| 2023-12-31 | Rank |
| Total securities | $9,442,003,000 | 47 |
| U.S. Government securities | $8,698,834,000 | 40 |
| U.S. Treasury securities | $573,241,000 | 68 |
| U.S. Government agency obligations | $8,125,593,000 | 36 |
| Securities issued by states & political subdivisions | $743,375,000 | 47 |
| Other domestic debt securities | $35,000 | 2,311 |
| Privately issued residential mortgage-backed securities | $35,000 | 636 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,396,839,000 | 33 |
| Mortgage-backed securities | $6,224,083,000 | 44 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,533,856,000 | 39 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,674,169,000 | 34 |
| Privately issued | $35,000 | 477 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $16,023,000 | 345 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $3,359,414,000 | 41 |
| Available-for-sale securities (fair market value) | $6,082,830,000 | 56 |
| Total debt securities | $9,442,244,000 | 47 |
| Structured notes |
| Amortized cost | $350,675,000 | 6 |
| Fair value | $352,153,000 | 6 |
| 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 | $9,273,705,000 | 50 |
| U.S. Government securities | $8,516,854,000 | 43 |
| U.S. Treasury securities | $572,718,000 | 68 |
| U.S. Government agency obligations | $7,944,136,000 | 38 |
| Securities issued by states & political subdivisions | $757,568,000 | 45 |
| Other domestic debt securities | $34,000 | 2,323 |
| Privately issued residential mortgage-backed securities | $34,000 | 617 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,384,492,000 | 30 |
| Mortgage-backed securities | $6,049,479,000 | 45 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,416,598,000 | 41 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,617,218,000 | 33 |
| Privately issued | $34,000 | 473 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $15,629,000 | 340 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $3,376,822,000 | 41 |
| Available-for-sale securities (fair market value) | $5,897,634,000 | 55 |
| Total debt securities | $9,274,456,000 | 49 |
| Structured notes |
| Amortized cost | $348,513,000 | 7 |
| Fair value | $332,346,000 | 7 |
| 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 | $9,695,328,000 | 47 |
| U.S. Government securities | $8,920,418,000 | 43 |
| U.S. Treasury securities | $572,194,000 | 70 |
| U.S. Government agency obligations | $8,348,224,000 | 43 |
| Securities issued by states & political subdivisions | $775,670,000 | 42 |
| Other domestic debt securities | $37,000 | 2,344 |
| Privately issued residential mortgage-backed securities | $37,000 | 622 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,361,663,000 | 31 |
| Mortgage-backed securities | $6,460,429,000 | 44 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,666,379,000 | 40 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,778,136,000 | 31 |
| Privately issued | $37,000 | 469 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $15,877,000 | 344 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $3,394,092,000 | 40 |
| Available-for-sale securities (fair market value) | $6,302,033,000 | 53 |
| Total debt securities | $9,696,126,000 | 47 |
| Structured notes |
| Amortized cost | $346,351,000 | 6 |
| Fair value | $339,436,000 | 6 |
| 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 | $9,953,547,000 | 49 |
| U.S. Government securities | $9,196,290,000 | 45 |
| U.S. Treasury securities | $571,686,000 | 70 |
| U.S. Government agency obligations | $8,624,604,000 | 41 |
| Securities issued by states & political subdivisions | $759,043,000 | 52 |
| Other domestic debt securities | $36,000 | 2,398 |
| Privately issued residential mortgage-backed securities | $36,000 | 649 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,685,206,000 | 30 |
| Mortgage-backed securities | $6,743,679,000 | 46 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,824,621,000 | 42 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,908,843,000 | 31 |
| Privately issued | $36,000 | 483 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $10,179,000 | 474 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $3,373,352,000 | 45 |
| Available-for-sale securities (fair market value) | $6,582,017,000 | 54 |
| Total debt securities | $9,955,371,000 | 49 |
| Structured notes |
| Amortized cost | $344,189,000 | 5 |
| Fair value | $348,626,000 | 5 |
| 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 | $9,969,144,000 | 55 |
| U.S. Government securities | $9,229,393,000 | 48 |
| U.S. Treasury securities | $571,173,000 | 78 |
| U.S. Government agency obligations | $8,658,220,000 | 43 |
| Securities issued by states & political subdivisions | $739,147,000 | 56 |
| Other domestic debt securities | $35,000 | 2,438 |
| Privately issued residential mortgage-backed securities | $35,000 | 671 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,501,854,000 | 91 |
| Mortgage-backed securities | $6,786,401,000 | 50 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,863,024,000 | 43 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,916,762,000 | 34 |
| Privately issued | $35,000 | 491 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $6,580,000 | 600 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $3,226,629,000 | 46 |
| Available-for-sale securities (fair market value) | $6,741,946,000 | 57 |
| Total debt securities | $9,968,577,000 | 54 |
| Structured notes |
| Amortized cost | $458,782,000 | 5 |
| Fair value | $341,469,000 | 5 |
| 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 | $11,110,242,000 | 50 |
| U.S. Government securities | $10,355,470,000 | 44 |
| U.S. Treasury securities | $665,391,000 | 74 |
| U.S. Government agency obligations | $9,690,079,000 | 40 |
| Securities issued by states & political subdivisions | $754,281,000 | 57 |
| Other domestic debt securities | $38,000 | 2,400 |
| Privately issued residential mortgage-backed securities | $38,000 | 659 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,682,854,000 | 84 |
| Mortgage-backed securities | $7,824,500,000 | 46 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,500,104,000 | 40 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,317,777,000 | 30 |
| Privately issued | $38,000 | 495 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $6,581,000 | 610 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $2,194,182,000 | 61 |
| Available-for-sale securities (fair market value) | $8,915,607,000 | 48 |
| Total debt securities | $11,109,788,000 | 50 |
| Structured notes |
| Amortized cost | $399,998,000 | 6 |
| Fair value | $338,565,000 | 6 |
| 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 | $11,786,452,000 | 50 |
| U.S. Government securities | $11,071,787,000 | 42 |
| U.S. Treasury securities | $666,387,000 | 73 |
| U.S. Government agency obligations | $10,405,400,000 | 41 |
| Securities issued by states & political subdivisions | $714,153,000 | 65 |
| Other domestic debt securities | $41,000 | 2,255 |
| Privately issued residential mortgage-backed securities | $41,000 | 672 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,816,623,000 | 76 |
| Mortgage-backed securities | $8,489,823,000 | 45 |
| Certificates of participation in pools of residential mortgages | $4,894,096,000 | 39 |
| Issued or guaranteed by U.S. | $4,894,096,000 | 39 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $3,588,711,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $3,588,670,000 | 30 |
| Privately issued | $41,000 | 498 |
| Commercial mortgage-backed securities | $7,016,000 | 1,024 |
| Commercial mortgage pass-through securities | $7,016,000 | 600 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $2,134,812,000 | 61 |
| Available-for-sale securities (fair market value) | $9,651,169,000 | 45 |
| Total debt securities | $11,785,981,000 | 50 |
| Structured notes |
| Amortized cost | $399,992,000 | 6 |
| Fair value | $356,636,000 | 6 |
| 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 | $12,498,958,000 | 46 |
| U.S. Government securities | $11,774,768,000 | 42 |
| U.S. Treasury securities | $568,496,000 | 75 |
| U.S. Government agency obligations | $11,206,272,000 | 39 |
| Securities issued by states & political subdivisions | $723,588,000 | 63 |
| Other domestic debt securities | $45,000 | 2,238 |
| Privately issued residential mortgage-backed securities | $45,000 | 657 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,463,862,000 | 89 |
| Mortgage-backed securities | $9,225,668,000 | 43 |
| Certificates of participation in pools of residential mortgages | $5,336,191,000 | 37 |
| Issued or guaranteed by U.S. | $5,336,191,000 | 37 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $3,872,485,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $3,872,440,000 | 28 |
| Privately issued | $45,000 | 477 |
| Commercial mortgage-backed securities | $16,992,000 | 684 |
| Commercial mortgage pass-through securities | $16,992,000 | 365 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $2,035,319,000 | 55 |
| Available-for-sale securities (fair market value) | $10,463,082,000 | 44 |
| Total debt securities | $12,498,400,000 | 46 |
| Structured notes |
| Amortized cost | $399,980,000 | 6 |
| Fair value | $377,877,000 | 6 |
| 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 | $12,344,318,000 | 47 |
| U.S. Government securities | $11,592,275,000 | 43 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $11,592,275,000 | 38 |
| Securities issued by states & political subdivisions | $751,352,000 | 61 |
| Other domestic debt securities | $47,000 | 2,215 |
| Privately issued residential mortgage-backed securities | $47,000 | 630 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,432,303,000 | 92 |
| Mortgage-backed securities | $9,883,331,000 | 41 |
| Certificates of participation in pools of residential mortgages | $5,972,218,000 | 33 |
| Issued or guaranteed by U.S. | $5,972,218,000 | 33 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $3,892,398,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $3,892,351,000 | 28 |
| Privately issued | $47,000 | 436 |
| Commercial mortgage-backed securities | $18,715,000 | 631 |
| Commercial mortgage pass-through securities | $18,715,000 | 334 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $1,089,390,000 | 70 |
| Available-for-sale securities (fair market value) | $11,254,284,000 | 43 |
| Total debt securities | $12,343,671,000 | 47 |
| Structured notes |
| Amortized cost | $399,943,000 | 5 |
| Fair value | $397,977,000 | 5 |
| 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 | $11,410,031,000 | 46 |
| U.S. Government securities | $10,631,469,000 | 42 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $10,631,469,000 | 37 |
| Securities issued by states & political subdivisions | $777,920,000 | 55 |
| Other domestic debt securities | $54,000 | 2,162 |
| Privately issued residential mortgage-backed securities | $54,000 | 603 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,463,899,000 | 88 |
| Mortgage-backed securities | $9,859,106,000 | 40 |
| Certificates of participation in pools of residential mortgages | $6,419,377,000 | 29 |
| Issued or guaranteed by U.S. | $6,419,377,000 | 29 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $3,429,221,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $3,429,167,000 | 33 |
| Privately issued | $54,000 | 422 |
| Commercial mortgage-backed securities | $10,508,000 | 855 |
| Commercial mortgage pass-through securities | $10,508,000 | 474 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $697,134,000 | 81 |
| Available-for-sale securities (fair market value) | $10,712,309,000 | 45 |
| Total debt securities | $11,409,443,000 | 46 |
| Structured notes |
| Amortized cost | $99,985,000 | 16 |
| Fair value | $99,776,000 | 16 |
| 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 | $10,658,189,000 | 48 |
| U.S. Government securities | $9,875,222,000 | 43 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $9,875,222,000 | 40 |
| Securities issued by states & political subdivisions | $782,270,000 | 51 |
| Other domestic debt securities | $63,000 | 2,162 |
| Privately issued residential mortgage-backed securities | $63,000 | 604 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,458,911,000 | 87 |
| Mortgage-backed securities | $9,092,506,000 | 42 |
| Certificates of participation in pools of residential mortgages | $6,298,823,000 | 29 |
| Issued or guaranteed by U.S. | $6,298,823,000 | 29 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $2,783,010,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $2,782,947,000 | 35 |
| Privately issued | $63,000 | 404 |
| Commercial mortgage-backed securities | $10,673,000 | 822 |
| Commercial mortgage pass-through securities | $10,673,000 | 456 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $761,359,000 | 74 |
| Available-for-sale securities (fair market value) | $9,896,196,000 | 46 |
| Total debt securities | $10,657,553,000 | 48 |
| Structured notes |
| Amortized cost | $25,000,000 | 44 |
| Fair value | $25,014,000 | 44 |
| 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 | $9,936,495,000 | 50 |
| U.S. Government securities | $9,163,086,000 | 45 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $9,163,086,000 | 41 |
| Securities issued by states & political subdivisions | $772,826,000 | 49 |
| Other domestic debt securities | $75,000 | 2,149 |
| Privately issued residential mortgage-backed securities | $75,000 | 606 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,168,516,000 | 96 |
| Mortgage-backed securities | $8,778,250,000 | 41 |
| Certificates of participation in pools of residential mortgages | $5,632,460,000 | 31 |
| Issued or guaranteed by U.S. | $5,632,460,000 | 31 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $3,145,790,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $3,145,715,000 | 34 |
| Privately issued | $75,000 | 395 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $838,362,000 | 65 |
| Available-for-sale securities (fair market value) | $9,097,625,000 | 47 |
| Total debt securities | $9,935,986,000 | 50 |
| Structured notes |
| Amortized cost | $24,972,000 | 31 |
| Fair value | $24,990,000 | 30 |
| 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 | $9,065,833,000 | 50 |
