| 2019-06-30 | Rank |
| Total securities | $2,295,872,000 | 116 |
| U.S. Government securities | $2,257,271,000 | 93 |
| U.S. Treasury securities | $95,424,000 | 98 |
| U.S. Government agency obligations | $2,161,847,000 | 87 |
| Securities issued by states & political subdivisions | $28,251,000 | 1,187 |
| 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 | $1,597,768,000 | 68 |
| Mortgage-backed securities | $2,074,241,000 | 89 |
| Certificates of participation in pools of residential mortgages | $1,003,589,000 | 78 |
| Issued or guaranteed by U.S. | $1,003,589,000 | 78 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $789,521,000 | 78 |
| CMOs issued by government agencies or sponsored agencies | $789,521,000 | 73 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $281,131,000 | 105 |
| Commercial mortgage pass-through securities | $765,000 | 1,188 |
| Other commercial mortgage-backed securities | $280,366,000 | 73 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $2,285,522,000 | 102 |
| Total debt securities | $2,285,524,000 | 115 |
| Structured notes |
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $111,359,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $78,320,000 | 28 |
| 2019-03-31 | Rank |
| Total securities | $2,315,025,000 | 115 |
| U.S. Government securities | $2,277,145,000 | 94 |
| U.S. Treasury securities | $119,046,000 | 92 |
| U.S. Government agency obligations | $2,158,099,000 | 85 |
| Securities issued by states & political subdivisions | $27,646,000 | 1,245 |
| 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 | $1,527,497,000 | 71 |
| Mortgage-backed securities | $2,065,194,000 | 87 |
| Certificates of participation in pools of residential mortgages | $1,051,248,000 | 79 |
| Issued or guaranteed by U.S. | $1,051,248,000 | 79 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $757,733,000 | 80 |
| CMOs issued by government agencies or sponsored agencies | $757,733,000 | 74 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $256,213,000 | 104 |
| Commercial mortgage pass-through securities | $773,000 | 1,159 |
| Other commercial mortgage-backed securities | $255,440,000 | 74 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $2,304,791,000 | 101 |
| Total debt securities | $2,304,791,000 | 114 |
| Structured notes |
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $81,897,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $46,725,000 | 34 |
| 2018-12-31 | Rank |
| Total securities | $2,353,516,000 | 114 |
| U.S. Government securities | $2,321,273,000 | 92 |
| U.S. Treasury securities | $143,153,000 | 84 |
| U.S. Government agency obligations | $2,178,120,000 | 85 |
| Securities issued by states & political subdivisions | $24,287,000 | 1,406 |
| 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 | $7,956,000 | 73 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,541,630,000 | 72 |
| Mortgage-backed securities | $2,086,131,000 | 85 |
| Certificates of participation in pools of residential mortgages | $1,090,777,000 | 78 |
| Issued or guaranteed by U.S. | $1,090,777,000 | 78 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $770,480,000 | 79 |
| CMOs issued by government agencies or sponsored agencies | $770,480,000 | 77 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $224,874,000 | 107 |
| Commercial mortgage pass-through securities | $782,000 | 1,144 |
| Other commercial mortgage-backed securities | $224,092,000 | 77 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $2,353,516,000 | 99 |
| Total debt securities | $2,345,560,000 | 113 |
| Structured notes |
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $82,727,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $44,929,000 | 36 |
| 2018-09-30 | Rank |
| Total securities | $2,396,771,000 | 109 |
| U.S. Government securities | $2,369,879,000 | 87 |
| U.S. Treasury securities | $167,212,000 | 78 |
| U.S. Government agency obligations | $2,202,667,000 | 83 |
| Securities issued by states & political subdivisions | $19,129,000 | 1,713 |
| 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 | $7,763,000 | 82 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,566,601,000 | 70 |
| Mortgage-backed securities | $2,117,325,000 | 82 |
| Certificates of participation in pools of residential mortgages | $1,138,360,000 | 77 |
| Issued or guaranteed by U.S. | $1,138,360,000 | 77 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $798,329,000 | 75 |
| CMOs issued by government agencies or sponsored agencies | $798,329,000 | 71 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $180,636,000 | 116 |
| Commercial mortgage pass-through securities | $1,234,000 | 996 |
| Other commercial mortgage-backed securities | $179,402,000 | 83 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $2,396,771,000 | 92 |
| Total debt securities | $2,389,010,000 | 108 |
| Structured notes |
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $108,464,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $68,802,000 | 37 |
| 2018-06-30 | Rank |
| Total securities | $2,452,594,000 | 108 |
| U.S. Government securities | $2,449,087,000 | 82 |
| U.S. Treasury securities | $167,963,000 | 80 |
| U.S. Government agency obligations | $2,281,124,000 | 80 |
| Securities issued by states & political subdivisions | $1,926,000 | 3,887 |
| 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 | $1,581,000 | 224 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,531,289,000 | 70 |
| Mortgage-backed securities | $2,195,560,000 | 80 |
| Certificates of participation in pools of residential mortgages | $1,214,539,000 | 75 |
| Issued or guaranteed by U.S. | $1,214,539,000 | 75 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $847,558,000 | 75 |
| CMOs issued by government agencies or sponsored agencies | $847,558,000 | 69 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $133,463,000 | 136 |
| Commercial mortgage pass-through securities | $1,248,000 | 972 |
| Other commercial mortgage-backed securities | $132,215,000 | 98 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $2,452,594,000 | 90 |
| Total debt securities | $2,451,013,000 | 107 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $99,590,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $57,825,000 | 39 |
| 2018-03-31 | Rank |
| Total securities | $2,534,960,000 | 105 |
| U.S. Government securities | $2,532,644,000 | 80 |
| U.S. Treasury securities | $168,679,000 | 74 |
| U.S. Government agency obligations | $2,363,965,000 | 77 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| 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 | $2,316,000 | 190 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,490,937,000 | 72 |
| Mortgage-backed securities | $2,278,018,000 | 79 |
| Certificates of participation in pools of residential mortgages | $1,273,535,000 | 70 |
| Issued or guaranteed by U.S. | $1,273,535,000 | 70 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $897,021,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $897,021,000 | 64 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $107,462,000 | 141 |
| Commercial mortgage pass-through securities | $1,261,000 | 771 |
| Other commercial mortgage-backed securities | $106,201,000 | 106 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $2,534,960,000 | 83 |
| Total debt securities | $2,532,644,000 | 105 |
| Structured notes |
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $87,856,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $87,856,000 | 26 |
| Revaluation losses on off-balance sheet contracts | $47,550,000 | 39 |
| 2017-12-31 | Rank |
| Total securities | $2,587,000,000 | 100 |
| U.S. Government securities | $2,585,000,000 | 78 |
| U.S. Treasury securities | $170,000,000 | 73 |
| U.S. Government agency obligations | $2,415,000,000 | 74 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| 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 | $2,000,000 | 366 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,655,000,000 | 63 |
| Mortgage-backed securities | $2,353,000,000 | 73 |
| Certificates of participation in pools of residential mortgages | $1,328,000,000 | 67 |
| Issued or guaranteed by U.S. | $1,328,000,000 | 66 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $915,000,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $915,000,000 | 62 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $110,000,000 | 134 |
| Commercial mortgage pass-through securities | $1,000,000 | 804 |
| Other commercial mortgage-backed securities | $109,000,000 | 97 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $2,587,000,000 | 84 |
| Total debt securities | $2,585,000,000 | 99 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $77,000,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $77,000,000 | 29 |
| Revaluation losses on off-balance sheet contracts | $36,000,000 | 37 |
| 2017-09-30 | Rank |
| Total securities | $2,623,000,000 | 97 |
| U.S. Government securities | $2,621,000,000 | 72 |
| U.S. Treasury securities | $289,000,000 | 58 |
| U.S. Government agency obligations | $2,332,000,000 | 73 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| 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 | $2,000,000 | 383 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,512,000,000 | 69 |
| Mortgage-backed securities | $2,269,000,000 | 70 |
| Certificates of participation in pools of residential mortgages | $1,298,000,000 | 65 |
| Issued or guaranteed by U.S. | $1,298,000,000 | 64 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $876,000,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $876,000,000 | 61 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $95,000,000 | 146 |
| Commercial mortgage pass-through securities | $1,000,000 | 808 |
| Other commercial mortgage-backed securities | $94,000,000 | 106 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $2,623,000,000 | 80 |
| Total debt securities | $2,621,000,000 | 96 |
| Structured notes |
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $79,000,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $79,000,000 | 28 |
| Revaluation losses on off-balance sheet contracts | $39,000,000 | 33 |
| 2017-06-30 | Rank |
| Total securities | $2,627,000,000 | 97 |
| U.S. Government securities | $2,625,000,000 | 72 |
| U.S. Treasury securities | $297,000,000 | 56 |
| U.S. Government agency obligations | $2,328,000,000 | 74 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| 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 | $2,000,000 | 377 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,527,000,000 | 70 |
| Mortgage-backed securities | $2,265,000,000 | 72 |
| Certificates of participation in pools of residential mortgages | $1,298,000,000 | 64 |
| Issued or guaranteed by U.S. | $1,298,000,000 | 63 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $898,000,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $898,000,000 | 56 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $69,000,000 | 185 |
| Commercial mortgage pass-through securities | $1,000,000 | 792 |
| Other commercial mortgage-backed securities | $68,000,000 | 118 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $2,627,000,000 | 80 |
| Total debt securities | $2,625,000,000 | 96 |
| Structured notes |
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $83,000,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $83,000,000 | 28 |
| Revaluation losses on off-balance sheet contracts | $42,000,000 | 33 |
| 2017-03-31 | Rank |
| Total securities | $2,634,000,000 | 99 |
| U.S. Government securities | $2,632,000,000 | 75 |
| U.S. Treasury securities | $325,000,000 | 55 |
| U.S. Government agency obligations | $2,307,000,000 | 76 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| 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 | $2,000,000 | 378 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,563,000,000 | 70 |
| Mortgage-backed securities | $2,245,000,000 | 73 |
| Certificates of participation in pools of residential mortgages | $1,220,000,000 | 65 |
