| 2023-12-31 | Rank |
| Total securities | $2,344,977,000 | 135 |
| U.S. Government securities | $1,900,717,000 | 119 |
| U.S. Treasury securities | $125,024,000 | 208 |
| U.S. Government agency obligations | $1,775,693,000 | 109 |
| Securities issued by states & political subdivisions | $394,432,000 | 93 |
| Other domestic debt securities | $40,976,000 | 462 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $40,976,000 | 216 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,026,204,000 | 92 |
| Mortgage-backed securities | $1,387,123,000 | 116 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $532,808,000 | 142 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $368,843,000 | 111 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $61,436,000 | 148 |
| Other commercial mortgage-backed securities | $424,036,000 | 65 |
| Held to maturity securities (book value) | $905,267,000 | 97 |
| Available-for-sale securities (fair market value) | $1,430,858,000 | 152 |
| Total debt securities | $2,336,125,000 | 134 |
| Structured notes |
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank |
| Total securities | $2,322,140,000 | 131 |
| U.S. Government securities | $1,881,984,000 | 116 |
| U.S. Treasury securities | $121,595,000 | 229 |
| U.S. Government agency obligations | $1,760,389,000 | 115 |
| Securities issued by states & political subdivisions | $390,351,000 | 92 |
| Other domestic debt securities | $41,217,000 | 441 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $41,217,000 | 217 |
| 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 | $1,985,872,000 | 92 |
| Mortgage-backed securities | $1,385,203,000 | 118 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $536,375,000 | 145 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $372,411,000 | 111 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $58,637,000 | 148 |
| Other commercial mortgage-backed securities | $417,780,000 | 65 |
| Held to maturity securities (book value) | $914,520,000 | 98 |
| Available-for-sale securities (fair market value) | $1,399,032,000 | 156 |
| Total debt securities | $2,313,552,000 | 130 |
| Structured notes |
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank |
| Total securities | $2,373,490,000 | 134 |
| U.S. Government securities | $1,948,796,000 | 118 |
| U.S. Treasury securities | $121,997,000 | 230 |
| U.S. Government agency obligations | $1,826,799,000 | 115 |
| Securities issued by states & political subdivisions | $377,663,000 | 101 |
| Other domestic debt securities | $40,343,000 | 450 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $40,343,000 | 221 |
| 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 | $1,684,811,000 | 103 |
| Mortgage-backed securities | $1,442,779,000 | 116 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $563,535,000 | 140 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $392,527,000 | 109 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $58,980,000 | 150 |
| Other commercial mortgage-backed securities | $427,737,000 | 64 |
| Held to maturity securities (book value) | $912,876,000 | 98 |
| Available-for-sale securities (fair market value) | $1,453,926,000 | 156 |
| Total debt securities | $2,366,802,000 | 132 |
| Structured notes |
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank |
| Total securities | $2,425,243,000 | 138 |
| U.S. Government securities | $2,010,627,000 | 121 |
| U.S. Treasury securities | $123,579,000 | 238 |
| U.S. Government agency obligations | $1,887,048,000 | 109 |
| Securities issued by states & political subdivisions | $360,968,000 | 119 |
| Other domestic debt securities | $47,237,000 | 438 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $47,237,000 | 198 |
| 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 | $1,758,796,000 | 96 |
| Mortgage-backed securities | $1,499,044,000 | 120 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $587,500,000 | 141 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $414,127,000 | 109 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $60,363,000 | 158 |
| Other commercial mortgage-backed securities | $437,054,000 | 65 |
| Held to maturity securities (book value) | $906,824,000 | 103 |
| Available-for-sale securities (fair market value) | $1,512,008,000 | 159 |
| Total debt securities | $2,418,832,000 | 136 |
| Structured notes |
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank |
| Total securities | $2,453,027,000 | 141 |
| U.S. Government securities | $2,032,407,000 | 125 |
| U.S. Treasury securities | $121,658,000 | 258 |
| U.S. Government agency obligations | $1,910,749,000 | 115 |
| Securities issued by states & political subdivisions | $360,095,000 | 123 |
| Other domestic debt securities | $54,240,000 | 403 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $54,240,000 | 185 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,734,949,000 | 82 |
| Mortgage-backed securities | $1,523,539,000 | 126 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $601,529,000 | 147 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $424,362,000 | 109 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $59,281,000 | 157 |
| Other commercial mortgage-backed securities | $438,367,000 | 68 |
| Held to maturity securities (book value) | $919,517,000 | 106 |
| Available-for-sale securities (fair market value) | $1,527,225,000 | 166 |
| Total debt securities | $2,446,742,000 | 139 |
| Structured notes |
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank |
| Total securities | $2,492,200,000 | 144 |
| U.S. Government securities | $2,063,752,000 | 130 |
| U.S. Treasury securities | $120,622,000 | 264 |
| U.S. Government agency obligations | $1,943,130,000 | 117 |
| Securities issued by states & political subdivisions | $368,911,000 | 125 |
| Other domestic debt securities | $53,379,000 | 393 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $53,379,000 | 192 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,744,069,000 | 79 |
| Mortgage-backed securities | $1,557,714,000 | 128 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $617,146,000 | 141 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $434,064,000 | 108 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $59,031,000 | 161 |
| Other commercial mortgage-backed securities | $447,473,000 | 73 |
| Held to maturity securities (book value) | $929,541,000 | 107 |
| Available-for-sale securities (fair market value) | $1,556,501,000 | 166 |
| Total debt securities | $2,486,042,000 | 141 |
| Structured notes |
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank |
| Total securities | $2,561,226,000 | 144 |
| U.S. Government securities | $2,126,523,000 | 130 |
| U.S. Treasury securities | $115,177,000 | 271 |
| U.S. Government agency obligations | $2,011,346,000 | 117 |
| Securities issued by states & political subdivisions | $376,165,000 | 121 |
| Other domestic debt securities | $53,180,000 | 370 |
| 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 | $53,180,000 | 194 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,718,708,000 | 82 |
| Mortgage-backed securities | $1,617,475,000 | 129 |
| Certificates of participation in pools of residential mortgages | $652,012,000 | 143 |
| Issued or guaranteed by U.S. | $652,012,000 | 142 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $469,934,000 | 118 |
| CMOs issued by government agencies or sponsored agencies | $469,934,000 | 105 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $495,529,000 | 101 |
| Commercial mortgage pass-through securities | $62,333,000 | 156 |
| Other commercial mortgage-backed securities | $433,196,000 | 81 |
| Held to maturity securities (book value) | $936,512,000 | 99 |
| Available-for-sale securities (fair market value) | $1,619,356,000 | 165 |
| Total debt securities | $2,555,868,000 | 142 |
| Structured notes |
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank |
| Total securities | $2,563,221,000 | 140 |
| U.S. Government securities | $2,082,071,000 | 135 |
| U.S. Treasury securities | $117,635,000 | 240 |
| U.S. Government agency obligations | $1,964,436,000 | 121 |
| Securities issued by states & political subdivisions | $420,879,000 | 109 |
| Other domestic debt securities | $54,752,000 | 354 |
| 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 | $54,752,000 | 189 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,842,790,000 | 75 |
| Mortgage-backed securities | $1,560,888,000 | 131 |
| Certificates of participation in pools of residential mortgages | $693,460,000 | 142 |
| Issued or guaranteed by U.S. | $693,460,000 | 140 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $427,776,000 | 129 |
| CMOs issued by government agencies or sponsored agencies | $427,776,000 | 119 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $439,652,000 | 112 |
| Commercial mortgage pass-through securities | $63,579,000 | 158 |
| Other commercial mortgage-backed securities | $376,073,000 | 87 |
| Held to maturity securities (book value) | $895,005,000 | 92 |
| Available-for-sale securities (fair market value) | $1,662,697,000 | 168 |
| Total debt securities | $2,557,702,000 | 138 |
| Structured notes |
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank |
| Total securities | $2,426,499,000 | 151 |
| U.S. Government securities | $1,950,659,000 | 140 |
| U.S. Treasury securities | $73,069,000 | 247 |
| U.S. Government agency obligations | $1,877,590,000 | 129 |
| Securities issued by states & political subdivisions | $417,909,000 | 114 |
| Other domestic debt securities | $52,003,000 | 361 |
| 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 | $52,003,000 | 187 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,628,904,000 | 82 |
| Mortgage-backed securities | $1,465,365,000 | 140 |
| Certificates of participation in pools of residential mortgages | $635,643,000 | 154 |
| Issued or guaranteed by U.S. | $635,643,000 | 152 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $462,731,000 | 125 |
| CMOs issued by government agencies or sponsored agencies | $462,731,000 | 113 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $366,991,000 | 119 |
| Commercial mortgage pass-through securities | $69,312,000 | 151 |
| Other commercial mortgage-backed securities | $297,679,000 | 95 |
| Held to maturity securities (book value) | $733,210,000 | 85 |
| Available-for-sale securities (fair market value) | $1,687,361,000 | 168 |
| Total debt securities | $2,420,571,000 | 150 |
| Structured notes |
| Amortized cost | $886,000 | 772 |
| Fair value | $886,000 | 770 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank |
| Total securities | $2,264,948,000 | 158 |
| U.S. Government securities | $1,812,472,000 | 142 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $1,812,472,000 | 129 |
| Securities issued by states & political subdivisions | $406,524,000 | 109 |
| Other domestic debt securities | $40,137,000 | 412 |
| 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 | $40,137,000 | 229 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,599,856,000 | 79 |
| Mortgage-backed securities | $1,396,516,000 | 141 |
| Certificates of participation in pools of residential mortgages | $637,435,000 | 144 |
| Issued or guaranteed by U.S. | $637,435,000 | 144 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $421,930,000 | 125 |
| CMOs issued by government agencies or sponsored agencies | $421,930,000 | 118 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $337,151,000 | 125 |
| Commercial mortgage pass-through securities | $69,931,000 | 145 |
| Other commercial mortgage-backed securities | $267,220,000 | 101 |
| Held to maturity securities (book value) | $683,103,000 | 83 |
| Available-for-sale securities (fair market value) | $1,576,030,000 | 168 |
| Total debt securities | $2,259,133,000 | 156 |
| Structured notes |
| Amortized cost | $955,000 | 683 |
| Fair value | $959,000 | 682 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank |
| Total securities | $2,162,862,000 | 149 |
| U.S. Government securities | $1,788,131,000 | 138 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $1,788,131,000 | 128 |
| Securities issued by states & political subdivisions | $333,070,000 | 126 |
| Other domestic debt securities | $35,883,000 | 422 |
| 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 | $35,883,000 | 240 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,592,170,000 | 79 |
| Mortgage-backed securities | $1,378,089,000 | 139 |
| Certificates of participation in pools of residential mortgages | $672,782,000 | 132 |
| Issued or guaranteed by U.S. | $672,782,000 | 129 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $439,690,000 | 121 |
| CMOs issued by government agencies or sponsored agencies | $439,690,000 | 114 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $265,617,000 | 132 |
| Commercial mortgage pass-through securities | $70,896,000 | 144 |
| Other commercial mortgage-backed securities | $194,721,000 | 110 |
| Held to maturity securities (book value) | $622,351,000 | 80 |
| Available-for-sale securities (fair market value) | $1,534,733,000 | 165 |
| Total debt securities | $2,157,084,000 | 149 |
| Structured notes |
| Amortized cost | $1,045,000 | 506 |
| Fair value | $1,054,000 | 506 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank |
| Total securities | $1,985,581,000 | 148 |
| U.S. Government securities | $1,659,605,000 | 134 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $1,659,605,000 | 124 |
| Securities issued by states & political subdivisions | $292,258,000 | 145 |
| Other domestic debt securities | $28,164,000 | 473 |
| 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 | $28,164,000 | 279 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,603,225,000 | 76 |
| Mortgage-backed securities | $1,245,167,000 | 139 |
| Certificates of participation in pools of residential mortgages | $641,012,000 | 128 |
| Issued or guaranteed by U.S. | $641,012,000 | 127 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $339,031,000 | 135 |
| CMOs issued by government agencies or sponsored agencies | $339,031,000 | 125 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $265,124,000 | 136 |
| Commercial mortgage pass-through securities | $69,569,000 | 140 |
| Other commercial mortgage-backed securities | $195,555,000 | 106 |
| Held to maturity securities (book value) | $592,999,000 | 76 |
| Available-for-sale securities (fair market value) | $1,387,028,000 | 166 |
| Total debt securities | $1,980,027,000 | 147 |
| Structured notes |
| Amortized cost | $1,121,000 | 349 |
| Fair value | $1,134,000 | 348 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank |
| Total securities | $1,970,884,000 | 145 |
| U.S. Government securities | $1,678,937,000 | 125 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $1,678,937,000 | 117 |
| Securities issued by states & political subdivisions | $258,043,000 | 160 |
| Other domestic debt securities | $28,278,000 | 442 |
| 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 | $28,278,000 | 260 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,446,751,000 | 83 |
| Mortgage-backed securities | $1,270,600,000 | 134 |
| Certificates of participation in pools of residential mortgages | $578,305,000 | 125 |