| U.S. Government securities | $8,324,129,000 | 45 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $8,324,129,000 | 41 |
| Securities issued by states & political subdivisions | $741,475,000 | 50 |
| Other domestic debt securities | $74,000 | 2,089 |
| Privately issued residential mortgage-backed securities | $74,000 | 587 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,140,399,000 | 100 |
| Mortgage-backed securities | $7,987,426,000 | 42 |
| Certificates of participation in pools of residential mortgages | $4,672,693,000 | 36 |
| Issued or guaranteed by U.S. | $4,672,693,000 | 36 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $3,314,733,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $3,314,659,000 | 30 |
| Privately issued | $74,000 | 396 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $977,342,000 | 55 |
| Available-for-sale securities (fair market value) | $8,088,336,000 | 48 |
| Total debt securities | $9,065,680,000 | 50 |
| 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 | $7,600,254,000 | 57 |
| U.S. Government securities | $6,693,518,000 | 53 |
| U.S. Treasury securities | $260,017,000 | 61 |
| U.S. Government agency obligations | $6,433,501,000 | 49 |
| Securities issued by states & political subdivisions | $906,523,000 | 41 |
| Other domestic debt securities | $80,000 | 2,063 |
| Privately issued residential mortgage-backed securities | $80,000 | 586 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| 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 | $1,247,129,000 | 93 |
| Mortgage-backed securities | $6,156,041,000 | 51 |
| Certificates of participation in pools of residential mortgages | $2,999,166,000 | 45 |
| Issued or guaranteed by U.S. | $2,999,166,000 | 45 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $3,156,875,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $3,156,795,000 | 31 |
| Privately issued | $80,000 | 386 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $1,125,678,000 | 46 |
| Available-for-sale securities (fair market value) | $6,474,443,000 | 54 |
| Total debt securities | $7,600,121,000 | 57 |
| 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 | $6,444,118,000 | 58 |
| U.S. Government securities | $5,455,840,000 | 55 |
| U.S. Treasury securities | $695,293,000 | 49 |
| U.S. Government agency obligations | $4,760,547,000 | 56 |
| Securities issued by states & political subdivisions | $988,082,000 | 37 |
| Other domestic debt securities | $85,000 | 2,004 |
| Privately issued residential mortgage-backed securities | $85,000 | 566 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| 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 | $1,382,055,000 | 87 |
| Mortgage-backed securities | $4,666,553,000 | 55 |
| Certificates of participation in pools of residential mortgages | $822,184,000 | 86 |
| Issued or guaranteed by U.S. | $822,184,000 | 86 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $3,844,369,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $3,844,284,000 | 30 |
| Privately issued | $85,000 | 368 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $1,250,994,000 | 45 |
| Available-for-sale securities (fair market value) | $5,193,013,000 | 60 |
| Total debt securities | $6,444,009,000 | 58 |
| 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 | $6,623,467,000 | 56 |
| U.S. Government securities | $5,606,565,000 | 52 |
| U.S. Treasury securities | $725,876,000 | 44 |
| U.S. Government agency obligations | $4,880,689,000 | 50 |
| Securities issued by states & political subdivisions | $1,016,693,000 | 36 |
| Other domestic debt securities | $90,000 | 1,942 |
| Privately issued residential mortgage-backed securities | $90,000 | 579 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| 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 | $1,274,561,000 | 93 |
| Mortgage-backed securities | $4,621,836,000 | 53 |
| Certificates of participation in pools of residential mortgages | $254,492,000 | 207 |
| Issued or guaranteed by U.S. | $254,492,000 | 205 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $4,367,344,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $4,367,254,000 | 28 |
| Privately issued | $90,000 | 369 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $1,358,233,000 | 43 |
| Available-for-sale securities (fair market value) | $5,265,115,000 | 57 |
| Total debt securities | $6,623,349,000 | 56 |
| 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 | $6,421,286,000 | 55 |
| U.S. Government securities | $5,529,141,000 | 51 |
| U.S. Treasury securities | $509,050,000 | 48 |
| U.S. Government agency obligations | $5,020,091,000 | 48 |
| Securities issued by states & political subdivisions | $891,825,000 | 32 |
| Other domestic debt securities | $105,000 | 1,902 |
| Privately issued residential mortgage-backed securities | $105,000 | 542 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,108,569,000 | 88 |
| Mortgage-backed securities | $4,811,224,000 | 49 |
| Certificates of participation in pools of residential mortgages | $262,607,000 | 197 |
| Issued or guaranteed by U.S. | $262,607,000 | 196 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $4,548,617,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $4,548,512,000 | 25 |
| Privately issued | $105,000 | 358 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $1,427,921,000 | 47 |
| Available-for-sale securities (fair market value) | $4,993,150,000 | 56 |
| Total debt securities | $6,421,071,000 | 55 |
| 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 | $6,377,276,000 | 58 |
| U.S. Government securities | $5,385,127,000 | 51 |
| U.S. Treasury securities | $564,448,000 | 48 |
| U.S. Government agency obligations | $4,820,679,000 | 49 |
| Securities issued by states & political subdivisions | $991,774,000 | 29 |
| Other domestic debt securities | $119,000 | 1,946 |
| Privately issued residential mortgage-backed securities | $119,000 | 577 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,174,157,000 | 85 |
| Mortgage-backed securities | $4,704,040,000 | 50 |
| Certificates of participation in pools of residential mortgages | $276,001,000 | 178 |
| Issued or guaranteed by U.S. | $276,001,000 | 177 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $4,428,039,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $4,427,920,000 | 25 |
| Privately issued | $119,000 | 353 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $1,617,519,000 | 49 |
| Available-for-sale securities (fair market value) | $4,759,501,000 | 57 |
| Total debt securities | $6,377,021,000 | 58 |
| Structured notes |
| Amortized cost | $15,000,000 | 75 |
| Fair value | $15,006,000 | 76 |
| 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 | $6,577,511,000 | 53 |
| U.S. Government securities | $5,548,538,000 | 49 |
| U.S. Treasury securities | $564,366,000 | 49 |
| U.S. Government agency obligations | $4,984,172,000 | 47 |
| Securities issued by states & political subdivisions | $1,028,631,000 | 29 |
| Other domestic debt securities | $127,000 | 1,929 |
| Privately issued residential mortgage-backed securities | $127,000 | 548 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,257,899,000 | 83 |
| Mortgage-backed securities | $4,512,453,000 | 52 |
| Certificates of participation in pools of residential mortgages | $288,403,000 | 177 |
| Issued or guaranteed by U.S. | $288,403,000 | 176 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $4,224,050,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $4,223,923,000 | 25 |
| Privately issued | $127,000 | 365 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $2,026,823,000 | 46 |
| Available-for-sale securities (fair market value) | $4,550,473,000 | 54 |
| Total debt securities | $6,577,295,000 | 53 |
| Structured notes |
| Amortized cost | $15,000,000 | 81 |
| Fair value | $15,005,000 | 81 |
| 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 | $6,415,335,000 | 56 |
| U.S. Government securities | $5,364,218,000 | 50 |
| U.S. Treasury securities | $334,012,000 | 59 |
| U.S. Government agency obligations | $5,030,206,000 | 47 |
| Securities issued by states & political subdivisions | $1,048,636,000 | 31 |
| Other domestic debt securities | $2,299,000 | 1,207 |
| Privately issued residential mortgage-backed securities | $2,299,000 | 296 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,218,941,000 | 84 |
| Mortgage-backed securities | $4,345,756,000 | 53 |
| Certificates of participation in pools of residential mortgages | $299,876,000 | 170 |
| Issued or guaranteed by U.S. | $299,876,000 | 170 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $4,045,880,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $4,043,581,000 | 27 |
| Privately issued | $2,299,000 | 190 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $2,245,657,000 | 43 |
| Available-for-sale securities (fair market value) | $4,169,496,000 | 58 |
| Total debt securities | $6,415,153,000 | 56 |
| Structured notes |
| Amortized cost | $80,000,000 | 20 |
| Fair value | $80,045,000 | 20 |
| 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 | $6,392,323,000 | 56 |
| U.S. Government securities | $5,353,378,000 | 50 |
| U.S. Treasury securities | $279,313,000 | 63 |
| U.S. Government agency obligations | $5,074,065,000 | 47 |
| Securities issued by states & political subdivisions | $1,036,466,000 | 33 |
| Other domestic debt securities | $2,340,000 | 1,184 |
| Privately issued residential mortgage-backed securities | $2,340,000 | 265 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,149,174,000 | 89 |
| Mortgage-backed securities | $4,283,786,000 | 52 |
| Certificates of participation in pools of residential mortgages | $307,885,000 | 162 |
| Issued or guaranteed by U.S. | $307,885,000 | 162 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,975,901,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $3,973,561,000 | 26 |
| Privately issued | $2,340,000 | 185 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $2,312,646,000 | 44 |
| Available-for-sale securities (fair market value) | $4,079,538,000 | 58 |
| Total debt securities | $6,385,399,000 | 56 |
| Structured notes |
| Amortized cost | $130,000,000 | 10 |
| Fair value | $130,019,000 | 10 |
| 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 | $6,332,165,000 | 56 |
| U.S. Government securities | $5,289,775,000 | 50 |
| U.S. Treasury securities | $298,365,000 | 64 |
| U.S. Government agency obligations | $4,991,410,000 | 48 |
| Securities issued by states & political subdivisions | $1,039,710,000 | 33 |
| Other domestic debt securities | $2,468,000 | 1,127 |
| Privately issued residential mortgage-backed securities | $2,468,000 | 221 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,206,621,000 | 85 |
| Mortgage-backed securities | $4,228,650,000 | 52 |
| Certificates of participation in pools of residential mortgages | $319,686,000 | 163 |
| Issued or guaranteed by U.S. | $319,686,000 | 162 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,908,964,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $3,906,496,000 | 27 |
| Privately issued | $2,468,000 | 185 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $2,369,269,000 | 43 |
| Available-for-sale securities (fair market value) | $3,962,684,000 | 57 |
| Total debt securities | $6,331,952,000 | 56 |
| Structured notes |
| Amortized cost | $145,000,000 | 10 |
| Fair value | $144,714,000 | 10 |
| 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 | $6,344,831,000 | 56 |
| U.S. Government securities | $5,268,595,000 | 50 |
| U.S. Treasury securities | $278,447,000 | 68 |
| U.S. Government agency obligations | $4,990,148,000 | 47 |
| Securities issued by states & political subdivisions | $1,069,166,000 | 31 |
| Other domestic debt securities | $6,853,000 | 801 |
| Privately issued residential mortgage-backed securities | $6,853,000 | 239 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,277,496,000 | 86 |
| Mortgage-backed securities | $4,283,860,000 | 50 |
| Certificates of participation in pools of residential mortgages | $338,206,000 | 158 |
| Issued or guaranteed by U.S. | $338,206,000 | 157 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $3,945,654,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $3,938,801,000 | 27 |
| Privately issued | $6,853,000 | 125 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $2,453,766,000 | 42 |
| Available-for-sale securities (fair market value) | $3,890,848,000 | 60 |
| Total debt securities | $6,344,614,000 | 56 |
| Structured notes |
| Amortized cost | $159,989,000 | 9 |
| Fair value | $159,770,000 | 9 |
| 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 | $6,271,011,000 | 56 |
| U.S. Government securities | $5,181,381,000 | 50 |
| U.S. Treasury securities | $238,473,000 | 66 |
| U.S. Government agency obligations | $4,942,908,000 | 46 |
| Securities issued by states & political subdivisions | $1,081,710,000 | 32 |
| Other domestic debt securities | $7,920,000 | 661 |
| Privately issued residential mortgage-backed securities | $7,920,000 | 121 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,344,501,000 | 79 |
| Mortgage-backed securities | $4,350,024,000 | 49 |
| Certificates of participation in pools of residential mortgages | $356,799,000 | 157 |
| Issued or guaranteed by U.S. | $356,799,000 | 155 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,993,225,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $3,985,305,000 | 27 |
| Privately issued | $7,920,000 | 116 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $2,466,227,000 | 41 |
| Available-for-sale securities (fair market value) | $3,804,784,000 | 58 |
| Total debt securities | $6,271,011,000 | 56 |
| Structured notes |
| Amortized cost | $114,992,000 | 12 |
| Fair value | $114,758,000 | 12 |
| 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 | $5,981,743,000 | 59 |
| U.S. Government securities | $4,871,596,000 | 52 |
| U.S. Treasury securities | $178,792,000 | 69 |
| U.S. Government agency obligations | $4,692,804,000 | 50 |
| Securities issued by states & political subdivisions | $1,101,147,000 | 30 |
| Other domestic debt securities | $9,000,000 | 614 |
| Privately issued residential mortgage-backed securities | $9,000,000 | 122 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,278,207,000 | 83 |