| Issued or guaranteed by U.S. | $1,220,000,000 | 64 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $998,000,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $998,000,000 | 56 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $27,000,000 | 286 |
| Commercial mortgage pass-through securities | $2,000,000 | 631 |
| Other commercial mortgage-backed securities | $25,000,000 | 195 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $2,634,000,000 | 78 |
| Total debt securities | $2,632,000,000 | 98 |
| Structured notes |
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $81,000,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $81,000,000 | 27 |
| Revaluation losses on off-balance sheet contracts | $40,000,000 | 35 |
| 2016-12-31 | Rank |
| Total securities | $2,911,000,000 | 88 |
| U.S. Government securities | $2,909,000,000 | 66 |
| U.S. Treasury securities | $418,000,000 | 49 |
| U.S. Government agency obligations | $2,491,000,000 | 70 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| 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 | $2,000,000 | 377 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,814,000,000 | 60 |
| Mortgage-backed securities | $2,438,000,000 | 71 |
| Certificates of participation in pools of residential mortgages | $1,250,000,000 | 63 |
| Issued or guaranteed by U.S. | $1,250,000,000 | 62 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,172,000,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $1,172,000,000 | 51 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $16,000,000 | 360 |
| Commercial mortgage pass-through securities | $2,000,000 | 596 |
| Other commercial mortgage-backed securities | $14,000,000 | 249 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $2,911,000,000 | 68 |
| Total debt securities | $2,909,000,000 | 86 |
| Structured notes |
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $85,000,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $85,000,000 | 29 |
| Revaluation losses on off-balance sheet contracts | $47,000,000 | 36 |
| 2016-09-30 | Rank |
| Total securities | $3,009,000,000 | 82 |
| U.S. Government securities | $3,006,000,000 | 67 |
| U.S. Treasury securities | $452,000,000 | 45 |
| U.S. Government agency obligations | $2,554,000,000 | 69 |
| Securities issued by states & political subdivisions | $1,000,000 | 4,499 |
| 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 | $2,000,000 | 401 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,825,000,000 | 55 |
| Mortgage-backed securities | $2,530,000,000 | 66 |
| Certificates of participation in pools of residential mortgages | $1,268,000,000 | 62 |
| Issued or guaranteed by U.S. | $1,268,000,000 | 61 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,260,000,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $1,260,000,000 | 48 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $2,000,000 | 881 |
| Commercial mortgage pass-through securities | $2,000,000 | 563 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $3,009,000,000 | 66 |
| Total debt securities | $3,007,000,000 | 81 |
| Structured notes |
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $152,000,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $152,000,000 | 28 |
| Revaluation losses on off-balance sheet contracts | $116,000,000 | 29 |
| 2016-06-30 | Rank |
| Total securities | $3,003,000,000 | 80 |
| U.S. Government securities | $3,000,000,000 | 66 |
| U.S. Treasury securities | $541,000,000 | 39 |
| U.S. Government agency obligations | $2,459,000,000 | 70 |
| Securities issued by states & political subdivisions | $1,000,000 | 4,536 |
| 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 | $2,000,000 | 408 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,160,000,000 | 54 |
| Mortgage-backed securities | $2,459,000,000 | 67 |
| Certificates of participation in pools of residential mortgages | $1,155,000,000 | 68 |
| Issued or guaranteed by U.S. | $1,155,000,000 | 67 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,302,000,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $1,302,000,000 | 44 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $2,000,000 | 826 |
| Commercial mortgage pass-through securities | $2,000,000 | 510 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $3,003,000,000 | 64 |
| Total debt securities | $3,001,000,000 | 78 |
| Structured notes |
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $166,000,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $166,000,000 | 28 |
| Revaluation losses on off-balance sheet contracts | $132,000,000 | 27 |
| 2016-03-31 | Rank |
| Total securities | $3,150,000,000 | 77 |
| U.S. Government securities | $3,147,000,000 | 65 |
| U.S. Treasury securities | $686,000,000 | 37 |
| U.S. Government agency obligations | $2,461,000,000 | 70 |
| Securities issued by states & political subdivisions | $1,000,000 | 4,573 |
| 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 | $2,000,000 | 401 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,283,000,000 | 48 |
| Mortgage-backed securities | $2,461,000,000 | 68 |
| Certificates of participation in pools of residential mortgages | $1,119,000,000 | 71 |
| Issued or guaranteed by U.S. | $1,119,000,000 | 70 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,340,000,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $1,340,000,000 | 44 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $2,000,000 | 807 |
| Commercial mortgage pass-through securities | $2,000,000 | 498 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $3,150,000,000 | 62 |
| Total debt securities | $3,148,000,000 | 76 |
| Structured notes |
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $137,000,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $137,000,000 | 30 |
| Revaluation losses on off-balance sheet contracts | $105,000,000 | 29 |
| 2015-12-31 | Rank |
| Total securities | $3,381,000,000 | 70 |
| U.S. Government securities | $3,370,000,000 | 63 |
| U.S. Treasury securities | $961,000,000 | 36 |
| U.S. Government agency obligations | $2,409,000,000 | 69 |
| Securities issued by states & political subdivisions | $1,000,000 | 4,606 |
| 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 | $10,000,000 | 153 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,531,000,000 | 44 |
| Mortgage-backed securities | $2,409,000,000 | 68 |
| Certificates of participation in pools of residential mortgages | $1,042,000,000 | 73 |
| Issued or guaranteed by U.S. | $1,042,000,000 | 72 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,365,000,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $1,365,000,000 | 44 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $2,000,000 | 766 |
| Commercial mortgage pass-through securities | $2,000,000 | 466 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $3,381,000,000 | 59 |
| Total debt securities | $3,371,000,000 | 70 |
| Structured notes |
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $85,000,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $85,000,000 | 31 |
| Revaluation losses on off-balance sheet contracts | $55,000,000 | 32 |
| 2015-09-30 | Rank |
| Total securities | $3,265,000,000 | 71 |
| U.S. Government securities | $3,254,000,000 | 65 |
| U.S. Treasury securities | $1,025,000,000 | 33 |
| U.S. Government agency obligations | $2,229,000,000 | 74 |
| Securities issued by states & political subdivisions | $1,000,000 | 4,651 |
| 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 | $10,000,000 | 157 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,804,000,000 | 46 |
| Mortgage-backed securities | $2,229,000,000 | 70 |
| Certificates of participation in pools of residential mortgages | $970,000,000 | 74 |
| Issued or guaranteed by U.S. | $970,000,000 | 73 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,257,000,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $1,257,000,000 | 46 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $2,000,000 | 749 |
| Commercial mortgage pass-through securities | $2,000,000 | 453 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $3,265,000,000 | 60 |
| Total debt securities | $3,255,000,000 | 71 |
| Structured notes |
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $104,000,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $104,000,000 | 31 |
| Revaluation losses on off-balance sheet contracts | $75,000,000 | 30 |
| 2015-06-30 | Rank |
| Total securities | $3,231,000,000 | 70 |
| U.S. Government securities | $3,221,000,000 | 64 |
| U.S. Treasury securities | $1,074,000,000 | 30 |
| U.S. Government agency obligations | $2,147,000,000 | 77 |
| Securities issued by states & political subdivisions | $1,000,000 | 4,671 |
| 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 | $9,000,000 | 165 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,479,000,000 | 48 |
| Mortgage-backed securities | $2,147,000,000 | 73 |
| Certificates of participation in pools of residential mortgages | $882,000,000 | 76 |
| Issued or guaranteed by U.S. | $882,000,000 | 75 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,263,000,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $1,263,000,000 | 46 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $2,000,000 | 708 |
| Commercial mortgage pass-through securities | $2,000,000 | 427 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $3,231,000,000 | 58 |
| Total debt securities | $3,222,000,000 | 70 |
| Structured notes |
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $77,000,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $77,000,000 | 31 |
| Revaluation losses on off-balance sheet contracts | $47,000,000 | 33 |
| 2015-03-31 | Rank |
| Total securities | $3,229,000,000 | 69 |
| U.S. Government securities | $3,216,000,000 | 65 |
| U.S. Treasury securities | $1,103,000,000 | 30 |
| U.S. Government agency obligations | $2,113,000,000 | 77 |
| Securities issued by states & political subdivisions | $4,000,000 | 3,818 |
| 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 | $9,000,000 | 172 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,732,000,000 | 48 |
| Mortgage-backed securities | $2,113,000,000 | 72 |
| Certificates of participation in pools of residential mortgages | $802,000,000 | 80 |
| Issued or guaranteed by U.S. | $802,000,000 | 79 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,309,000,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $1,309,000,000 | 44 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $2,000,000 | 693 |
| Commercial mortgage pass-through securities | $2,000,000 | 415 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $3,229,000,000 | 57 |
| Total debt securities | $3,220,000,000 | 69 |
| Structured notes |
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $104,000,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $104,000,000 | 31 |
| Revaluation losses on off-balance sheet contracts | $73,000,000 | 32 |
| 2014-12-31 | Rank |
| Total securities | $3,004,000,000 | 71 |
| U.S. Government securities | $2,990,000,000 | 66 |
| U.S. Treasury securities | $1,231,000,000 | 29 |
| U.S. Government agency obligations | $1,759,000,000 | 83 |
| Securities issued by states & political subdivisions | $5,000,000 | 3,658 |
| 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 | $9,000,000 | 170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,761,000,000 | 47 |
| Mortgage-backed securities | $1,759,000,000 | 76 |
| Certificates of participation in pools of residential mortgages | $536,000,000 | 106 |
| Issued or guaranteed by U.S. | $536,000,000 | 105 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,221,000,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $1,221,000,000 | 47 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $2,000,000 | 669 |
| Commercial mortgage pass-through securities | $2,000,000 | 409 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $3,004,000,000 | 60 |