| Issued or guaranteed by U.S. | $578,305,000 | 125 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $387,914,000 | 121 |
| CMOs issued by government agencies or sponsored agencies | $387,914,000 | 115 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $304,381,000 | 117 |
| Commercial mortgage pass-through securities | $72,241,000 | 129 |
| Other commercial mortgage-backed securities | $232,140,000 | 98 |
| Held to maturity securities (book value) | $616,560,000 | 67 |
| Available-for-sale securities (fair market value) | $1,348,698,000 | 159 |
| Total debt securities | $1,965,258,000 | 144 |
| Structured notes |
| Amortized cost | $1,264,000 | 185 |
| Fair value | $1,285,000 | 183 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank |
| Total securities | $1,866,468,000 | 143 |
| U.S. Government securities | $1,619,261,000 | 125 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $1,619,261,000 | 117 |
| Securities issued by states & political subdivisions | $223,925,000 | 168 |
| Other domestic debt securities | $17,827,000 | 552 |
| 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 | $17,827,000 | 349 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,383,903,000 | 88 |
| Mortgage-backed securities | $1,259,301,000 | 127 |
| Certificates of participation in pools of residential mortgages | $548,056,000 | 120 |
| Issued or guaranteed by U.S. | $548,056,000 | 119 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $442,169,000 | 111 |
| CMOs issued by government agencies or sponsored agencies | $442,169,000 | 107 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $269,076,000 | 124 |
| Commercial mortgage pass-through securities | $7,437,000 | 512 |
| Other commercial mortgage-backed securities | $261,639,000 | 94 |
| Held to maturity securities (book value) | $663,088,000 | 61 |
| Available-for-sale securities (fair market value) | $1,197,925,000 | 165 |
| Total debt securities | $1,861,013,000 | 142 |
| Structured notes |
| Amortized cost | $1,264,000 | 179 |
| Fair value | $1,285,000 | 177 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank |
| Total securities | $1,712,981,000 | 144 |
| U.S. Government securities | $1,503,490,000 | 127 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $1,503,490,000 | 114 |
| Securities issued by states & political subdivisions | $193,980,000 | 179 |
| Other domestic debt securities | $10,137,000 | 708 |
| 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 | $10,137,000 | 476 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,299,788,000 | 90 |
| Mortgage-backed securities | $1,398,006,000 | 116 |
| Certificates of participation in pools of residential mortgages | $606,046,000 | 106 |
| Issued or guaranteed by U.S. | $606,046,000 | 105 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $500,419,000 | 105 |
| CMOs issued by government agencies or sponsored agencies | $500,419,000 | 102 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $291,541,000 | 112 |
| Commercial mortgage pass-through securities | $7,431,000 | 502 |
| Other commercial mortgage-backed securities | $284,110,000 | 84 |
| Held to maturity securities (book value) | $599,164,000 | 67 |
| Available-for-sale securities (fair market value) | $1,108,443,000 | 172 |
| Total debt securities | $1,707,607,000 | 143 |
| Structured notes |
| Amortized cost | $1,344,000 | 193 |
| Fair value | $1,367,000 | 192 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank |
| Total securities | $1,627,455,000 | 142 |
| U.S. Government securities | $1,439,286,000 | 129 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $1,439,286,000 | 119 |
| Securities issued by states & political subdivisions | $183,053,000 | 170 |
| 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 | $1,359,911,000 | 89 |
| Mortgage-backed securities | $1,380,468,000 | 117 |
| Certificates of participation in pools of residential mortgages | $629,812,000 | 104 |
| Issued or guaranteed by U.S. | $629,812,000 | 104 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $468,918,000 | 108 |
| CMOs issued by government agencies or sponsored agencies | $468,918,000 | 104 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $281,738,000 | 116 |
| Commercial mortgage pass-through securities | $7,317,000 | 501 |
| Other commercial mortgage-backed securities | $274,421,000 | 86 |
| Held to maturity securities (book value) | $621,359,000 | 66 |
| Available-for-sale securities (fair market value) | $1,000,980,000 | 178 |
| Total debt securities | $1,622,339,000 | 141 |
| Structured notes |
| Amortized cost | $1,409,000 | 261 |
| Fair value | $1,437,000 | 260 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank |
| Total securities | $1,610,743,000 | 144 |
| U.S. Government securities | $1,435,842,000 | 130 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $1,435,842,000 | 122 |
| Securities issued by states & political subdivisions | $169,572,000 | 173 |
| 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 | $1,336,238,000 | 79 |
| Mortgage-backed securities | $1,345,288,000 | 119 |
| Certificates of participation in pools of residential mortgages | $609,025,000 | 106 |
| Issued or guaranteed by U.S. | $609,025,000 | 106 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $496,754,000 | 107 |
| CMOs issued by government agencies or sponsored agencies | $496,754,000 | 103 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $239,509,000 | 124 |
| Commercial mortgage pass-through securities | $1,920,000 | 923 |
| Other commercial mortgage-backed securities | $237,589,000 | 88 |
| Held to maturity securities (book value) | $630,074,000 | 70 |
| Available-for-sale securities (fair market value) | $975,340,000 | 182 |
| Total debt securities | $1,605,414,000 | 143 |
| Structured notes |
| Amortized cost | $1,471,000 | 359 |
| Fair value | $1,470,000 | 362 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank |
| Total securities | $1,615,904,000 | 142 |
| U.S. Government securities | $1,436,927,000 | 132 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $1,436,927,000 | 121 |
| Securities issued by states & political subdivisions | $173,681,000 | 165 |
| 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 | $1,407,590,000 | 79 |
| Mortgage-backed securities | $1,340,805,000 | 122 |
| Certificates of participation in pools of residential mortgages | $593,650,000 | 108 |
| Issued or guaranteed by U.S. | $593,650,000 | 108 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $540,110,000 | 103 |
| CMOs issued by government agencies or sponsored agencies | $540,110,000 | 99 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $207,045,000 | 127 |
| Commercial mortgage pass-through securities | $1,949,000 | 910 |
| Other commercial mortgage-backed securities | $205,096,000 | 92 |
| Held to maturity securities (book value) | $678,435,000 | 74 |
| Available-for-sale securities (fair market value) | $932,173,000 | 184 |
| Total debt securities | $1,610,608,000 | 142 |
| Structured notes |
| Amortized cost | $1,524,000 | 433 |
| Fair value | $1,521,000 | 434 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank |
| Total securities | $1,729,498,000 | 139 |
| U.S. Government securities | $1,513,544,000 | 128 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $1,513,544,000 | 118 |
| Securities issued by states & political subdivisions | $210,753,000 | 129 |
| 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 | $1,391,162,000 | 81 |
| Mortgage-backed securities | $1,392,246,000 | 114 |
| Certificates of participation in pools of residential mortgages | $626,413,000 | 104 |
| Issued or guaranteed by U.S. | $626,413,000 | 104 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $566,800,000 | 98 |
| CMOs issued by government agencies or sponsored agencies | $566,800,000 | 94 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $199,033,000 | 127 |
| Commercial mortgage pass-through securities | $1,928,000 | 903 |
| Other commercial mortgage-backed securities | $197,105,000 | 91 |
| Held to maturity securities (book value) | $744,601,000 | 69 |
| Available-for-sale securities (fair market value) | $979,696,000 | 175 |
| Total debt securities | $1,724,298,000 | 138 |
| Structured notes |
| Amortized cost | $1,603,000 | 481 |
| Fair value | $1,597,000 | 482 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank |
| Total securities | $1,737,422,000 | 135 |
| U.S. Government securities | $1,497,526,000 | 127 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $1,497,526,000 | 114 |
| Securities issued by states & political subdivisions | $234,898,000 | 118 |
| 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 | $1,460,518,000 | 73 |
| Mortgage-backed securities | $1,400,259,000 | 107 |
| Certificates of participation in pools of residential mortgages | $641,750,000 | 103 |
| Issued or guaranteed by U.S. | $641,750,000 | 103 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $557,968,000 | 100 |
| CMOs issued by government agencies or sponsored agencies | $557,968,000 | 96 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $200,541,000 | 118 |
| Commercial mortgage pass-through securities | $1,893,000 | 890 |
| Other commercial mortgage-backed securities | $198,648,000 | 86 |
| Held to maturity securities (book value) | $780,565,000 | 67 |
| Available-for-sale securities (fair market value) | $951,859,000 | 180 |
| Total debt securities | $1,732,424,000 | 134 |
| Structured notes |
| Amortized cost | $1,671,000 | 492 |
| Fair value | $1,646,000 | 491 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank |
| Total securities | $1,786,927,000 | 137 |
| U.S. Government securities | $1,509,049,000 | 125 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $1,509,049,000 | 110 |
| Securities issued by states & political subdivisions | $273,047,000 | 101 |
| 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 | $1,496,604,000 | 75 |
| Mortgage-backed securities | $1,364,304,000 | 110 |
| Certificates of participation in pools of residential mortgages | $649,835,000 | 101 |
| Issued or guaranteed by U.S. | $649,835,000 | 101 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $569,394,000 | 97 |
| CMOs issued by government agencies or sponsored agencies | $569,394,000 | 93 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $145,075,000 | 137 |
| Commercial mortgage pass-through securities | $1,859,000 | 890 |
| Other commercial mortgage-backed securities | $143,216,000 | 99 |
| Held to maturity securities (book value) | $783,599,000 | 67 |
| Available-for-sale securities (fair market value) | $998,497,000 | 174 |
| Total debt securities | $1,782,096,000 | 135 |
| Structured notes |
| Amortized cost | $1,735,000 | 500 |
| Fair value | $1,698,000 | 501 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank |
| Total securities | $1,765,963,000 | 134 |
| U.S. Government securities | $1,478,533,000 | 121 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $1,478,533,000 | 108 |
| Securities issued by states & political subdivisions | $282,490,000 | 98 |
| 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 | $1,634,071,000 | 66 |
| Mortgage-backed securities | $1,341,999,000 | 110 |
| Certificates of participation in pools of residential mortgages | $553,788,000 | 115 |
| Issued or guaranteed by U.S. | $553,788,000 | 114 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $695,475,000 | 83 |
| CMOs issued by government agencies or sponsored agencies | $695,475,000 | 82 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $92,736,000 | 177 |
| Commercial mortgage pass-through securities | $1,829,000 | 886 |
| Other commercial mortgage-backed securities | $90,907,000 | 119 |
| Held to maturity securities (book value) | $659,949,000 | 73 |
| Available-for-sale securities (fair market value) | $1,101,074,000 | 155 |
| Total debt securities | $1,761,023,000 | 133 |
| Structured notes |
| Amortized cost | $1,853,000 | 492 |
| Fair value | $1,796,000 | 488 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank |
| Total securities | $1,741,110,000 | 132 |
| U.S. Government securities | $1,486,750,000 | 115 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $1,486,750,000 | 105 |
| Securities issued by states & political subdivisions | $250,352,000 | 114 |
| 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 | $1,554,187,000 | 68 |
| Mortgage-backed securities | $1,342,417,000 | 112 |
| Certificates of participation in pools of residential mortgages | $583,105,000 | 111 |
| Issued or guaranteed by U.S. | $583,105,000 | 109 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $684,127,000 | 84 |
| CMOs issued by government agencies or sponsored agencies | $684,127,000 | 80 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $75,185,000 | 186 |
| Commercial mortgage pass-through securities | $1,849,000 | 861 |
| Other commercial mortgage-backed securities | $73,336,000 | 134 |
| Held to maturity securities (book value) | $544,163,000 | 81 |
| Available-for-sale securities (fair market value) | $1,192,939,000 | 148 |
| Total debt securities | $1,737,102,000 | 131 |
| Structured notes |
| Amortized cost | $1,954,000 | 488 |
| Fair value | $1,905,000 | 479 |
| Trading account assets | $945,000 | 163 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank |
| Total securities | $1,757,076,000 | 131 |
| U.S. Government securities | $1,508,944,000 | 112 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $1,508,944,000 | 103 |
| Securities issued by states & political subdivisions | $244,094,000 | 121 |
| 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 | $1,565,664,000 | 67 |
| Mortgage-backed securities | $1,344,386,000 | 105 |
| Certificates of participation in pools of residential mortgages | $610,212,000 | 109 |
| Issued or guaranteed by U.S. | $610,212,000 | 108 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $671,518,000 | 80 |
| CMOs issued by government agencies or sponsored agencies | $671,518,000 | 76 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $62,656,000 | 198 |
| Commercial mortgage pass-through securities | $1,878,000 | 687 |
| Other commercial mortgage-backed securities | $60,778,000 | 142 |
| Held to maturity securities (book value) | $487,126,000 | 88 |
| Available-for-sale securities (fair market value) | $1,265,912,000 | 145 |
| Total debt securities | $1,753,038,000 | 130 |
| Structured notes |
| Amortized cost | $2,067,000 | 412 |
| Fair value | $2,025,000 | 412 |
| Trading account assets | $775,000 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank |
| Total securities | $1,729,933,000 | 130 |
| U.S. Government securities | $1,482,921,000 | 109 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $1,482,921,000 | 101 |
| Securities issued by states & political subdivisions | $242,928,000 | 124 |
| 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 | $4,084,000 | 242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,535,839,000 | 68 |
| Mortgage-backed securities | $1,351,948,000 | 100 |
| Certificates of participation in pools of residential mortgages | $628,729,000 | 103 |
| Issued or guaranteed by U.S. | $628,729,000 | 102 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $659,451,000 | 80 |
| CMOs issued by government agencies or sponsored agencies | $659,451,000 | 76 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $63,768,000 | 192 |
