| 2023-12-31 | Rank |
| Total securities | $1,213,069,000 | 220 |
| U.S. Government securities | $1,196,491,000 | 168 |
| U.S. Treasury securities | $122,382,000 | 215 |
| U.S. Government agency obligations | $1,074,109,000 | 162 |
| Securities issued by states & political subdivisions | $80,000 | 3,764 |
| Other domestic debt securities | $16,498,000 | 788 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $14,655,000 | 217 |
| Other domestic debt securities - All other | $1,843,000 | 1,385 |
| 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 | $871,752,000 | 166 |
| Mortgage-backed securities | $1,074,109,000 | 144 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $501,145,000 | 149 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $538,123,000 | 87 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $34,841,000 | 234 |
| Held to maturity securities (book value) | $585,052,000 | 126 |
| Available-for-sale securities (fair market value) | $628,017,000 | 277 |
| Total debt securities | $1,213,068,000 | 217 |
| Structured notes |
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $8,266,000 | 116 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $9,442,000 | 90 |
| 2023-09-30 | Rank |
| Total securities | $1,220,155,000 | 222 |
| U.S. Government securities | $1,203,465,000 | 166 |
| U.S. Treasury securities | $121,125,000 | 230 |
| U.S. Government agency obligations | $1,082,340,000 | 152 |
| Securities issued by states & political subdivisions | $152,000 | 3,787 |
| Other domestic debt securities | $16,538,000 | 775 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $14,689,000 | 215 |
| Other domestic debt securities - All other | $1,849,000 | 1,369 |
| 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 | $804,122,000 | 171 |
| Mortgage-backed securities | $1,082,340,000 | 138 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $506,064,000 | 152 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $542,431,000 | 85 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $33,845,000 | 242 |
| Held to maturity securities (book value) | $600,501,000 | 124 |
| Available-for-sale securities (fair market value) | $619,654,000 | 280 |
| Total debt securities | $1,220,155,000 | 218 |
| Structured notes |
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $10,694,000 | 118 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $13,124,000 | 92 |
| 2023-06-30 | Rank |
| Total securities | $1,277,954,000 | 212 |
| U.S. Government securities | $1,260,781,000 | 161 |
| U.S. Treasury securities | $120,764,000 | 231 |
| U.S. Government agency obligations | $1,140,017,000 | 152 |
| Securities issued by states & political subdivisions | $153,000 | 3,820 |
| Other domestic debt securities | $17,020,000 | 761 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $15,179,000 | 198 |
| Other domestic debt securities - All other | $1,841,000 | 1,383 |
| 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 | $817,066,000 | 174 |
| Mortgage-backed securities | $1,140,017,000 | 133 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $531,828,000 | 147 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $572,815,000 | 83 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $35,374,000 | 239 |
| Held to maturity securities (book value) | $619,400,000 | 121 |
| Available-for-sale securities (fair market value) | $658,554,000 | 273 |
| Total debt securities | $1,277,953,000 | 209 |
| Structured notes |
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $9,681,000 | 112 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $11,962,000 | 85 |
| 2023-03-31 | Rank |
| Total securities | $1,332,611,000 | 220 |
| U.S. Government securities | $1,315,315,000 | 163 |
| U.S. Treasury securities | $121,269,000 | 242 |
| U.S. Government agency obligations | $1,194,046,000 | 143 |
| Securities issued by states & political subdivisions | $154,000 | 3,870 |
| Other domestic debt securities | $17,142,000 | 794 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $15,250,000 | 194 |
| Other domestic debt securities - All other | $1,892,000 | 1,418 |
| 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 | $859,193,000 | 157 |
| Mortgage-backed securities | $1,194,046,000 | 136 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $554,205,000 | 154 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $603,389,000 | 85 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $36,452,000 | 246 |
| Held to maturity securities (book value) | $637,921,000 | 125 |
| Available-for-sale securities (fair market value) | $694,690,000 | 278 |
| Total debt securities | $1,332,612,000 | 217 |
| Structured notes |
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $7,654,000 | 125 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $8,885,000 | 87 |
| 2022-12-31 | Rank |
| Total securities | $1,357,044,000 | 220 |
| U.S. Government securities | $1,339,691,000 | 166 |
| U.S. Treasury securities | $120,434,000 | 261 |
| U.S. Government agency obligations | $1,219,257,000 | 148 |
| Securities issued by states & political subdivisions | $153,000 | 3,914 |
| Other domestic debt securities | $17,200,000 | 818 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $15,280,000 | 212 |
| Other domestic debt securities - All other | $1,920,000 | 1,429 |
| 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 | $836,460,000 | 136 |
| Mortgage-backed securities | $1,219,257,000 | 141 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $565,944,000 | 159 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $616,686,000 | 89 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $36,627,000 | 245 |
| Held to maturity securities (book value) | $651,527,000 | 129 |
| Available-for-sale securities (fair market value) | $705,517,000 | 281 |
| Total debt securities | $1,357,044,000 | 218 |
| Structured notes |
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $11,586,000 | 124 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $13,330,000 | 85 |
| 2022-09-30 | Rank |
| Total securities | $1,336,156,000 | 221 |
| U.S. Government securities | $1,320,326,000 | 167 |
| U.S. Treasury securities | $120,069,000 | 265 |
| U.S. Government agency obligations | $1,200,257,000 | 153 |
| Securities issued by states & political subdivisions | $224,000 | 3,932 |
| Other domestic debt securities | $15,606,000 | 824 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $13,648,000 | 177 |
| Other domestic debt securities - All other | $1,958,000 | 1,421 |
| 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 | $688,622,000 | 153 |
| Mortgage-backed securities | $1,200,257,000 | 146 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $520,957,000 | 166 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $641,652,000 | 90 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $37,648,000 | 264 |
| Held to maturity securities (book value) | $606,245,000 | 132 |
| Available-for-sale securities (fair market value) | $729,911,000 | 274 |
| Total debt securities | $1,336,156,000 | 219 |
| Structured notes |
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $10,094,000 | 125 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $11,925,000 | 94 |
| 2022-06-30 | Rank |
| Total securities | $1,388,039,000 | 218 |
| U.S. Government securities | $1,385,784,000 | 169 |
| U.S. Treasury securities | $97,848,000 | 318 |
| U.S. Government agency obligations | $1,287,936,000 | 155 |
| Securities issued by states & political subdivisions | $229,000 | 3,968 |
| Other domestic debt securities | $2,026,000 | 1,686 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $2,026,000 | 1,388 |