| Total debt securities | $2,995,000,000 | 71 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $83,000,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $83,000,000 | 31 |
| Revaluation losses on off-balance sheet contracts | $52,000,000 | 32 |
| 2014-09-30 | Rank |
| Total securities | $2,932,000,000 | 72 |
| U.S. Government securities | $2,917,000,000 | 65 |
| U.S. Treasury securities | $1,270,000,000 | 25 |
| U.S. Government agency obligations | $1,647,000,000 | 88 |
| Securities issued by states & political subdivisions | $6,000,000 | 3,493 |
| 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 | $9,000,000 | 171 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,592,000,000 | 51 |
| Mortgage-backed securities | $1,647,000,000 | 80 |
| Certificates of participation in pools of residential mortgages | $425,000,000 | 122 |
| Issued or guaranteed by U.S. | $425,000,000 | 121 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,220,000,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $1,220,000,000 | 50 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $2,000,000 | 645 |
| Commercial mortgage pass-through securities | $2,000,000 | 406 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $2,932,000,000 | 62 |
| Total debt securities | $2,923,000,000 | 72 |
| Structured notes |
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $67,000,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $67,000,000 | 31 |
| Revaluation losses on off-balance sheet contracts | $35,000,000 | 34 |
| 2014-06-30 | Rank |
| Total securities | $2,771,000,000 | 77 |
| U.S. Government securities | $2,755,000,000 | 66 |
| U.S. Treasury securities | $1,116,000,000 | 22 |
| U.S. Government agency obligations | $1,639,000,000 | 90 |
| Securities issued by states & political subdivisions | $7,000,000 | 3,364 |
| 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 | $9,000,000 | 174 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,441,000,000 | 55 |
| Mortgage-backed securities | $1,639,000,000 | 81 |
| Certificates of participation in pools of residential mortgages | $420,000,000 | 127 |
| Issued or guaranteed by U.S. | $420,000,000 | 125 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,217,000,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $1,217,000,000 | 50 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $2,000,000 | 640 |
| Commercial mortgage pass-through securities | $2,000,000 | 415 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $2,771,000,000 | 66 |
| Total debt securities | $2,762,000,000 | 76 |
| Structured notes |
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $70,000,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $70,000,000 | 31 |
| Revaluation losses on off-balance sheet contracts | $38,000,000 | 36 |
| 2014-03-31 | Rank |
| Total securities | $2,786,000,000 | 76 |
| U.S. Government securities | $2,770,000,000 | 66 |
| U.S. Treasury securities | $1,107,000,000 | 21 |
| U.S. Government agency obligations | $1,663,000,000 | 90 |
| Securities issued by states & political subdivisions | $7,000,000 | 3,382 |
| 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 | $9,000,000 | 180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,434,000,000 | 55 |
| Mortgage-backed securities | $1,663,000,000 | 81 |
| Certificates of participation in pools of residential mortgages | $433,000,000 | 120 |
| Issued or guaranteed by U.S. | $433,000,000 | 118 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,228,000,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $1,228,000,000 | 52 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $2,000,000 | 618 |
| Commercial mortgage pass-through securities | $2,000,000 | 398 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $2,786,000,000 | 66 |
| Total debt securities | $2,777,000,000 | 75 |
| Structured notes |
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $68,000,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $68,000,000 | 31 |
| Revaluation losses on off-balance sheet contracts | $38,000,000 | 34 |
| 2013-12-31 | Rank |
| Total securities | $2,785,000,000 | 76 |
| U.S. Government securities | $2,769,000,000 | 65 |
| U.S. Treasury securities | $1,107,000,000 | 17 |
| U.S. Government agency obligations | $1,662,000,000 | 88 |
| Securities issued by states & political subdivisions | $7,000,000 | 3,389 |
| 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 | $9,000,000 | 181 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,460,000,000 | 52 |
| Mortgage-backed securities | $1,662,000,000 | 81 |
| Certificates of participation in pools of residential mortgages | $414,000,000 | 123 |
| Issued or guaranteed by U.S. | $414,000,000 | 121 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,246,000,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $1,246,000,000 | 49 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $2,000,000 | 571 |
| Commercial mortgage pass-through securities | $2,000,000 | 356 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $2,785,000,000 | 67 |
| Total debt securities | $2,776,000,000 | 75 |
| Structured notes |
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $77,000,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $77,000,000 | 30 |
| Revaluation losses on off-balance sheet contracts | $46,000,000 | 34 |
| 2013-09-30 | Rank |
| Total securities | $2,717,000,000 | 79 |
| U.S. Government securities | $2,700,000,000 | 68 |
| U.S. Treasury securities | $1,022,000,000 | 15 |
| U.S. Government agency obligations | $1,678,000,000 | 86 |
| Securities issued by states & political subdivisions | $8,000,000 | 3,219 |
| 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 | $9,000,000 | 186 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,384,000,000 | 52 |
| Mortgage-backed securities | $1,678,000,000 | 78 |
| Certificates of participation in pools of residential mortgages | $336,000,000 | 144 |
| Issued or guaranteed by U.S. | $336,000,000 | 142 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,340,000,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $1,340,000,000 | 47 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $2,000,000 | 564 |
| Commercial mortgage pass-through securities | $2,000,000 | 341 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $2,717,000,000 | 68 |
| Total debt securities | $2,708,000,000 | 79 |
| Structured notes |
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $69,000,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $69,000,000 | 31 |
| Revaluation losses on off-balance sheet contracts | $38,000,000 | 38 |
| 2013-06-30 | Rank |
| Total securities | $2,770,000,000 | 77 |
| U.S. Government securities | $2,714,000,000 | 68 |
| U.S. Treasury securities | $1,034,000,000 | 15 |
| U.S. Government agency obligations | $1,680,000,000 | 89 |
| Securities issued by states & political subdivisions | $9,000,000 | 3,052 |
| Other domestic debt securities | $38,000,000 | 296 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $38,000,000 | 75 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $9,000,000 | 181 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,478,000,000 | 47 |
| Mortgage-backed securities | $1,680,000,000 | 78 |
| Certificates of participation in pools of residential mortgages | $299,000,000 | 152 |
| Issued or guaranteed by U.S. | $299,000,000 | 151 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,379,000,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $1,379,000,000 | 47 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $2,000,000 | 548 |
| Commercial mortgage pass-through securities | $2,000,000 | 341 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $2,770,000,000 | 67 |
| Total debt securities | $2,761,000,000 | 77 |
| Structured notes |
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $67,000,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $67,000,000 | 31 |
| Revaluation losses on off-balance sheet contracts | $38,000,000 | 37 |
| 2013-03-31 | Rank |
| Total securities | $2,897,000,000 | 77 |
| U.S. Government securities | $2,838,000,000 | 67 |
| U.S. Treasury securities | $1,122,000,000 | 16 |
| U.S. Government agency obligations | $1,716,000,000 | 91 |
| Securities issued by states & political subdivisions | $9,000,000 | 3,022 |
| Other domestic debt securities | $41,000,000 | 286 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $41,000,000 | 74 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $9,000,000 | 174 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,576,000,000 | 44 |
| Mortgage-backed securities | $1,716,000,000 | 79 |
| Certificates of participation in pools of residential mortgages | $259,000,000 | 183 |
| Issued or guaranteed by U.S. | $259,000,000 | 181 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,454,000,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $1,454,000,000 | 47 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $3,000,000 | 419 |
| Commercial mortgage pass-through securities | $3,000,000 | 270 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $2,897,000,000 | 67 |
| Total debt securities | $2,888,000,000 | 76 |
| Structured notes |
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $77,000,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $77,000,000 | 34 |
| Revaluation losses on off-balance sheet contracts | $47,000,000 | 40 |
| 2012-12-31 | Rank |
| Total securities | $2,679,000,000 | 77 |
| U.S. Government securities | $2,660,000,000 | 67 |
| U.S. Treasury securities | $1,032,000,000 | 17 |
| U.S. Government agency obligations | $1,628,000,000 | 92 |
| Securities issued by states & political subdivisions | $10,000,000 | 2,832 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| 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 | $9,000,000 | 171 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,601,000,000 | 45 |
| Mortgage-backed securities | $1,628,000,000 | 83 |
| Certificates of participation in pools of residential mortgages | $266,000,000 | 180 |
| Issued or guaranteed by U.S. | $266,000,000 | 179 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,359,000,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,359,000,000 | 48 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $3,000,000 | 357 |
| Commercial mortgage pass-through securities | $3,000,000 | 233 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $2,679,000,000 | 66 |
| Total debt securities | $2,670,000,000 | 77 |
| Structured notes |
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $77,000,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $77,000,000 | 35 |
| Revaluation losses on off-balance sheet contracts | $52,000,000 | 40 |
| 2012-09-30 | Rank |
| Total securities | $1,977,000,000 | 107 |
| U.S. Government securities | $1,958,000,000 | 87 |
| U.S. Treasury securities | $638,000,000 | 21 |
| U.S. Government agency obligations | $1,320,000,000 | 107 |
| Securities issued by states & political subdivisions | $11,000,000 | 2,660 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| 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 | $8,000,000 | 185 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,795,000,000 | 59 |
| Mortgage-backed securities | $1,320,000,000 | 100 |
| Certificates of participation in pools of residential mortgages | $284,000,000 | 180 |
| Issued or guaranteed by U.S. | $284,000,000 | 179 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,032,000,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $1,032,000,000 | 60 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $4,000,000 | 296 |
| Commercial mortgage pass-through securities | $4,000,000 | 173 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $1,977,000,000 | 87 |
| Total debt securities | $1,969,000,000 | 107 |
| Structured notes |
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $74,000,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $74,000,000 | 36 |
| Revaluation losses on off-balance sheet contracts | $54,000,000 | 40 |
| 2012-06-30 | Rank |
| Total securities | $1,859,000,000 | 108 |
