Home > El Dorado Savings Bank, F.S.B. > Securities
El Dorado Savings Bank, F.S.B., Securities
| 2023-12-31 | Rank | |
| Total securities | $1,450,220,000 | 194 |
| U.S. Government securities | $1,444,186,000 | 141 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $1,444,186,000 | 126 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $5,169,000 | 1,330 |
| Privately issued residential mortgage-backed securities | $294,000 | 566 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $17,000 | 552 |
| Structured financial products - Total | $4,858,000 | 356 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,544,000 | 3,490 |
| Mortgage-backed securities | $999,491,000 | 150 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $999,157,000 | 83 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $40,000 | 2,636 |
| Privately issued | $294,000 | 419 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $1,448,985,000 | 69 |
| Available-for-sale securities (fair market value) | $370,000 | 4,179 |
| Total debt securities | $1,449,355,000 | 191 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $1,534,354,000 | 182 |
| U.S. Government securities | $1,528,304,000 | 135 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $1,528,304,000 | 121 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $5,224,000 | 1,314 |
| Privately issued residential mortgage-backed securities | $299,000 | 548 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $18,000 | 533 |
| Structured financial products - Total | $4,907,000 | 349 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,558,000 | 1,831 |
| Mortgage-backed securities | $1,023,614,000 | 147 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,023,273,000 | 85 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $42,000 | 2,632 |
| Privately issued | $299,000 | 415 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $1,533,149,000 | 69 |
| Available-for-sale securities (fair market value) | $379,000 | 4,194 |
| Total debt securities | $1,533,528,000 | 179 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $1,591,602,000 | 182 |
| U.S. Government securities | $1,585,535,000 | 134 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $1,585,535,000 | 123 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $5,214,000 | 1,325 |
| Privately issued residential mortgage-backed securities | $308,000 | 552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $19,000 | 530 |
| Structured financial products - Total | $4,887,000 | 334 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,657,000 | 1,946 |
| Mortgage-backed securities | $1,050,857,000 | 142 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,050,504,000 | 83 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $45,000 | 2,632 |
| Privately issued | $308,000 | 410 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $1,590,356,000 | 66 |
| Available-for-sale securities (fair market value) | $393,000 | 4,218 |
| Total debt securities | $1,590,749,000 | 179 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $1,689,513,000 | 183 |
| U.S. Government securities | $1,683,456,000 | 135 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $1,683,456,000 | 115 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $5,191,000 | 1,373 |
| Privately issued residential mortgage-backed securities | $306,000 | 580 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $18,000 | 538 |
| Structured financial products - Total | $4,867,000 | 334 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,629,000 | 1,863 |
| Mortgage-backed securities | $1,088,778,000 | 146 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,088,423,000 | 86 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $49,000 | 2,663 |
| Privately issued | $306,000 | 425 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $1,688,250,000 | 64 |
| Available-for-sale securities (fair market value) | $397,000 | 4,277 |
| Total debt securities | $1,688,647,000 | 180 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $1,742,162,000 | 183 |
| U.S. Government securities | $1,736,128,000 | 140 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $1,736,128,000 | 120 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $5,181,000 | 1,390 |
| Privately issued residential mortgage-backed securities | $315,000 | 593 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $20,000 | 542 |
| Structured financial products - Total | $4,846,000 | 355 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,623,000 | 1,725 |
| Mortgage-backed securities | $1,091,462,000 | 150 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,091,097,000 | 92 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $50,000 | 2,685 |
| Privately issued | $315,000 | 424 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $1,740,898,000 | 67 |
| Available-for-sale securities (fair market value) | $411,000 | 4,308 |
| Total debt securities | $1,741,309,000 | 180 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $1,794,620,000 | 181 |
| U.S. Government securities | $1,793,408,000 | 142 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $1,793,408,000 | 123 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $361,000 | 2,271 |
| Privately issued residential mortgage-backed securities | $339,000 | 580 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $22,000 | 529 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,706,000 | 1,627 |