| 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 | $662,867,000 | 158 |
| Mortgage-backed securities | $1,287,936,000 | 142 |
| Certificates of participation in pools of residential mortgages | $556,148,000 | 164 |
| Issued or guaranteed by U.S. | $556,148,000 | 164 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $697,836,000 | 95 |
| CMOs issued by government agencies or sponsored agencies | $697,836,000 | 86 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $33,952,000 | 443 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $33,952,000 | 307 |
| Held to maturity securities (book value) | $582,650,000 | 130 |
| Available-for-sale securities (fair market value) | $805,389,000 | 266 |
| Total debt securities | $1,388,039,000 | 217 |
| Structured notes |
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $4,883,000 | 150 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $4,935,000 | 101 |
| 2022-03-31 | Rank |
| Total securities | $1,356,970,000 | 228 |
| U.S. Government securities | $1,354,657,000 | 172 |
| U.S. Treasury securities | $49,151,000 | 493 |
| U.S. Government agency obligations | $1,305,506,000 | 152 |
| Securities issued by states & political subdivisions | $230,000 | 3,988 |
| Other domestic debt securities | $2,083,000 | 1,660 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $2,083,000 | 1,359 |
| 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 | $553,240,000 | 179 |
| Mortgage-backed securities | $1,305,506,000 | 139 |
| Certificates of participation in pools of residential mortgages | $529,162,000 | 170 |
| Issued or guaranteed by U.S. | $529,162,000 | 170 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $739,745,000 | 89 |
| CMOs issued by government agencies or sponsored agencies | $739,745,000 | 83 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $36,599,000 | 426 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $36,599,000 | 294 |
| Held to maturity securities (book value) | $567,055,000 | 119 |
| Available-for-sale securities (fair market value) | $789,915,000 | 283 |
| Total debt securities | $1,356,970,000 | 227 |
| Structured notes |
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $4,702,000 | 142 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $4,705,000 | 93 |
| 2021-12-31 | Rank |
| Total securities | $1,300,391,000 | 233 |
| U.S. Government securities | $1,298,043,000 | 177 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $1,298,043,000 | 164 |
| Securities issued by states & political subdivisions | $237,000 | 4,014 |
| Other domestic debt securities | $2,111,000 | 1,606 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $2,111,000 | 1,289 |
| 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 | $510,759,000 | 180 |
| Mortgage-backed securities | $1,298,043,000 | 150 |
| Certificates of participation in pools of residential mortgages | $540,612,000 | 176 |
| Issued or guaranteed by U.S. | $540,612,000 | 175 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $717,363,000 | 97 |
| CMOs issued by government agencies or sponsored agencies | $717,363,000 | 89 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $40,068,000 | 415 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $40,068,000 | 287 |
| Held to maturity securities (book value) | $609,012,000 | 97 |
| Available-for-sale securities (fair market value) | $691,379,000 | 318 |
| Total debt securities | $1,300,391,000 | 229 |
| Structured notes |
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $8,321,000 | 121 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $8,329,000 | 82 |
| 2021-09-30 | Rank |
| Total securities | $1,300,000,000 | 220 |
| U.S. Government securities | $1,297,493,000 | 171 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $1,297,493,000 | 156 |
| Securities issued by states & political subdivisions | $370,000 | 4,027 |
| Other domestic debt securities | $2,137,000 | 1,531 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $2,137,000 | 1,216 |
| 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 | $539,810,000 | 172 |
| Mortgage-backed securities | $1,297,493,000 | 143 |
| Certificates of participation in pools of residential mortgages | $557,558,000 | 167 |
| Issued or guaranteed by U.S. | $557,558,000 | 166 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $701,552,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $701,552,000 | 86 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $38,383,000 | 412 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $38,383,000 | 287 |
| Held to maturity securities (book value) | $642,636,000 | 88 |
| Available-for-sale securities (fair market value) | $657,364,000 | 316 |
| Total debt securities | $1,300,000,000 | 217 |
| Structured notes |
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $10,535,000 | 110 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $10,548,000 | 78 |
| 2021-06-30 | Rank |
| Total securities | $1,292,964,000 | 213 |
| U.S. Government securities | $1,290,439,000 | 166 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $1,290,439,000 | 154 |
| Securities issued by states & political subdivisions | $371,000 | 4,045 |
| Other domestic debt securities | $2,154,000 | 1,489 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $2,154,000 | 1,155 |
| 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 | $551,975,000 | 172 |
| Mortgage-backed securities | $1,290,439,000 | 144 |
| Certificates of participation in pools of residential mortgages | $554,062,000 | 158 |
| Issued or guaranteed by U.S. | $554,062,000 | 157 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $692,190,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $692,190,000 | 86 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $44,187,000 | 368 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $44,187,000 | 256 |
| Held to maturity securities (book value) | $687,635,000 | 76 |
| Available-for-sale securities (fair market value) | $605,329,000 | 323 |
| Total debt securities | $1,292,965,000 | 209 |
| Structured notes |
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $11,640,000 | 109 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $11,661,000 | 79 |
| 2021-03-31 | Rank |
| Total securities | $1,187,269,000 | 214 |
| U.S. Government securities | $1,184,760,000 | 167 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $1,184,760,000 | 156 |
| Securities issued by states & political subdivisions | $372,000 | 4,061 |
| Other domestic debt securities | $2,137,000 | 1,452 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $2,137,000 | 1,093 |
| 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 | $536,196,000 | 167 |
| Mortgage-backed securities | $1,184,760,000 | 145 |
| Certificates of participation in pools of residential mortgages | $570,924,000 | 136 |
| Issued or guaranteed by U.S. | $570,924,000 | 136 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $565,731,000 | 100 |
| CMOs issued by government agencies or sponsored agencies | $565,731,000 | 94 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $48,105,000 | 330 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $48,105,000 | 232 |
| Held to maturity securities (book value) | $520,823,000 | 83 |
| Available-for-sale securities (fair market value) | $666,446,000 | 286 |
| Total debt securities | $1,187,269,000 | 209 |
| Structured notes |
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $12,000,000 | 107 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $12,023,000 | 82 |
| 2020-12-31 | Rank |
| Total securities | $1,038,101,000 | 227 |