| U.S. Government securities | $1,841,000,000 | 87 |
| U.S. Treasury securities | $641,000,000 | 21 |
| U.S. Government agency obligations | $1,200,000,000 | 111 |
| Securities issued by states & political subdivisions | $10,000,000 | 2,754 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| 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 | $8,000,000 | 181 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,693,000,000 | 60 |
| Mortgage-backed securities | $1,200,000,000 | 104 |
| Certificates of participation in pools of residential mortgages | $261,000,000 | 193 |
| Issued or guaranteed by U.S. | $261,000,000 | 192 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $936,000,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $936,000,000 | 59 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $3,000,000 | 319 |
| Commercial mortgage pass-through securities | $3,000,000 | 186 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $1,859,000,000 | 86 |
| Total debt securities | $1,851,000,000 | 108 |
| Structured notes |
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $64,000,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $64,000,000 | 39 |
| Revaluation losses on off-balance sheet contracts | $47,000,000 | 40 |
| 2012-03-31 | Rank |
| Total securities | $2,001,000,000 | 106 |
| U.S. Government securities | $1,982,000,000 | 85 |
| U.S. Treasury securities | $742,000,000 | 21 |
| U.S. Government agency obligations | $1,240,000,000 | 116 |
| Securities issued by states & political subdivisions | $11,000,000 | 2,523 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $8,000,000 | 168 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,633,000,000 | 66 |
| Mortgage-backed securities | $1,240,000,000 | 102 |
| Certificates of participation in pools of residential mortgages | $255,000,000 | 202 |
| Issued or guaranteed by U.S. | $255,000,000 | 201 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $982,000,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $982,000,000 | 59 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $3,000,000 | 289 |
| Commercial mortgage pass-through securities | $3,000,000 | 163 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $2,001,000,000 | 85 |
| Total debt securities | $1,993,000,000 | 106 |
| Structured notes |
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $42,000,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $42,000,000 | 41 |
| Revaluation losses on off-balance sheet contracts | $28,000,000 | 44 |
| 2011-12-31 | Rank |
| Total securities | $1,910,000,000 | 106 |
| U.S. Government securities | $1,891,000,000 | 83 |
| U.S. Treasury securities | $638,000,000 | 22 |
| U.S. Government agency obligations | $1,253,000,000 | 113 |
| Securities issued by states & political subdivisions | $11,000,000 | 2,486 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $8,000,000 | 159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,661,000,000 | 64 |
| Mortgage-backed securities | $1,253,000,000 | 98 |
| Certificates of participation in pools of residential mortgages | $240,000,000 | 202 |
| Issued or guaranteed by U.S. | $240,000,000 | 202 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,007,000,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $1,007,000,000 | 56 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $6,000,000 | 156 |
| Commercial mortgage pass-through securities | $6,000,000 | 75 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $1,910,000,000 | 90 |
| Total debt securities | $1,902,000,000 | 108 |
| Structured notes |
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $41,000,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $41,000,000 | 42 |
| Revaluation losses on off-balance sheet contracts | $31,000,000 | 44 |
| 2011-09-30 | Rank |
| Total securities | $2,000,000,000 | 105 |
| U.S. Government securities | $1,973,000,000 | 80 |
| U.S. Treasury securities | $825,000,000 | 18 |
| U.S. Government agency obligations | $1,148,000,000 | 116 |
| Securities issued by states & political subdivisions | $19,000,000 | 1,613 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $8,000,000 | 167 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,815,000,000 | 58 |
| Mortgage-backed securities | $1,148,000,000 | 104 |
| Certificates of participation in pools of residential mortgages | $147,000,000 | 319 |
| Issued or guaranteed by U.S. | $147,000,000 | 317 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $995,000,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $995,000,000 | 54 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $6,000,000 | 127 |
| Commercial mortgage pass-through securities | $6,000,000 | 67 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $2,000,000,000 | 89 |
| Total debt securities | $1,992,000,000 | 105 |
| Structured notes |
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $42,000,000 | 66 |
| Revaluation gains on off-balance sheet contracts | $42,000,000 | 43 |
| Revaluation losses on off-balance sheet contracts | $33,000,000 | 44 |
| 2011-06-30 | Rank |
| Total securities | $1,685,000,000 | 119 |
| U.S. Government securities | $1,656,000,000 | 98 |
| U.S. Treasury securities | $1,147,000,000 | 13 |
| U.S. Government agency obligations | $509,000,000 | 215 |
| Securities issued by states & political subdivisions | $20,000,000 | 1,498 |
| Other domestic debt securities | $1,000,000 | 1,942 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $1,000,000 | 1,354 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $8,000,000 | 172 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,624,000,000 | 65 |
| Mortgage-backed securities | $509,000,000 | 180 |
| Certificates of participation in pools of residential mortgages | $156,000,000 | 297 |
| Issued or guaranteed by U.S. | $156,000,000 | 295 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $347,000,000 | 135 |
| CMOs issued by government agencies or sponsored agencies | $347,000,000 | 118 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $6,000,000 | 123 |
| Commercial mortgage pass-through securities | $6,000,000 | 66 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $1,685,000,000 | 102 |
| Total debt securities | $1,676,000,000 | 120 |
| Structured notes |
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $16,000,000 | 76 |
| Revaluation gains on off-balance sheet contracts | $16,000,000 | 49 |
| Revaluation losses on off-balance sheet contracts | $11,000,000 | 52 |
| 2011-03-31 | Rank |
| Total securities | $1,539,000,000 | 125 |
| U.S. Government securities | $1,509,000,000 | 102 |
| U.S. Treasury securities | $955,000,000 | 15 |
| U.S. Government agency obligations | $554,000,000 | 201 |
| Securities issued by states & political subdivisions | $22,000,000 | 1,330 |
| Other domestic debt securities | $1,000,000 | 1,989 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $1,000,000 | 1,384 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $7,000,000 | 197 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,527,000,000 | 70 |
| Mortgage-backed securities | $554,000,000 | 165 |
| Certificates of participation in pools of residential mortgages | $166,000,000 | 278 |
| Issued or guaranteed by U.S. | $166,000,000 | 277 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $382,000,000 | 123 |
| CMOs issued by government agencies or sponsored agencies | $382,000,000 | 102 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $6,000,000 | 115 |
| Commercial mortgage pass-through securities | $6,000,000 | 61 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $1,539,000,000 | 107 |
| Total debt securities | $1,531,000,000 | 125 |
| Structured notes |
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $20,000,000 | 70 |
| Revaluation gains on off-balance sheet contracts | $20,000,000 | 46 |
| Revaluation losses on off-balance sheet contracts | $17,000,000 | 45 |
| 2010-12-31 | Rank |
| Total securities | $1,593,926,000 | 120 |
| U.S. Government securities | $1,517,978,000 | 98 |
| U.S. Treasury securities | $905,154,000 | 14 |
| U.S. Government agency obligations | $612,824,000 | 174 |
| Securities issued by states & political subdivisions | $61,215,000 | 373 |
| Other domestic debt securities | $7,349,000 | 918 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $6,368,000 | 98 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $981,000 | 1,431 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $7,384,000 | 183 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,524,122,000 | 65 |
| Mortgage-backed securities | $619,126,000 | 143 |
| Certificates of participation in pools of residential mortgages | $177,497,000 | 246 |
| Issued or guaranteed by U.S. | $177,497,000 | 244 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $435,261,000 | 106 |
| CMOs issued by government agencies or sponsored agencies | $435,261,000 | 90 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $6,368,000 | 98 |
| Commercial mortgage pass-through securities | $6,368,000 | 52 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $1,593,926,000 | 101 |
| Total debt securities | $1,585,561,000 | 119 |
| Structured notes |
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $19,871,000 | 69 |
| Revaluation gains on off-balance sheet contracts | $19,871,000 | 46 |
| Revaluation losses on off-balance sheet contracts | $17,362,000 | 46 |
| 2010-09-30 | Rank |
| Total securities | $1,620,957,000 | 112 |
| U.S. Government securities | $1,538,779,000 | 89 |
| U.S. Treasury securities | $855,225,000 | 18 |
| U.S. Government agency obligations | $683,554,000 | 152 |
| Securities issued by states & political subdivisions | $67,096,000 | 323 |
| Other domestic debt securities | $7,586,000 | 920 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $6,605,000 | 82 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $981,000 | 1,441 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $7,496,000 | 188 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,599,872,000 | 61 |
| Mortgage-backed securities | $690,088,000 | 133 |
| Certificates of participation in pools of residential mortgages | $194,074,000 | 214 |
| Issued or guaranteed by U.S. | $194,074,000 | 211 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $489,409,000 | 91 |
| CMOs issued by government agencies or sponsored agencies | $489,409,000 | 74 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $6,605,000 | 82 |
| Commercial mortgage pass-through securities | $6,605,000 | 42 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $1,620,957,000 | 93 |
| Total debt securities | $1,612,480,000 | 110 |
| Structured notes |
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $19,743,000 | 74 |
| Revaluation gains on off-balance sheet contracts | $19,743,000 | 45 |
| Revaluation losses on off-balance sheet contracts | $19,743,000 | 47 |
| 2010-06-30 | Rank |
| Total securities | $1,567,280,000 | 116 |
| U.S. Government securities | $1,482,585,000 | 89 |
| U.S. Treasury securities | $421,574,000 | 24 |
| U.S. Government agency obligations | $1,061,011,000 | 108 |
| Securities issued by states & political subdivisions | $69,581,000 | 276 |
| Other domestic debt securities | $7,736,000 | 899 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $6,663,000 | 80 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $1,073,000 | 1,281 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $7,378,000 | 192 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,544,073,000 | 62 |
| Mortgage-backed securities | $763,211,000 | 123 |
| Certificates of participation in pools of residential mortgages | $211,649,000 | 195 |
| Issued or guaranteed by U.S. | $211,649,000 | 193 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $544,899,000 | 84 |
| CMOs issued by government agencies or sponsored agencies | $544,899,000 | 63 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $6,663,000 | 80 |
| Commercial mortgage pass-through securities | $6,663,000 | 41 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $1,567,280,000 | 95 |