| Mortgage-backed securities | $4,251,005,000 | 50 |
| Certificates of participation in pools of residential mortgages | $378,817,000 | 146 |
| Issued or guaranteed by U.S. | $378,817,000 | 144 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $3,872,188,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $3,863,188,000 | 27 |
| Privately issued | $9,000,000 | 118 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $2,366,213,000 | 39 |
| Available-for-sale securities (fair market value) | $3,615,530,000 | 59 |
| Total debt securities | $5,972,807,000 | 59 |
| Structured notes |
| Amortized cost | $84,998,000 | 16 |
| Fair value | $84,877,000 | 16 |
| 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 | $6,077,715,000 | 55 |
| U.S. Government securities | $4,905,607,000 | 50 |
| U.S. Treasury securities | $159,454,000 | 70 |
| U.S. Government agency obligations | $4,746,153,000 | 46 |
| Securities issued by states & political subdivisions | $1,160,629,000 | 29 |
| Other domestic debt securities | $11,479,000 | 540 |
| Privately issued residential mortgage-backed securities | $10,167,000 | 119 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $1,312,000 | 136 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,354,197,000 | 75 |
| Mortgage-backed securities | $4,363,321,000 | 47 |
| Certificates of participation in pools of residential mortgages | $401,666,000 | 138 |
| Issued or guaranteed by U.S. | $401,666,000 | 136 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $3,961,655,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $3,951,488,000 | 28 |
| Privately issued | $10,167,000 | 112 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $2,425,874,000 | 39 |
| Available-for-sale securities (fair market value) | $3,651,841,000 | 58 |
| Total debt securities | $6,055,845,000 | 55 |
| Structured notes |
| Amortized cost | $160,000,000 | 9 |
| Fair value | $159,871,000 | 9 |
| 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 | $6,229,230,000 | 55 |
| U.S. Government securities | $5,055,050,000 | 49 |
| U.S. Treasury securities | $169,370,000 | 69 |
| U.S. Government agency obligations | $4,885,680,000 | 44 |
| Securities issued by states & political subdivisions | $1,161,203,000 | 29 |
| Other domestic debt securities | $12,977,000 | 507 |
| Privately issued residential mortgage-backed securities | $11,664,000 | 116 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $1,313,000 | 138 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,441,063,000 | 73 |
| Mortgage-backed securities | $4,504,350,000 | 45 |
| Certificates of participation in pools of residential mortgages | $423,283,000 | 136 |
| Issued or guaranteed by U.S. | $423,283,000 | 134 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,081,067,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $4,069,403,000 | 26 |
| Privately issued | $11,664,000 | 111 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $2,504,870,000 | 38 |
| Available-for-sale securities (fair market value) | $3,724,360,000 | 57 |
| Total debt securities | $6,207,358,000 | 55 |
| Structured notes |
| Amortized cost | $234,999,000 | 7 |
| Fair value | $234,690,000 | 7 |
| 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 | $6,425,837,000 | 52 |
| U.S. Government securities | $5,287,773,000 | 47 |
| U.S. Treasury securities | $149,496,000 | 76 |
| U.S. Government agency obligations | $5,138,277,000 | 44 |
| Securities issued by states & political subdivisions | $1,124,219,000 | 30 |
| Other domestic debt securities | $13,845,000 | 502 |
| Privately issued residential mortgage-backed securities | $12,533,000 | 111 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $1,312,000 | 135 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,300,227,000 | 79 |
| Mortgage-backed securities | $4,608,668,000 | 46 |
| Certificates of participation in pools of residential mortgages | $443,611,000 | 133 |
| Issued or guaranteed by U.S. | $443,611,000 | 132 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,165,057,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $4,152,524,000 | 26 |
| Privately issued | $12,533,000 | 107 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $2,673,317,000 | 36 |
| Available-for-sale securities (fair market value) | $3,752,520,000 | 58 |
| Total debt securities | $6,403,945,000 | 52 |
| Structured notes |
| Amortized cost | $412,470,000 | 5 |
| Fair value | $411,573,000 | 5 |
| 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 | $6,258,200,000 | 51 |
| U.S. Government securities | $5,136,394,000 | 48 |
| U.S. Treasury securities | $119,604,000 | 83 |
| U.S. Government agency obligations | $5,016,790,000 | 45 |
| Securities issued by states & political subdivisions | $1,100,161,000 | 30 |
| Other domestic debt securities | $21,645,000 | 386 |
| Privately issued residential mortgage-backed securities | $20,333,000 | 94 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $1,312,000 | 143 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,384,636,000 | 79 |
| Mortgage-backed securities | $4,637,301,000 | 44 |
| Certificates of participation in pools of residential mortgages | $471,740,000 | 129 |
| Issued or guaranteed by U.S. | $471,740,000 | 127 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $4,165,561,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $4,145,228,000 | 25 |
| Privately issued | $20,333,000 | 91 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $2,628,661,000 | 34 |
| Available-for-sale securities (fair market value) | $3,629,539,000 | 57 |
| Total debt securities | $6,229,924,000 | 51 |
| Structured notes |
| Amortized cost | $322,426,000 | 6 |
| Fair value | $321,384,000 | 5 |
| 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 | $5,710,486,000 | 55 |
| U.S. Government securities | $4,568,317,000 | 54 |
| U.S. Treasury securities | $60,094,000 | 117 |
| U.S. Government agency obligations | $4,508,223,000 | 49 |
| Securities issued by states & political subdivisions | $1,116,161,000 | 29 |
| Other domestic debt securities | $26,008,000 | 334 |
| Privately issued residential mortgage-backed securities | $24,696,000 | 89 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $1,312,000 | 142 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,406,148,000 | 73 |
| Mortgage-backed securities | $4,417,822,000 | 47 |
| Certificates of participation in pools of residential mortgages | $518,708,000 | 114 |
| Issued or guaranteed by U.S. | $518,708,000 | 113 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,899,114,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $3,874,418,000 | 29 |
| Privately issued | $24,696,000 | 85 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $2,414,189,000 | 34 |
| Available-for-sale securities (fair market value) | $3,296,297,000 | 60 |
| Total debt securities | $5,681,732,000 | 55 |
| Structured notes |
| Amortized cost | $39,994,000 | 33 |
| Fair value | $40,006,000 | 32 |
| 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 | $5,416,038,000 | 57 |
| U.S. Government securities | $4,251,763,000 | 55 |
| U.S. Treasury securities | $50,163,000 | 127 |
| U.S. Government agency obligations | $4,201,600,000 | 49 |
| Securities issued by states & political subdivisions | $1,136,473,000 | 25 |
| Other domestic debt securities | $27,802,000 | 327 |
| Privately issued residential mortgage-backed securities | $26,490,000 | 88 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $1,312,000 | 145 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,475,691,000 | 72 |
| Mortgage-backed securities | $4,179,562,000 | 48 |
| Certificates of participation in pools of residential mortgages | $554,587,000 | 106 |
| Issued or guaranteed by U.S. | $554,587,000 | 105 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,624,975,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $3,598,485,000 | 29 |
| Privately issued | $26,490,000 | 83 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $2,282,668,000 | 38 |
| Available-for-sale securities (fair market value) | $3,133,370,000 | 62 |
| Total debt securities | $5,386,625,000 | 57 |
| Structured notes |
| Amortized cost | $14,999,000 | 105 |
| Fair value | $15,013,000 | 105 |
| 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 | $5,541,043,000 | 54 |
| U.S. Government securities | $4,383,769,000 | 54 |
| U.S. Treasury securities | $50,071,000 | 129 |
| U.S. Government agency obligations | $4,333,698,000 | 48 |
| Securities issued by states & political subdivisions | $1,127,109,000 | 22 |
| Other domestic debt securities | $30,165,000 | 309 |
| Privately issued residential mortgage-backed securities | $28,853,000 | 81 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $1,312,000 | 149 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,438,474,000 | 73 |
| Mortgage-backed securities | $4,149,581,000 | 47 |
| Certificates of participation in pools of residential mortgages | $585,211,000 | 103 |
| Issued or guaranteed by U.S. | $585,211,000 | 102 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,564,370,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $3,535,517,000 | 28 |
| Privately issued | $28,853,000 | 79 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $2,463,279,000 | 35 |
| Available-for-sale securities (fair market value) | $3,077,764,000 | 65 |
| Total debt securities | $5,510,761,000 | 54 |
| Structured notes |
| Amortized cost | $96,697,000 | 16 |
| Fair value | $96,802,000 | 17 |
| 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 | $5,630,237,000 | 53 |
| U.S. Government securities | $4,456,635,000 | 54 |
| U.S. Treasury securities | $49,800,000 | 143 |
| U.S. Government agency obligations | $4,406,835,000 | 49 |
| Securities issued by states & political subdivisions | $1,140,089,000 | 22 |
| Other domestic debt securities | $33,513,000 | 287 |
| Privately issued residential mortgage-backed securities | $32,201,000 | 73 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $1,312,000 | 146 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,462,104,000 | 77 |
| Mortgage-backed securities | $4,166,132,000 | 46 |
| Certificates of participation in pools of residential mortgages | $608,782,000 | 100 |
| Issued or guaranteed by U.S. | $608,782,000 | 99 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,557,350,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $3,525,149,000 | 27 |
| Privately issued | $32,201,000 | 70 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $2,653,700,000 | 34 |
| Available-for-sale securities (fair market value) | $2,976,537,000 | 64 |
| Total debt securities | $5,599,089,000 | 53 |
| Structured notes |
| Amortized cost | $171,672,000 | 10 |
| Fair value | $171,591,000 | 10 |
| 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 | $5,692,058,000 | 54 |
| U.S. Government securities | $4,487,630,000 | 51 |
| U.S. Treasury securities | $9,963,000 | 375 |
| U.S. Government agency obligations | $4,477,667,000 | 46 |
| Securities issued by states & political subdivisions | $1,164,107,000 | 21 |
| Other domestic debt securities | $40,321,000 | 247 |
| Privately issued residential mortgage-backed securities | $34,909,000 | 72 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $1,312,000 | 143 |
| Other domestic debt securities - All other | $4,100,000 | 724 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,446,938,000 | 73 |
| Mortgage-backed securities | $4,169,345,000 | 46 |
| Certificates of participation in pools of residential mortgages | $646,688,000 | 96 |
| Issued or guaranteed by U.S. | $646,688,000 | 95 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $3,522,657,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $3,487,748,000 | 29 |
| Privately issued | $34,909,000 | 70 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $2,804,780,000 | 32 |
| Available-for-sale securities (fair market value) | $2,887,278,000 | 64 |
| Total debt securities | $5,640,711,000 | 54 |
| Structured notes |
| Amortized cost | $206,953,000 | 10 |
| Fair value | $207,102,000 | 10 |
| 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 | $5,916,562,000 | 51 |
| U.S. Government securities | $4,726,812,000 | 50 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $4,726,812,000 | 46 |
| Securities issued by states & political subdivisions | $1,146,496,000 | 22 |
| Other domestic debt securities | $43,254,000 | 235 |
| Privately issued residential mortgage-backed securities | $37,842,000 | 70 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $1,312,000 | 146 |
| Other domestic debt securities - All other | $4,100,000 | 732 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,543,298,000 | 71 |
| Mortgage-backed securities | $4,273,403,000 | 45 |
| Certificates of participation in pools of residential mortgages | $682,321,000 | 91 |
| Issued or guaranteed by U.S. | $682,321,000 | 90 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,591,082,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $3,553,240,000 | 30 |
| Privately issued | $37,842,000 | 68 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $2,951,133,000 | 31 |
| Available-for-sale securities (fair market value) | $2,965,429,000 | 62 |
| Total debt securities | $5,865,028,000 | 52 |
| Structured notes |
| Amortized cost | $301,989,000 | 9 |
| Fair value | $302,128,000 | 9 |
| 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 | $5,673,374,000 | 54 |
| U.S. Government securities | $4,463,030,000 | 53 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $4,463,030,000 | 47 |
| Securities issued by states & political subdivisions | $1,165,569,000 | 22 |
| Other domestic debt securities | $44,775,000 | 230 |
| Privately issued residential mortgage-backed securities | $39,363,000 | 68 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $1,312,000 | 137 |
| Other domestic debt securities - All other | $4,100,000 | 722 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,657,798,000 | 67 |
| Mortgage-backed securities | $4,050,381,000 | 47 |
| Certificates of participation in pools of residential mortgages | $734,782,000 | 89 |
| Issued or guaranteed by U.S. | $734,782,000 | 88 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $3,315,599,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $3,276,236,000 | 31 |