| U.S. Government securities | $1,035,728,000 | 173 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $1,035,728,000 | 161 |
| Securities issued by states & political subdivisions | $375,000 | 4,078 |
| Other domestic debt securities | $1,998,000 | 1,446 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $1,998,000 | 1,096 |
| 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 | $526,468,000 | 169 |
| Mortgage-backed securities | $1,035,728,000 | 148 |
| Certificates of participation in pools of residential mortgages | $502,521,000 | 140 |
| Issued or guaranteed by U.S. | $502,521,000 | 139 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $479,700,000 | 107 |
| CMOs issued by government agencies or sponsored agencies | $479,700,000 | 101 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $53,507,000 | 291 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $53,507,000 | 203 |
| Held to maturity securities (book value) | $376,615,000 | 91 |
| Available-for-sale securities (fair market value) | $661,486,000 | 270 |
| Total debt securities | $1,038,101,000 | 223 |
| Structured notes |
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $18,149,000 | 100 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $18,176,000 | 76 |
| 2020-09-30 | Rank |
| Total securities | $892,056,000 | 234 |
| U.S. Government securities | $889,544,000 | 182 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $889,544,000 | 172 |
| Securities issued by states & political subdivisions | $509,000 | 4,022 |
| Other domestic debt securities | $2,003,000 | 1,420 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $2,003,000 | 1,058 |
| 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 | $547,823,000 | 170 |
| Mortgage-backed securities | $889,544,000 | 163 |
| Certificates of participation in pools of residential mortgages | $343,682,000 | 178 |
| Issued or guaranteed by U.S. | $343,682,000 | 175 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $486,571,000 | 104 |
| CMOs issued by government agencies or sponsored agencies | $486,571,000 | 100 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $59,291,000 | 261 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $59,291,000 | 186 |
| Held to maturity securities (book value) | $320,001,000 | 93 |
| Available-for-sale securities (fair market value) | $572,055,000 | 277 |
| Total debt securities | $892,056,000 | 230 |
| Structured notes |
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $21,287,000 | 100 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $21,371,000 | 75 |
| 2020-06-30 | Rank |
| Total securities | $825,450,000 | 237 |
| U.S. Government securities | $822,941,000 | 185 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $822,941,000 | 172 |
| Securities issued by states & political subdivisions | $509,000 | 4,028 |
| Other domestic debt securities | $2,000,000 | 1,353 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $2,000,000 | 1,010 |
| 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 | $570,570,000 | 159 |
| Mortgage-backed securities | $822,941,000 | 163 |
| Certificates of participation in pools of residential mortgages | $266,691,000 | 200 |
| Issued or guaranteed by U.S. | $266,691,000 | 198 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $488,030,000 | 108 |
| CMOs issued by government agencies or sponsored agencies | $488,030,000 | 105 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $68,220,000 | 233 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $68,220,000 | 169 |
| Held to maturity securities (book value) | $215,183,000 | 122 |
| Available-for-sale securities (fair market value) | $610,267,000 | 263 |
| Total debt securities | $825,450,000 | 234 |
| Structured notes |
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $22,646,000 | 100 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $22,737,000 | 74 |
| 2020-03-31 | Rank |
| Total securities | $821,829,000 | 230 |
| U.S. Government securities | $821,326,000 | 181 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $821,326,000 | 173 |
| Securities issued by states & political subdivisions | $503,000 | 4,030 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $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 | $540,981,000 | 159 |
| Mortgage-backed securities | $821,326,000 | 167 |
| Certificates of participation in pools of residential mortgages | $232,767,000 | 221 |
| Issued or guaranteed by U.S. | $232,767,000 | 218 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $520,364,000 | 100 |
| CMOs issued by government agencies or sponsored agencies | $520,364,000 | 97 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $68,195,000 | 238 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $68,195,000 | 173 |
| Held to maturity securities (book value) | $192,902,000 | 128 |
| Available-for-sale securities (fair market value) | $628,927,000 | 250 |
| Total debt securities | $821,829,000 | 227 |
| Structured notes |
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $21,853,000 | 97 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $21,894,000 | 77 |
| 2019-12-31 | Rank |
| Total securities | $820,665,000 | 231 |
| U.S. Government securities | $820,178,000 | 187 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $820,178,000 | 174 |
| Securities issued by states & political subdivisions | $487,000 | 4,059 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $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 | $497,560,000 | 154 |
| Mortgage-backed securities | $820,178,000 | 161 |
| Certificates of participation in pools of residential mortgages | $222,815,000 | 226 |
| Issued or guaranteed by U.S. | $222,815,000 | 223 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $539,311,000 | 100 |
| CMOs issued by government agencies or sponsored agencies | $539,311,000 | 96 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $58,052,000 | 255 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $58,052,000 | 188 |
| Held to maturity securities (book value) | $182,884,000 | 139 |
| Available-for-sale securities (fair market value) | $637,781,000 | 246 |
| Total debt securities | $820,665,000 | 227 |
| Structured notes |
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $9,004,000 | 99 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $9,021,000 | 74 |
| 2019-09-30 | Rank |
| Total securities | $850,643,000 | 220 |
| U.S. Government securities | $850,033,000 | 181 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $850,033,000 | 172 |
| Securities issued by states & political subdivisions | $610,000 | 4,050 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $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 | $532,923,000 | 138 |
| Mortgage-backed securities | $850,033,000 | 161 |
| Certificates of participation in pools of residential mortgages | $230,893,000 | 203 |
| Issued or guaranteed by U.S. | $230,893,000 | 202 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $587,721,000 | 95 |
| CMOs issued by government agencies or sponsored agencies | $587,721,000 | 90 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $31,419,000 | 371 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $31,419,000 | 248 |
| Held to maturity securities (book value) | $189,982,000 | 140 |
| Available-for-sale securities (fair market value) | $660,661,000 | 235 |
| Total debt securities | $850,643,000 | 215 |
| Structured notes |
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $10,736,000 | 102 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $11,646,000 | 74 |
| 2019-06-30 | Rank |
| Total securities | $916,098,000 | 209 |