| Total debt securities | $1,558,832,000 | 116 |
| Structured notes |
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $17,515,000 | 80 |
| Revaluation gains on off-balance sheet contracts | $17,515,000 | 46 |
| Revaluation losses on off-balance sheet contracts | $17,515,000 | 47 |
| 2010-03-31 | Rank |
| Total securities | $952,547,000 | 158 |
| U.S. Government securities | $858,227,000 | 137 |
| U.S. Treasury securities | $16,238,000 | 216 |
| U.S. Government agency obligations | $841,989,000 | 130 |
| Securities issued by states & political subdivisions | $79,401,000 | 215 |
| Other domestic debt securities | $7,733,000 | 936 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $6,660,000 | 86 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $1,073,000 | 1,308 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $7,186,000 | 197 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $940,904,000 | 89 |
| Mortgage-backed securities | $843,544,000 | 113 |
| Certificates of participation in pools of residential mortgages | $228,052,000 | 193 |
| Issued or guaranteed by U.S. | $228,052,000 | 191 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $608,832,000 | 75 |
| CMOs issued by government agencies or sponsored agencies | $608,832,000 | 57 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $6,660,000 | 86 |
| Commercial mortgage pass-through securities | $6,660,000 | 44 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $952,547,000 | 138 |
| Total debt securities | $945,361,000 | 158 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $14,495,000 | 84 |
| Revaluation gains on off-balance sheet contracts | $14,495,000 | 47 |
| Revaluation losses on off-balance sheet contracts | $14,495,000 | 45 |
| 2009-12-31 | Rank |
| Total securities | $1,061,042,000 | 151 |
| U.S. Government securities | $963,719,000 | 114 |
| U.S. Treasury securities | $16,318,000 | 190 |
| U.S. Government agency obligations | $947,401,000 | 112 |
| Securities issued by states & political subdivisions | $82,382,000 | 203 |
| Other domestic debt securities | $7,879,000 | 973 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $6,652,000 | 81 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $1,227,000 | 1,286 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $7,062,000 | 208 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,044,405,000 | 80 |
| Mortgage-backed securities | $948,895,000 | 105 |
| Certificates of participation in pools of residential mortgages | $243,713,000 | 187 |
| Issued or guaranteed by U.S. | $243,713,000 | 186 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $698,530,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $698,530,000 | 50 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $6,652,000 | 81 |
| Commercial mortgage pass-through securities | $6,652,000 | 40 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $1,061,042,000 | 131 |
| Total debt securities | $1,053,980,000 | 149 |
| Structured notes |
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $13,051,000 | 87 |
| Revaluation gains on off-balance sheet contracts | $13,051,000 | 50 |
| Revaluation losses on off-balance sheet contracts | $13,051,000 | 48 |
| 2009-09-30 | Rank |
| Total securities | $1,205,600,000 | 137 |
| U.S. Government securities | $1,098,231,000 | 113 |
| U.S. Treasury securities | $11,320,000 | 218 |
| U.S. Government agency obligations | $1,086,911,000 | 108 |
| Securities issued by states & political subdivisions | $91,941,000 | 188 |
| Other domestic debt securities | $8,333,000 | 995 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $6,702,000 | 89 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $1,631,000 | 1,225 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $7,095,000 | 245 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,193,670,000 | 77 |
| Mortgage-backed securities | $1,078,385,000 | 103 |
| Certificates of participation in pools of residential mortgages | $258,780,000 | 184 |
| Issued or guaranteed by U.S. | $258,780,000 | 182 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $812,903,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $812,903,000 | 50 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $6,702,000 | 89 |
| Commercial mortgage pass-through securities | $6,702,000 | 42 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $1,205,600,000 | 117 |
| Total debt securities | $1,198,506,000 | 138 |
| Structured notes |
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $16,053,000 | 86 |
| Revaluation gains on off-balance sheet contracts | $16,053,000 | 49 |
| Revaluation losses on off-balance sheet contracts | $16,053,000 | 49 |
| 2009-06-30 | Rank |
| Total securities | $1,054,885,000 | 152 |
| U.S. Government securities | $943,476,000 | 122 |
| U.S. Treasury securities | $11,171,000 | 215 |
| U.S. Government agency obligations | $932,305,000 | 120 |
| Securities issued by states & political subdivisions | $95,855,000 | 177 |
| Other domestic debt securities | $8,629,000 | 1,005 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $6,629,000 | 89 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $2,000,000 | 1,129 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $6,925,000 | 277 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,041,641,000 | 87 |
| Mortgage-backed securities | $923,570,000 | 120 |
| Certificates of participation in pools of residential mortgages | $184,083,000 | 260 |
| Issued or guaranteed by U.S. | $184,083,000 | 256 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $732,858,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $732,858,000 | 52 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $6,629,000 | 89 |
| Commercial mortgage pass-through securities | $6,629,000 | 39 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $1,054,885,000 | 129 |
| Total debt securities | $1,047,960,000 | 149 |
| Structured notes |
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $14,256,000 | 97 |
| Revaluation gains on off-balance sheet contracts | $14,256,000 | 51 |
| Revaluation losses on off-balance sheet contracts | $14,256,000 | 49 |
| 2009-03-31 | Rank |
| Total securities | $575,813,000 | 245 |
| U.S. Government securities | $457,154,000 | 213 |
| U.S. Treasury securities | $11,554,000 | 189 |
| U.S. Government agency obligations | $445,600,000 | 212 |
| Securities issued by states & political subdivisions | $109,783,000 | 140 |
| Other domestic debt securities | $2,000,000 | 1,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000,000 | 1,141 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $6,876,000 | 282 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $564,364,000 | 134 |
| Mortgage-backed securities | $425,145,000 | 207 |
| Certificates of participation in pools of residential mortgages | $204,407,000 | 246 |
| Issued or guaranteed by U.S. | $204,407,000 | 241 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $220,738,000 | 169 |
| CMOs issued by government agencies or sponsored agencies | $220,738,000 | 115 |
| 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) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $575,813,000 | 210 |
| Total debt securities | $568,937,000 | 242 |
| Structured notes |
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $19,242,000 | 96 |
| Revaluation gains on off-balance sheet contracts | $19,242,000 | 50 |
| Revaluation losses on off-balance sheet contracts | $19,242,000 | 48 |
| 2008-12-31 | Rank |
| Total securities | $591,726,000 | 239 |
| U.S. Government securities | $471,843,000 | 205 |
| U.S. Treasury securities | $11,730,000 | 161 |
| U.S. Government agency obligations | $460,113,000 | 208 |
| Securities issued by states & political subdivisions | $111,145,000 | 135 |
| Other domestic debt securities | $2,000,000 | 1,828 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000,000 | 1,115 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $6,738,000 | 263 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $580,987,000 | 132 |
| Mortgage-backed securities | $439,470,000 | 204 |
| Certificates of participation in pools of residential mortgages | $212,171,000 | 231 |
| Issued or guaranteed by U.S. | $212,171,000 | 227 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $227,299,000 | 159 |
| CMOs issued by government agencies or sponsored agencies | $227,299,000 | 110 |
| 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) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $591,726,000 | 202 |
| Total debt securities | $584,988,000 | 236 |
| Structured notes |
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $19,417,000 | 101 |
| Revaluation gains on off-balance sheet contracts | $19,417,000 | 50 |
| Revaluation losses on off-balance sheet contracts | $19,417,000 | 48 |
| 2008-09-30 | Rank |
| Total securities | $608,679,000 | 219 |
| U.S. Government securities | $481,188,000 | 192 |
| U.S. Treasury securities | $10,896,000 | 162 |
| U.S. Government agency obligations | $470,292,000 | 195 |
| Securities issued by states & political subdivisions | $118,906,000 | 123 |
| Other domestic debt securities | $2,000,000 | 1,782 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000,000 | 1,095 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $6,585,000 | 271 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $582,742,000 | 125 |
| Mortgage-backed securities | $449,961,000 | 189 |
| Certificates of participation in pools of residential mortgages | $216,334,000 | 211 |
| Issued or guaranteed by U.S. | $216,334,000 | 206 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $233,627,000 | 151 |
| CMOs issued by government agencies or sponsored agencies | $233,627,000 | 101 |
| 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) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $608,679,000 | 185 |
| Total debt securities | $602,094,000 | 216 |
| Structured notes |
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $7,834,000 | 131 |
| Revaluation gains on off-balance sheet contracts | $7,834,000 | 53 |
| Revaluation losses on off-balance sheet contracts | $7,834,000 | 49 |
| 2008-06-30 | Rank |
| Total securities | $623,881,000 | 219 |
| U.S. Government securities | $492,933,000 | 194 |
| U.S. Treasury securities | $727,000 | 721 |
| U.S. Government agency obligations | $492,206,000 | 194 |
| Securities issued by states & political subdivisions | $122,446,000 | 124 |
| Other domestic debt securities | $2,000,000 | 1,833 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000,000 | 1,183 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $6,502,000 | 388 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $610,658,000 | 119 |
| Mortgage-backed securities | $461,569,000 | 182 |
| Certificates of participation in pools of residential mortgages | $220,532,000 | 210 |
| Issued or guaranteed by U.S. | $220,532,000 | 204 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $241,037,000 | 151 |
| CMOs issued by government agencies or sponsored agencies | $241,037,000 | 103 |
| 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) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $623,881,000 | 186 |
| Total debt securities | $617,379,000 | 217 |
| Structured notes |
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $6,919,000 | 140 |
| Revaluation gains on off-balance sheet contracts | $6,919,000 | 54 |
| Revaluation losses on off-balance sheet contracts | $6,919,000 | 52 |
| 2008-03-31 | Rank |
| Total securities | $597,265,000 | 231 |
| U.S. Government securities | $450,841,000 | 205 |
| U.S. Treasury securities | $11,838,000 | 163 |
| U.S. Government agency obligations | $439,003,000 | 206 |
| Securities issued by states & political subdivisions | $137,848,000 | 107 |
| Other domestic debt securities | $2,000,000 | 1,744 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000,000 | 1,132 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $6,576,000 | 424 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $444,220,000 | 153 |
| Mortgage-backed securities | $391,192,000 | 208 |