| Privately issued | $39,363,000 | 65 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $2,724,599,000 | 34 |
| Available-for-sale securities (fair market value) | $2,948,775,000 | 62 |
| Total debt securities | $5,638,835,000 | 54 |
| Structured notes |
| Amortized cost | $231,225,000 | 11 |
| Fair value | $231,463,000 | 11 |
| 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 | $5,204,984,000 | 55 |
| U.S. Government securities | $4,005,788,000 | 54 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $4,005,788,000 | 50 |
| Securities issued by states & political subdivisions | $1,154,071,000 | 23 |
| Other domestic debt securities | $45,125,000 | 224 |
| Privately issued residential mortgage-backed securities | $40,712,000 | 66 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $1,313,000 | 141 |
| Other domestic debt securities - All other | $3,100,000 | 844 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,404,031,000 | 74 |
| Mortgage-backed securities | $3,595,538,000 | 50 |
| Certificates of participation in pools of residential mortgages | $763,478,000 | 81 |
| Issued or guaranteed by U.S. | $763,478,000 | 80 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,832,060,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $2,791,348,000 | 33 |
| Privately issued | $40,712,000 | 62 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $1,961,352,000 | 40 |
| Available-for-sale securities (fair market value) | $3,243,632,000 | 57 |
| Total debt securities | $5,170,827,000 | 55 |
| Structured notes |
| Amortized cost | $240,850,000 | 10 |
| Fair value | $241,514,000 | 10 |
| 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 | $5,197,350,000 | 54 |
| U.S. Government securities | $3,971,704,000 | 53 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $3,971,704,000 | 50 |
| Securities issued by states & political subdivisions | $1,179,080,000 | 20 |
| Other domestic debt securities | $46,566,000 | 213 |
| Privately issued residential mortgage-backed securities | $42,154,000 | 62 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $1,312,000 | 144 |
| Other domestic debt securities - All other | $3,100,000 | 861 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,414,685,000 | 76 |
| Mortgage-backed securities | $3,368,706,000 | 51 |
| Certificates of participation in pools of residential mortgages | $753,428,000 | 79 |
| Issued or guaranteed by U.S. | $753,428,000 | 78 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $2,615,278,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $2,573,124,000 | 35 |
| Privately issued | $42,154,000 | 60 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $1,772,789,000 | 42 |
| Available-for-sale securities (fair market value) | $3,424,561,000 | 56 |
| Total debt securities | $5,161,286,000 | 54 |
| Structured notes |
| Amortized cost | $509,308,000 | 7 |
| Fair value | $508,334,000 | 7 |
| 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 | $5,183,099,000 | 55 |
| U.S. Government securities | $3,962,274,000 | 56 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $3,962,274,000 | 52 |
| Securities issued by states & political subdivisions | $1,174,264,000 | 20 |
| Other domestic debt securities | $46,561,000 | 227 |
| Privately issued residential mortgage-backed securities | $42,149,000 | 62 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $1,312,000 | 146 |
| Other domestic debt securities - All other | $3,100,000 | 880 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,482,119,000 | 72 |
| Mortgage-backed securities | $3,189,269,000 | 56 |
| Certificates of participation in pools of residential mortgages | $769,987,000 | 79 |
| Issued or guaranteed by U.S. | $769,987,000 | 78 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,419,282,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $2,377,133,000 | 36 |
| Privately issued | $42,149,000 | 60 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $1,977,842,000 | 38 |
| Available-for-sale securities (fair market value) | $3,205,257,000 | 60 |
| Total debt securities | $5,138,642,000 | 55 |
| Structured notes |
| Amortized cost | $680,661,000 | 4 |
| Fair value | $676,685,000 | 4 |
| 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 | $5,275,233,000 | 53 |
| U.S. Government securities | $4,057,556,000 | 54 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $4,057,556,000 | 53 |
| Securities issued by states & political subdivisions | $1,169,514,000 | 20 |
| Other domestic debt securities | $48,163,000 | 232 |
| Privately issued residential mortgage-backed securities | $43,750,000 | 60 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $1,313,000 | 145 |
| Other domestic debt securities - All other | $3,100,000 | 912 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,657,996,000 | 65 |
| Mortgage-backed securities | $3,228,724,000 | 56 |
| Certificates of participation in pools of residential mortgages | $788,184,000 | 82 |
| Issued or guaranteed by U.S. | $788,184,000 | 81 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $2,440,540,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $2,396,790,000 | 36 |
| Privately issued | $43,750,000 | 58 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $2,126,146,000 | 35 |
| Available-for-sale securities (fair market value) | $3,149,087,000 | 60 |
| Total debt securities | $5,227,582,000 | 53 |
| Structured notes |
| Amortized cost | $718,893,000 | 4 |
| Fair value | $702,361,000 | 4 |
| 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 | $5,208,563,000 | 52 |
| U.S. Government securities | $3,985,583,000 | 56 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $3,985,583,000 | 53 |
| Securities issued by states & political subdivisions | $1,172,939,000 | 19 |
| Other domestic debt securities | $50,041,000 | 239 |
| Privately issued residential mortgage-backed securities | $45,629,000 | 60 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $1,312,000 | 163 |
| Other domestic debt securities - All other | $3,100,000 | 939 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,766,016,000 | 61 |
| Mortgage-backed securities | $3,101,885,000 | 54 |
| Certificates of participation in pools of residential mortgages | $759,704,000 | 83 |
| Issued or guaranteed by U.S. | $759,704,000 | 82 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $2,342,181,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $2,296,552,000 | 37 |
| Privately issued | $45,629,000 | 58 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $2,236,532,000 | 31 |
| Available-for-sale securities (fair market value) | $2,972,031,000 | 63 |
| Total debt securities | $5,159,901,000 | 52 |
| Structured notes |
| Amortized cost | $763,892,000 | 4 |
| Fair value | $733,706,000 | 4 |
| 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 | $5,255,221,000 | 52 |
| U.S. Government securities | $3,970,143,000 | 53 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $3,970,143,000 | 51 |
| Securities issued by states & political subdivisions | $1,233,519,000 | 19 |
| Other domestic debt securities | $51,559,000 | 241 |
| Privately issued residential mortgage-backed securities | $47,146,000 | 60 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $1,313,000 | 174 |
| Other domestic debt securities - All other | $3,100,000 | 962 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,762,351,000 | 61 |
| Mortgage-backed securities | $3,083,263,000 | 52 |
| Certificates of participation in pools of residential mortgages | $505,784,000 | 107 |
| Issued or guaranteed by U.S. | $505,784,000 | 106 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $2,577,479,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $2,530,333,000 | 34 |
| Privately issued | $47,146,000 | 57 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $2,388,959,000 | 26 |
| Available-for-sale securities (fair market value) | $2,866,262,000 | 66 |
| Total debt securities | $5,215,556,000 | 52 |
| Structured notes |
| Amortized cost | $763,875,000 | 4 |
| Fair value | $740,573,000 | 4 |
| 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 | $5,201,960,000 | 51 |
| U.S. Government securities | $3,911,110,000 | 53 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $3,911,110,000 | 51 |
| Securities issued by states & political subdivisions | $1,236,698,000 | 19 |
| Other domestic debt securities | $54,152,000 | 227 |
| Privately issued residential mortgage-backed securities | $49,743,000 | 63 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $1,309,000 | 167 |
| Other domestic debt securities - All other | $3,100,000 | 974 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,360,003,000 | 71 |
| Mortgage-backed securities | $3,021,942,000 | 54 |
| Certificates of participation in pools of residential mortgages | $160,410,000 | 283 |
| Issued or guaranteed by U.S. | $160,410,000 | 281 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,861,532,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $2,811,789,000 | 33 |
| Privately issued | $49,743,000 | 60 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $2,583,238,000 | 20 |
| Available-for-sale securities (fair market value) | $2,618,722,000 | 71 |
| Total debt securities | $5,160,334,000 | 50 |
| Structured notes |
| Amortized cost | $763,820,000 | 4 |
| Fair value | $746,955,000 | 4 |
| 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 | $5,438,806,000 | 50 |
| U.S. Government securities | $4,163,352,000 | 50 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $4,163,352,000 | 48 |
| Securities issued by states & political subdivisions | $1,217,256,000 | 19 |
| Other domestic debt securities | $58,198,000 | 210 |
| Privately issued residential mortgage-backed securities | $53,789,000 | 60 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $1,309,000 | 163 |
| Other domestic debt securities - All other | $3,100,000 | 954 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,330,080,000 | 73 |
| Mortgage-backed securities | $3,353,343,000 | 50 |
| Certificates of participation in pools of residential mortgages | $1,843,000 | 4,351 |
| Issued or guaranteed by U.S. | $1,843,000 | 4,348 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,351,500,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $3,297,711,000 | 30 |
| Privately issued | $53,789,000 | 57 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $2,875,695,000 | 18 |
| Available-for-sale securities (fair market value) | $2,563,111,000 | 71 |
| Total debt securities | $5,403,031,000 | 49 |
| Structured notes |
| Amortized cost | $734,806,000 | 3 |
| Fair value | $734,094,000 | 3 |
| 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 | $5,451,204,000 | 51 |
| U.S. Government securities | $4,173,234,000 | 50 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $4,173,234,000 | 47 |
| Securities issued by states & political subdivisions | $1,217,088,000 | 18 |
| Other domestic debt securities | $60,882,000 | 202 |
| Privately issued residential mortgage-backed securities | $56,473,000 | 65 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $1,309,000 | 158 |
| Other domestic debt securities - All other | $3,100,000 | 923 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,200,417,000 | 80 |
| Mortgage-backed securities | $3,593,804,000 | 50 |
| Certificates of participation in pools of residential mortgages | $1,880,000 | 4,363 |
| Issued or guaranteed by U.S. | $1,880,000 | 4,362 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $3,591,924,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $3,535,451,000 | 28 |
| Privately issued | $56,473,000 | 61 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $3,116,494,000 | 15 |
| Available-for-sale securities (fair market value) | $2,334,710,000 | 76 |
| Total debt securities | $5,414,641,000 | 51 |
| Structured notes |
| Amortized cost | $445,378,000 | 4 |
| Fair value | $445,456,000 | 4 |
| 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 | $5,544,872,000 | 50 |
| U.S. Government securities | $4,185,130,000 | 49 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $4,185,130,000 | 45 |
| Securities issued by states & political subdivisions | $1,274,877,000 | 18 |
| Other domestic debt securities | $84,865,000 | 164 |
| Privately issued residential mortgage-backed securities | $80,456,000 | 55 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $1,309,000 | 162 |
| Other domestic debt securities - All other | $3,100,000 | 964 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,248,564,000 | 78 |
| Mortgage-backed securities | $3,938,773,000 | 46 |
| Certificates of participation in pools of residential mortgages | $1,988,000 | 4,453 |
| Issued or guaranteed by U.S. | $1,988,000 | 4,451 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $3,936,785,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $3,856,329,000 | 27 |
| Privately issued | $80,456,000 | 52 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $2,825,658,000 | 17 |
| Available-for-sale securities (fair market value) | $2,719,214,000 | 70 |
| Total debt securities | $5,511,315,000 | 50 |
| Structured notes |
| Amortized cost | $259,130,000 | 8 |
| Fair value | $259,392,000 | 8 |
| 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 | $5,555,852,000 | 49 |
| U.S. Government securities | $4,219,240,000 | 49 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $4,219,240,000 | 44 |
| Securities issued by states & political subdivisions | $1,246,961,000 | 17 |
| Other domestic debt securities | $89,651,000 | 161 |
| Privately issued residential mortgage-backed securities | $85,127,000 | 54 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $1,424,000 | 153 |
| Other domestic debt securities - All other | $3,100,000 | 970 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,376,424,000 | 75 |
| Mortgage-backed securities | $3,962,887,000 | 46 |
| Certificates of participation in pools of residential mortgages | $2,036,000 | 4,478 |
| Issued or guaranteed by U.S. | $2,036,000 | 4,476 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,960,851,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $3,875,724,000 | 24 |
| Privately issued | $85,127,000 | 53 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $2,452,826,000 | 17 |
| Available-for-sale securities (fair market value) | $3,103,026,000 | 64 |
| Total debt securities | $5,538,620,000 | 49 |