| Commercial mortgage pass-through securities | $899,000 | 876 |
| Other commercial mortgage-backed securities | $62,869,000 | 136 |
| Held to maturity securities (book value) | $484,073,000 | 90 |
| Available-for-sale securities (fair market value) | $1,245,860,000 | 141 |
| Total debt securities | $1,725,849,000 | 129 |
| Structured notes |
| Amortized cost | $2,181,000 | 403 |
| Fair value | $2,158,000 | 403 |
| Trading account assets | $222,000 | 195 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank |
| Total securities | $1,836,299,000 | 123 |
| U.S. Government securities | $1,590,293,000 | 105 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $1,590,293,000 | 98 |
| Securities issued by states & political subdivisions | $241,891,000 | 122 |
| 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 | $4,115,000 | 259 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,200,498,000 | 86 |
| Mortgage-backed securities | $1,428,707,000 | 98 |
| Certificates of participation in pools of residential mortgages | $661,092,000 | 102 |
| Issued or guaranteed by U.S. | $661,092,000 | 101 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $701,746,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $701,746,000 | 69 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $65,869,000 | 189 |
| Commercial mortgage pass-through securities | $914,000 | 874 |
| Other commercial mortgage-backed securities | $64,955,000 | 126 |
| Held to maturity securities (book value) | $494,310,000 | 93 |
| Available-for-sale securities (fair market value) | $1,341,989,000 | 127 |
| Total debt securities | $1,832,184,000 | 122 |
| Structured notes |
| Amortized cost | $2,326,000 | 412 |
| Fair value | $2,318,000 | 413 |
| Trading account assets | $281,000 | 196 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank |
| Total securities | $1,866,225,000 | 124 |
| U.S. Government securities | $1,611,420,000 | 104 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $1,611,420,000 | 96 |
| Securities issued by states & political subdivisions | $250,716,000 | 120 |
| 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 | $4,089,000 | 258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,547,154,000 | 68 |
| Mortgage-backed securities | $1,439,709,000 | 99 |
| Certificates of participation in pools of residential mortgages | $654,075,000 | 106 |
| Issued or guaranteed by U.S. | $654,075,000 | 105 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $723,769,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $723,769,000 | 69 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $61,865,000 | 193 |
| Commercial mortgage pass-through securities | $921,000 | 852 |
| Other commercial mortgage-backed securities | $60,944,000 | 127 |
| Held to maturity securities (book value) | $515,627,000 | 92 |
| Available-for-sale securities (fair market value) | $1,350,598,000 | 128 |
| Total debt securities | $1,862,136,000 | 122 |
| Structured notes |
| Amortized cost | $2,499,000 | 417 |
| Fair value | $2,494,000 | 413 |
| Trading account assets | $278,000 | 200 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank |
| Total securities | $1,868,275,000 | 120 |
| U.S. Government securities | $1,611,566,000 | 103 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $1,611,566,000 | 92 |
| Securities issued by states & political subdivisions | $252,658,000 | 122 |
| 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 | $4,051,000 | 259 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,603,663,000 | 67 |
| Mortgage-backed securities | $1,439,641,000 | 98 |
| Certificates of participation in pools of residential mortgages | $660,100,000 | 105 |
| Issued or guaranteed by U.S. | $660,100,000 | 104 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $732,131,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $732,131,000 | 69 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $47,410,000 | 216 |
| Commercial mortgage pass-through securities | $921,000 | 815 |
| Other commercial mortgage-backed securities | $46,489,000 | 139 |
| Held to maturity securities (book value) | $515,792,000 | 94 |
| Available-for-sale securities (fair market value) | $1,352,483,000 | 125 |
| Total debt securities | $1,864,224,000 | 118 |
| Structured notes |
| Amortized cost | $2,685,000 | 423 |
| Fair value | $2,688,000 | 421 |
| Trading account assets | $300,000 | 196 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank |
| Total securities | $1,849,561,000 | 118 |
| U.S. Government securities | $1,593,239,000 | 101 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,593,239,000 | 92 |
| Securities issued by states & political subdivisions | $252,260,000 | 121 |
| 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 | $4,062,000 | 261 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,460,071,000 | 72 |
| Mortgage-backed securities | $1,409,611,000 | 95 |
| Certificates of participation in pools of residential mortgages | $616,907,000 | 101 |
| Issued or guaranteed by U.S. | $616,907,000 | 100 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $745,230,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $745,230,000 | 65 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $47,474,000 | 212 |
| Commercial mortgage pass-through securities | $919,000 | 793 |
| Other commercial mortgage-backed securities | $46,555,000 | 135 |
| Held to maturity securities (book value) | $527,948,000 | 92 |
| Available-for-sale securities (fair market value) | $1,321,613,000 | 122 |
| Total debt securities | $1,845,499,000 | 116 |
| Structured notes |
| Amortized cost | $2,906,000 | 398 |
| Fair value | $2,912,000 | 387 |
| Trading account assets | $290,000 | 207 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank |
| Total securities | $1,758,619,000 | 121 |
| U.S. Government securities | $1,517,524,000 | 105 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $1,517,524,000 | 98 |
| Securities issued by states & political subdivisions | $236,934,000 | 125 |
| 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 | $4,161,000 | 262 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,560,441,000 | 66 |
| Mortgage-backed securities | $1,261,039,000 | 106 |
| Certificates of participation in pools of residential mortgages | $420,792,000 | 133 |
| Issued or guaranteed by U.S. | $420,792,000 | 132 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $795,132,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $795,132,000 | 66 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $45,115,000 | 200 |
| Commercial mortgage pass-through securities | $959,000 | 722 |
| Other commercial mortgage-backed securities | $44,156,000 | 132 |
| Held to maturity securities (book value) | $485,877,000 | 96 |
| Available-for-sale securities (fair market value) | $1,272,742,000 | 129 |
| Total debt securities | $1,754,458,000 | 120 |
| Structured notes |
| Amortized cost | $3,105,000 | 341 |
| Fair value | $3,122,000 | 341 |
| Trading account assets | $328,000 | 211 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank |
| Total securities | $1,757,785,000 | 122 |
| U.S. Government securities | $1,518,000,000 | 103 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $1,518,000,000 | 98 |
| Securities issued by states & political subdivisions | $235,628,000 | 121 |
| 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 | $4,157,000 | 268 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,551,446,000 | 69 |
| Mortgage-backed securities | $1,250,725,000 | 105 |
| Certificates of participation in pools of residential mortgages | $447,050,000 | 128 |
| Issued or guaranteed by U.S. | $447,050,000 | 127 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $768,560,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $768,560,000 | 66 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $35,115,000 | 214 |
| Commercial mortgage pass-through securities | $968,000 | 678 |
| Other commercial mortgage-backed securities | $34,147,000 | 141 |
| Held to maturity securities (book value) | $500,840,000 | 96 |
| Available-for-sale securities (fair market value) | $1,256,945,000 | 126 |
| Total debt securities | $1,753,628,000 | 120 |
| Structured notes |
| Amortized cost | $3,327,000 | 380 |
| Fair value | $3,375,000 | 377 |
| Trading account assets | $323,000 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank |
| Total securities | $1,711,201,000 | 122 |
| U.S. Government securities | $1,472,218,000 | 103 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $1,472,218,000 | 99 |
| Securities issued by states & political subdivisions | $234,849,000 | 117 |
| 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 | $4,134,000 | 263 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,570,112,000 | 69 |
| Mortgage-backed securities | $1,195,460,000 | 106 |
| Certificates of participation in pools of residential mortgages | $426,082,000 | 129 |
| Issued or guaranteed by U.S. | $426,082,000 | 128 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $744,339,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $744,339,000 | 68 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $25,039,000 | 247 |
| Commercial mortgage pass-through securities | $961,000 | 655 |
| Other commercial mortgage-backed securities | $24,078,000 | 164 |
| Held to maturity securities (book value) | $466,914,000 | 100 |
| Available-for-sale securities (fair market value) | $1,244,287,000 | 130 |
| Total debt securities | $1,707,067,000 | 122 |
| Structured notes |
| Amortized cost | $3,564,000 | 448 |
| Fair value | $3,625,000 | 441 |
| Trading account assets | $329,000 | 207 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank |
| Total securities | $1,632,864,000 | 122 |
| U.S. Government securities | $1,408,731,000 | 110 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,408,731,000 | 105 |
| Securities issued by states & political subdivisions | $220,076,000 | 123 |
| 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 | $4,057,000 | 270 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,399,377,000 | 79 |
| Mortgage-backed securities | $1,096,986,000 | 112 |
| Certificates of participation in pools of residential mortgages | $419,465,000 | 128 |
| Issued or guaranteed by U.S. | $419,465,000 | 127 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $668,551,000 | 76 |
| CMOs issued by government agencies or sponsored agencies | $668,551,000 | 71 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $8,970,000 | 417 |
| Commercial mortgage pass-through securities | $4,999,000 | 312 |
| Other commercial mortgage-backed securities | $3,971,000 | 386 |
| Held to maturity securities (book value) | $471,031,000 | 102 |
| Available-for-sale securities (fair market value) | $1,161,833,000 | 131 |
| Total debt securities | $1,628,807,000 | 122 |
| Structured notes |
| Amortized cost | $3,815,000 | 504 |
| Fair value | $3,818,000 | 501 |
| Trading account assets | $335,000 | 206 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank |
| Total securities | $1,517,923,000 | 129 |
| U.S. Government securities | $1,302,758,000 | 112 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $1,302,758,000 | 105 |
| Securities issued by states & political subdivisions | $210,991,000 | 124 |
| 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 | $4,174,000 | 272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,393,301,000 | 75 |
| Mortgage-backed securities | $959,007,000 | 120 |
| Certificates of participation in pools of residential mortgages | $345,696,000 | 147 |
| Issued or guaranteed by U.S. | $345,696,000 | 145 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $613,311,000 | 77 |
| CMOs issued by government agencies or sponsored agencies | $613,311,000 | 73 |
| 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) | $470,758,000 | 101 |
| Available-for-sale securities (fair market value) | $1,047,165,000 | 136 |
| Total debt securities | $1,513,749,000 | 129 |
| Structured notes |
| Amortized cost | $4,149,000 | 537 |
| Fair value | $4,200,000 | 535 |
| Trading account assets | $343,000 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank |
| Total securities | $1,572,027,000 | 125 |
| U.S. Government securities | $1,389,527,000 | 111 |
| U.S. Treasury securities | $10,014,000 | 365 |
| U.S. Government agency obligations | $1,379,513,000 | 104 |
| Securities issued by states & political subdivisions | $178,418,000 | 153 |
| 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 | $4,082,000 | 274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,358,817,000 | 75 |
| Mortgage-backed securities | $982,078,000 | 117 |
| Certificates of participation in pools of residential mortgages | $365,045,000 | 140 |
| Issued or guaranteed by U.S. | $365,045,000 | 137 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $617,033,000 | 82 |
| CMOs issued by government agencies or sponsored agencies | $617,033,000 | 76 |
| 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) | $454,312,000 | 94 |
| Available-for-sale securities (fair market value) | $1,117,715,000 | 132 |
| Total debt securities | $1,567,945,000 | 125 |
| Structured notes |
| Amortized cost | $4,553,000 | 576 |
| Fair value | $4,594,000 | 574 |
| Trading account assets | $1,021,000 | 179 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank |
| Total securities | $1,516,992,000 | 129 |
| U.S. Government securities | $1,336,303,000 | 110 |
| U.S. Treasury securities | $13,056,000 | 314 |
| U.S. Government agency obligations | $1,323,247,000 | 106 |
| Securities issued by states & political subdivisions | $176,562,000 | 148 |
| 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 | $4,127,000 | 273 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,370,706,000 | 76 |
| Mortgage-backed securities | $919,883,000 | 122 |
| Certificates of participation in pools of residential mortgages | $358,161,000 | 143 |
| Issued or guaranteed by U.S. | $358,161,000 | 141 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $561,722,000 | 89 |
| CMOs issued by government agencies or sponsored agencies | $561,722,000 | 85 |
| 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) | $456,773,000 | 94 |
| Available-for-sale securities (fair market value) | $1,060,219,000 | 142 |
| Total debt securities | $1,512,865,000 | 129 |
| Structured notes |
| Amortized cost | $4,972,000 | 599 |
| Fair value | $5,032,000 | 580 |
| Trading account assets | $1,019,000 | 181 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank |
| Total securities | $1,455,883,000 | 133 |
| U.S. Government securities | $1,278,255,000 | 110 |
| U.S. Treasury securities | $23,111,000 | 222 |
| U.S. Government agency obligations | $1,255,144,000 | 105 |
| Securities issued by states & political subdivisions | $173,548,000 | 152 |
| 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 | $4,080,000 | 276 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,377,794,000 | 77 |
| Mortgage-backed securities | $924,598,000 | 120 |
| Certificates of participation in pools of residential mortgages | $364,841,000 | 142 |
| Issued or guaranteed by U.S. | $364,841,000 | 140 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $559,757,000 | 86 |
| CMOs issued by government agencies or sponsored agencies | $559,757,000 | 81 |