| U.S. Government securities | $915,488,000 | 173 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $915,488,000 | 163 |
| Securities issued by states & political subdivisions | $610,000 | 4,111 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $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 | $531,207,000 | 145 |
| Mortgage-backed securities | $915,488,000 | 151 |
| Certificates of participation in pools of residential mortgages | $260,733,000 | 186 |
| Issued or guaranteed by U.S. | $260,733,000 | 185 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $622,921,000 | 91 |
| CMOs issued by government agencies or sponsored agencies | $622,921,000 | 87 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $31,834,000 | 355 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $31,834,000 | 238 |
| Held to maturity securities (book value) | $206,361,000 | 141 |
| Available-for-sale securities (fair market value) | $709,737,000 | 221 |
| Total debt securities | $916,098,000 | 205 |
| Structured notes |
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $8,531,000 | 106 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $9,242,000 | 77 |
| 2019-03-31 | Rank |
| Total securities | $970,796,000 | 201 |
| U.S. Government securities | $970,186,000 | 164 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $970,186,000 | 155 |
| Securities issued by states & political subdivisions | $610,000 | 4,170 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $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 | $465,138,000 | 168 |
| Mortgage-backed securities | $970,186,000 | 146 |
| Certificates of participation in pools of residential mortgages | $281,708,000 | 180 |
| Issued or guaranteed by U.S. | $281,708,000 | 180 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $657,295,000 | 84 |
| CMOs issued by government agencies or sponsored agencies | $657,295,000 | 82 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $31,183,000 | 334 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $31,183,000 | 221 |
| Held to maturity securities (book value) | $221,727,000 | 133 |
| Available-for-sale securities (fair market value) | $749,069,000 | 209 |
| Total debt securities | $970,796,000 | 195 |
| Structured notes |
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $4,933,000 | 122 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $5,357,000 | 82 |
| 2018-12-31 | Rank |
| Total securities | $1,026,031,000 | 193 |
| U.S. Government securities | $1,025,421,000 | 162 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $1,025,421,000 | 151 |
| Securities issued by states & political subdivisions | $610,000 | 4,214 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $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 | $454,912,000 | 172 |
| Mortgage-backed securities | $1,025,421,000 | 138 |
| Certificates of participation in pools of residential mortgages | $303,757,000 | 165 |
| Issued or guaranteed by U.S. | $303,757,000 | 165 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $689,810,000 | 86 |
| CMOs issued by government agencies or sponsored agencies | $689,810,000 | 82 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $31,854,000 | 322 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $31,854,000 | 211 |
| Held to maturity securities (book value) | $235,398,000 | 138 |
| Available-for-sale securities (fair market value) | $790,633,000 | 202 |
| Total debt securities | $1,026,031,000 | 191 |
| Structured notes |
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $3,191,000 | 131 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $3,349,000 | 87 |
| 2018-09-30 | Rank |
| Total securities | $1,045,545,000 | 188 |
| U.S. Government securities | $1,044,816,000 | 158 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $1,044,816,000 | 145 |
| Securities issued by states & political subdivisions | $729,000 | 4,223 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $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 | $461,474,000 | 175 |
| Mortgage-backed securities | $1,044,816,000 | 131 |
| Certificates of participation in pools of residential mortgages | $323,269,000 | 159 |
| Issued or guaranteed by U.S. | $323,269,000 | 158 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $720,782,000 | 80 |
| CMOs issued by government agencies or sponsored agencies | $720,782,000 | 79 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $765,000 | 1,500 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $765,000 | 901 |
| Held to maturity securities (book value) | $249,464,000 | 135 |
| Available-for-sale securities (fair market value) | $796,081,000 | 200 |
| Total debt securities | $1,045,545,000 | 186 |
| Structured notes |
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $4,676,000 | 117 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $4,658,000 | 88 |
| 2018-06-30 | Rank |
| Total securities | $1,122,480,000 | 179 |
| U.S. Government securities | $1,121,436,000 | 149 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $1,121,436,000 | 137 |
| Securities issued by states & political subdivisions | $1,044,000 | 4,164 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $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 | $466,651,000 | 173 |
| Mortgage-backed securities | $1,121,436,000 | 128 |
| Certificates of participation in pools of residential mortgages | $350,202,000 | 152 |
| Issued or guaranteed by U.S. | $350,202,000 | 151 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $770,459,000 | 77 |
| CMOs issued by government agencies or sponsored agencies | $770,459,000 | 71 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $775,000 | 1,471 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $775,000 | 891 |
| Held to maturity securities (book value) | $266,197,000 | 129 |
| Available-for-sale securities (fair market value) | $856,283,000 | 190 |
| Total debt securities | $1,122,480,000 | 177 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $4,014,000 | 119 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $3,992,000 | 86 |
| 2018-03-31 | Rank |
| Total securities | $1,200,765,000 | 172 |
| U.S. Government securities | $1,199,729,000 | 137 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $1,199,729,000 | 128 |
| Securities issued by states & political subdivisions | $1,036,000 | 4,209 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $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 | $568,560,000 | 148 |
| Mortgage-backed securities | $1,199,729,000 | 122 |
| Certificates of participation in pools of residential mortgages | $378,439,000 | 148 |
| Issued or guaranteed by U.S. | $378,439,000 | 146 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $819,176,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $819,176,000 | 66 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $2,114,000 | 999 |
| Commercial mortgage pass-through securities | $1,329,000 | 762 |
| Other commercial mortgage-backed securities | $785,000 | 869 |
| Held to maturity securities (book value) | $283,369,000 | 122 |
| Available-for-sale securities (fair market value) | $917,396,000 | 177 |
| Total debt securities | $1,200,766,000 | 170 |
| Structured notes |
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $3,199,000 | 126 |
| Revaluation gains on off-balance sheet contracts | $3,199,000 | 88 |
| Revaluation losses on off-balance sheet contracts | $3,179,000 | 90 |
| 2017-12-31 | Rank |
| Total securities | $1,113,656,000 | 173 |
| U.S. Government securities | $1,112,608,000 | 137 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $1,112,608,000 | 127 |