| Mortgage-backed securities | $1,113,768,000 | 152 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,113,377,000 | 93 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $52,000 | 2,703 |
| Privately issued | $339,000 | 428 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $1,793,329,000 | 68 |
| Available-for-sale securities (fair market value) | $440,000 | 4,346 |
| Total debt securities | $1,793,769,000 | 177 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $1,762,436,000 | 188 |
| U.S. Government securities | $1,761,177,000 | 145 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $1,761,177,000 | 127 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $371,000 | 2,132 |
| Privately issued residential mortgage-backed securities | $349,000 | 589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $22,000 | 528 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,091,000 | 1,562 |
| Mortgage-backed securities | $1,131,540,000 | 156 |
| Certificates of participation in pools of residential mortgages | $1,131,135,000 | 96 |
| Issued or guaranteed by U.S. | $1,131,135,000 | 96 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $405,000 | 2,557 |
| CMOs issued by government agencies or sponsored agencies | $56,000 | 2,728 |
| Privately issued | $349,000 | 429 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $1,761,090,000 | 67 |
| Available-for-sale securities (fair market value) | $458,000 | 4,375 |
| Total debt securities | $1,761,548,000 | 186 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $1,757,293,000 | 189 |
| U.S. Government securities | $1,755,978,000 | 149 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $1,755,978,000 | 132 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $396,000 | 2,116 |
| Privately issued residential mortgage-backed securities | $371,000 | 566 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $25,000 | 535 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,586,000 | 1,475 |
| Mortgage-backed securities | $1,131,364,000 | 158 |
| Certificates of participation in pools of residential mortgages | $1,130,932,000 | 100 |
| Issued or guaranteed by U.S. | $1,130,932,000 | 99 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $432,000 | 2,539 |
| CMOs issued by government agencies or sponsored agencies | $61,000 | 2,717 |
| Privately issued | $371,000 | 406 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $1,755,883,000 | 61 |
| Available-for-sale securities (fair market value) | $491,000 | 4,378 |
| Total debt securities | $1,756,374,000 | 187 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $1,618,675,000 | 199 |
| U.S. Government securities | $1,617,299,000 | 152 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $1,617,299,000 | 138 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $412,000 | 2,080 |
| Privately issued residential mortgage-backed securities | $385,000 | 532 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $27,000 | 540 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,431,000 | 1,743 |
| Mortgage-backed securities | $1,089,445,000 | 162 |
| Certificates of participation in pools of residential mortgages | $1,088,994,000 | 103 |
| Issued or guaranteed by U.S. | $1,088,994,000 | 103 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $451,000 | 2,516 |
| CMOs issued by government agencies or sponsored agencies | $66,000 | 2,714 |
| Privately issued | $385,000 | 364 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $1,617,193,000 | 50 |
| Available-for-sale securities (fair market value) | $518,000 | 4,412 |
| Total debt securities | $1,617,711,000 | 197 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $1,432,099,000 | 206 |
| U.S. Government securities | $1,430,700,000 | 160 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $1,430,700,000 | 146 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $426,000 | 2,028 |
| Privately issued residential mortgage-backed securities | $397,000 | 505 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $29,000 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,136,000 | 2,082 |
| Mortgage-backed securities | $1,007,850,000 | 165 |
| Certificates of participation in pools of residential mortgages | $1,007,381,000 | 104 |
| Issued or guaranteed by U.S. | $1,007,381,000 | 103 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $469,000 | 2,546 |
| CMOs issued by government agencies or sponsored agencies | $72,000 | 2,740 |
| Privately issued | $397,000 | 347 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $1,430,582,000 | 52 |
| Available-for-sale securities (fair market value) | $544,000 | 4,456 |
| Total debt securities | $1,431,126,000 | 203 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $1,378,471,000 | 200 |
| U.S. Government securities | $1,377,036,000 | 159 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $1,377,036,000 | 147 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $457,000 | 2,012 |
| Privately issued residential mortgage-backed securities | $425,000 | 508 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $32,000 | 558 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,098,000 | 1,953 |
| Mortgage-backed securities | $924,215,000 | 170 |
| Certificates of participation in pools of residential mortgages | $923,713,000 | 104 |
| Issued or guaranteed by U.S. | $923,713,000 | 103 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $502,000 | 2,503 |
| CMOs issued by government agencies or sponsored agencies | $77,000 | 2,734 |