| 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) | $454,361,000 | 97 |
| Available-for-sale securities (fair market value) | $1,001,522,000 | 147 |
| Total debt securities | $1,451,803,000 | 132 |
| Structured notes |
| Amortized cost | $5,328,000 | 612 |
| Fair value | $5,384,000 | 605 |
| Trading account assets | $1,032,000 | 176 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank |
| Total securities | $1,493,034,000 | 130 |
| U.S. Government securities | $1,316,571,000 | 108 |
| U.S. Treasury securities | $23,213,000 | 219 |
| U.S. Government agency obligations | $1,293,358,000 | 103 |
| Securities issued by states & political subdivisions | $172,366,000 | 147 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $4,097,000 | 282 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,441,928,000 | 73 |
| Mortgage-backed securities | $959,390,000 | 115 |
| Certificates of participation in pools of residential mortgages | $374,153,000 | 135 |
| Issued or guaranteed by U.S. | $374,153,000 | 132 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $585,237,000 | 87 |
| CMOs issued by government agencies or sponsored agencies | $585,237,000 | 80 |
| 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) | $459,620,000 | 93 |
| Available-for-sale securities (fair market value) | $1,033,414,000 | 142 |
| Total debt securities | $1,488,937,000 | 128 |
| Structured notes |
| Amortized cost | $5,815,000 | 627 |
| Fair value | $5,818,000 | 617 |
| Trading account assets | $1,049,000 | 164 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank |
| Total securities | $1,493,027,000 | 131 |
| U.S. Government securities | $1,318,295,000 | 108 |
| U.S. Treasury securities | $33,324,000 | 145 |
| U.S. Government agency obligations | $1,284,971,000 | 104 |
| Securities issued by states & political subdivisions | $170,668,000 | 145 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $4,064,000 | 287 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,410,861,000 | 77 |
| Mortgage-backed securities | $977,130,000 | 118 |
| Certificates of participation in pools of residential mortgages | $397,527,000 | 132 |
| Issued or guaranteed by U.S. | $397,527,000 | 129 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $579,603,000 | 88 |
| CMOs issued by government agencies or sponsored agencies | $579,603,000 | 80 |
| 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) | $125,966,000 | 228 |
| Available-for-sale securities (fair market value) | $1,367,061,000 | 114 |
| Total debt securities | $1,488,963,000 | 129 |
| Structured notes |
| Amortized cost | $6,431,000 | 609 |
| Fair value | $6,428,000 | 595 |
| Trading account assets | $1,056,000 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank |
| Total securities | $1,484,031,000 | 132 |
| U.S. Government securities | $1,311,275,000 | 107 |
| U.S. Treasury securities | $33,473,000 | 140 |
| U.S. Government agency obligations | $1,277,802,000 | 106 |
| Securities issued by states & political subdivisions | $168,739,000 | 151 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $4,017,000 | 296 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,462,772,000 | 73 |
| Mortgage-backed securities | $976,924,000 | 116 |
| Certificates of participation in pools of residential mortgages | $378,304,000 | 134 |
| Issued or guaranteed by U.S. | $378,304,000 | 131 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $598,620,000 | 88 |
| CMOs issued by government agencies or sponsored agencies | $598,620,000 | 80 |
| 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) | $117,896,000 | 232 |
| Available-for-sale securities (fair market value) | $1,366,135,000 | 112 |
| Total debt securities | $1,480,014,000 | 132 |
| Structured notes |
| Amortized cost | $7,129,000 | 572 |
| Fair value | $7,119,000 | 563 |
| Trading account assets | $1,050,000 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank |
| Total securities | $1,471,156,000 | 132 |
| U.S. Government securities | $1,299,193,000 | 108 |
| U.S. Treasury securities | $43,616,000 | 106 |
| U.S. Government agency obligations | $1,255,577,000 | 107 |
| Securities issued by states & political subdivisions | $167,970,000 | 145 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $3,993,000 | 299 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,410,783,000 | 74 |
| Mortgage-backed securities | $975,923,000 | 119 |
| Certificates of participation in pools of residential mortgages | $364,370,000 | 140 |
| Issued or guaranteed by U.S. | $364,370,000 | 139 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $611,553,000 | 86 |
| CMOs issued by government agencies or sponsored agencies | $611,553,000 | 79 |
| 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) | $117,283,000 | 230 |
| Available-for-sale securities (fair market value) | $1,353,873,000 | 112 |
| Total debt securities | $1,467,163,000 | 131 |
| Structured notes |
| Amortized cost | $7,993,000 | 523 |
| Fair value | $7,983,000 | 490 |
| Trading account assets | $1,038,000 | 162 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank |
| Total securities | $1,493,323,000 | 127 |
| U.S. Government securities | $1,316,429,000 | 107 |
| U.S. Treasury securities | $43,804,000 | 100 |
| U.S. Government agency obligations | $1,272,625,000 | 106 |
| Securities issued by states & political subdivisions | $172,831,000 | 138 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $4,063,000 | 308 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,455,449,000 | 69 |
| Mortgage-backed securities | $976,673,000 | 120 |
| Certificates of participation in pools of residential mortgages | $335,414,000 | 145 |
| Issued or guaranteed by U.S. | $335,414,000 | 143 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $641,259,000 | 82 |
| CMOs issued by government agencies or sponsored agencies | $641,259,000 | 77 |
| 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) | $118,259,000 | 228 |
| Available-for-sale securities (fair market value) | $1,375,064,000 | 110 |
| Total debt securities | $1,489,260,000 | 127 |
| Structured notes |
| Amortized cost | $9,256,000 | 445 |
| Fair value | $9,251,000 | 430 |
| Trading account assets | $1,003,000 | 167 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank |
| Total securities | $1,500,795,000 | 126 |
| U.S. Government securities | $1,312,810,000 | 109 |
| U.S. Treasury securities | $53,949,000 | 81 |
| U.S. Government agency obligations | $1,258,861,000 | 108 |
| Securities issued by states & political subdivisions | $183,883,000 | 125 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $4,102,000 | 305 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,410,131,000 | 68 |
| Mortgage-backed securities | $978,623,000 | 118 |
| Certificates of participation in pools of residential mortgages | $291,833,000 | 160 |
| Issued or guaranteed by U.S. | $291,833,000 | 159 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $686,790,000 | 79 |
| CMOs issued by government agencies or sponsored agencies | $686,790,000 | 74 |
| 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) | $122,302,000 | 201 |
| Available-for-sale securities (fair market value) | $1,378,493,000 | 111 |
| Total debt securities | $1,496,693,000 | 127 |
| Structured notes |
| Amortized cost | $11,266,000 | 345 |
| Fair value | $11,329,000 | 335 |
| Trading account assets | $945,000 | 172 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank |
| Total securities | $1,516,622,000 | 126 |
| U.S. Government securities | $1,304,809,000 | 109 |
| U.S. Treasury securities | $69,225,000 | 74 |
| U.S. Government agency obligations | $1,235,584,000 | 109 |
| Securities issued by states & political subdivisions | $207,600,000 | 103 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $4,213,000 | 309 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,468,826,000 | 68 |
| Mortgage-backed securities | $937,405,000 | 123 |
| Certificates of participation in pools of residential mortgages | $345,668,000 | 141 |
| Issued or guaranteed by U.S. | $345,668,000 | 140 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $591,737,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $591,737,000 | 83 |
| 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) | $62,474,000 | 292 |
| Available-for-sale securities (fair market value) | $1,454,148,000 | 110 |
| Total debt securities | $1,512,409,000 | 126 |
| Structured notes |
| Amortized cost | $13,716,000 | 323 |
| Fair value | $13,895,000 | 319 |
| Trading account assets | $951,000 | 174 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank |
| Total securities | $1,195,696,000 | 148 |
| U.S. Government securities | $1,047,138,000 | 124 |
| U.S. Treasury securities | $64,425,000 | 77 |
| U.S. Government agency obligations | $982,713,000 | 129 |
| Securities issued by states & political subdivisions | $146,197,000 | 168 |
| Other domestic debt securities | $1,272,000 | 1,820 |
| Privately issued residential mortgage-backed securities | $1,272,000 | 527 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $1,089,000 | 582 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,182,447,000 | 82 |
| Mortgage-backed securities | $701,143,000 | 144 |
| Certificates of participation in pools of residential mortgages | $251,421,000 | 188 |
| Issued or guaranteed by U.S. | $250,149,000 | 187 |
| Privately issued | $1,272,000 | 35 |
| Collaterized mortgage obligations | $449,722,000 | 111 |
| CMOs issued by government agencies or sponsored agencies | $449,722,000 | 93 |
| 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) | $60,563,000 | 296 |
| Available-for-sale securities (fair market value) | $1,135,133,000 | 131 |
| Total debt securities | $1,194,607,000 | 148 |
| Structured notes |
| Amortized cost | $16,141,000 | 275 |
| Fair value | $16,377,000 | 276 |
| Trading account assets | $546,000 | 183 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank |
| Total securities | $1,242,200,000 | 143 |
| U.S. Government securities | $1,087,275,000 | 124 |
| U.S. Treasury securities | $64,662,000 | 74 |
| U.S. Government agency obligations | $1,022,613,000 | 129 |
| Securities issued by states & political subdivisions | $152,554,000 | 153 |
| Other domestic debt securities | $1,280,000 | 1,874 |
| Privately issued residential mortgage-backed securities | $1,280,000 | 561 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $1,091,000 | 574 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,220,877,000 | 81 |
| Mortgage-backed securities | $727,707,000 | 145 |
| Certificates of participation in pools of residential mortgages | $280,820,000 | 183 |
| Issued or guaranteed by U.S. | $279,540,000 | 183 |
| Privately issued | $1,280,000 | 36 |
| Collaterized mortgage obligations | $446,887,000 | 113 |
| CMOs issued by government agencies or sponsored agencies | $446,887,000 | 98 |
| 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) | $61,302,000 | 295 |
| Available-for-sale securities (fair market value) | $1,180,898,000 | 129 |
| Total debt securities | $1,241,109,000 | 143 |
| Structured notes |
| Amortized cost | $18,674,000 | 247 |
| Fair value | $18,842,000 | 247 |
| Trading account assets | $537,000 | 177 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank |
| Total securities | $1,276,230,000 | 142 |
| U.S. Government securities | $1,112,110,000 | 125 |
| U.S. Treasury securities | $74,763,000 | 70 |
| U.S. Government agency obligations | $1,037,347,000 | 130 |
| Securities issued by states & political subdivisions | $161,750,000 | 127 |
| Other domestic debt securities | $1,288,000 | 1,881 |
| Privately issued residential mortgage-backed securities | $1,288,000 | 608 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $1,082,000 | 569 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,155,532,000 | 84 |
| Mortgage-backed securities | $737,530,000 | 144 |
| Certificates of participation in pools of residential mortgages | $305,052,000 | 169 |
| Issued or guaranteed by U.S. | $303,764,000 | 171 |
| Privately issued | $1,288,000 | 36 |
| Collaterized mortgage obligations | $432,478,000 | 118 |
| CMOs issued by government agencies or sponsored agencies | $432,478,000 | 103 |
| 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) | $64,387,000 | 287 |
| Available-for-sale securities (fair market value) | $1,211,843,000 | 124 |
| Total debt securities | $1,275,148,000 | 142 |
| Structured notes |
| Amortized cost | $21,408,000 | 225 |
| Fair value | $21,582,000 | 226 |
| Trading account assets | $494,000 | 176 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank |
| Total securities | $1,304,718,000 | 139 |
| U.S. Government securities | $1,130,515,000 | 126 |
| U.S. Treasury securities | $71,886,000 | 68 |
| U.S. Government agency obligations | $1,058,629,000 | 126 |
| Securities issued by states & political subdivisions | $171,843,000 | 115 |
| Other domestic debt securities | $1,295,000 | 1,858 |
| Privately issued residential mortgage-backed securities | $1,295,000 | 645 |
| 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 | $1,065,000 | 552 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,238,644,000 | 82 |
| Mortgage-backed securities | $779,255,000 | 140 |
| Certificates of participation in pools of residential mortgages | $305,384,000 | 172 |
| Issued or guaranteed by U.S. | $304,089,000 | 172 |
| Privately issued | $1,295,000 | 39 |
| Collaterized mortgage obligations | $473,871,000 | 107 |
| CMOs issued by government agencies or sponsored agencies | $473,871,000 | 97 |
| 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) | $70,279,000 | 270 |
| Available-for-sale securities (fair market value) | $1,234,439,000 | 126 |
| Total debt securities | $1,303,653,000 | 139 |
| Structured notes |
| Amortized cost | $23,954,000 | 239 |
| Fair value | $24,011,000 | 239 |
| Trading account assets | $552,000 | 177 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank |
| Total securities | $1,305,605,000 | 140 |
| U.S. Government securities | $1,129,095,000 | 124 |
| U.S. Treasury securities | $82,233,000 | 58 |
| U.S. Government agency obligations | $1,046,862,000 | 126 |
| Securities issued by states & political subdivisions | $174,152,000 | 110 |
| Other domestic debt securities | $1,303,000 | 1,830 |
| Privately issued residential mortgage-backed securities | $1,303,000 | 710 |
| 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 | $1,055,000 | 545 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,213,202,000 | 74 |
| Mortgage-backed securities | $792,287,000 | 132 |
| Certificates of participation in pools of residential mortgages | $326,813,000 | 158 |
| Issued or guaranteed by U.S. | $325,510,000 | 158 |
| Privately issued | $1,303,000 | 57 |
| Collaterized mortgage obligations | $465,474,000 | 107 |
| CMOs issued by government agencies or sponsored agencies | $465,474,000 | 92 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $70,811,000 | 267 |
| Available-for-sale securities (fair market value) | $1,234,794,000 | 123 |
| Total debt securities | $1,304,550,000 | 139 |
| Structured notes |
| Amortized cost | $10,005,000 | 542 |
| Fair value | $10,014,000 | 560 |
| Trading account assets | $511,000 | 167 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank |
| Total securities | $1,233,226,000 | 142 |
| U.S. Government securities | $1,031,556,000 | 128 |
| U.S. Treasury securities | $82,343,000 | 63 |
| U.S. Government agency obligations | $949,213,000 | 136 |
| Securities issued by states & political subdivisions | $179,200,000 | 99 |
| Other domestic debt securities | $21,408,000 | 444 |
| Privately issued residential mortgage-backed securities | $1,311,000 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $20,097,000 | 255 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $1,062,000 | 554 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,170,035,000 | 75 |
| Mortgage-backed securities | $729,843,000 | 140 |
| Certificates of participation in pools of residential mortgages | $324,916,000 | 154 |
| Issued or guaranteed by U.S. | $323,605,000 | 153 |
| Privately issued | $1,311,000 | 70 |
| Collaterized mortgage obligations | $404,927,000 | 116 |
| CMOs issued by government agencies or sponsored agencies | $404,927,000 | 100 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $72,958,000 | 251 |
| Available-for-sale securities (fair market value) | $1,160,268,000 | 126 |
| Total debt securities | $1,232,164,000 | 141 |
| Structured notes |
| Amortized cost | $10,019,000 | 566 |
| Fair value | $10,058,000 | 570 |
| Trading account assets | $514,000 | 172 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank |
| Total securities | $1,223,609,000 | 143 |
| U.S. Government securities | $1,016,919,000 | 132 |
| U.S. Treasury securities | $81,813,000 | 69 |
| U.S. Government agency obligations | $935,106,000 | 135 |
| Securities issued by states & political subdivisions | $184,085,000 | 93 |
| Other domestic debt securities | $21,565,000 | 433 |
| Privately issued residential mortgage-backed securities | $1,318,000 | 757 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $20,247,000 | 236 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $1,040,000 | 561 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,129,522,000 | 76 |
| Mortgage-backed securities | $696,015,000 | 138 |
| Certificates of participation in pools of residential mortgages | $340,876,000 | 145 |
| Issued or guaranteed by U.S. | $339,558,000 | 144 |
| Privately issued | $1,318,000 | 71 |
| Collaterized mortgage obligations | $355,139,000 | 132 |
| CMOs issued by government agencies or sponsored agencies | $355,139,000 | 115 |
| 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) | $76,878,000 | 233 |
| Available-for-sale securities (fair market value) | $1,146,731,000 | 125 |
| Total debt securities | $1,222,569,000 | 142 |
| Structured notes |
| Amortized cost | $30,036,000 | 194 |
| Fair value | $30,141,000 | 194 |
| Trading account assets | $561,000 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank |
| Total securities | $1,186,440,000 | 146 |
| U.S. Government securities | $960,663,000 | 137 |
| U.S. Treasury securities | $80,963,000 | 79 |
| U.S. Government agency obligations | $879,700,000 | 139 |
| Securities issued by states & political subdivisions | $203,051,000 | 79 |
| Other domestic debt securities | $21,701,000 | 445 |
| Privately issued residential mortgage-backed securities | $1,325,000 | 793 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $20,376,000 | 238 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $1,025,000 | 573 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,147,255,000 | 79 |
| Mortgage-backed securities | $593,130,000 | 154 |
| Certificates of participation in pools of residential mortgages | $283,123,000 | 169 |
| Issued or guaranteed by U.S. | $281,798,000 | 169 |
| Privately issued | $1,325,000 | 71 |
| Collaterized mortgage obligations | $310,007,000 | 145 |
| CMOs issued by government agencies or sponsored agencies | $310,007,000 | 124 |
| 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) | $90,008,000 | 211 |
| Available-for-sale securities (fair market value) | $1,096,432,000 | 128 |
| Total debt securities | $1,185,415,000 | 145 |
| Structured notes |
| Amortized cost | $40,005,000 | 148 |
| Fair value | $40,243,000 | 145 |
| Trading account assets | $575,000 | 164 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank |
| Total securities | $1,217,488,000 | 137 |
| U.S. Government securities | $984,113,000 | 128 |
| U.S. Treasury securities | $91,280,000 | 75 |
| U.S. Government agency obligations | $892,833,000 | 133 |
| Securities issued by states & political subdivisions | $210,528,000 | 78 |
| Other domestic debt securities | $21,821,000 | 473 |
| Privately issued residential mortgage-backed securities | $1,332,000 | 825 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $20,489,000 | 232 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $1,026,000 | 573 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,160,526,000 | 80 |
| Mortgage-backed securities | $544,379,000 | 163 |
| Certificates of participation in pools of residential mortgages | $246,492,000 | 181 |
| Issued or guaranteed by U.S. | $245,160,000 | 180 |
| Privately issued | $1,332,000 | 71 |
| Collaterized mortgage obligations | $297,887,000 | 145 |
| CMOs issued by government agencies or sponsored agencies | $297,887,000 | 119 |
| 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) | $97,310,000 | 193 |
| Available-for-sale securities (fair market value) | $1,120,178,000 | 124 |
| Total debt securities | $1,216,462,000 | 137 |
| Structured notes |
| Amortized cost | $50,804,000 | 94 |
| Fair value | $51,127,000 | 90 |
| Trading account assets | $535,000 | 166 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank |
| Total securities | $1,172,882,000 | 133 |
| U.S. Government securities | $925,641,000 | 130 |
| U.S. Treasury securities | $71,964,000 | 88 |
| U.S. Government agency obligations | $853,677,000 | 133 |
| Securities issued by states & political subdivisions | $224,252,000 | 70 |
| Other domestic debt securities | $21,947,000 | 463 |
| Privately issued residential mortgage-backed securities | $1,339,000 | 894 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $20,608,000 | 219 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $1,042,000 | 609 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,140,022,000 | 80 |
| Mortgage-backed securities | $581,283,000 | 147 |
| Certificates of participation in pools of residential mortgages | $222,019,000 | 193 |
| Issued or guaranteed by U.S. | $220,680,000 | 192 |
| Privately issued | $1,339,000 | 76 |
| Collaterized mortgage obligations | $359,264,000 | 115 |
| CMOs issued by government agencies or sponsored agencies | $359,264,000 | 89 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $103,173,000 | 182 |
| Available-for-sale securities (fair market value) | $1,069,709,000 | 123 |
| Total debt securities | $1,171,840,000 | 132 |
| Structured notes |
| Amortized cost | $50,823,000 | 84 |
| Fair value | $51,143,000 | 82 |
| Trading account assets | $492,000 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank |
| Total securities | $1,245,908,000 | 129 |
| U.S. Government securities | $976,148,000 | 123 |
| U.S. Treasury securities | $40,491,000 | 125 |
| U.S. Government agency obligations | $935,657,000 | 120 |
| Securities issued by states & political subdivisions | $246,694,000 | 63 |
| Other domestic debt securities | $22,026,000 | 461 |
| Privately issued residential mortgage-backed securities | $1,346,000 | 924 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $20,680,000 | 204 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $1,040,000 | 640 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,195,421,000 | 79 |
| Mortgage-backed securities | $632,845,000 | 141 |
| Certificates of participation in pools of residential mortgages | $241,124,000 | 176 |
| Issued or guaranteed by U.S. | $239,778,000 | 177 |
| Privately issued | $1,346,000 | 74 |
| Collaterized mortgage obligations | $391,721,000 | 106 |
| CMOs issued by government agencies or sponsored agencies | $391,721,000 | 82 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $122,549,000 | 162 |
| Available-for-sale securities (fair market value) | $1,123,359,000 | 119 |
| Total debt securities | $1,244,868,000 | 128 |
| Structured notes |
| Amortized cost | $60,842,000 | 66 |
| Fair value | $61,190,000 | 64 |
| Trading account assets | $479,000 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank |
| Total securities | $1,295,630,000 | 125 |
| U.S. Government securities | $963,938,000 | 121 |
| U.S. Treasury securities | $20,141,000 | 185 |
| U.S. Government agency obligations | $943,797,000 | 117 |
| Securities issued by states & political subdivisions | $308,649,000 | 48 |
| Other domestic debt securities | $22,025,000 | 476 |
| Privately issued residential mortgage-backed securities | $1,352,000 | 977 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $20,673,000 | 207 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $1,018,000 | 646 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,261,182,000 | 72 |
| Mortgage-backed securities | $601,571,000 | 148 |
| Certificates of participation in pools of residential mortgages | $263,011,000 | 165 |
| Issued or guaranteed by U.S. | $261,659,000 | 165 |
| Privately issued | $1,352,000 | 81 |
| Collaterized mortgage obligations | $338,560,000 | 117 |
| CMOs issued by government agencies or sponsored agencies | $338,560,000 | 88 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $157,108,000 | 127 |
| Available-for-sale securities (fair market value) | $1,138,522,000 | 119 |
| Total debt securities | $1,294,612,000 | 122 |
| Structured notes |
| Amortized cost | $40,754,000 | 92 |
| Fair value | $40,668,000 | 91 |
| Trading account assets | $523,000 | 181 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank |
| Total securities | $1,264,051,000 | 129 |
| U.S. Government securities | $945,497,000 | 117 |
| U.S. Treasury securities | $20,086,000 | 159 |
| U.S. Government agency obligations | $925,411,000 | 114 |
| Securities issued by states & political subdivisions | $295,518,000 | 49 |
| Other domestic debt securities | $22,033,000 | 490 |
| Privately issued residential mortgage-backed securities | $1,359,000 | 1,007 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $20,674,000 | 204 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $1,003,000 | 663 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,256,815,000 | 70 |
| Mortgage-backed securities | $613,573,000 | 149 |
| Certificates of participation in pools of residential mortgages | $282,862,000 | 159 |
| Issued or guaranteed by U.S. | $281,503,000 | 159 |
| Privately issued | $1,359,000 | 83 |
| Collaterized mortgage obligations | $330,711,000 | 124 |
| CMOs issued by government agencies or sponsored agencies | $330,711,000 | 88 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $159,946,000 | 119 |
| Available-for-sale securities (fair market value) | $1,104,105,000 | 125 |
| Total debt securities | $1,263,048,000 | 126 |
| Structured notes |
| Amortized cost | $10,000,000 | 416 |
| Fair value | $10,028,000 | 417 |
| Trading account assets | $535,000 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank |
| Total securities | $1,288,664,000 | 130 |
| U.S. Government securities | $955,753,000 | 125 |
| U.S. Treasury securities | $65,000 | 1,035 |
| U.S. Government agency obligations | $955,688,000 | 120 |
| Securities issued by states & political subdivisions | $309,793,000 | 48 |
| Other domestic debt securities | $22,098,000 | 532 |
| Privately issued residential mortgage-backed securities | $1,365,000 | 1,067 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $20,733,000 | 213 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $1,020,000 | 703 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,255,689,000 | 73 |
| Mortgage-backed securities | $632,393,000 | 145 |
| Certificates of participation in pools of residential mortgages | $303,558,000 | 164 |
| Issued or guaranteed by U.S. | $302,193,000 | 161 |
| Privately issued | $1,365,000 | 93 |
| Collaterized mortgage obligations | $328,835,000 | 128 |
| CMOs issued by government agencies or sponsored agencies | $328,835,000 | 86 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $168,658,000 | 122 |
| Available-for-sale securities (fair market value) | $1,120,006,000 | 126 |
| Total debt securities | $1,287,644,000 | 131 |
| Structured notes |
| Amortized cost | $10,000,000 | 247 |
| Fair value | $10,003,000 | 257 |
| Trading account assets | $501,000 | 194 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank |
| Total securities | $1,243,720,000 | 135 |
| U.S. Government securities | $943,169,000 | 123 |
| U.S. Treasury securities | $64,000 | 1,023 |
| U.S. Government agency obligations | $943,105,000 | 118 |
| Securities issued by states & political subdivisions | $277,506,000 | 56 |
| Other domestic debt securities | $22,049,000 | 557 |
| Privately issued residential mortgage-backed securities | $1,371,000 | 1,098 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $20,678,000 | 236 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $996,000 | 769 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,189,661,000 | 78 |
| Mortgage-backed securities | $670,293,000 | 139 |
| Certificates of participation in pools of residential mortgages | $321,108,000 | 157 |
| Issued or guaranteed by U.S. | $319,737,000 | 155 |
| Privately issued | $1,371,000 | 97 |
| Collaterized mortgage obligations | $349,185,000 | 117 |
| CMOs issued by government agencies or sponsored agencies | $349,185,000 | 80 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $140,952,000 | 146 |
| Available-for-sale securities (fair market value) | $1,102,768,000 | 125 |
| Total debt securities | $1,242,724,000 | 135 |
| Structured notes |
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $479,000 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank |
| Total securities | $1,242,421,000 | 136 |
| U.S. Government securities | $945,446,000 | 121 |
| U.S. Treasury securities | $66,000 | 968 |
| U.S. Government agency obligations | $945,380,000 | 115 |
| Securities issued by states & political subdivisions | $273,902,000 | 54 |
| Other domestic debt securities | $22,077,000 | 529 |
| Privately issued residential mortgage-backed securities | $1,377,000 | 1,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,700,000 | 217 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $996,000 | 771 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,242,418,000 | 76 |
| Mortgage-backed securities | $702,097,000 | 141 |
| Certificates of participation in pools of residential mortgages | $347,094,000 | 157 |
| Issued or guaranteed by U.S. | $345,717,000 | 154 |
| Privately issued | $1,377,000 | 109 |
| Collaterized mortgage obligations | $355,003,000 | 119 |
| CMOs issued by government agencies or sponsored agencies | $355,003,000 | 78 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $139,196,000 | 150 |
| Available-for-sale securities (fair market value) | $1,103,225,000 | 126 |
| Total debt securities | $1,241,425,000 | 133 |
| Structured notes |
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $411,000 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank |
| Total securities | $1,250,095,000 | 127 |
| U.S. Government securities | $961,130,000 | 119 |
| U.S. Treasury securities | $67,000 | 955 |