| Securities issued by states & political subdivisions | $1,048,000 | 4,276 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $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 | $476,631,000 | 170 |
| Mortgage-backed securities | $1,112,608,000 | 122 |
| Certificates of participation in pools of residential mortgages | $372,999,000 | 148 |
| Issued or guaranteed by U.S. | $372,999,000 | 146 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $739,609,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $739,609,000 | 69 |
| Privately issued | $0 | 573 |
| 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) | $258,730,000 | 131 |
| Available-for-sale securities (fair market value) | $854,926,000 | 183 |
| Total debt securities | $1,113,656,000 | 170 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $2,483,000 | 134 |
| Revaluation gains on off-balance sheet contracts | $2,483,000 | 90 |
| Revaluation losses on off-balance sheet contracts | $2,584,000 | 88 |
| 2017-09-30 | Rank |
| Total securities | $1,087,003,000 | 180 |
| U.S. Government securities | $1,085,239,000 | 139 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $1,085,239,000 | 129 |
| Securities issued by states & political subdivisions | $1,764,000 | 4,100 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $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 | $443,085,000 | 188 |
| Mortgage-backed securities | $1,085,239,000 | 122 |
| Certificates of participation in pools of residential mortgages | $398,820,000 | 140 |
| Issued or guaranteed by U.S. | $398,820,000 | 138 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $686,419,000 | 76 |
| CMOs issued by government agencies or sponsored agencies | $686,419,000 | 71 |
| Privately issued | $0 | 584 |
| 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) | $275,370,000 | 128 |
| Available-for-sale securities (fair market value) | $811,633,000 | 190 |
| Total debt securities | $1,087,003,000 | 178 |
| Structured notes |
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $3,014,000 | 126 |
| Revaluation gains on off-balance sheet contracts | $3,014,000 | 86 |
| Revaluation losses on off-balance sheet contracts | $3,164,000 | 86 |
| 2017-06-30 | Rank |
| Total securities | $1,161,186,000 | 169 |
| U.S. Government securities | $1,158,863,000 | 134 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $1,158,863,000 | 124 |
| Securities issued by states & political subdivisions | $2,323,000 | 3,986 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $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 | $437,140,000 | 181 |
| Mortgage-backed securities | $1,158,863,000 | 117 |
| Certificates of participation in pools of residential mortgages | $428,365,000 | 134 |
| Issued or guaranteed by U.S. | $428,365,000 | 132 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $730,498,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $730,498,000 | 68 |
| Privately issued | $0 | 606 |
| 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) | $294,891,000 | 127 |
| Available-for-sale securities (fair market value) | $866,295,000 | 181 |
| Total debt securities | $1,161,186,000 | 168 |
| Structured notes |
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $2,384,000 | 132 |
| Revaluation gains on off-balance sheet contracts | $2,384,000 | 89 |
| Revaluation losses on off-balance sheet contracts | $2,457,000 | 86 |
| 2017-03-31 | Rank |
| Total securities | $1,234,908,000 | 163 |
| U.S. Government securities | $1,231,690,000 | 125 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $1,231,690,000 | 118 |
| Securities issued by states & political subdivisions | $3,218,000 | 3,839 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $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 | $408,804,000 | 189 |
| Mortgage-backed securities | $1,231,690,000 | 112 |
| Certificates of participation in pools of residential mortgages | $457,809,000 | 130 |
| Issued or guaranteed by U.S. | $457,809,000 | 129 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $773,881,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $773,881,000 | 64 |
| Privately issued | $0 | 642 |
| 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) | $313,446,000 | 122 |
| Available-for-sale securities (fair market value) | $921,462,000 | 169 |
| Total debt securities | $1,234,908,000 | 162 |
| Structured notes |
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $2,160,000 | 133 |
| Revaluation gains on off-balance sheet contracts | $2,160,000 | 89 |
| Revaluation losses on off-balance sheet contracts | $2,187,000 | 89 |
| 2016-12-31 | Rank |
| Total securities | $1,216,318,000 | 156 |
| U.S. Government securities | $1,212,405,000 | 125 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,212,405,000 | 116 |
| Securities issued by states & political subdivisions | $3,913,000 | 3,729 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $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 | $374,415,000 | 199 |
| Mortgage-backed securities | $1,212,405,000 | 111 |
| Certificates of participation in pools of residential mortgages | $490,572,000 | 125 |
| Issued or guaranteed by U.S. | $490,572,000 | 124 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $721,833,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $721,833,000 | 69 |
| Privately issued | $0 | 666 |
| 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) | $332,505,000 | 117 |
| Available-for-sale securities (fair market value) | $883,813,000 | 170 |
| Total debt securities | $1,216,318,000 | 155 |
| Structured notes |
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $1,900,000 | 144 |
| Revaluation gains on off-balance sheet contracts | $1,900,000 | 94 |
| Revaluation losses on off-balance sheet contracts | $1,893,000 | 92 |
| 2016-09-30 | Rank |
| Total securities | $1,323,861,000 | 145 |
| U.S. Government securities | $1,319,131,000 | 116 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $1,319,131,000 | 110 |
| Securities issued by states & political subdivisions | $4,730,000 | 3,581 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $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 | $425,783,000 | 170 |
| Mortgage-backed securities | $1,319,131,000 | 103 |
| Certificates of participation in pools of residential mortgages | $532,773,000 | 110 |
| Issued or guaranteed by U.S. | $532,773,000 | 109 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $786,358,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $786,358,000 | 67 |
| Privately issued | $0 | 671 |
| 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) | $355,427,000 | 112 |
| Available-for-sale securities (fair market value) | $968,434,000 | 151 |
| Total debt securities | $1,323,861,000 | 142 |
| Structured notes |
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $4,443,000 | 132 |
| Revaluation gains on off-balance sheet contracts | $4,443,000 | 94 |
| Revaluation losses on off-balance sheet contracts | $4,775,000 | 89 |
| 2016-06-30 | Rank |
| Total securities | $1,426,800,000 | 135 |
| U.S. Government securities | $1,421,608,000 | 108 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $1,421,608,000 | 104 |
| Securities issued by states & political subdivisions | $5,192,000 | 3,514 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $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 | $540,764,000 | 146 |
| Mortgage-backed securities | $1,421,608,000 | 92 |
| Certificates of participation in pools of residential mortgages | $577,094,000 | 103 |
| Issued or guaranteed by U.S. | $577,094,000 | 102 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $844,514,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $844,514,000 | 59 |