| Structured notes |
| Amortized cost | $280,531,000 | 6 |
| Fair value | $280,675,000 | 6 |
| 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 | $5,693,739,000 | 49 |
| U.S. Government securities | $4,374,666,000 | 48 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $4,374,666,000 | 44 |
| Securities issued by states & political subdivisions | $1,223,652,000 | 17 |
| Other domestic debt securities | $95,421,000 | 155 |
| Privately issued residential mortgage-backed securities | $90,897,000 | 55 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $1,424,000 | 149 |
| Other domestic debt securities - All other | $3,100,000 | 959 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,398,710,000 | 74 |
| Mortgage-backed securities | $4,031,742,000 | 46 |
| Certificates of participation in pools of residential mortgages | $2,079,000 | 4,475 |
| Issued or guaranteed by U.S. | $2,079,000 | 4,474 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,029,663,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $3,938,766,000 | 25 |
| Privately issued | $90,897,000 | 54 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $2,380,599,000 | 18 |
| Available-for-sale securities (fair market value) | $3,313,140,000 | 60 |
| Total debt securities | $5,676,045,000 | 49 |
| Structured notes |
| Amortized cost | $282,536,000 | 6 |
| Fair value | $282,664,000 | 6 |
| 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 | $5,559,665,000 | 49 |
| U.S. Government securities | $4,244,553,000 | 47 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $4,244,553,000 | 45 |
| Securities issued by states & political subdivisions | $1,202,117,000 | 17 |
| Other domestic debt securities | $112,995,000 | 151 |
| Privately issued residential mortgage-backed securities | $109,471,000 | 65 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $1,424,000 | 141 |
| Other domestic debt securities - All other | $2,100,000 | 1,085 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,213,177,000 | 75 |
| Mortgage-backed securities | $4,034,626,000 | 45 |
| Certificates of participation in pools of residential mortgages | $2,135,000 | 4,396 |
| Issued or guaranteed by U.S. | $2,135,000 | 4,387 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $4,032,491,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $3,923,020,000 | 25 |
| Privately issued | $109,471,000 | 65 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $2,337,849,000 | 18 |
| Available-for-sale securities (fair market value) | $3,221,816,000 | 61 |
| Total debt securities | $5,541,473,000 | 49 |
| Structured notes |
| Amortized cost | $244,071,000 | 5 |
| Fair value | $244,532,000 | 5 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank |
| Total securities | $5,579,242,000 | 50 |
| U.S. Government securities | $4,196,095,000 | 48 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $4,196,095,000 | 47 |
| Securities issued by states & political subdivisions | $1,258,129,000 | 16 |
| Other domestic debt securities | $125,018,000 | 143 |
| Privately issued residential mortgage-backed securities | $121,494,000 | 67 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $1,424,000 | 142 |
| Other domestic debt securities - All other | $2,100,000 | 1,056 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,214,907,000 | 74 |
| Mortgage-backed securities | $4,093,638,000 | 47 |
| Certificates of participation in pools of residential mortgages | $2,206,000 | 4,319 |
| Issued or guaranteed by U.S. | $2,206,000 | 4,305 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $4,091,432,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $3,969,938,000 | 20 |
| Privately issued | $121,494,000 | 66 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $2,291,711,000 | 19 |
| Available-for-sale securities (fair market value) | $3,287,531,000 | 59 |
| Total debt securities | $5,562,050,000 | 50 |
| Structured notes |
| Amortized cost | $149,364,000 | 13 |
| Fair value | $149,826,000 | 13 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank |
| Total securities | $5,467,030,000 | 51 |
| U.S. Government securities | $4,036,211,000 | 48 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $4,036,211,000 | 47 |
| Securities issued by states & political subdivisions | $1,223,527,000 | 16 |
| Other domestic debt securities | $207,292,000 | 107 |
| Privately issued residential mortgage-backed securities | $203,768,000 | 51 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $1,424,000 | 154 |
| Other domestic debt securities - All other | $2,100,000 | 991 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,216,516,000 | 75 |
| Mortgage-backed securities | $3,997,017,000 | 47 |
| Certificates of participation in pools of residential mortgages | $2,246,000 | 4,296 |
| Issued or guaranteed by U.S. | $2,246,000 | 4,285 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $3,994,771,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $3,791,003,000 | 20 |
| Privately issued | $203,768,000 | 49 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $2,362,853,000 | 18 |
| Available-for-sale securities (fair market value) | $3,104,177,000 | 66 |
| Total debt securities | $5,448,996,000 | 51 |
| Structured notes |
| Amortized cost | $188,414,000 | 11 |
| Fair value | $188,798,000 | 11 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank |
| Total securities | $5,337,521,000 | 53 |
| U.S. Government securities | $3,924,455,000 | 49 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $3,924,455,000 | 47 |
| Securities issued by states & political subdivisions | $1,190,170,000 | 14 |
| Other domestic debt securities | $222,896,000 | 102 |
| Privately issued residential mortgage-backed securities | $219,372,000 | 51 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $1,424,000 | 144 |
| Other domestic debt securities - All other | $2,100,000 | 1,006 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,082,027,000 | 83 |
| Mortgage-backed securities | $3,900,879,000 | 46 |
| Certificates of participation in pools of residential mortgages | $2,313,000 | 4,232 |
| Issued or guaranteed by U.S. | $2,313,000 | 4,222 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $3,898,566,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $3,679,194,000 | 19 |
| Privately issued | $219,372,000 | 49 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $2,451,636,000 | 17 |
| Available-for-sale securities (fair market value) | $2,885,885,000 | 68 |
| Total debt securities | $5,318,900,000 | 53 |
| Structured notes |
| Amortized cost | $193,410,000 | 10 |
| Fair value | $193,494,000 | 10 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank |
| Total securities | $5,218,234,000 | 53 |
| U.S. Government securities | $3,792,691,000 | 51 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $3,792,691,000 | 49 |
| Securities issued by states & political subdivisions | $1,174,036,000 | 15 |
| Other domestic debt securities | $251,507,000 | 94 |
| Privately issued residential mortgage-backed securities | $247,983,000 | 50 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $1,424,000 | 146 |
| Other domestic debt securities - All other | $2,100,000 | 1,004 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,161,344,000 | 79 |
| Mortgage-backed securities | $3,768,542,000 | 47 |
| Certificates of participation in pools of residential mortgages | $2,363,000 | 4,111 |
| Issued or guaranteed by U.S. | $2,363,000 | 4,102 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,766,179,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $3,518,196,000 | 22 |
| Privately issued | $247,983,000 | 48 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $2,354,240,000 | 15 |
| Available-for-sale securities (fair market value) | $2,863,994,000 | 67 |
| Total debt securities | $5,198,687,000 | 52 |
| Structured notes |
| Amortized cost | $195,725,000 | 8 |
| Fair value | $196,143,000 | 8 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank |
| Total securities | $520,777,000 | 264 |
| U.S. Government securities | $305,673,000 | 317 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $305,673,000 | 305 |
| Securities issued by states & political subdivisions | $164,636,000 | 94 |
| Other domestic debt securities | $50,468,000 | 260 |
| Privately issued residential mortgage-backed securities | $50,276,000 | 144 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $192,000 | 1,987 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $196,975,000 | 293 |
| Mortgage-backed securities | $309,807,000 | 246 |
| Certificates of participation in pools of residential mortgages | $465,000 | 5,059 |
| Issued or guaranteed by U.S. | $465,000 | 5,046 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $309,342,000 | 131 |
| CMOs issued by government agencies or sponsored agencies | $259,066,000 | 118 |
| Privately issued | $50,276,000 | 140 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $214,109,000 | 95 |
| Available-for-sale securities (fair market value) | $306,668,000 | 381 |
| Total debt securities | $519,417,000 | 260 |
| Structured notes |
| Amortized cost | $46,023,000 | 99 |
| Fair value | $46,142,000 | 98 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank |
| Total securities | $462,089,000 | 290 |
| U.S. Government securities | $277,534,000 | 342 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $277,534,000 | 331 |
| Securities issued by states & political subdivisions | $126,076,000 | 125 |
| Other domestic debt securities | $58,479,000 | 236 |
| Privately issued residential mortgage-backed securities | $58,287,000 | 132 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $192,000 | 1,947 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $209,009,000 | 292 |
| Mortgage-backed securities | $300,683,000 | 246 |
| Certificates of participation in pools of residential mortgages | $472,000 | 5,115 |
| Issued or guaranteed by U.S. | $472,000 | 5,103 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $300,211,000 | 130 |
| CMOs issued by government agencies or sponsored agencies | $241,924,000 | 125 |
| Privately issued | $58,287,000 | 128 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $166,514,000 | 123 |
| Available-for-sale securities (fair market value) | $295,575,000 | 384 |
| Total debt securities | $460,730,000 | 284 |
| Structured notes |
| Amortized cost | $24,940,000 | 242 |
| Fair value | $25,135,000 | 242 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank |
| Total securities | $449,702,000 | 300 |
| U.S. Government securities | $270,438,000 | 361 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $270,438,000 | 349 |
| Securities issued by states & political subdivisions | $117,108,000 | 133 |
| Other domestic debt securities | $62,156,000 | 235 |
| Privately issued residential mortgage-backed securities | $61,964,000 | 134 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $192,000 | 1,970 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $174,131,000 | 359 |
| Mortgage-backed securities | $317,398,000 | 246 |
| Certificates of participation in pools of residential mortgages | $477,000 | 5,237 |
| Issued or guaranteed by U.S. | $477,000 | 5,225 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $316,921,000 | 130 |
| CMOs issued by government agencies or sponsored agencies | $254,957,000 | 117 |
| Privately issued | $61,964,000 | 130 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $180,449,000 | 104 |
| Available-for-sale securities (fair market value) | $269,253,000 | 425 |
| Total debt securities | $449,701,000 | 289 |
| Structured notes |
| Amortized cost | $4,999,000 | 1,008 |
| Fair value | $5,005,000 | 968 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank |
| Total securities | $452,858,000 | 292 |
| U.S. Government securities | $267,983,000 | 343 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $267,983,000 | 327 |
| Securities issued by states & political subdivisions | $118,162,000 | 133 |
| Other domestic debt securities | $66,713,000 | 233 |
| Privately issued residential mortgage-backed securities | $66,521,000 | 130 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $192,000 | 2,014 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $192,437,000 | 327 |
| Mortgage-backed securities | $329,510,000 | 237 |
| Certificates of participation in pools of residential mortgages | $481,000 | 5,308 |
| Issued or guaranteed by U.S. | $481,000 | 5,293 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $329,029,000 | 125 |
| CMOs issued by government agencies or sponsored agencies | $262,508,000 | 117 |
| Privately issued | $66,521,000 | 126 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $200,330,000 | 96 |
| Available-for-sale securities (fair market value) | $252,528,000 | 452 |
| Total debt securities | $452,857,000 | 285 |
| Structured notes |
| Amortized cost | $4,999,000 | 818 |
| Fair value | $4,994,000 | 797 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank |
| Total securities | $449,831,000 | 299 |
| U.S. Government securities | $259,558,000 | 343 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $259,558,000 | 332 |
| Securities issued by states & political subdivisions | $118,540,000 | 135 |
| Other domestic debt securities | $71,733,000 | 237 |
| Privately issued residential mortgage-backed securities | $71,541,000 | 139 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $192,000 | 2,116 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $191,748,000 | 333 |
| Mortgage-backed securities | $331,099,000 | 245 |
| Certificates of participation in pools of residential mortgages | $484,000 | 5,380 |
| Issued or guaranteed by U.S. | $484,000 | 5,364 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $330,615,000 | 126 |
| CMOs issued by government agencies or sponsored agencies | $259,074,000 | 116 |
| Privately issued | $71,541,000 | 135 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $210,469,000 | 103 |
| Available-for-sale securities (fair market value) | $239,362,000 | 471 |
| Total debt securities | $449,831,000 | 288 |
| Structured notes |
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank |
| Total securities | $449,795,000 | 298 |
| U.S. Government securities | $262,712,000 | 344 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $262,712,000 | 333 |