| U.S. Government agency obligations | $961,063,000 | 114 |
| Securities issued by states & political subdivisions | $265,809,000 | 57 |
| Other domestic debt securities | $22,169,000 | 497 |
| Privately issued residential mortgage-backed securities | $1,383,000 | 1,088 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,786,000 | 210 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $987,000 | 738 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,237,151,000 | 78 |
| Mortgage-backed securities | $743,236,000 | 128 |
| Certificates of participation in pools of residential mortgages | $362,958,000 | 153 |
| Issued or guaranteed by U.S. | $361,575,000 | 150 |
| Privately issued | $1,383,000 | 105 |
| Collaterized mortgage obligations | $380,278,000 | 109 |
| CMOs issued by government agencies or sponsored agencies | $380,278,000 | 78 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $140,209,000 | 150 |
| Available-for-sale securities (fair market value) | $1,109,886,000 | 117 |
| Total debt securities | $1,249,108,000 | 123 |
| Structured notes |
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank |
| Total securities | $1,238,036,000 | 123 |
| U.S. Government securities | $972,078,000 | 112 |
| U.S. Treasury securities | $62,000 | 1,003 |
| U.S. Government agency obligations | $972,016,000 | 110 |
| Securities issued by states & political subdivisions | $263,593,000 | 58 |
| Other domestic debt securities | $1,389,000 | 2,032 |
| Privately issued residential mortgage-backed securities | $1,389,000 | 1,064 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $976,000 | 753 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,237,151,000 | 73 |
| Mortgage-backed securities | $731,319,000 | 126 |
| Certificates of participation in pools of residential mortgages | $360,649,000 | 137 |
| Issued or guaranteed by U.S. | $359,260,000 | 133 |
| Privately issued | $1,389,000 | 108 |
| Collaterized mortgage obligations | $370,670,000 | 108 |
| CMOs issued by government agencies or sponsored agencies | $370,670,000 | 71 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $144,292,000 | 143 |
| Available-for-sale securities (fair market value) | $1,093,744,000 | 113 |
| Total debt securities | $1,237,060,000 | 121 |
| Structured notes |
| Amortized cost | $996,000 | 1,059 |
| Fair value | $1,000,000 | 971 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank |
| Total securities | $1,243,148,000 | 127 |
| U.S. Government securities | $973,049,000 | 118 |
| U.S. Treasury securities | $62,000 | 1,006 |
| U.S. Government agency obligations | $972,987,000 | 117 |
| Securities issued by states & political subdivisions | $267,705,000 | 61 |
| Other domestic debt securities | $1,395,000 | 2,063 |
| Privately issued residential mortgage-backed securities | $1,395,000 | 1,046 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $999,000 | 1,018 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,222,247,000 | 74 |
| Mortgage-backed securities | $739,164,000 | 130 |
| Certificates of participation in pools of residential mortgages | $374,274,000 | 133 |
| Issued or guaranteed by U.S. | $372,879,000 | 127 |
| Privately issued | $1,395,000 | 113 |
| Collaterized mortgage obligations | $364,890,000 | 111 |
| CMOs issued by government agencies or sponsored agencies | $364,890,000 | 73 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $148,656,000 | 132 |
| Available-for-sale securities (fair market value) | $1,094,492,000 | 117 |
| Total debt securities | $1,242,149,000 | 126 |
| Structured notes |
| Amortized cost | $992,000 | 1,123 |
| Fair value | $1,002,000 | 1,028 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank |
| Total securities | $1,279,421,000 | 130 |
| U.S. Government securities | $995,342,000 | 112 |
| U.S. Treasury securities | $64,000 | 1,032 |
| U.S. Government agency obligations | $995,278,000 | 109 |
| Securities issued by states & political subdivisions | $275,848,000 | 58 |
| Other domestic debt securities | $1,401,000 | 1,986 |
| Privately issued residential mortgage-backed securities | $1,401,000 | 1,025 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $6,830,000 | 412 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,249,280,000 | 74 |
| Mortgage-backed securities | $742,834,000 | 135 |
| Certificates of participation in pools of residential mortgages | $402,244,000 | 127 |
| Issued or guaranteed by U.S. | $400,843,000 | 122 |
| Privately issued | $1,401,000 | 114 |
| Collaterized mortgage obligations | $340,590,000 | 122 |
| CMOs issued by government agencies or sponsored agencies | $340,590,000 | 77 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $157,352,000 | 113 |
| Available-for-sale securities (fair market value) | $1,122,069,000 | 126 |
| Total debt securities | $1,272,591,000 | 128 |
| Structured notes |
| Amortized cost | $988,000 | 1,234 |
| Fair value | $1,007,000 | 1,111 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank |
| Total securities | $1,277,406,000 | 132 |
| U.S. Government securities | $1,006,450,000 | 120 |
| U.S. Treasury securities | $10,077,000 | 196 |
| U.S. Government agency obligations | $996,373,000 | 118 |
| Securities issued by states & political subdivisions | $260,962,000 | 58 |
| Other domestic debt securities | $2,619,000 | 1,468 |
| Privately issued residential mortgage-backed securities | $1,406,000 | 933 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,213,000 | 1,303 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $7,375,000 | 360 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,198,244,000 | 74 |
| Mortgage-backed securities | $670,687,000 | 137 |
| Certificates of participation in pools of residential mortgages | $381,072,000 | 131 |
| Issued or guaranteed by U.S. | $379,666,000 | 125 |
| Privately issued | $1,406,000 | 106 |
| Collaterized mortgage obligations | $289,615,000 | 133 |
| CMOs issued by government agencies or sponsored agencies | $289,615,000 | 86 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $149,111,000 | 128 |
| Available-for-sale securities (fair market value) | $1,128,295,000 | 127 |
| Total debt securities | $1,270,031,000 | 131 |
| Structured notes |
| Amortized cost | $984,000 | 1,701 |
| Fair value | $992,000 | 1,685 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank |
| Total securities | $1,277,688,000 | 138 |
| U.S. Government securities | $1,020,576,000 | 122 |
| U.S. Treasury securities | $20,547,000 | 127 |
| U.S. Government agency obligations | $1,000,029,000 | 121 |
| Securities issued by states & political subdivisions | $246,334,000 | 64 |
| Other domestic debt securities | $2,655,000 | 1,422 |
| Privately issued residential mortgage-backed securities | $1,411,000 | 897 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,244,000 | 1,271 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $8,123,000 | 331 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,245,888,000 | 76 |
| Mortgage-backed securities | $624,658,000 | 136 |
| Certificates of participation in pools of residential mortgages | $335,723,000 | 139 |
| Issued or guaranteed by U.S. | $334,312,000 | 130 |
| Privately issued | $1,411,000 | 106 |
| Collaterized mortgage obligations | $288,935,000 | 129 |
| CMOs issued by government agencies or sponsored agencies | $288,935,000 | 83 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $143,447,000 | 135 |
| Available-for-sale securities (fair market value) | $1,134,241,000 | 127 |
| Total debt securities | $1,269,565,000 | 134 |
| Structured notes |
| Amortized cost | $980,000 | 1,917 |
| Fair value | $984,000 | 1,905 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank |
| Total securities | $1,255,395,000 | 145 |
| U.S. Government securities | $996,837,000 | 131 |
| U.S. Treasury securities | $20,432,000 | 145 |
| U.S. Government agency obligations | $976,405,000 | 129 |
| Securities issued by states & political subdivisions | $247,599,000 | 62 |
| Other domestic debt securities | $2,670,000 | 1,355 |
| Privately issued residential mortgage-backed securities | $1,417,000 | 848 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,253,000 | 1,223 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $8,289,000 | 315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,232,616,000 | 81 |
| Mortgage-backed securities | $605,151,000 | 148 |
| Certificates of participation in pools of residential mortgages | $348,385,000 | 136 |
| Issued or guaranteed by U.S. | $346,968,000 | 129 |
| Privately issued | $1,417,000 | 110 |
| Collaterized mortgage obligations | $256,766,000 | 145 |
| CMOs issued by government agencies or sponsored agencies | $256,766,000 | 98 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $147,537,000 | 136 |
| Available-for-sale securities (fair market value) | $1,107,858,000 | 132 |
| Total debt securities | $1,247,106,000 | 144 |
| Structured notes |
| Amortized cost | $976,000 | 2,011 |
| Fair value | $971,000 | 1,990 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank |
| Total securities | $1,251,237,000 | 147 |
| U.S. Government securities | $994,464,000 | 134 |
| U.S. Treasury securities | $20,448,000 | 154 |
| U.S. Government agency obligations | $974,016,000 | 130 |
| Securities issued by states & political subdivisions | $245,780,000 | 61 |
| Other domestic debt securities | $2,714,000 | 1,351 |
| Privately issued residential mortgage-backed securities | $1,422,000 | 819 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,292,000 | 1,232 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $8,279,000 | 325 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,227,620,000 | 82 |
| Mortgage-backed securities | $616,280,000 | 145 |
| Certificates of participation in pools of residential mortgages | $372,476,000 | 133 |
| Issued or guaranteed by U.S. | $371,054,000 | 125 |
| Privately issued | $1,422,000 | 115 |
| Collaterized mortgage obligations | $243,804,000 | 153 |
| CMOs issued by government agencies or sponsored agencies | $243,804,000 | 105 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $145,760,000 | 141 |
| Available-for-sale securities (fair market value) | $1,105,477,000 | 133 |
| Total debt securities | $1,242,958,000 | 145 |
| Structured notes |
| Amortized cost | $972,000 | 2,074 |
| Fair value | $972,000 | 2,070 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank |
| Total securities | $1,230,589,000 | 150 |
| U.S. Government securities | $983,018,000 | 140 |
| U.S. Treasury securities | $10,487,000 | 276 |
| U.S. Government agency obligations | $972,531,000 | 135 |
| Securities issued by states & political subdivisions | $234,581,000 | 65 |
| Other domestic debt securities | $4,791,000 | 1,057 |
| Privately issued residential mortgage-backed securities | $1,427,000 | 808 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,016,000 | 169 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,348,000 | 973 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $8,199,000 | 334 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,215,082,000 | 83 |
| Mortgage-backed securities | $631,947,000 | 146 |
| Certificates of participation in pools of residential mortgages | $393,377,000 | 129 |
| Issued or guaranteed by U.S. | $391,950,000 | 124 |
| Privately issued | $1,427,000 | 107 |
| Collaterized mortgage obligations | $238,570,000 | 150 |
| CMOs issued by government agencies or sponsored agencies | $238,570,000 | 112 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $136,314,000 | 154 |
| Available-for-sale securities (fair market value) | $1,094,275,000 | 137 |
| Total debt securities | $1,222,390,000 | 149 |
| Structured notes |
| Amortized cost | $968,000 | 2,173 |
| Fair value | $966,000 | 2,171 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank |
| Total securities | $1,234,467,000 | 148 |
| U.S. Government securities | $989,787,000 | 138 |
| U.S. Treasury securities | $10,510,000 | 289 |
| U.S. Government agency obligations | $979,277,000 | 135 |
| Securities issued by states & political subdivisions | $234,454,000 | 64 |
| Other domestic debt securities | $5,038,000 | 1,028 |
| Privately issued residential mortgage-backed securities | $1,432,000 | 792 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,247,000 | 165 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,359,000 | 972 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $5,188,000 | 458 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,226,046,000 | 85 |
| Mortgage-backed securities | $642,945,000 | 146 |
| Certificates of participation in pools of residential mortgages | $411,900,000 | 128 |
| Issued or guaranteed by U.S. | $410,468,000 | 124 |
| Privately issued | $1,432,000 | 115 |
| Collaterized mortgage obligations | $231,045,000 | 153 |
| CMOs issued by government agencies or sponsored agencies | $231,045,000 | 120 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $134,608,000 | 159 |
| Available-for-sale securities (fair market value) | $1,099,859,000 | 138 |
| Total debt securities | $1,229,279,000 | 147 |
| Structured notes |
| Amortized cost | $964,000 | 2,297 |
| Fair value | $963,000 | 2,290 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank |
| Total securities | $1,198,938,000 | 156 |
| U.S. Government securities | $979,247,000 | 138 |
| U.S. Treasury securities | $10,456,000 | 299 |
| U.S. Government agency obligations | $968,791,000 | 134 |
| Securities issued by states & political subdivisions | $211,333,000 | 71 |
| Other domestic debt securities | $2,895,000 | 1,320 |
| Privately issued residential mortgage-backed securities | $1,539,000 | 763 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,356,000 | 1,289 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $5,463,000 | 431 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,173,653,000 | 89 |
| Mortgage-backed securities | $645,093,000 | 151 |
| Certificates of participation in pools of residential mortgages | $422,531,000 | 137 |
| Issued or guaranteed by U.S. | $422,531,000 | 131 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $222,562,000 | 155 |
| CMOs issued by government agencies or sponsored agencies | $221,023,000 | 118 |
| Privately issued | $1,539,000 | 712 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $110,326,000 | 187 |
| Available-for-sale securities (fair market value) | $1,088,612,000 | 143 |
| Total debt securities | $1,193,476,000 | 154 |
| Structured notes |
| Amortized cost | $960,000 | 2,378 |
| Fair value | $948,000 | 2,363 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank |
| Total securities | $1,202,904,000 | 158 |
| U.S. Government securities | $988,519,000 | 143 |
| U.S. Treasury securities | $10,465,000 | 316 |
| U.S. Government agency obligations | $978,054,000 | 134 |
| Securities issued by states & political subdivisions | $206,331,000 | 74 |
| Other domestic debt securities | $2,926,000 | 1,340 |
| Privately issued residential mortgage-backed securities | $1,545,000 | 759 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,381,000 | 1,335 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $5,128,000 | 461 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,114,717,000 | 86 |
| Mortgage-backed securities | $654,286,000 | 150 |
| Certificates of participation in pools of residential mortgages | $448,583,000 | 136 |