| Privately issued | $0 | 687 |
| 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) | $381,172,000 | 109 |
| Available-for-sale securities (fair market value) | $1,045,628,000 | 146 |
| Total debt securities | $1,426,800,000 | 134 |
| Structured notes |
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $4,461,000 | 136 |
| Revaluation gains on off-balance sheet contracts | $4,461,000 | 95 |
| Revaluation losses on off-balance sheet contracts | $4,771,000 | 94 |
| 2016-03-31 | Rank |
| Total securities | $1,512,577,000 | 131 |
| U.S. Government securities | $1,511,610,000 | 102 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $1,511,610,000 | 97 |
| Securities issued by states & political subdivisions | $967,000 | 4,589 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $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 | $476,293,000 | 163 |
| Mortgage-backed securities | $1,511,610,000 | 87 |
| Certificates of participation in pools of residential mortgages | $615,097,000 | 100 |
| Issued or guaranteed by U.S. | $615,097,000 | 99 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $896,513,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $896,513,000 | 59 |
| Privately issued | $0 | 699 |
| 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) | $404,578,000 | 107 |
| Available-for-sale securities (fair market value) | $1,107,999,000 | 141 |
| Total debt securities | $1,512,577,000 | 130 |
| Structured notes |
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $3,546,000 | 137 |
| Revaluation gains on off-balance sheet contracts | $3,546,000 | 95 |
| Revaluation losses on off-balance sheet contracts | $3,766,000 | 97 |
| 2015-12-31 | Rank |
| Total securities | $1,584,331,000 | 124 |
| U.S. Government securities | $1,584,024,000 | 100 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,584,024,000 | 92 |
| Securities issued by states & political subdivisions | $307,000 | 4,913 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $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 | $493,044,000 | 157 |
| Mortgage-backed securities | $1,584,024,000 | 82 |
| Certificates of participation in pools of residential mortgages | $651,109,000 | 96 |
| Issued or guaranteed by U.S. | $651,109,000 | 95 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $932,915,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $932,915,000 | 55 |
| Privately issued | $0 | 704 |
| 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) | $427,504,000 | 106 |
| Available-for-sale securities (fair market value) | $1,156,827,000 | 134 |
| Total debt securities | $1,584,331,000 | 124 |
| Structured notes |
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $1,959,000 | 149 |
| Revaluation gains on off-balance sheet contracts | $1,959,000 | 97 |
| Revaluation losses on off-balance sheet contracts | $2,082,000 | 96 |
| 2015-09-30 | Rank |
| Total securities | $1,687,143,000 | 121 |
| U.S. Government securities | $1,686,797,000 | 93 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $1,686,797,000 | 88 |
| Securities issued by states & political subdivisions | $346,000 | 4,941 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| 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 | $455,379,000 | 163 |
| Mortgage-backed securities | $1,686,797,000 | 78 |
| Certificates of participation in pools of residential mortgages | $689,397,000 | 87 |
| Issued or guaranteed by U.S. | $689,397,000 | 86 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $997,400,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $997,400,000 | 53 |
| Privately issued | $0 | 721 |
| 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) | $445,069,000 | 104 |
| Available-for-sale securities (fair market value) | $1,242,074,000 | 123 |
| Total debt securities | $1,687,143,000 | 121 |
| Structured notes |
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank |
| Total securities | $1,789,015,000 | 117 |
| U.S. Government securities | $1,789,015,000 | 92 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $1,789,015,000 | 87 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| 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 | $437,005,000 | 167 |
| Mortgage-backed securities | $1,789,015,000 | 78 |
| Certificates of participation in pools of residential mortgages | $732,749,000 | 86 |
| Issued or guaranteed by U.S. | $732,749,000 | 85 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,056,266,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $1,056,266,000 | 52 |
| Privately issued | $0 | 741 |
| 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) | $472,605,000 | 91 |
| Available-for-sale securities (fair market value) | $1,316,410,000 | 118 |
| Total debt securities | $1,789,015,000 | 117 |
| Structured notes |
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank |
| Total securities | $1,916,605,000 | 115 |
| U.S. Government securities | $1,916,605,000 | 87 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $1,916,605,000 | 82 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| 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 | $546,322,000 | 144 |
| Mortgage-backed securities | $1,916,605,000 | 75 |
| Certificates of participation in pools of residential mortgages | $785,643,000 | 82 |
| Issued or guaranteed by U.S. | $785,643,000 | 81 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,130,962,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $1,130,962,000 | 52 |
| Privately issued | $0 | 776 |
| 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) | $503,610,000 | 90 |
| Available-for-sale securities (fair market value) | $1,412,995,000 | 112 |
| Total debt securities | $1,916,605,000 | 115 |
| Structured notes |
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank |
| Total securities | $2,009,385,000 | 108 |
| U.S. Government securities | $2,009,385,000 | 80 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $2,009,385,000 | 76 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| 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 | $362,735,000 | 197 |
| Mortgage-backed securities | $2,009,385,000 | 68 |
| Certificates of participation in pools of residential mortgages | $826,837,000 | 78 |
| Issued or guaranteed by U.S. | $826,837,000 | 77 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,182,548,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $1,182,548,000 | 48 |
| Privately issued | $0 | 785 |
| 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) | $530,590,000 | 89 |
| Available-for-sale securities (fair market value) | $1,478,795,000 | 108 |
| Total debt securities | $2,009,385,000 | 107 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank |
| Total securities | $2,110,686,000 | 105 |
| U.S. Government securities | $2,110,330,000 | 75 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $2,110,330,000 | 72 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $356,000 | 2,164 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $356,000 | 354 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| 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 | $335,738,000 | 212 |
| Mortgage-backed securities | $2,110,330,000 | 67 |
| Certificates of participation in pools of residential mortgages | $871,231,000 | 75 |
| Issued or guaranteed by U.S. | $871,231,000 | 74 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,239,099,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $1,239,099,000 | 46 |
| Privately issued | $0 | 821 |