| Certificates of participation in pools of residential mortgages | $235,192,000 | 199 |
| Issued or guaranteed by U.S. | $235,192,000 | 189 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $156,000,000 | 212 |
| CMOs issued by government agencies or sponsored agencies | $156,000,000 | 150 |
| 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) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $597,265,000 | 200 |
| Total debt securities | $590,689,000 | 226 |
| Structured notes |
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $12,070,000 | 133 |
| Revaluation gains on off-balance sheet contracts | $12,070,000 | 52 |
| Revaluation losses on off-balance sheet contracts | $12,070,000 | 50 |
| 2007-12-31 | Rank |
| Total securities | $560,047,000 | 242 |
| U.S. Government securities | $411,384,000 | 227 |
| U.S. Treasury securities | $11,826,000 | 181 |
| U.S. Government agency obligations | $399,558,000 | 220 |
| Securities issued by states & political subdivisions | $140,200,000 | 104 |
| Other domestic debt securities | $2,000,000 | 1,611 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000,000 | 1,055 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $6,463,000 | 402 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $483,990,000 | 143 |
| Mortgage-backed securities | $267,209,000 | 257 |
| Certificates of participation in pools of residential mortgages | $123,929,000 | 316 |
| Issued or guaranteed by U.S. | $123,929,000 | 309 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $143,280,000 | 219 |
| CMOs issued by government agencies or sponsored agencies | $143,280,000 | 156 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $560,047,000 | 205 |
| Total debt securities | $553,584,000 | 238 |
| Structured notes |
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $6,632,000 | 145 |
| Revaluation gains on off-balance sheet contracts | $6,632,000 | 50 |
| Revaluation losses on off-balance sheet contracts | $6,632,000 | 47 |
| 2007-09-30 | Rank |
| Total securities | $575,418,000 | 237 |
| U.S. Government securities | $425,720,000 | 223 |
| U.S. Treasury securities | $11,793,000 | 198 |
| U.S. Government agency obligations | $413,927,000 | 224 |
| Securities issued by states & political subdivisions | $141,151,000 | 106 |
| Other domestic debt securities | $2,257,000 | 1,509 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,257,000 | 982 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $6,290,000 | 390 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $505,419,000 | 138 |
| Mortgage-backed securities | $273,536,000 | 254 |
| Certificates of participation in pools of residential mortgages | $125,248,000 | 304 |
| Issued or guaranteed by U.S. | $125,248,000 | 299 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $148,288,000 | 210 |
| CMOs issued by government agencies or sponsored agencies | $148,288,000 | 143 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $575,418,000 | 195 |
| Total debt securities | $569,128,000 | 231 |
| Structured notes |
| Amortized cost | $4,000,000 | 727 |
| Fair value | $4,000,000 | 726 |
| Trading account assets | $3,932,000 | 164 |
| Revaluation gains on off-balance sheet contracts | $3,932,000 | 50 |
| Revaluation losses on off-balance sheet contracts | $3,932,000 | 49 |
| 2007-06-30 | Rank |
| Total securities | $584,610,000 | 238 |
| U.S. Government securities | $429,905,000 | 227 |
| U.S. Treasury securities | $11,728,000 | 220 |
| U.S. Government agency obligations | $418,177,000 | 223 |
| Securities issued by states & political subdivisions | $146,556,000 | 99 |
| Other domestic debt securities | $2,000,000 | 1,506 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000,000 | 998 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $6,149,000 | 392 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $538,503,000 | 141 |
| Mortgage-backed securities | $274,251,000 | 250 |
| Certificates of participation in pools of residential mortgages | $121,675,000 | 317 |
| Issued or guaranteed by U.S. | $121,675,000 | 310 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $152,576,000 | 206 |
| CMOs issued by government agencies or sponsored agencies | $152,576,000 | 142 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $584,610,000 | 200 |
| Total debt securities | $578,461,000 | 235 |
| Structured notes |
| Amortized cost | $4,000,000 | 772 |
| Fair value | $3,986,000 | 766 |
| Trading account assets | $2,746,000 | 178 |
| Revaluation gains on off-balance sheet contracts | $2,746,000 | 57 |
| Revaluation losses on off-balance sheet contracts | $2,746,000 | 57 |
| 2007-03-31 | Rank |
| Total securities | $479,993,000 | 284 |
| U.S. Government securities | $374,046,000 | 261 |
| U.S. Treasury securities | $400,000 | 1,242 |
| U.S. Government agency obligations | $373,646,000 | 252 |
| Securities issued by states & political subdivisions | $99,752,000 | 147 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $6,195,000 | 396 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $471,230,000 | 153 |
| Mortgage-backed securities | $286,288,000 | 249 |
| Certificates of participation in pools of residential mortgages | $124,001,000 | 320 |
| Issued or guaranteed by U.S. | $124,001,000 | 312 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $162,287,000 | 194 |
| CMOs issued by government agencies or sponsored agencies | $162,287,000 | 138 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $479,993,000 | 240 |
| Total debt securities | $473,798,000 | 275 |
| Structured notes |
| Amortized cost | $4,000,000 | 817 |
| Fair value | $3,981,000 | 824 |
| Trading account assets | $3,275,000 | 209 |
| Revaluation gains on off-balance sheet contracts | $3,275,000 | 58 |
| Revaluation losses on off-balance sheet contracts | $3,275,000 | 55 |
| 2006-12-31 | Rank |
| Total securities | $493,445,000 | 277 |
| U.S. Government securities | $385,841,000 | 252 |
| U.S. Treasury securities | $399,000 | 1,296 |
| U.S. Government agency obligations | $385,442,000 | 244 |
| Securities issued by states & political subdivisions | $101,495,000 | 137 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $6,109,000 | 412 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $485,663,000 | 153 |
| Mortgage-backed securities | $298,352,000 | 238 |
| Certificates of participation in pools of residential mortgages | $129,813,000 | 310 |
| Issued or guaranteed by U.S. | $129,813,000 | 302 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $168,539,000 | 191 |
| CMOs issued by government agencies or sponsored agencies | $168,539,000 | 137 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $493,445,000 | 233 |
| Total debt securities | $487,336,000 | 272 |
| Structured notes |
| Amortized cost | $4,000,000 | 878 |
| Fair value | $3,964,000 | 894 |
| Trading account assets | $2,948,000 | 105 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank |
| Total securities | $506,460,000 | 273 |
| U.S. Government securities | $398,863,000 | 255 |
| U.S. Treasury securities | $398,000 | 1,365 |
| U.S. Government agency obligations | $398,465,000 | 244 |
| Securities issued by states & political subdivisions | $101,548,000 | 138 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $6,049,000 | 401 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $498,413,000 | 152 |
| Mortgage-backed securities | $311,687,000 | 236 |
| Certificates of participation in pools of residential mortgages | $135,944,000 | 307 |
| Issued or guaranteed by U.S. | $135,944,000 | 298 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $175,743,000 | 182 |
| CMOs issued by government agencies or sponsored agencies | $175,743,000 | 136 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $506,460,000 | 233 |
| Total debt securities | $500,411,000 | 269 |
| Structured notes |
| Amortized cost | $4,000,000 | 944 |
| Fair value | $3,946,000 | 971 |
| 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 | $521,256,000 | 272 |
| U.S. Government securities | $406,195,000 | 258 |
| U.S. Treasury securities | $392,000 | 1,415 |
| U.S. Government agency obligations | $405,803,000 | 249 |
| Securities issued by states & political subdivisions | $109,223,000 | 127 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $5,838,000 | 407 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $509,230,000 | 152 |
| Mortgage-backed securities | $320,427,000 | 248 |
| Certificates of participation in pools of residential mortgages | $139,848,000 | 314 |
| Issued or guaranteed by U.S. | $139,848,000 | 308 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $180,579,000 | 183 |
| CMOs issued by government agencies or sponsored agencies | $180,579,000 | 132 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $521,256,000 | 227 |
| Total debt securities | $515,411,000 | 266 |
| Structured notes |
| Amortized cost | $4,000,000 | 1,004 |
| Fair value | $3,909,000 | 1,023 |
| 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 | $539,298,000 | 276 |
| U.S. Government securities | $422,107,000 | 263 |
| U.S. Treasury securities | $5,385,000 | 522 |
| U.S. Government agency obligations | $416,722,000 | 252 |
| Securities issued by states & political subdivisions | $111,343,000 | 120 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $5,848,000 | 412 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $518,785,000 | 147 |
| Mortgage-backed securities | $330,475,000 | 239 |
| Certificates of participation in pools of residential mortgages | $138,021,000 | 320 |
| Issued or guaranteed by U.S. | $138,021,000 | 313 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $192,454,000 | 173 |
| CMOs issued by government agencies or sponsored agencies | $192,454,000 | 128 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $539,298,000 | 232 |
| Total debt securities | $533,450,000 | 270 |
| Structured notes |
| Amortized cost | $4,000,000 | 1,015 |
| Fair value | $3,916,000 | 1,047 |
| 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 | $468,996,000 | 314 |
| U.S. Government securities | $428,526,000 | 262 |
| U.S. Treasury securities | $998,000 | 1,121 |
| U.S. Government agency obligations | $427,528,000 | 250 |
| Securities issued by states & political subdivisions | $34,572,000 | 514 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $5,898,000 | 435 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $460,326,000 | 165 |
| Mortgage-backed securities | $340,039,000 | 241 |
| Certificates of participation in pools of residential mortgages | $138,216,000 | 328 |
| Issued or guaranteed by U.S. | $138,216,000 | 323 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $201,823,000 | 171 |
| CMOs issued by government agencies or sponsored agencies | $201,823,000 | 128 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $468,996,000 | 265 |
| Total debt securities | $463,097,000 | 310 |
| Structured notes |
| Amortized cost | $4,000,000 | 1,011 |
| Fair value | $3,915,000 | 1,050 |
| 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 | $504,745,000 | 300 |
| U.S. Government securities | $458,312,000 | 247 |
| U.S. Treasury securities | $2,496,000 | 800 |
| U.S. Government agency obligations | $455,816,000 | 241 |
| Securities issued by states & political subdivisions | $40,550,000 | 424 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $5,883,000 | 430 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $494,958,000 | 151 |
| Mortgage-backed securities | $368,002,000 | 227 |
| Certificates of participation in pools of residential mortgages | $148,828,000 | 307 |
| Issued or guaranteed by U.S. | $148,828,000 | 302 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $219,174,000 | 165 |
| CMOs issued by government agencies or sponsored agencies | $219,174,000 | 121 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $504,745,000 | 254 |
| Total debt securities | $498,862,000 | 294 |
| Structured notes |
| Amortized cost | $4,000,000 | 986 |
| Fair value | $3,936,000 | 1,042 |
| 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 | $528,769,000 | 285 |