| Issued or guaranteed by U.S. | $448,583,000 | 131 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $205,703,000 | 165 |
| CMOs issued by government agencies or sponsored agencies | $204,158,000 | 121 |
| Privately issued | $1,545,000 | 709 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $102,749,000 | 213 |
| Available-for-sale securities (fair market value) | $1,100,155,000 | 147 |
| Total debt securities | $1,197,774,000 | 157 |
| Structured notes |
| Amortized cost | $957,000 | 2,378 |
| Fair value | $952,000 | 2,372 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank |
| Total securities | $1,034,142,000 | 182 |
| U.S. Government securities | $859,390,000 | 164 |
| U.S. Treasury securities | $10,005,000 | 338 |
| U.S. Government agency obligations | $849,385,000 | 156 |
| Securities issued by states & political subdivisions | $170,465,000 | 85 |
| Other domestic debt securities | $2,872,000 | 1,383 |
| Privately issued residential mortgage-backed securities | $1,551,000 | 731 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,321,000 | 1,427 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $1,415,000 | 969 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $962,128,000 | 99 |
| Mortgage-backed securities | $617,500,000 | 159 |
| Certificates of participation in pools of residential mortgages | $441,970,000 | 139 |
| Issued or guaranteed by U.S. | $441,970,000 | 135 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $175,530,000 | 187 |
| CMOs issued by government agencies or sponsored agencies | $173,979,000 | 138 |
| Privately issued | $1,551,000 | 683 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $93,703,000 | 244 |
| Available-for-sale securities (fair market value) | $940,439,000 | 168 |
| Total debt securities | $1,032,729,000 | 182 |
| Structured notes |
| Amortized cost | $1,000,000 | 2,098 |
| Fair value | $997,000 | 2,111 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank |
| Total securities | $1,018,487,000 | 183 |
| U.S. Government securities | $847,357,000 | 168 |
| U.S. Treasury securities | $5,046,000 | 529 |
| U.S. Government agency obligations | $842,311,000 | 162 |
| Securities issued by states & political subdivisions | $166,817,000 | 85 |
| Other domestic debt securities | $2,898,000 | 1,403 |
| Privately issued residential mortgage-backed securities | $1,557,000 | 723 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,341,000 | 1,474 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,415,000 | 977 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $970,709,000 | 100 |
| Mortgage-backed securities | $638,802,000 | 160 |
| Certificates of participation in pools of residential mortgages | $470,387,000 | 139 |
| Issued or guaranteed by U.S. | $470,387,000 | 134 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $168,415,000 | 201 |
| CMOs issued by government agencies or sponsored agencies | $166,858,000 | 151 |
| Privately issued | $1,557,000 | 674 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $89,655,000 | 262 |
| Available-for-sale securities (fair market value) | $928,832,000 | 167 |
| Total debt securities | $1,017,074,000 | 182 |
| Structured notes |
| Amortized cost | $1,000,000 | 2,039 |
| Fair value | $994,000 | 2,103 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank |
| Total securities | $1,037,576,000 | 187 |
| U.S. Government securities | $866,061,000 | 169 |
| U.S. Treasury securities | $5,030,000 | 554 |
| U.S. Government agency obligations | $861,031,000 | 163 |
| Securities issued by states & political subdivisions | $167,145,000 | 85 |
| Other domestic debt securities | $2,955,000 | 1,421 |
| Privately issued residential mortgage-backed securities | $1,571,000 | 702 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,384,000 | 1,529 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,415,000 | 968 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $987,194,000 | 100 |
| Mortgage-backed securities | $670,332,000 | 161 |
| Certificates of participation in pools of residential mortgages | $507,728,000 | 131 |
| Issued or guaranteed by U.S. | $507,728,000 | 127 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $162,604,000 | 209 |
| CMOs issued by government agencies or sponsored agencies | $161,033,000 | 167 |
| Privately issued | $1,571,000 | 659 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $88,765,000 | 270 |
| Available-for-sale securities (fair market value) | $948,811,000 | 169 |
| Total debt securities | $1,036,161,000 | 183 |
| Structured notes |
| Amortized cost | $2,855,000 | 1,321 |
| Fair value | $2,850,000 | 1,318 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank |
| Total securities | $1,024,592,000 | 186 |
| U.S. Government securities | $853,961,000 | 169 |
| U.S. Treasury securities | $5,014,000 | 607 |
| U.S. Government agency obligations | $848,947,000 | 163 |
| Securities issued by states & political subdivisions | $166,326,000 | 84 |
| Other domestic debt securities | $2,889,000 | 1,483 |
| Privately issued residential mortgage-backed securities | $1,587,000 | 675 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,302,000 | 1,628 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $1,416,000 | 1,013 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $971,515,000 | 102 |
| Mortgage-backed securities | $677,503,000 | 165 |
| Certificates of participation in pools of residential mortgages | $530,471,000 | 129 |
| Issued or guaranteed by U.S. | $530,471,000 | 126 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $147,032,000 | 226 |
| CMOs issued by government agencies or sponsored agencies | $145,445,000 | 177 |
| Privately issued | $1,587,000 | 630 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $87,058,000 | 270 |
| Available-for-sale securities (fair market value) | $937,534,000 | 168 |
| Total debt securities | $1,023,176,000 | 184 |
| Structured notes |
| Amortized cost | $4,971,000 | 881 |
| Fair value | $4,965,000 | 833 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank |
| Total securities | $1,023,373,000 | 185 |
| U.S. Government securities | $846,623,000 | 172 |
| U.S. Treasury securities | $9,976,000 | 395 |
| U.S. Government agency obligations | $836,647,000 | 165 |
| Securities issued by states & political subdivisions | $162,054,000 | 85 |
| Other domestic debt securities | $2,916,000 | 1,519 |
| Privately issued residential mortgage-backed securities | $1,600,000 | 671 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,316,000 | 1,701 |
| Foreign debt securities | $10,000 | 241 |
| Equity securities | $11,770,000 | 279 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $955,349,000 | 108 |
| Mortgage-backed securities | $718,127,000 | 163 |
| Certificates of participation in pools of residential mortgages | $581,544,000 | 117 |
| Issued or guaranteed by U.S. | $581,544,000 | 115 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $136,583,000 | 237 |
| CMOs issued by government agencies or sponsored agencies | $134,983,000 | 189 |
| Privately issued | $1,600,000 | 625 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $81,776,000 | 292 |
| Available-for-sale securities (fair market value) | $941,597,000 | 171 |
| Total debt securities | $1,011,603,000 | 185 |
| Structured notes |
| Amortized cost | $10,057,000 | 414 |
| Fair value | $10,065,000 | 412 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank |
| Total securities | $1,046,011,000 | 181 |
| U.S. Government securities | $870,732,000 | 166 |
| U.S. Treasury securities | $60,000 | 1,976 |
| U.S. Government agency obligations | $870,672,000 | 161 |
| Securities issued by states & political subdivisions | $160,151,000 | 87 |
| Other domestic debt securities | $2,930,000 | 1,533 |
| Privately issued residential mortgage-backed securities | $1,606,000 | 620 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,324,000 | 1,742 |
| Foreign debt securities | $10,000 | 245 |
| Equity securities | $12,188,000 | 283 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $961,609,000 | 109 |
| Mortgage-backed securities | $741,578,000 | 154 |
| Certificates of participation in pools of residential mortgages | $615,720,000 | 115 |
| Issued or guaranteed by U.S. | $615,720,000 | 112 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $125,858,000 | 244 |
| CMOs issued by government agencies or sponsored agencies | $124,252,000 | 192 |
| Privately issued | $1,606,000 | 574 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $77,820,000 | 293 |
| Available-for-sale securities (fair market value) | $968,191,000 | 170 |
| Total debt securities | $1,033,823,000 | 180 |
| Structured notes |
| Amortized cost | $10,135,000 | 422 |
| Fair value | $10,152,000 | 422 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank |
| Total securities | $1,048,221,000 | 183 |
| U.S. Government securities | $870,579,000 | 167 |
| U.S. Treasury securities | $57,000 | 2,088 |
| U.S. Government agency obligations | $870,522,000 | 161 |
| Securities issued by states & political subdivisions | $160,422,000 | 87 |
| Other domestic debt securities | $5,080,000 | 1,184 |
| Privately issued residential mortgage-backed securities | $1,804,000 | 601 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,276,000 | 1,160 |
| Foreign debt securities | $10,000 | 248 |
| Equity securities | $12,130,000 | 305 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $959,487,000 | 105 |
| Mortgage-backed securities | $741,931,000 | 157 |
| Certificates of participation in pools of residential mortgages | $643,820,000 | 114 |
| Issued or guaranteed by U.S. | $643,820,000 | 111 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $98,111,000 | 293 |
| CMOs issued by government agencies or sponsored agencies | $96,307,000 | 234 |
| Privately issued | $1,804,000 | 562 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $79,760,000 | 286 |
| Available-for-sale securities (fair market value) | $968,461,000 | 170 |
| Total debt securities | $1,036,091,000 | 183 |
| Structured notes |
| Amortized cost | $10,257,000 | 396 |
| Fair value | $10,358,000 | 382 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank |
| Total securities | $1,057,710,000 | 185 |
| U.S. Government securities | $864,694,000 | 172 |
| U.S. Treasury securities | $61,000 | 2,063 |
| U.S. Government agency obligations | $864,633,000 | 165 |
| Securities issued by states & political subdivisions | $174,952,000 | 78 |
| Other domestic debt securities | $5,390,000 | 1,223 |
| Privately issued residential mortgage-backed securities | $1,972,000 | 611 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,418,000 | 1,212 |
| Foreign debt securities | $10,000 | 261 |
| Equity securities | $12,664,000 | 323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $940,347,000 | 109 |
| Mortgage-backed securities | $764,196,000 | 155 |
| Certificates of participation in pools of residential mortgages | $707,485,000 | 102 |
| Issued or guaranteed by U.S. | $707,485,000 | 99 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $56,711,000 | 415 |
| CMOs issued by government agencies or sponsored agencies | $54,739,000 | 339 |
| Privately issued | $1,972,000 | 571 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $91,199,000 | 239 |
| Available-for-sale securities (fair market value) | $966,511,000 | 171 |
| Total debt securities | $1,045,046,000 | 184 |
| Structured notes |
| Amortized cost | $10,419,000 | 337 |
| Fair value | $10,544,000 | 332 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank |
| Total securities | $1,068,184,000 | 177 |
| U.S. Government securities | $866,949,000 | 170 |
| U.S. Treasury securities | $59,000 | 2,212 |
| U.S. Government agency obligations | $866,890,000 | 164 |
| Securities issued by states & political subdivisions | $180,238,000 | 72 |
| Other domestic debt securities | $8,570,000 | 934 |
| Privately issued residential mortgage-backed securities | $2,159,000 | 498 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,411,000 | 883 |
| Foreign debt securities | $10,000 | 279 |
| Equity securities | $12,417,000 | 312 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $971,334,000 | 100 |
| Mortgage-backed securities | $751,155,000 | 159 |
| Certificates of participation in pools of residential mortgages | $741,403,000 | 101 |
| Issued or guaranteed by U.S. | $741,403,000 | 97 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $9,752,000 | 1,150 |
| CMOs issued by government agencies or sponsored agencies | $7,593,000 | 1,210 |
| Privately issued | $2,159,000 | 434 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $97,198,000 | 222 |
| Available-for-sale securities (fair market value) | $970,986,000 | 171 |
| Total debt securities | $1,055,767,000 | 176 |
| Structured notes |
| Amortized cost | $20,524,000 | 125 |
| Fair value | $20,282,000 | 127 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank |
| Total securities | $1,162,331,000 | 164 |
| U.S. Government securities | $961,474,000 | 151 |
| U.S. Treasury securities | $60,000 | 2,271 |
| U.S. Government agency obligations | $961,414,000 | 146 |
| Securities issued by states & political subdivisions | $179,498,000 | 75 |
| Other domestic debt securities | $8,815,000 | 954 |
| Privately issued residential mortgage-backed securities | $2,390,000 | 497 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,425,000 | 939 |
| Foreign debt securities | $10,000 | 286 |
| Equity securities | $12,534,000 | 341 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $998,991,000 | 96 |
| Mortgage-backed securities | $809,941,000 | 148 |
| Certificates of participation in pools of residential mortgages | $799,275,000 | 95 |
| Issued or guaranteed by U.S. | $799,275,000 | 93 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $10,666,000 | 1,087 |
| CMOs issued by government agencies or sponsored agencies | $8,276,000 | 1,161 |
| Privately issued | $2,390,000 | 432 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $97,493,000 | 221 |
| Available-for-sale securities (fair market value) | $1,064,838,000 | 159 |
| Total debt securities | $1,149,797,000 | 164 |
| Structured notes |
| Amortized cost | $20,682,000 | 101 |
| Fair value | $20,497,000 | 99 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank |
| Total securities | $1,069,041,000 | 166 |
| U.S. Government securities | $876,439,000 | 158 |
| U.S. Treasury securities | $503,000 | 1,895 |
| U.S. Government agency obligations | $875,936,000 | 153 |
| Securities issued by states & political subdivisions | $172,570,000 | 75 |
| Other domestic debt securities | $9,178,000 | 964 |
| Privately issued residential mortgage-backed securities | $2,675,000 | 483 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,503,000 | 941 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $10,854,000 | 395 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $948,967,000 | 93 |
| Mortgage-backed securities | $718,325,000 | 157 |
| Certificates of participation in pools of residential mortgages | $695,141,000 | 98 |
| Issued or guaranteed by U.S. | $695,141,000 | 96 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $23,184,000 | 747 |
| CMOs issued by government agencies or sponsored agencies | $20,509,000 | 741 |