| Securities issued by states & political subdivisions | $110,373,000 | 142 |
| Other domestic debt securities | $76,710,000 | 240 |
| Privately issued residential mortgage-backed securities | $76,518,000 | 144 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $192,000 | 2,210 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $134,144,000 | 437 |
| Mortgage-backed securities | $339,230,000 | 234 |
| Certificates of participation in pools of residential mortgages | $489,000 | 5,438 |
| Issued or guaranteed by U.S. | $489,000 | 5,420 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $338,741,000 | 123 |
| CMOs issued by government agencies or sponsored agencies | $262,223,000 | 105 |
| Privately issued | $76,518,000 | 137 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $218,995,000 | 97 |
| Available-for-sale securities (fair market value) | $230,800,000 | 482 |
| Total debt securities | $449,794,000 | 286 |
| Structured notes |
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank |
| Total securities | $441,654,000 | 303 |
| U.S. Government securities | $256,879,000 | 368 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $256,879,000 | 361 |
| Securities issued by states & political subdivisions | $100,292,000 | 162 |
| Other domestic debt securities | $84,483,000 | 219 |
| Privately issued residential mortgage-backed securities | $84,291,000 | 149 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $192,000 | 2,329 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $139,779,000 | 423 |
| Mortgage-backed securities | $333,571,000 | 245 |
| Certificates of participation in pools of residential mortgages | $490,000 | 5,499 |
| Issued or guaranteed by U.S. | $490,000 | 5,483 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $333,081,000 | 127 |
| CMOs issued by government agencies or sponsored agencies | $248,790,000 | 106 |
| Privately issued | $84,291,000 | 141 |
| 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) | $228,010,000 | 100 |
| Available-for-sale securities (fair market value) | $213,644,000 | 502 |
| Total debt securities | $441,653,000 | 291 |
| Structured notes |
| Amortized cost | $7,575,000 | 148 |
| Fair value | $7,599,000 | 144 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank |
| Total securities | $449,250,000 | 288 |
| U.S. Government securities | $258,747,000 | 349 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $258,747,000 | 341 |
| Securities issued by states & political subdivisions | $102,243,000 | 151 |
| Other domestic debt securities | $88,260,000 | 210 |
| Privately issued residential mortgage-backed securities | $88,068,000 | 145 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $192,000 | 2,258 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $144,828,000 | 414 |
| Mortgage-backed securities | $339,219,000 | 244 |
| Certificates of participation in pools of residential mortgages | $498,000 | 5,499 |
| Issued or guaranteed by U.S. | $498,000 | 5,483 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $338,721,000 | 118 |
| CMOs issued by government agencies or sponsored agencies | $250,653,000 | 104 |
| Privately issued | $88,068,000 | 135 |
| 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) | $229,068,000 | 94 |
| Available-for-sale securities (fair market value) | $220,182,000 | 480 |
| Total debt securities | $449,250,000 | 282 |
| Structured notes |
| Amortized cost | $7,575,000 | 171 |
| Fair value | $7,596,000 | 169 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank |
| Total securities | $483,917,000 | 265 |
| U.S. Government securities | $277,512,000 | 310 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $277,512,000 | 306 |
| Securities issued by states & political subdivisions | $109,320,000 | 137 |
| Other domestic debt securities | $97,084,000 | 205 |
| Privately issued residential mortgage-backed securities | $94,922,000 | 140 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,162,000 | 1,056 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $1,000 | 1,867 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $152,196,000 | 385 |
| Mortgage-backed securities | $354,991,000 | 228 |
| Certificates of participation in pools of residential mortgages | $512,000 | 5,479 |
| Issued or guaranteed by U.S. | $512,000 | 5,464 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $354,479,000 | 114 |
| CMOs issued by government agencies or sponsored agencies | $259,557,000 | 89 |
| Privately issued | $94,922,000 | 132 |
| 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) | $231,095,000 | 92 |
| Available-for-sale securities (fair market value) | $252,822,000 | 406 |
| Total debt securities | $483,916,000 | 262 |
| Structured notes |
| Amortized cost | $7,575,000 | 164 |
| Fair value | $7,440,000 | 162 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank |
| Total securities | $503,190,000 | 263 |
| U.S. Government securities | $290,333,000 | 303 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $290,333,000 | 292 |
| Securities issued by states & political subdivisions | $105,516,000 | 148 |
| Other domestic debt securities | $101,232,000 | 212 |
| Privately issued residential mortgage-backed securities | $97,845,000 | 140 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,387,000 | 893 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $6,109,000 | 404 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $154,493,000 | 378 |
| Mortgage-backed securities | $358,788,000 | 227 |
| Certificates of participation in pools of residential mortgages | $562,000 | 5,467 |
| Issued or guaranteed by U.S. | $562,000 | 5,446 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $358,226,000 | 112 |
| CMOs issued by government agencies or sponsored agencies | $260,381,000 | 94 |
| Privately issued | $97,845,000 | 131 |
| 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) | $228,146,000 | 90 |
| Available-for-sale securities (fair market value) | $275,044,000 | 389 |
| Total debt securities | $497,082,000 | 261 |
| Structured notes |
| Amortized cost | $17,575,000 | 67 |
| Fair value | $17,381,000 | 68 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank |
| Total securities | $510,835,000 | 262 |
| U.S. Government securities | $298,527,000 | 295 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $298,527,000 | 286 |
| Securities issued by states & political subdivisions | $107,096,000 | 145 |
| Other domestic debt securities | $103,826,000 | 206 |
| Privately issued residential mortgage-backed securities | $100,429,000 | 137 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,397,000 | 878 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $1,386,000 | 923 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $131,644,000 | 425 |
| Mortgage-backed securities | $344,949,000 | 238 |
| Certificates of participation in pools of residential mortgages | $623,000 | 5,379 |
| Issued or guaranteed by U.S. | $623,000 | 5,353 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $344,326,000 | 121 |
| CMOs issued by government agencies or sponsored agencies | $243,897,000 | 102 |
| Privately issued | $100,429,000 | 125 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $201,500,000 | 90 |
| Available-for-sale securities (fair market value) | $309,335,000 | 362 |
| Total debt securities | $509,448,000 | 256 |
| Structured notes |
| Amortized cost | $7,308,000 | 187 |
| Fair value | $7,502,000 | 185 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank |
| Total securities | $462,265,000 | 281 |
| U.S. Government securities | $278,850,000 | 317 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $278,850,000 | 308 |
| Securities issued by states & political subdivisions | $94,300,000 | 161 |
| Other domestic debt securities | $87,655,000 | 220 |
| Privately issued residential mortgage-backed securities | $83,848,000 | 150 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,807,000 | 788 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $1,460,000 | 877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $131,520,000 | 415 |
| Mortgage-backed securities | $328,628,000 | 230 |
| Certificates of participation in pools of residential mortgages | $871,000 | 5,022 |
| Issued or guaranteed by U.S. | $871,000 | 4,999 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $327,757,000 | 125 |
| CMOs issued by government agencies or sponsored agencies | $243,909,000 | 98 |
| Privately issued | $83,848,000 | 139 |
| 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) | $190,997,000 | 103 |
| Available-for-sale securities (fair market value) | $271,268,000 | 396 |
| Total debt securities | $460,804,000 | 271 |
| Structured notes |
| Amortized cost | $7,304,000 | 339 |
| Fair value | $7,555,000 | 322 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank |
| Total securities | $492,035,000 | 270 |
| U.S. Government securities | $320,354,000 | 292 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $320,354,000 | 284 |
| Securities issued by states & political subdivisions | $94,386,000 | 160 |
| Other domestic debt securities | $77,295,000 | 242 |
| Privately issued residential mortgage-backed securities | $73,148,000 | 161 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,147,000 | 718 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $122,228,000 | 435 |
| Mortgage-backed securities | $313,449,000 | 230 |
| Certificates of participation in pools of residential mortgages | $1,084,000 | 4,738 |
| Issued or guaranteed by U.S. | $1,084,000 | 4,723 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $312,365,000 | 124 |
| CMOs issued by government agencies or sponsored agencies | $239,217,000 | 94 |
| Privately issued | $73,148,000 | 150 |
| 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) | $190,011,000 | 110 |
| Available-for-sale securities (fair market value) | $302,024,000 | 361 |
| Total debt securities | $492,035,000 | 261 |
| Structured notes |
| Amortized cost | $5,300,000 | 593 |
| Fair value | $5,526,000 | 573 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank |
| Total securities | $476,171,000 | 283 |
| U.S. Government securities | $312,529,000 | 301 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $312,529,000 | 292 |
| Securities issued by states & political subdivisions | $84,202,000 | 181 |
| Other domestic debt securities | $79,440,000 | 230 |
| Privately issued residential mortgage-backed securities | $75,309,000 | 156 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,131,000 | 686 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $124,887,000 | 432 |
| Mortgage-backed securities | $310,129,000 | 228 |
| Certificates of participation in pools of residential mortgages | $1,226,000 | 4,632 |
| Issued or guaranteed by U.S. | $1,226,000 | 4,619 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $308,903,000 | 130 |
| CMOs issued by government agencies or sponsored agencies | $233,594,000 | 112 |
| Privately issued | $75,309,000 | 142 |
| 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) | $176,152,000 | 117 |
| Available-for-sale securities (fair market value) | $300,019,000 | 355 |
| Total debt securities | $476,172,000 | 274 |
| Structured notes |
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank |
| Total securities | $458,578,000 | 298 |
| U.S. Government securities | $300,809,000 | 317 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $300,809,000 | 309 |
| Securities issued by states & political subdivisions | $83,853,000 | 176 |
| Other domestic debt securities | $73,916,000 | 236 |
| Privately issued residential mortgage-backed securities | $69,785,000 | 163 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,131,000 | 710 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $113,093,000 | 470 |
| Mortgage-backed securities | $281,415,000 | 256 |
| Certificates of participation in pools of residential mortgages | $1,303,000 | 4,591 |
| Issued or guaranteed by U.S. | $1,303,000 | 4,573 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $280,112,000 | 138 |
| CMOs issued by government agencies or sponsored agencies | $210,327,000 | 117 |
| Privately issued | $69,785,000 | 150 |
| 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) | $137,171,000 | 151 |
| Available-for-sale securities (fair market value) | $321,407,000 | 337 |
| Total debt securities | $458,579,000 | 288 |
| Structured notes |
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank |
| Total securities | $411,880,000 | 329 |
| U.S. Government securities | $257,898,000 | 369 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $257,898,000 | 359 |
| Securities issued by states & political subdivisions | $82,858,000 | 180 |
| Other domestic debt securities | $71,124,000 | 241 |
| Privately issued residential mortgage-backed securities | $70,993,000 | 155 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $131,000 | 2,151 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $111,876,000 | 493 |
| Mortgage-backed securities | $270,023,000 | 263 |
| Certificates of participation in pools of residential mortgages | $1,313,000 | 4,586 |
| Issued or guaranteed by U.S. | $1,313,000 | 4,571 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $268,710,000 | 141 |
| CMOs issued by government agencies or sponsored agencies | $197,717,000 | 120 |
| Privately issued | $70,993,000 | 142 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $135,391,000 | 156 |
| Available-for-sale securities (fair market value) | $276,489,000 | 393 |
| Total debt securities | $411,878,000 | 318 |
| Structured notes |
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank |
| Total securities | $437,619,000 | 311 |
| U.S. Government securities | $274,704,000 | 358 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $274,704,000 | 348 |
| Securities issued by states & political subdivisions | $90,771,000 | 165 |
| Other domestic debt securities | $72,144,000 | 244 |
| Privately issued residential mortgage-backed securities | $72,013,000 | 153 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $131,000 | 2,190 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $105,065,000 | 516 |
| Mortgage-backed securities | $270,093,000 | 265 |
| Certificates of participation in pools of residential mortgages | $1,398,000 | 4,542 |