| U.S. Government securities | $481,654,000 | 235 |
| U.S. Treasury securities | $2,486,000 | 831 |
| U.S. Government agency obligations | $479,168,000 | 230 |
| Securities issued by states & political subdivisions | $41,178,000 | 412 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $5,937,000 | 442 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $511,475,000 | 147 |
| Mortgage-backed securities | $395,906,000 | 220 |
| Certificates of participation in pools of residential mortgages | $160,545,000 | 297 |
| Issued or guaranteed by U.S. | $160,545,000 | 288 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $235,361,000 | 162 |
| CMOs issued by government agencies or sponsored agencies | $235,361,000 | 116 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $528,769,000 | 242 |
| Total debt securities | $522,832,000 | 280 |
| Structured notes |
| Amortized cost | $4,000,000 | 985 |
| Fair value | $3,945,000 | 1,054 |
| 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 | $530,448,000 | 288 |
| U.S. Government securities | $483,668,000 | 244 |
| U.S. Treasury securities | $2,477,000 | 909 |
| U.S. Government agency obligations | $481,191,000 | 234 |
| Securities issued by states & political subdivisions | $41,018,000 | 412 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $5,762,000 | 462 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $521,123,000 | 145 |
| Mortgage-backed securities | $387,180,000 | 234 |
| Certificates of participation in pools of residential mortgages | $140,075,000 | 344 |
| Issued or guaranteed by U.S. | $140,075,000 | 339 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $247,105,000 | 155 |
| CMOs issued by government agencies or sponsored agencies | $247,105,000 | 113 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $530,448,000 | 243 |
| Total debt securities | $524,686,000 | 283 |
| Structured notes |
| Amortized cost | $9,000,000 | 471 |
| Fair value | $8,855,000 | 476 |
| 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 | $551,108,000 | 284 |
| U.S. Government securities | $507,125,000 | 235 |
| U.S. Treasury securities | $2,478,000 | 937 |
| U.S. Government agency obligations | $504,647,000 | 223 |
| Securities issued by states & political subdivisions | $38,194,000 | 456 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $5,789,000 | 489 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $541,552,000 | 145 |
| Mortgage-backed securities | $408,741,000 | 232 |
| Certificates of participation in pools of residential mortgages | $143,577,000 | 336 |
| Issued or guaranteed by U.S. | $143,577,000 | 332 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $265,164,000 | 147 |
| CMOs issued by government agencies or sponsored agencies | $265,164,000 | 108 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $551,108,000 | 241 |
| Total debt securities | $545,319,000 | 280 |
| Structured notes |
| Amortized cost | $9,000,000 | 467 |
| Fair value | $8,957,000 | 468 |
| 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 | $524,516,000 | 293 |
| U.S. Government securities | $480,064,000 | 243 |
| U.S. Treasury securities | $1,989,000 | 1,062 |
| U.S. Government agency obligations | $478,075,000 | 236 |
| Securities issued by states & political subdivisions | $38,433,000 | 450 |
| Other domestic debt securities | $264,000 | 3,091 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $264,000 | 2,649 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $5,755,000 | 516 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $517,358,000 | 156 |
| Mortgage-backed securities | $360,822,000 | 244 |
| Certificates of participation in pools of residential mortgages | $86,182,000 | 507 |
| Issued or guaranteed by U.S. | $86,182,000 | 504 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $274,640,000 | 139 |
| CMOs issued by government agencies or sponsored agencies | $274,640,000 | 102 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $524,516,000 | 256 |
| Total debt securities | $518,761,000 | 286 |
| Structured notes |
| Amortized cost | $9,000,000 | 477 |
| Fair value | $8,991,000 | 478 |
| 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 | $531,666,000 | 301 |
| U.S. Government securities | $490,382,000 | 249 |
| U.S. Treasury securities | $2,404,000 | 987 |
| U.S. Government agency obligations | $487,978,000 | 241 |
| Securities issued by states & political subdivisions | $35,382,000 | 479 |
| Other domestic debt securities | $300,000 | 3,144 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $300,000 | 2,729 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $5,602,000 | 553 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $524,679,000 | 148 |
| Mortgage-backed securities | $368,356,000 | 248 |
| Certificates of participation in pools of residential mortgages | $92,079,000 | 489 |
| Issued or guaranteed by U.S. | $92,079,000 | 486 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $276,277,000 | 138 |
| CMOs issued by government agencies or sponsored agencies | $276,277,000 | 98 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $531,666,000 | 258 |
| Total debt securities | $526,064,000 | 295 |
| Structured notes |
| Amortized cost | $13,977,000 | 289 |
| Fair value | $13,778,000 | 286 |
| 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 | $389,668,000 | 376 |
| U.S. Government securities | $347,034,000 | 320 |
| U.S. Treasury securities | $47,371,000 | 125 |
| U.S. Government agency obligations | $299,663,000 | 346 |
| Securities issued by states & political subdivisions | $36,584,000 | 463 |
| Other domestic debt securities | $350,000 | 3,188 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $350,000 | 2,760 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $5,700,000 | 587 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $380,791,000 | 181 |
| Mortgage-backed securities | $243,656,000 | 338 |
| Certificates of participation in pools of residential mortgages | $98,741,000 | 484 |
| Issued or guaranteed by U.S. | $98,741,000 | 479 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $144,915,000 | 235 |
| CMOs issued by government agencies or sponsored agencies | $144,915,000 | 186 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $389,668,000 | 326 |
| Total debt securities | $383,968,000 | 370 |
| Structured notes |
| Amortized cost | $8,974,000 | 415 |
| Fair value | $9,024,000 | 410 |
| 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 | $525,549,000 | 304 |
| U.S. Government securities | $426,848,000 | 290 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $426,848,000 | 277 |
| Securities issued by states & political subdivisions | $38,583,000 | 442 |
| Other domestic debt securities | $54,539,000 | 274 |
| Privately issued residential mortgage-backed securities | $54,139,000 | 124 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $400,000 | 2,869 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $5,579,000 | 585 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $518,349,000 | 140 |
| Mortgage-backed securities | $429,017,000 | 227 |
| Certificates of participation in pools of residential mortgages | $181,642,000 | 296 |
| Issued or guaranteed by U.S. | $181,642,000 | 291 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $247,375,000 | 153 |
| CMOs issued by government agencies or sponsored agencies | $193,236,000 | 160 |
| Privately issued | $54,139,000 | 107 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $525,549,000 | 268 |
| Total debt securities | $519,970,000 | 296 |
| Structured notes |
| Amortized cost | $16,429,000 | 165 |
| Fair value | $16,449,000 | 164 |
| 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 | $457,495,000 | 338 |
| U.S. Government securities | $371,688,000 | 319 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $371,688,000 | 303 |
| Securities issued by states & political subdivisions | $39,449,000 | 431 |
| Other domestic debt securities | $40,760,000 | 329 |
| Privately issued residential mortgage-backed securities | $40,360,000 | 135 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $400,000 | 2,974 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $5,598,000 | 631 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $444,409,000 | 153 |
| Mortgage-backed securities | $375,901,000 | 241 |
| Certificates of participation in pools of residential mortgages | $154,188,000 | 325 |
| Issued or guaranteed by U.S. | $154,188,000 | 318 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $221,713,000 | 168 |
| CMOs issued by government agencies or sponsored agencies | $181,353,000 | 171 |
| Privately issued | $40,360,000 | 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) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $457,495,000 | 295 |
| Total debt securities | $451,897,000 | 330 |
| Structured notes |
| Amortized cost | $11,455,000 | 212 |
| Fair value | $11,438,000 | 208 |
| 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 | $508,700,000 | 308 |
| U.S. Government securities | $377,226,000 | 316 |
| U.S. Treasury securities | $251,000 | 2,115 |
| U.S. Government agency obligations | $376,975,000 | 306 |
| Securities issued by states & political subdivisions | $41,994,000 | 383 |
| Other domestic debt securities | $83,854,000 | 210 |
| Privately issued residential mortgage-backed securities | $83,354,000 | 105 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 2,922 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $5,626,000 | 645 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $488,920,000 | 135 |
| Mortgage-backed securities | $438,794,000 | 223 |
| Certificates of participation in pools of residential mortgages | $147,984,000 | 340 |
| Issued or guaranteed by U.S. | $147,984,000 | 336 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $290,810,000 | 148 |
| CMOs issued by government agencies or sponsored agencies | $207,456,000 | 171 |
| Privately issued | $83,354,000 | 96 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $508,700,000 | 273 |
| Total debt securities | $503,074,000 | 303 |
| Structured notes |
| Amortized cost | $13,944,000 | 120 |
| Fair value | $14,025,000 | 119 |
| 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 | $555,213,000 | 289 |
| U.S. Government securities | $394,526,000 | 303 |
| U.S. Treasury securities | $232,000 | 2,185 |
| U.S. Government agency obligations | $394,294,000 | 294 |
| Securities issued by states & political subdivisions | $41,850,000 | 359 |
| Other domestic debt securities | $113,336,000 | 165 |
| Privately issued residential mortgage-backed securities | $110,305,000 | 89 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,031,000 | 1,570 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $5,501,000 | 647 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $555,070,000 | 123 |
| Mortgage-backed securities | $480,884,000 | 211 |
| Certificates of participation in pools of residential mortgages | $167,156,000 | 299 |
| Issued or guaranteed by U.S. | $167,156,000 | 294 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $313,728,000 | 141 |
| CMOs issued by government agencies or sponsored agencies | $203,423,000 | 175 |
| Privately issued | $110,305,000 | 82 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $555,213,000 | 256 |
| Total debt securities | $549,712,000 | 286 |
| Structured notes |
| Amortized cost | $9,943,000 | 131 |
| Fair value | $9,950,000 | 132 |
| 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 | $419,138,000 | 340 |
| U.S. Government securities | $296,730,000 | 365 |
| U.S. Treasury securities | $253,000 | 2,294 |
| U.S. Government agency obligations | $296,477,000 | 351 |
| Securities issued by states & political subdivisions | $41,673,000 | 347 |
| Other domestic debt securities | $78,293,000 | 222 |
| Privately issued residential mortgage-backed securities | $75,282,000 | 113 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,011,000 | 1,579 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $2,442,000 | 1,002 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $362,933,000 | 173 |