| Privately issued | $2,675,000 | 428 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $92,447,000 | 230 |
| Available-for-sale securities (fair market value) | $976,594,000 | 159 |
| Total debt securities | $1,058,187,000 | 166 |
| Structured notes |
| Amortized cost | $20,072,000 | 72 |
| Fair value | $20,156,000 | 73 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank |
| Total securities | $1,079,790,000 | 165 |
| U.S. Government securities | $900,482,000 | 153 |
| U.S. Treasury securities | $509,000 | 1,878 |
| U.S. Government agency obligations | $899,973,000 | 149 |
| Securities issued by states & political subdivisions | $157,118,000 | 80 |
| Other domestic debt securities | $11,033,000 | 860 |
| Privately issued residential mortgage-backed securities | $3,079,000 | 478 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,954,000 | 842 |
| Foreign debt securities | $10,000 | 287 |
| Equity securities | $11,147,000 | 381 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $715,241,000 | 105 |
| Mortgage-backed securities | $756,618,000 | 155 |
| Certificates of participation in pools of residential mortgages | $727,249,000 | 94 |
| Issued or guaranteed by U.S. | $727,249,000 | 92 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $29,369,000 | 663 |
| CMOs issued by government agencies or sponsored agencies | $26,290,000 | 650 |
| Privately issued | $3,079,000 | 426 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $82,118,000 | 261 |
| Available-for-sale securities (fair market value) | $997,672,000 | 154 |
| Total debt securities | $1,068,643,000 | 164 |
| Structured notes |
| Amortized cost | $10,592,000 | 112 |
| Fair value | $10,814,000 | 111 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank |
| Total securities | $1,079,881,000 | 169 |
| U.S. Government securities | $888,611,000 | 151 |
| U.S. Treasury securities | $514,000 | 1,970 |
| U.S. Government agency obligations | $888,097,000 | 145 |
| Securities issued by states & political subdivisions | $152,213,000 | 79 |
| Other domestic debt securities | $27,851,000 | 471 |
| Privately issued residential mortgage-backed securities | $3,648,000 | 439 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,987,000 | 106 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,216,000 | 552 |
| Foreign debt securities | $10,000 | 295 |
| Equity securities | $11,196,000 | 375 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $571,551,000 | 117 |
| Mortgage-backed securities | $745,427,000 | 150 |
| Certificates of participation in pools of residential mortgages | $710,451,000 | 94 |
| Issued or guaranteed by U.S. | $710,451,000 | 92 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $34,976,000 | 588 |
| CMOs issued by government agencies or sponsored agencies | $31,328,000 | 572 |
| Privately issued | $3,648,000 | 391 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $82,477,000 | 265 |
| Available-for-sale securities (fair market value) | $997,404,000 | 155 |
| Total debt securities | $1,068,685,000 | 165 |
| Structured notes |
| Amortized cost | $12,311,000 | 75 |
| Fair value | $12,368,000 | 76 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank |
| Total securities | $1,003,215,000 | 172 |
| U.S. Government securities | $709,699,000 | 165 |
| U.S. Treasury securities | $11,757,000 | 407 |
| U.S. Government agency obligations | $697,942,000 | 161 |
| Securities issued by states & political subdivisions | $156,099,000 | 75 |
| Other domestic debt securities | $129,208,000 | 150 |
| Privately issued residential mortgage-backed securities | $55,767,000 | 131 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $32,195,000 | 62 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $41,246,000 | 235 |
| Foreign debt securities | $10,000 | 309 |
| Equity securities | $8,199,000 | 487 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $703,189,000 | 96 |
| Mortgage-backed securities | $641,055,000 | 152 |
| Certificates of participation in pools of residential mortgages | $452,861,000 | 123 |
| Issued or guaranteed by U.S. | $449,212,000 | 122 |
| Privately issued | $3,649,000 | 86 |
| Collaterized mortgage obligations | $188,194,000 | 190 |
| CMOs issued by government agencies or sponsored agencies | $136,076,000 | 192 |
| Privately issued | $52,118,000 | 118 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $101,535,000 | 207 |
| Available-for-sale securities (fair market value) | $901,680,000 | 160 |
| Total debt securities | $995,016,000 | 171 |
| Structured notes |
| Amortized cost | $52,096,000 | 9 |
| Fair value | $50,976,000 | 9 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank |
| Total securities | $364,371,000 | 342 |
| U.S. Government securities | $316,533,000 | 296 |
| U.S. Treasury securities | $9,922,000 | 663 |
| U.S. Government agency obligations | $306,611,000 | 283 |
| Securities issued by states & political subdivisions | $28,953,000 | 505 |
| Other domestic debt securities | $2,482,000 | 1,744 |
| Privately issued residential mortgage-backed securities | $2,482,000 | 517 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $10,000 | 295 |
| Equity securities | $16,393,000 | 335 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $345,155,000 | 169 |
| Mortgage-backed securities | $244,502,000 | 263 |
| Certificates of participation in pools of residential mortgages | $244,502,000 | 169 |
| Issued or guaranteed by U.S. | $242,020,000 | 169 |
| Privately issued | $2,482,000 | 100 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $26,428,000 | 901 |
| Available-for-sale securities (fair market value) | $337,943,000 | 305 |
| Total debt securities | $347,978,000 | 342 |
| Structured notes |
| Amortized cost | $12,261,000 | 30 |
| Fair value | $11,534,000 | 33 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank |
| Total securities | $379,408,000 | 368 |
| U.S. Government securities | $328,656,000 | 324 |
| U.S. Treasury securities | $8,535,000 | 1,003 |
| U.S. Government agency obligations | $320,121,000 | 303 |
| Securities issued by states & political subdivisions | $31,722,000 | 458 |
| Other domestic debt securities | $2,444,000 | 1,687 |
| Privately issued residential mortgage-backed securities | $2,444,000 | 547 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $10,000 | 325 |
| Equity securities | $16,576,000 | 341 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $356,319,000 | 186 |
| Mortgage-backed securities | $264,912,000 | 283 |
| Certificates of participation in pools of residential mortgages | $264,912,000 | 174 |
| Issued or guaranteed by U.S. | $262,468,000 | 172 |
| Privately issued | $2,444,000 | 101 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $30,010,000 | 874 |
| Available-for-sale securities (fair market value) | $349,398,000 | 313 |
| Total debt securities | $362,832,000 | 372 |
| Structured notes |
| Amortized cost | $11,431,000 | 42 |
| Fair value | $9,558,000 | 52 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank |
| Total securities | $392,281,000 | 352 |
| U.S. Government securities | $348,247,000 | 309 |
| U.S. Treasury securities | $10,481,000 | 1,219 |
| U.S. Government agency obligations | $337,766,000 | 283 |
| Securities issued by states & political subdivisions | $23,971,000 | 640 |
| Other domestic debt securities | $2,617,000 | 1,523 |
| Privately issued residential mortgage-backed securities | $2,617,000 | 497 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $10,000 | 339 |
| Equity securities | $17,436,000 | 312 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $327,714,000 | 160 |
| Mortgage-backed securities | $272,293,000 | 277 |
| Certificates of participation in pools of residential mortgages | $272,293,000 | 180 |
| Issued or guaranteed by U.S. | $269,676,000 | 174 |
| Privately issued | $2,617,000 | 122 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,659,000 | 1,230 |
| Available-for-sale securities (fair market value) | $369,622,000 | 294 |
| Total debt securities | $374,845,000 | 358 |
| Structured notes |
| Amortized cost | $17,469,000 | 41 |
| Fair value | $17,171,000 | 43 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank |
| Total securities | $472,983,000 | 304 |
| U.S. Government securities | $432,551,000 | 272 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $432,551,000 | 225 |
| Securities issued by states & political subdivisions | $25,371,000 | 485 |
| Other domestic debt securities | $2,615,000 | 1,179 |
| Privately issued residential mortgage-backed securities | $2,615,000 | 402 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $10,000 | 359 |
| Equity securities | $12,436,000 | 368 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $385,686,000 | 142 |
| Mortgage-backed securities | $339,496,000 | 231 |
| Certificates of participation in pools of residential mortgages | $339,496,000 | 161 |
| Issued or guaranteed by U.S. | $336,881,000 | 159 |
| Privately issued | $2,615,000 | 146 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,703,000 | 1,459 |
| Available-for-sale securities (fair market value) | $449,280,000 | 243 |
| Total debt securities | $460,547,000 | 307 |
| Structured notes |
| Amortized cost | $11,047,000 | 111 |
| Fair value | $11,096,000 | 111 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank |
| Total securities | $411,089,000 | 360 |
| U.S. Government securities | $366,102,000 | 331 |
| U.S. Treasury securities | $70,269,000 | 323 |
| U.S. Government agency obligations | $295,833,000 | 329 |
| Securities issued by states & political subdivisions | $33,994,000 | 320 |
| Other domestic debt securities | $1,300,000 | 1,833 |
| Privately issued residential mortgage-backed securities | $1,300,000 | 653 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $10,000 | 420 |
| Equity securities | $9,683,000 | 428 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $313,456,000 | 172 |
| Mortgage-backed securities | $203,573,000 | 379 |
| Certificates of participation in pools of residential mortgages | $160,205,000 | 297 |
| Issued or guaranteed by U.S. | $160,205,000 | 289 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $43,368,000 | 441 |
| CMOs issued by government agencies or sponsored agencies | $42,068,000 | 412 |
| Privately issued | $1,300,000 | 488 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $32,556,000 | 1,239 |
| Available-for-sale securities (fair market value) | $378,533,000 | 286 |
| Total debt securities | $401,406,000 | 360 |
| Structured notes |
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank |
| Total securities | $429,495,000 | 361 |
| U.S. Government securities | $386,911,000 | 337 |
| U.S. Treasury securities | $167,905,000 | 173 |
| U.S. Government agency obligations | $219,006,000 | 423 |
| Securities issued by states & political subdivisions | $29,494,000 | 385 |
| Other domestic debt securities | $1,300,000 | 2,195 |
| Privately issued residential mortgage-backed securities | $1,300,000 | 751 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $10,000 | 495 |
| Equity securities | $11,780,000 | 343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $245,771,000 | 228 |
| Mortgage-backed securities | $155,884,000 | 449 |
| Certificates of participation in pools of residential mortgages | $83,729,000 | 473 |
| Issued or guaranteed by U.S. | $83,729,000 | 461 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $72,155,000 | 350 |
| CMOs issued by government agencies or sponsored agencies | $70,855,000 | 319 |
| Privately issued | $1,300,000 | 547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $28,531,000 | 1,489 |
| Available-for-sale securities (fair market value) | $400,964,000 | 291 |
| Total debt securities | $417,715,000 | 361 |
| Structured notes |
| Amortized cost | $5,000,000 | 683 |
| Fair value | $5,039,000 | 668 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank |
| Total securities | $373,902,000 | 417 |
| U.S. Government securities | $323,721,000 | 404 |
| U.S. Treasury securities | $197,707,000 | 194 |
| U.S. Government agency obligations | $126,014,000 | 637 |
| Securities issued by states & political subdivisions | $38,204,000 | 277 |
| Other domestic debt securities | $1,176,000 | 2,599 |
| Privately issued residential mortgage-backed securities | $1,176,000 | 866 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $15,000 | 520 |
| Equity securities | $10,786,000 | 338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $218,215,000 | 247 |
| Mortgage-backed securities | $117,206,000 | 567 |
| Certificates of participation in pools of residential mortgages | $71,681,000 | 551 |
| Issued or guaranteed by U.S. | $71,681,000 | 532 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $45,525,000 | 520 |
| CMOs issued by government agencies or sponsored agencies | $44,349,000 | 486 |
| Privately issued | $1,176,000 | 669 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $261,679,000 | 353 |
| Available-for-sale securities (fair market value) | $112,223,000 | 520 |
| Total debt securities | $363,116,000 | 417 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank |
| Total securities | $308,255,000 | 507 |
| U.S. Government securities | $267,853,000 | 474 |
| U.S. Treasury securities | $128,100,000 | 307 |
| U.S. Government agency obligations | $139,753,000 | 574 |
| Securities issued by states & political subdivisions | $25,162,000 | 448 |
| Other domestic debt securities | $9,328,000 | 925 |
| Privately issued residential mortgage-backed securities | $9,328,000 | 361 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $15,000 | 551 |
| Equity securities | $5,897,000 | 631 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $215,435,000 | 231 |
| Mortgage-backed securities | $148,057,000 | 506 |
| Certificates of participation in pools of residential mortgages | $90,261,000 | 478 |
| Issued or guaranteed by U.S. | $90,261,000 | 458 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $57,796,000 | 471 |
| CMOs issued by government agencies or sponsored agencies | $48,468,000 | 494 |
| Privately issued | $9,328,000 | 218 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $302,358,000 | 505 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank |
| Total securities | $248,836,000 | 593 |
| U.S. Government securities | $219,924,000 | 539 |
| U.S. Treasury securities | $162,610,000 | 238 |
| U.S. Government agency obligations | $57,314,000 | 1,238 |
| Securities issued by states & political subdivisions | $24,830,000 | 415 |
| Other domestic debt securities | $67,000 | 6,945 |
| Privately issued residential mortgage-backed securities | $67,000 | 3,682 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | $20,000 | 569 |
| Equity securities | $3,995,000 | 763 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $175,742,000 | 242 |
| Mortgage-backed securities | $49,758,000 | 1,141 |
| Certificates of participation in pools of residential mortgages | $29,553,000 | 1,114 |
| Issued or guaranteed by U.S. | $29,553,000 | 1,087 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $20,205,000 | 997 |
| CMOs issued by government agencies or sponsored agencies | $20,138,000 | 903 |
| Privately issued | $67,000 | 3,165 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $244,841,000 | 591 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