| Issued or guaranteed by U.S. | $1,398,000 | 4,518 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $268,695,000 | 144 |
| CMOs issued by government agencies or sponsored agencies | $196,682,000 | 127 |
| Privately issued | $72,013,000 | 139 |
| 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) | $151,145,000 | 142 |
| Available-for-sale securities (fair market value) | $286,474,000 | 391 |
| Total debt securities | $437,619,000 | 300 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank |
| Total securities | $439,699,000 | 318 |
| U.S. Government securities | $276,128,000 | 364 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $276,128,000 | 352 |
| Securities issued by states & political subdivisions | $92,634,000 | 155 |
| Other domestic debt securities | $70,937,000 | 241 |
| Privately issued residential mortgage-backed securities | $70,806,000 | 154 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $131,000 | 2,269 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $83,396,000 | 642 |
| Mortgage-backed securities | $272,551,000 | 270 |
| Certificates of participation in pools of residential mortgages | $1,523,000 | 4,474 |
| Issued or guaranteed by U.S. | $1,523,000 | 4,455 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $271,028,000 | 143 |
| CMOs issued by government agencies or sponsored agencies | $200,222,000 | 122 |
| Privately issued | $70,806,000 | 141 |
| 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) | $146,085,000 | 153 |
| Available-for-sale securities (fair market value) | $293,614,000 | 390 |
| Total debt securities | $439,698,000 | 307 |
| Structured notes |
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank |
| Total securities | $448,331,000 | 321 |
| U.S. Government securities | $279,500,000 | 367 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $279,500,000 | 353 |
| Securities issued by states & political subdivisions | $96,467,000 | 145 |
| Other domestic debt securities | $72,364,000 | 238 |
| Privately issued residential mortgage-backed securities | $72,249,000 | 154 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $115,000 | 2,385 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $87,593,000 | 615 |
| Mortgage-backed securities | $267,271,000 | 278 |
| Certificates of participation in pools of residential mortgages | $1,652,000 | 4,417 |
| Issued or guaranteed by U.S. | $1,652,000 | 4,402 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $265,619,000 | 141 |
| CMOs issued by government agencies or sponsored agencies | $193,370,000 | 127 |
| Privately issued | $72,249,000 | 141 |
| 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) | $150,446,000 | 153 |
| Available-for-sale securities (fair market value) | $297,885,000 | 382 |
| Total debt securities | $448,331,000 | 312 |
| Structured notes |
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank |
| Total securities | $447,596,000 | 324 |
| U.S. Government securities | $288,524,000 | 366 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $288,524,000 | 352 |
| Securities issued by states & political subdivisions | $100,131,000 | 141 |
| Other domestic debt securities | $58,941,000 | 269 |
| Privately issued residential mortgage-backed securities | $58,826,000 | 164 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $115,000 | 2,509 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $91,884,000 | 580 |
| Mortgage-backed securities | $262,915,000 | 284 |
| Certificates of participation in pools of residential mortgages | $1,791,000 | 4,372 |
| Issued or guaranteed by U.S. | $1,791,000 | 4,353 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $261,124,000 | 145 |
| CMOs issued by government agencies or sponsored agencies | $202,298,000 | 126 |
| Privately issued | $58,826,000 | 154 |
| 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) | $155,983,000 | 150 |
| Available-for-sale securities (fair market value) | $291,613,000 | 398 |
| Total debt securities | $447,595,000 | 317 |
| Structured notes |
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank |
| Total securities | $449,653,000 | 322 |
| U.S. Government securities | $289,403,000 | 359 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $289,403,000 | 343 |
| Securities issued by states & political subdivisions | $99,391,000 | 140 |
| Other domestic debt securities | $60,859,000 | 260 |
| Privately issued residential mortgage-backed securities | $60,744,000 | 162 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $115,000 | 2,575 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $96,650,000 | 551 |
| Mortgage-backed securities | $265,525,000 | 279 |
| Certificates of participation in pools of residential mortgages | $2,021,000 | 4,282 |
| Issued or guaranteed by U.S. | $2,021,000 | 4,267 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $263,504,000 | 144 |
| CMOs issued by government agencies or sponsored agencies | $202,760,000 | 129 |
| Privately issued | $60,744,000 | 150 |
| 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) | $145,868,000 | 156 |
| Available-for-sale securities (fair market value) | $303,785,000 | 381 |
| Total debt securities | $449,653,000 | 314 |
| Structured notes |
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank |
| Total securities | $447,935,000 | 328 |
| U.S. Government securities | $282,243,000 | 370 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $282,243,000 | 357 |
| Securities issued by states & political subdivisions | $102,899,000 | 126 |
| Other domestic debt securities | $62,793,000 | 257 |
| Privately issued residential mortgage-backed securities | $62,678,000 | 165 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $115,000 | 2,642 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $96,980,000 | 534 |
| Mortgage-backed securities | $249,832,000 | 296 |
| Certificates of participation in pools of residential mortgages | $2,251,000 | 4,219 |
| Issued or guaranteed by U.S. | $2,251,000 | 4,203 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $247,581,000 | 156 |
| CMOs issued by government agencies or sponsored agencies | $184,903,000 | 143 |
| Privately issued | $62,678,000 | 152 |
| 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) | $115,740,000 | 192 |
| Available-for-sale securities (fair market value) | $332,195,000 | 355 |
| Total debt securities | $447,935,000 | 313 |
| Structured notes |
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank |
| Total securities | $466,885,000 | 320 |
| U.S. Government securities | $302,723,000 | 355 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $302,723,000 | 339 |
| Securities issued by states & political subdivisions | $99,611,000 | 131 |
| Other domestic debt securities | $64,551,000 | 248 |
| Privately issued residential mortgage-backed securities | $64,436,000 | 156 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $115,000 | 2,725 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $90,404,000 | 575 |
| Mortgage-backed securities | $267,866,000 | 288 |
| Certificates of participation in pools of residential mortgages | $2,470,000 | 4,194 |
| Issued or guaranteed by U.S. | $2,470,000 | 4,182 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $265,396,000 | 145 |
| CMOs issued by government agencies or sponsored agencies | $200,960,000 | 131 |
| Privately issued | $64,436,000 | 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) | $116,693,000 | 190 |
| Available-for-sale securities (fair market value) | $350,192,000 | 343 |
| Total debt securities | $466,885,000 | 310 |
| Structured notes |
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank |
| Total securities | $485,401,000 | 319 |
| U.S. Government securities | $308,904,000 | 350 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $308,904,000 | 331 |
| Securities issued by states & political subdivisions | $103,449,000 | 124 |
| Other domestic debt securities | $73,047,000 | 240 |
| Privately issued residential mortgage-backed securities | $72,932,000 | 151 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $115,000 | 2,802 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $1,000 | 2,179 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $91,664,000 | 563 |
| Mortgage-backed securities | $271,336,000 | 296 |
| Certificates of participation in pools of residential mortgages | $2,590,000 | 4,179 |
| Issued or guaranteed by U.S. | $2,590,000 | 4,166 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $268,746,000 | 145 |
| CMOs issued by government agencies or sponsored agencies | $195,814,000 | 143 |
| Privately issued | $72,932,000 | 136 |
| 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) | $99,271,000 | 230 |
| Available-for-sale securities (fair market value) | $386,130,000 | 323 |
| Total debt securities | $485,400,000 | 308 |
| Structured notes |
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank |
| Total securities | $511,599,000 | 299 |
| U.S. Government securities | $331,701,000 | 338 |
| U.S. Treasury securities | $120,000 | 1,896 |
| U.S. Government agency obligations | $331,581,000 | 318 |
| Securities issued by states & political subdivisions | $104,673,000 | 122 |
| Other domestic debt securities | $75,224,000 | 236 |
| Privately issued residential mortgage-backed securities | $75,109,000 | 142 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $115,000 | 2,873 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $1,000 | 2,215 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $88,161,000 | 566 |
| Mortgage-backed securities | $277,395,000 | 288 |
| Certificates of participation in pools of residential mortgages | $2,850,000 | 4,083 |
| Issued or guaranteed by U.S. | $2,850,000 | 4,072 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $274,545,000 | 140 |
| CMOs issued by government agencies or sponsored agencies | $199,436,000 | 141 |
| Privately issued | $75,109,000 | 130 |
| 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) | $91,354,000 | 254 |
| Available-for-sale securities (fair market value) | $420,245,000 | 307 |
| Total debt securities | $511,597,000 | 291 |
| Structured notes |
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank |
| Total securities | $486,952,000 | 326 |
| U.S. Government securities | $317,004,000 | 356 |
| U.S. Treasury securities | $119,000 | 2,013 |
| U.S. Government agency obligations | $316,885,000 | 338 |
| Securities issued by states & political subdivisions | $103,999,000 | 119 |
| Other domestic debt securities | $65,948,000 | 245 |
| Privately issued residential mortgage-backed securities | $65,833,000 | 145 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $115,000 | 2,972 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $1,000 | 2,259 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $86,911,000 | 559 |
| Mortgage-backed securities | $256,358,000 | 313 |
| Certificates of participation in pools of residential mortgages | $3,453,000 | 3,918 |
| Issued or guaranteed by U.S. | $3,453,000 | 3,909 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $252,905,000 | 152 |
| CMOs issued by government agencies or sponsored agencies | $187,072,000 | 147 |
| Privately issued | $65,833,000 | 130 |
| 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) | $64,293,000 | 360 |
| Available-for-sale securities (fair market value) | $422,659,000 | 308 |
| Total debt securities | $486,952,000 | 314 |
| Structured notes |
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank |
| Total securities | $512,729,000 | 310 |
| U.S. Government securities | $329,400,000 | 344 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $329,400,000 | 324 |
| Securities issued by states & political subdivisions | $113,185,000 | 115 |
| Other domestic debt securities | $70,143,000 | 249 |
| Privately issued residential mortgage-backed securities | $70,028,000 | 148 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $115,000 | 3,046 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $1,000 | 2,280 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $86,226,000 | 555 |
| Mortgage-backed securities | $267,642,000 | 309 |
| Certificates of participation in pools of residential mortgages | $4,085,000 | 3,732 |
| Issued or guaranteed by U.S. | $4,085,000 | 3,724 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $263,557,000 | 152 |
| CMOs issued by government agencies or sponsored agencies | $193,529,000 | 148 |
| Privately issued | $70,028,000 | 134 |
| 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) | $64,832,000 | 335 |
| Available-for-sale securities (fair market value) | $447,897,000 | 295 |
| Total debt securities | $512,736,000 | 301 |
| Structured notes |
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank |
| Total securities | $481,929,000 | 332 |
| U.S. Government securities | $319,279,000 | 370 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $319,279,000 | 351 |
| Securities issued by states & political subdivisions | $110,311,000 | 115 |
| Other domestic debt securities | $52,338,000 | 282 |
| Privately issued residential mortgage-backed securities | $52,223,000 | 126 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $115,000 | 3,180 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $1,000 | 2,332 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $85,946,000 | 548 |
| Mortgage-backed securities | $267,109,000 | 315 |
| Certificates of participation in pools of residential mortgages | $4,346,000 | 3,617 |
| Issued or guaranteed by U.S. | $4,346,000 | 3,605 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $262,763,000 | 145 |
| CMOs issued by government agencies or sponsored agencies | $210,540,000 | 147 |
| Privately issued | $52,223,000 | 109 |
| 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) | $66,291,000 | 329 |
| Available-for-sale securities (fair market value) | $415,638,000 | 316 |
| Total debt securities | $481,929,000 | 322 |
| Structured notes |
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank |
| Total securities | $460,274,000 | 336 |
| U.S. Government securities | $318,277,000 | 366 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $318,277,000 | 348 |
| Securities issued by states & political subdivisions | $103,109,000 | 125 |
| Other domestic debt securities | $38,887,000 | 349 |