| 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) | $557,464,000 | 83 |
| Available-for-sale securities (fair market value) | $1,553,222,000 | 100 |
| Total debt securities | $2,110,686,000 | 103 |
| Structured notes |
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank |
| Total securities | $2,235,159,000 | 96 |
| U.S. Government securities | $2,234,010,000 | 76 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $2,234,010,000 | 72 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $1,149,000 | 1,698 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $1,149,000 | 293 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| 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 | $258,213,000 | 283 |
| Mortgage-backed securities | $2,234,010,000 | 66 |
| Certificates of participation in pools of residential mortgages | $923,373,000 | 75 |
| Issued or guaranteed by U.S. | $923,373,000 | 74 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,310,637,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $1,310,637,000 | 46 |
| Privately issued | $0 | 840 |
| 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) | $588,382,000 | 80 |
| Available-for-sale securities (fair market value) | $1,646,777,000 | 95 |
| Total debt securities | $2,235,159,000 | 96 |
| Structured notes |
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank |
| Total securities | $2,336,641,000 | 91 |
| U.S. Government securities | $2,334,572,000 | 70 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $2,334,572,000 | 68 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $2,069,000 | 1,439 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $2,069,000 | 260 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| 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 | $250,529,000 | 291 |
| Mortgage-backed securities | $2,334,572,000 | 64 |
| Certificates of participation in pools of residential mortgages | $965,248,000 | 74 |
| Issued or guaranteed by U.S. | $965,248,000 | 73 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,369,324,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $1,369,324,000 | 45 |
| Privately issued | $0 | 874 |
| 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) | $616,220,000 | 75 |
| Available-for-sale securities (fair market value) | $1,720,421,000 | 93 |
| Total debt securities | $2,336,641,000 | 89 |
| Structured notes |
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank |
| Total securities | $2,427,016,000 | 86 |
| U.S. Government securities | $2,422,478,000 | 69 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,422,478,000 | 66 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $4,538,000 | 1,051 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $4,538,000 | 205 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| 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 | $246,085,000 | 287 |
| Mortgage-backed securities | $2,422,478,000 | 63 |
| Certificates of participation in pools of residential mortgages | $1,008,079,000 | 71 |
| Issued or guaranteed by U.S. | $1,008,079,000 | 69 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,414,399,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $1,414,399,000 | 45 |
| Privately issued | $0 | 906 |
| 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) | $641,907,000 | 70 |
| Available-for-sale securities (fair market value) | $1,785,109,000 | 92 |
| Total debt securities | $2,427,016,000 | 85 |
| Structured notes |
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $73,000 | 226 |
| Revaluation gains on off-balance sheet contracts | $73,000 | 134 |
| Revaluation losses on off-balance sheet contracts | $74,000 | 131 |
| 2013-09-30 | Rank |
| Total securities | $2,554,260,000 | 83 |
| U.S. Government securities | $2,534,162,000 | 70 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,534,162,000 | 67 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $20,098,000 | 452 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $20,098,000 | 106 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| 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 | $242,985,000 | 286 |
| Mortgage-backed securities | $2,534,162,000 | 63 |
| Certificates of participation in pools of residential mortgages | $1,053,589,000 | 68 |
| Issued or guaranteed by U.S. | $1,053,589,000 | 66 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,480,573,000 | 44 |
| CMOs issued by government agencies or sponsored agencies | $1,480,573,000 | 43 |
| Privately issued | $0 | 947 |
| 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) | $664,717,000 | 63 |
| Available-for-sale securities (fair market value) | $1,889,543,000 | 89 |
| Total debt securities | $2,554,260,000 | 81 |
| Structured notes |
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank |
| Total securities | $2,638,778,000 | 81 |
| U.S. Government securities | $2,595,200,000 | 69 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $2,595,200,000 | 67 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $43,578,000 | 269 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $43,578,000 | 73 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| 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 | $315,250,000 | 218 |
| Mortgage-backed securities | $2,595,200,000 | 63 |
| Certificates of participation in pools of residential mortgages | $1,069,824,000 | 67 |
| Issued or guaranteed by U.S. | $1,069,824,000 | 65 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,525,376,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $1,525,376,000 | 44 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $592,661,000 | 58 |
| Available-for-sale securities (fair market value) | $2,046,117,000 | 82 |
| Total debt securities | $2,638,778,000 | 80 |
| Structured notes |
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank |
| Total securities | $2,623,479,000 | 79 |
| U.S. Government securities | $2,555,150,000 | 71 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $2,555,150,000 | 68 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $68,329,000 | 188 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $68,329,000 | 60 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| 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 | $221,798,000 | 304 |
| Mortgage-backed securities | $2,555,150,000 | 64 |
| Certificates of participation in pools of residential mortgages | $1,136,757,000 | 64 |
| Issued or guaranteed by U.S. | $1,136,757,000 | 62 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,418,393,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,418,393,000 | 49 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $517,017,000 | 60 |
| Available-for-sale securities (fair market value) | $2,106,462,000 | 82 |
| Total debt securities | $2,623,479,000 | 79 |
| Structured notes |
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank |
| Total securities | $2,295,096,000 | 93 |
| U.S. Government securities | $2,205,093,000 | 74 |
| U.S. Treasury securities | $300,000 | 1,039 |
| U.S. Government agency obligations | $2,204,793,000 | 72 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $90,003,000 | 157 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $90,003,000 | 53 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| 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 | $216,992,000 | 312 |
| Mortgage-backed securities | $2,204,793,000 | 68 |
| Certificates of participation in pools of residential mortgages | $1,255,504,000 | 60 |
| Issued or guaranteed by U.S. | $1,255,504,000 | 59 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $949,289,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $949,289,000 | 62 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $577,487,000 | 55 |
