 2,297 |
| Issued or guaranteed by U.S. | $10,347,000 | 2,284 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $26,157,000 | 697 |
| CMOs issued by government agencies or sponsored agencies | $26,157,000 | 642 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $41,064,000 | 2,332 |
| Total debt securities | $41,064,000 | 2,675 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank |
| Total securities | $36,089,000 | 2,909 |
| U.S. Government securities | $36,089,000 | 2,167 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $36,089,000 | 2,036 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| 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 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $30,701,000 | 1,358 |
| Certificates of participation in pools of residential mortgages | $20,708,000 | 1,256 |
| Issued or guaranteed by U.S. | $20,708,000 | 1,246 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $9,993,000 | 1,293 |
| CMOs issued by government agencies or sponsored agencies | $9,993,000 | 1,209 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $36,089,000 | 2,416 |
| Total debt securities | $36,089,000 | 2,842 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank |
| Total securities | $17,491,000 | 5,079 |
| U.S. Government securities | $17,491,000 | 4,047 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,491,000 | 3,779 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| 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 | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,397,000 | 2,043 |
| Certificates of participation in pools of residential mortgages | $12,397,000 | 1,505 |
| Issued or guaranteed by U.S. | $12,397,000 | 1,492 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| 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) | $4,356,000 | 2,946 |
| Available-for-sale securities (fair market value) | $13,135,000 | 4,990 |
| Total debt securities | $17,491,000 | 4,960 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank |
| Total securities | $8,003,000 | 7,649 |
| U.S. Government securities | $8,003,000 | 6,793 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,003,000 | 6,248 |
| 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 | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,003,000 | 2,848 |
| Certificates of participation in pools of residential mortgages | $8,003,000 | 2,141 |
| Issued or guaranteed by U.S. | $8,003,000 | 2,129 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| 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) | $4,773,000 | 3,132 |
| Available-for-sale securities (fair market value) | $3,230,000 | 8,003 |
| Total debt securities | $8,003,000 | 7,520 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank |
| Total securities | $0 | 10,385 |
| U.S. Government securities | $0 | 10,185 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 9,927 |
| 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 | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $0 | 10,235 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