| Privately issued residential mortgage-backed securities | $38,772,000 | 140 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $115,000 | 3,294 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $1,000 | 2,383 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $79,935,000 | 575 |
| Mortgage-backed securities | $272,549,000 | 311 |
| Certificates of participation in pools of residential mortgages | $5,484,000 | 3,280 |
| Issued or guaranteed by U.S. | $5,484,000 | 3,265 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $267,065,000 | 144 |
| CMOs issued by government agencies or sponsored agencies | $228,293,000 | 143 |
| Privately issued | $38,772,000 | 122 |
| 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) | $69,098,000 | 304 |
| Available-for-sale securities (fair market value) | $391,176,000 | 334 |
| Total debt securities | $460,272,000 | 323 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank |
| Total securities | $485,735,000 | 318 |
| U.S. Government securities | $322,917,000 | 357 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $322,917,000 | 344 |
| Securities issued by states & political subdivisions | $111,655,000 | 117 |
| Other domestic debt securities | $51,162,000 | 299 |
| Privately issued residential mortgage-backed securities | $51,047,000 | 126 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $115,000 | 3,324 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $1,000 | 2,384 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $62,657,000 | 694 |
| Mortgage-backed securities | $291,866,000 | 302 |
| Certificates of participation in pools of residential mortgages | $6,726,000 | 2,996 |
| Issued or guaranteed by U.S. | $6,726,000 | 2,985 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $285,140,000 | 151 |
| CMOs issued by government agencies or sponsored agencies | $234,093,000 | 151 |
| Privately issued | $51,047,000 | 113 |
| 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) | $75,253,000 | 283 |
| Available-for-sale securities (fair market value) | $410,482,000 | 317 |
| Total debt securities | $485,734,000 | 315 |
| Structured notes |
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank |
| Total securities | $464,310,000 | 326 |
| U.S. Government securities | $306,939,000 | 375 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $306,939,000 | 359 |
| Securities issued by states & political subdivisions | $114,802,000 | 108 |
| Other domestic debt securities | $42,568,000 | 344 |
| Privately issued residential mortgage-backed securities | $42,453,000 | 145 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $115,000 | 3,365 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $1,000 | 2,403 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $63,297,000 | 689 |
| Mortgage-backed securities | $290,847,000 | 305 |
| Certificates of participation in pools of residential mortgages | $7,360,000 | 2,801 |
| Issued or guaranteed by U.S. | $7,360,000 | 2,789 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $283,487,000 | 152 |
| CMOs issued by government agencies or sponsored agencies | $241,034,000 | 151 |
| Privately issued | $42,453,000 | 128 |
| 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) | $80,177,000 | 268 |
| Available-for-sale securities (fair market value) | $384,133,000 | 327 |
| Total debt securities | $464,311,000 | 319 |
| Structured notes |
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank |
| Total securities | $447,018,000 | 323 |
| U.S. Government securities | $274,936,000 | 387 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $274,936,000 | 368 |
| Securities issued by states & political subdivisions | $117,221,000 | 106 |
| Other domestic debt securities | $54,860,000 | 288 |
| Privately issued residential mortgage-backed securities | $54,745,000 | 132 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $115,000 | 3,394 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $1,000 | 2,406 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $66,840,000 | 646 |
| Mortgage-backed securities | $292,145,000 | 281 |
| Certificates of participation in pools of residential mortgages | $7,899,000 | 2,674 |
| Issued or guaranteed by U.S. | $7,899,000 | 2,663 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $284,246,000 | 142 |
| CMOs issued by government agencies or sponsored agencies | $229,501,000 | 152 |
| Privately issued | $54,745,000 | 118 |
| 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) | $85,311,000 | 253 |
| Available-for-sale securities (fair market value) | $361,707,000 | 326 |
| Total debt securities | $447,017,000 | 314 |
| Structured notes |
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank |
| Total securities | $378,663,000 | 342 |
| U.S. Government securities | $206,135,000 | 441 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $206,135,000 | 415 |
| Securities issued by states & political subdivisions | $107,010,000 | 113 |
| Other domestic debt securities | $65,517,000 | 261 |
| Privately issued residential mortgage-backed securities | $65,402,000 | 123 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $115,000 | 3,371 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $1,000 | 2,381 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $75,955,000 | 558 |
| Mortgage-backed securities | $245,092,000 | 292 |
| Certificates of participation in pools of residential mortgages | $5,014,000 | 3,134 |
| Issued or guaranteed by U.S. | $5,014,000 | 3,120 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $240,078,000 | 157 |
| CMOs issued by government agencies or sponsored agencies | $174,676,000 | 164 |
| Privately issued | $65,402,000 | 107 |
| 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) | $101,909,000 | 205 |
| Available-for-sale securities (fair market value) | $276,754,000 | 386 |
| Total debt securities | $378,662,000 | 336 |
| Structured notes |
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank |
| Total securities | $274,449,000 | 442 |
| U.S. Government securities | $185,922,000 | 472 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $185,922,000 | 444 |
| Securities issued by states & political subdivisions | $80,991,000 | 141 |
| Other domestic debt securities | $5,934,000 | 1,101 |
| Privately issued residential mortgage-backed securities | $5,819,000 | 362 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $115,000 | 3,097 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $1,602,000 | 1,833 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $67,260,000 | 617 |
| Mortgage-backed securities | $127,939,000 | 414 |
| Certificates of participation in pools of residential mortgages | $9,019,000 | 1,856 |
| Issued or guaranteed by U.S. | $9,019,000 | 1,845 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $118,920,000 | 224 |
| CMOs issued by government agencies or sponsored agencies | $113,101,000 | 194 |
| Privately issued | $5,819,000 | 321 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $134,824,000 | 201 |
| Available-for-sale securities (fair market value) | $139,625,000 | 621 |
| Total debt securities | $272,847,000 | 423 |
| Structured notes |
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank |
| Total securities | $256,251,000 | 500 |
| U.S. Government securities | $181,200,000 | 523 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $181,200,000 | 477 |
| Securities issued by states & political subdivisions | $73,334,000 | 157 |
| Other domestic debt securities | $115,000 | 3,474 |
| 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 | $115,000 | 2,944 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $1,602,000 | 1,759 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $68,128,000 | 614 |
| Mortgage-backed securities | $111,062,000 | 493 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $111,062,000 | 256 |
| CMOs issued by government agencies or sponsored agencies | $111,062,000 | 216 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $133,879,000 | 217 |
| Available-for-sale securities (fair market value) | $122,372,000 | 733 |
| Total debt securities | $254,649,000 | 484 |
| Structured notes |
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank |
| Total securities | $235,003,000 | 533 |
| U.S. Government securities | $165,205,000 | 577 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $165,205,000 | 508 |
| Securities issued by states & political subdivisions | $68,422,000 | 172 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $1,376,000 | 1,922 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $42,263,000 | 835 |
| Mortgage-backed securities | $83,280,000 | 615 |
| 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 | $83,280,000 | 291 |
| CMOs issued by government agencies or sponsored agencies | $83,280,000 | 259 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $152,510,000 | 200 |
| Available-for-sale securities (fair market value) | $82,493,000 | 1,057 |
| Total debt securities | $233,627,000 | 519 |
| Structured notes |
| Amortized cost | $1,000,000 | 593 |
| Fair value | $990,000 | 702 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank |
| Total securities | $174,898,000 | 692 |
| U.S. Government securities | $125,170,000 | 765 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $125,170,000 | 641 |
| Securities issued by states & political subdivisions | $47,231,000 | 218 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $2,497,000 | 1,265 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $46,646,000 | 755 |
| Mortgage-backed securities | $52,156,000 | 846 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $52,156,000 | 370 |
| CMOs issued by government agencies or sponsored agencies | $52,156,000 | 344 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $151,506,000 | 244 |
| Available-for-sale securities (fair market value) | $23,392,000 | 3,225 |
| Total debt securities | $172,401,000 | 676 |
| Structured notes |
| Amortized cost | $1,002,000 | 1,171 |
| Fair value | $975,000 | 1,432 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank |
| Total securities | $144,605,000 | 855 |
| U.S. Government securities | $104,948,000 | 946 |
| U.S. Treasury securities | $122,000 | 8,668 |
| U.S. Government agency obligations | $104,826,000 | 752 |
| Securities issued by states & political subdivisions | $37,303,000 | 293 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $2,354,000 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $56,152,000 | 630 |
| Mortgage-backed securities | $50,956,000 | 917 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $50,956,000 | 397 |
| CMOs issued by government agencies or sponsored agencies | $50,956,000 | 364 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $128,553,000 | 313 |
| Available-for-sale securities (fair market value) | $16,052,000 | 4,492 |
| Total debt securities | $142,251,000 | 838 |
| Structured notes |
| Amortized cost | $1,003,000 | 1,661 |
| Fair value | $980,000 | 1,915 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank |
| Total securities | $101,935,000 | 1,225 |
| U.S. Government securities | $80,302,000 | 1,271 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $80,302,000 | 949 |
| Securities issued by states & political subdivisions | $19,980,000 | 610 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $1,653,000 | 1,612 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $55,071,000 | 651 |
| Mortgage-backed securities | $52,134,000 | 943 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $52,134,000 | 434 |
| CMOs issued by government agencies or sponsored agencies | $52,134,000 | 399 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $86,130,000 | 480 |
| Available-for-sale securities (fair market value) | $15,805,000 | 4,724 |
| Total debt securities | $100,282,000 | 1,200 |
| Structured notes |
| Amortized cost | $1,004,000 | 2,501 |
| Fair value | $927,000 | 2,920 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank |
| Total securities | $87,733,000 | 1,465 |
| U.S. Government securities | $67,706,000 | 1,570 |
| U.S. Treasury securities | $500,000 | 10,396 |
| U.S. Government agency obligations | $67,206,000 | 1,072 |
| Securities issued by states & political subdivisions | $18,394,000 | 684 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $1,633,000 | 1,500 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $53,832,000 | 645 |
| Mortgage-backed securities | $53,023,000 | 971 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $53,023,000 | 459 |
| CMOs issued by government agencies or sponsored agencies | $53,023,000 | 418 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $76,075,000 | 1,004 |
| Available-for-sale securities (fair market value) | $11,658,000 | 4,316 |
| Total debt securities | $86,100,000 | 1,451 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank |
| Total securities | $97,543,000 | 1,404 |
| U.S. Government securities | $77,123,000 | 1,451 |
| U.S. Treasury securities | $524,000 | 10,723 |
| U.S. Government agency obligations | $76,599,000 | 981 |
| Securities issued by states & political subdivisions | $19,210,000 | 643 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $1,210,000 | 1,887 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $44,919,000 | 702 |
| Mortgage-backed securities | $62,268,000 | 947 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $62,268,000 | 440 |
| CMOs issued by government agencies or sponsored agencies | $62,268,000 | 412 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $96,328,000 | 1,374 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank |
| Total securities | $26,720,000 | 4,903 |
| U.S. Government securities | $15,060,000 | 6,212 |
| U.S. Treasury securities | $79,000 | 12,106 |
| U.S. Government agency obligations | $14,981,000 | 4,114 |
| Securities issued by states & political subdivisions | $11,479,000 | 1,150 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $181,000 | 4,101 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $24,485,000 | 1,186 |
| Mortgage-backed securities | $2,321,000 | 7,317 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $2,321,000 | 3,847 |
| CMOs issued by government agencies or sponsored agencies | $2,321,000 | 3,529 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $26,539,000 | 4,841 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