| Available-for-sale securities (fair market value) | $1,717,609,000 | 96 |
| Total debt securities | $2,295,096,000 | 93 |
| Structured notes |
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank |
| Total securities | $2,382,874,000 | 87 |
| U.S. Government securities | $2,290,007,000 | 74 |
| U.S. Treasury securities | $300,000 | 983 |
| U.S. Government agency obligations | $2,289,707,000 | 73 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $92,867,000 | 154 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $92,867,000 | 55 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| 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 | $212,057,000 | 317 |
| Mortgage-backed securities | $2,289,707,000 | 70 |
| Certificates of participation in pools of residential mortgages | $1,384,280,000 | 58 |
| Issued or guaranteed by U.S. | $1,384,280,000 | 57 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $905,427,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $905,427,000 | 64 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $643,661,000 | 51 |
| Available-for-sale securities (fair market value) | $1,739,213,000 | 95 |
| Total debt securities | $2,382,874,000 | 87 |
| Structured notes |
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank |
| Total securities | $2,510,534,000 | 82 |
| U.S. Government securities | $2,417,801,000 | 71 |
| U.S. Treasury securities | $300,000 | 964 |
| U.S. Government agency obligations | $2,417,501,000 | 69 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $92,733,000 | 157 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $92,733,000 | 53 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $242,840,000 | 279 |
| Mortgage-backed securities | $2,417,501,000 | 68 |
| Certificates of participation in pools of residential mortgages | $1,499,494,000 | 52 |
| Issued or guaranteed by U.S. | $1,499,494,000 | 51 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $918,007,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $918,007,000 | 61 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $707,110,000 | 47 |
| Available-for-sale securities (fair market value) | $1,803,424,000 | 91 |
| Total debt securities | $2,510,534,000 | 82 |
| Structured notes |
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank |
| Total securities | $2,499,254,000 | 86 |
| U.S. Government securities | $2,499,254,000 | 70 |
| U.S. Treasury securities | $300,000 | 1,038 |
| U.S. Government agency obligations | $2,498,954,000 | 69 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $227,104,000 | 308 |
| Mortgage-backed securities | $2,495,949,000 | 66 |
| Certificates of participation in pools of residential mortgages | $1,559,310,000 | 54 |
| Issued or guaranteed by U.S. | $1,559,310,000 | 53 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $936,639,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $936,639,000 | 61 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $760,744,000 | 44 |
| Available-for-sale securities (fair market value) | $1,738,510,000 | 100 |
| Total debt securities | $2,499,254,000 | 86 |
| Structured notes |
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank |
| Total securities | $1,869,081,000 | 108 |
| U.S. Government securities | $1,869,081,000 | 85 |
| U.S. Treasury securities | $3,300,000 | 494 |
| U.S. Government agency obligations | $1,865,781,000 | 84 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $198,576,000 | 311 |
| Mortgage-backed securities | $1,862,771,000 | 75 |
| Certificates of participation in pools of residential mortgages | $1,198,338,000 | 70 |
| Issued or guaranteed by U.S. | $1,198,338,000 | 69 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $643,624,000 | 88 |
| CMOs issued by government agencies or sponsored agencies | $643,624,000 | 73 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $20,809,000 | 87 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $20,809,000 | 57 |
| Held to maturity securities (book value) | $6,801,000 | 1,203 |
| Available-for-sale securities (fair market value) | $1,862,280,000 | 93 |
| Total debt securities | $1,869,081,000 | 109 |
| Structured notes |
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank |
| Total securities | $1,724,044,000 | 116 |
| U.S. Government securities | $1,724,044,000 | 92 |
| U.S. Treasury securities | $300,000 | 1,019 |
| U.S. Government agency obligations | $1,723,744,000 | 88 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $125,029,000 | 480 |
| Mortgage-backed securities | $1,723,744,000 | 77 |
| Certificates of participation in pools of residential mortgages | $1,110,704,000 | 70 |
| Issued or guaranteed by U.S. | $1,110,704,000 | 70 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $592,302,000 | 91 |
| CMOs issued by government agencies or sponsored agencies | $592,302,000 | 80 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $20,738,000 | 73 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $20,738,000 | 49 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $1,724,044,000 | 102 |
| Total debt securities | $1,724,044,000 | 116 |
| Structured notes |
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank |
| Total securities | $1,713,786,000 | 117 |
| U.S. Government securities | $1,713,786,000 | 94 |
| U.S. Treasury securities | $300,000 | 1,114 |
| U.S. Government agency obligations | $1,713,486,000 | 90 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $116,946,000 | 521 |
| Mortgage-backed securities | $1,713,486,000 | 78 |
| Certificates of participation in pools of residential mortgages | $1,120,482,000 | 69 |
| Issued or guaranteed by U.S. | $1,120,482,000 | 68 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $593,004,000 | 87 |
| CMOs issued by government agencies or sponsored agencies | $593,004,000 | 75 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $1,713,786,000 | 100 |
| Total debt securities | $1,713,786,000 | 116 |
| Structured notes |
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank |
| Total securities | $1,755,729,000 | 113 |
| U.S. Government securities | $1,755,729,000 | 90 |
| U.S. Treasury securities | $42,488,000 | 123 |
| U.S. Government agency obligations | $1,713,241,000 | 91 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $110,779,000 | 536 |
| Mortgage-backed securities | $1,713,241,000 | 80 |
| Certificates of participation in pools of residential mortgages | $1,122,446,000 | 71 |
| Issued or guaranteed by U.S. | $1,122,446,000 | 70 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $590,795,000 | 85 |
| CMOs issued by government agencies or sponsored agencies | $590,795,000 | 72 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $1,755,729,000 | 97 |
| Total debt securities | $1,755,729,000 | 111 |
| Structured notes |
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank |
| Total securities | $947,797,000 | 166 |
| U.S. Government securities | $947,797,000 | 133 |
| U.S. Treasury securities | $42,548,000 | 126 |
| U.S. Government agency obligations | $905,249,000 | 131 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $73,768,000 | 733 |
| Mortgage-backed securities | $905,249,000 | 113 |
| Certificates of participation in pools of residential mortgages | $905,249,000 | 76 |
| Issued or guaranteed by U.S. | $905,249,000 | 75 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $947,797,000 | 141 |
| Total debt securities | $947,797,000 | 165 |
| Structured notes |
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