| Mortgage-backed securities | $347,249,000 | 244 |
| Certificates of participation in pools of residential mortgages | $146,497,000 | 315 |
| Issued or guaranteed by U.S. | $146,497,000 | 312 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $200,752,000 | 191 |
| CMOs issued by government agencies or sponsored agencies | $125,470,000 | 218 |
| Privately issued | $75,282,000 | 99 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $419,138,000 | 293 |
| Total debt securities | $416,696,000 | 327 |
| Structured notes |
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank |
| Total securities | $194,550,000 | 612 |
| U.S. Government securities | $120,682,000 | 706 |
| U.S. Treasury securities | $22,241,000 | 246 |
| U.S. Government agency obligations | $98,441,000 | 796 |
| Securities issued by states & political subdivisions | $39,116,000 | 362 |
| Other domestic debt securities | $32,479,000 | 437 |
| Privately issued residential mortgage-backed securities | $28,363,000 | 201 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $989,000 | 324 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,127,000 | 1,516 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $2,273,000 | 990 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $186,576,000 | 271 |
| Mortgage-backed securities | $96,828,000 | 583 |
| Certificates of participation in pools of residential mortgages | $32,855,000 | 887 |
| Issued or guaranteed by U.S. | $32,855,000 | 880 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $63,973,000 | 391 |
| CMOs issued by government agencies or sponsored agencies | $35,610,000 | 513 |
| Privately issued | $28,363,000 | 178 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $194,550,000 | 519 |
| Total debt securities | $192,277,000 | 596 |
| Structured notes |
| Amortized cost | $1,881,000 | 222 |
| Fair value | $1,893,000 | 223 |
| 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 | $156,247,000 | 717 |
| U.S. Government securities | $87,023,000 | 942 |
| U.S. Treasury securities | $1,030,000 | 2,534 |
| U.S. Government agency obligations | $85,993,000 | 889 |
| Securities issued by states & political subdivisions | $56,423,000 | 214 |
| Other domestic debt securities | $4,183,000 | 1,322 |
| Privately issued residential mortgage-backed securities | $2,648,000 | 502 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,535,000 | 1,835 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $8,618,000 | 564 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $133,158,000 | 343 |
| Mortgage-backed securities | $14,951,000 | 1,815 |
| Certificates of participation in pools of residential mortgages | $6,854,000 | 2,210 |
| Issued or guaranteed by U.S. | $6,854,000 | 2,198 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $8,097,000 | 1,152 |
| CMOs issued by government agencies or sponsored agencies | $5,449,000 | 1,315 |
| Privately issued | $2,648,000 | 446 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $156,247,000 | 562 |
| Total debt securities | $147,629,000 | 722 |
| Structured notes |
| Amortized cost | $4,463,000 | 89 |
| Fair value | $4,291,000 | 88 |
| 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 | $157,068,000 | 759 |
| U.S. Government securities | $88,436,000 | 974 |
| U.S. Treasury securities | $607,000 | 4,193 |
| U.S. Government agency obligations | $87,829,000 | 898 |
| Securities issued by states & political subdivisions | $53,735,000 | 233 |
| Other domestic debt securities | $3,872,000 | 1,369 |
| Privately issued residential mortgage-backed securities | $2,745,000 | 518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,127,000 | 1,891 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $11,025,000 | 464 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $130,787,000 | 383 |
| Mortgage-backed securities | $15,595,000 | 1,908 |
| Certificates of participation in pools of residential mortgages | $6,786,000 | 2,375 |
| Issued or guaranteed by U.S. | $6,786,000 | 2,362 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $8,809,000 | 1,189 |
| CMOs issued by government agencies or sponsored agencies | $6,064,000 | 1,330 |
| Privately issued | $2,745,000 | 453 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $157,068,000 | 583 |
| Total debt securities | $146,043,000 | 778 |
| Structured notes |
| Amortized cost | $4,844,000 | 122 |
| Fair value | $4,531,000 | 123 |
| 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 | $100,425,000 | 1,147 |
| U.S. Government securities | $56,020,000 | 1,559 |
| U.S. Treasury securities | $587,000 | 5,708 |
| U.S. Government agency obligations | $55,433,000 | 1,337 |
| Securities issued by states & political subdivisions | $38,239,000 | 335 |
| Other domestic debt securities | $1,456,000 | 1,941 |
| Privately issued residential mortgage-backed securities | $1,456,000 | 634 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $4,710,000 | 869 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $66,329,000 | 549 |
| Mortgage-backed securities | $15,572,000 | 2,021 |
| Certificates of participation in pools of residential mortgages | $4,243,000 | 3,247 |
| Issued or guaranteed by U.S. | $4,243,000 | 3,232 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $11,329,000 | 1,082 |
| CMOs issued by government agencies or sponsored agencies | $9,873,000 | 1,100 |
| Privately issued | $1,456,000 | 538 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $100,425,000 | 869 |
| Total debt securities | $95,715,000 | 1,167 |
| Structured notes |
| Amortized cost | $2,642,000 | 276 |
| Fair value | $2,647,000 | 272 |
| 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 | $69,164,000 | 1,658 |
| U.S. Government securities | $48,644,000 | 1,873 |
| U.S. Treasury securities | $544,000 | 7,027 |
| U.S. Government agency obligations | $48,100,000 | 1,490 |
| Securities issued by states & political subdivisions | $18,827,000 | 709 |
| Other domestic debt securities | $950,000 | 1,895 |
| Privately issued residential mortgage-backed securities | $950,000 | 624 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $743,000 | 2,845 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,035,000 | 3,410 |
| Mortgage-backed securities | $9,853,000 | 2,654 |
| Certificates of participation in pools of residential mortgages | $2,008,000 | 4,377 |
| Issued or guaranteed by U.S. | $2,008,000 | 4,363 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $7,845,000 | 1,315 |
| CMOs issued by government agencies or sponsored agencies | $6,895,000 | 1,373 |
| Privately issued | $950,000 | 480 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $69,164,000 | 1,155 |
| Total debt securities | $68,421,000 | 1,615 |
| Structured notes |
| Amortized cost | $95,000 | 2,916 |
| Fair value | $95,000 | 2,909 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank |
| Total securities | $36,521,000 | 3,317 |
| U.S. Government securities | $21,668,000 | 4,196 |
| U.S. Treasury securities | $507,000 | 7,961 |
| U.S. Government agency obligations | $21,161,000 | 3,212 |
| Securities issued by states & political subdivisions | $13,844,000 | 1,011 |
| Other domestic debt securities | $1,009,000 | 2,036 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,009,000 | 1,535 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,328,000 | 4,045 |
| Mortgage-backed securities | $4,617,000 | 4,409 |
| Certificates of participation in pools of residential mortgages | $1,674,000 | 5,023 |
| Issued or guaranteed by U.S. | $1,674,000 | 5,004 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $2,943,000 | 2,592 |
| CMOs issued by government agencies or sponsored agencies | $2,943,000 | 2,483 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $36,521,000 | 2,277 |
| Total debt securities | $36,521,000 | 3,215 |
| Structured notes |
| Amortized cost | $349,000 | 3,024 |
| Fair value | $351,000 | 3,002 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank |
| Total securities | $39,382,000 | 3,202 |
| U.S. Government securities | $28,981,000 | 3,444 |
| U.S. Treasury securities | $791,000 | 8,945 |
| U.S. Government agency obligations | $28,190,000 | 2,484 |
| Securities issued by states & political subdivisions | $10,401,000 | 1,418 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,891,000 | 2,558 |
| Mortgage-backed securities | $8,327,000 | 3,458 |
| Certificates of participation in pools of residential mortgages | $2,867,000 | 4,252 |
| Issued or guaranteed by U.S. | $2,867,000 | 4,227 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $5,460,000 | 2,063 |
| CMOs issued by government agencies or sponsored agencies | $5,460,000 | 1,958 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $39,382,000 | 2,174 |
| Total debt securities | $39,382,000 | 3,113 |
| Structured notes |
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank |
| Total securities | $19,194,000 | 6,055 |
| U.S. Government securities | $13,471,000 | 6,484 |
| U.S. Treasury securities | $708,000 | 10,127 |
| U.S. Government agency obligations | $12,763,000 | 4,524 |
| Securities issued by states & political subdivisions | $5,698,000 | 2,636 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $25,000 | 469 |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,626,000 | 3,024 |
| Mortgage-backed securities | $10,201,000 | 3,199 |
| Certificates of participation in pools of residential mortgages | $3,052,000 | 4,344 |
| Issued or guaranteed by U.S. | $3,052,000 | 4,319 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $7,149,000 | 1,821 |
| CMOs issued by government agencies or sponsored agencies | $7,149,000 | 1,738 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 11,523 |
| Available-for-sale securities (fair market value) | $19,194,000 | 2,927 |
| Total debt securities | $19,194,000 | 5,964 |
| 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 | NA | NA |
| 1993-12-31 | Rank |
| Total securities | $27,301,000 | 4,852 |
| U.S. Government securities | $18,808,000 | 5,373 |
| U.S. Treasury securities | $755,000 | 10,438 |
| U.S. Government agency obligations | $18,053,000 | 3,596 |
| Securities issued by states & political subdivisions | $7,907,000 | 1,959 |
| Other domestic debt securities | $586,000 | 4,024 |
| Privately issued residential mortgage-backed securities | $561,000 | 1,615 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,000 | 4,923 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,132,000 | 3,275 |
| Mortgage-backed securities | $14,136,000 | 2,899 |
| Certificates of participation in pools of residential mortgages | $4,791,000 | 3,879 |
| Issued or guaranteed by U.S. | $4,791,000 | 3,843 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $9,345,000 | 1,778 |
| CMOs issued by government agencies or sponsored agencies | $8,784,000 | 1,759 |
| Privately issued | $561,000 | 1,286 |
| 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 | $27,301,000 | 4,735 |
| 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 | $17,343,000 | 6,709 |
| U.S. Government securities | $10,257,000 | 7,937 |
| U.S. Treasury securities | $6,088,000 | 5,083 |
| U.S. Government agency obligations | $4,169,000 | 8,578 |
| Securities issued by states & political subdivisions | $7,031,000 | 1,995 |
| Other domestic debt securities | $25,000 | 7,219 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,000 | 5,598 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $30,000 | 7,071 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,441,000 | 2,383 |
| Mortgage-backed securities | $1,973,000 | 7,683 |
| Certificates of participation in pools of residential mortgages | $268,000 | 9,244 |
| Issued or guaranteed by U.S. | $268,000 | 9,172 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,705,000 | 4,290 |
| CMOs issued by government agencies or sponsored agencies | $1,705,000 | 3,962 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $17,313,000 | 6,601 |
| 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 |