| Privately issued | $425,000 | 334 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $1,376,907,000 | 47 |
| Available-for-sale securities (fair market value) | $586,000 | 4,478 |
| Total debt securities | $1,377,493,000 | 197 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $1,387,831,000 | 188 |
| U.S. Government securities | $1,386,383,000 | 147 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $1,386,383,000 | 138 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $473,000 | 1,985 |
| Privately issued residential mortgage-backed securities | $440,000 | 509 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $33,000 | 560 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,394,000 | 1,967 |
| Mortgage-backed securities | $853,580,000 | 174 |
| Certificates of participation in pools of residential mortgages | $853,059,000 | 102 |
| Issued or guaranteed by U.S. | $853,059,000 | 101 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $521,000 | 2,468 |
| CMOs issued by government agencies or sponsored agencies | $81,000 | 2,711 |
| Privately issued | $440,000 | 327 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $1,386,245,000 | 43 |
| Available-for-sale securities (fair market value) | $611,000 | 4,490 |
| Total debt securities | $1,386,856,000 | 184 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $1,428,093,000 | 169 |
| U.S. Government securities | $1,426,624,000 | 145 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $1,426,624,000 | 134 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $476,000 | 1,917 |
| Privately issued residential mortgage-backed securities | $442,000 | 486 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $34,000 | 530 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,470,000 | 1,842 |
| Mortgage-backed securities | $798,824,000 | 170 |
| Certificates of participation in pools of residential mortgages | $798,296,000 | 96 |
| Issued or guaranteed by U.S. | $798,296,000 | 95 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $528,000 | 2,490 |
| CMOs issued by government agencies or sponsored agencies | $86,000 | 2,712 |
| Privately issued | $442,000 | 316 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $1,426,478,000 | 41 |
| Available-for-sale securities (fair market value) | $622,000 | 4,505 |
| Total debt securities | $1,427,100,000 | 166 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $1,402,488,000 | 163 |
| U.S. Government securities | $1,401,002,000 | 136 |
| U.S. Treasury securities | $9,992,000 | 421 |
| U.S. Government agency obligations | $1,391,010,000 | 129 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $491,000 | 1,893 |
| Privately issued residential mortgage-backed securities | $456,000 | 484 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $35,000 | 513 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,592,000 | 1,706 |
| Mortgage-backed securities | $893,215,000 | 162 |
| Certificates of participation in pools of residential mortgages | $892,669,000 | 88 |
| Issued or guaranteed by U.S. | $892,669,000 | 88 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $546,000 | 2,514 |
| CMOs issued by government agencies or sponsored agencies | $90,000 | 2,720 |
| Privately issued | $456,000 | 305 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $1,400,849,000 | 41 |
| Available-for-sale securities (fair market value) | $644,000 | 4,520 |
| Total debt securities | $1,401,493,000 | 162 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $1,281,920,000 | 171 |
| U.S. Government securities | $1,280,429,000 | 142 |
| U.S. Treasury securities | $9,977,000 | 444 |
| U.S. Government agency obligations | $1,270,452,000 | 129 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $496,000 | 1,830 |
| Privately issued residential mortgage-backed securities | $461,000 | 462 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $35,000 | 467 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $995,000 | 20 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,566,000 | 1,644 |
| Mortgage-backed securities | $992,662,000 | 145 |
| Certificates of participation in pools of residential mortgages | $992,107,000 | 80 |
| Issued or guaranteed by U.S. | $992,107,000 | 80 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $555,000 | 2,521 |
| CMOs issued by government agencies or sponsored agencies | $94,000 | 2,727 |
| Privately issued | $461,000 | 285 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $1,280,269,000 | 43 |
| Available-for-sale securities (fair market value) | $1,651,000 | 4,455 |
| Total debt securities | $1,280,925,000 | 169 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $1,170,957,000 | 178 |
| U.S. Government securities | $1,169,525,000 | 151 |
| U.S. Treasury securities | $9,963,000 | 444 |
| U.S. Government agency obligations | $1,159,562,000 | 142 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $445,000 | 1,784 |
| Privately issued residential mortgage-backed securities | $415,000 | 490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $30,000 | 448 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $987,000 | 80 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,275,000 | 1,731 |
| Mortgage-backed securities | $1,041,715,000 | 141 |
| Certificates of participation in pools of residential mortgages | $1,041,203,000 | 80 |
| Issued or guaranteed by U.S. | $1,041,203,000 | 80 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $512,000 | 2,561 |
| CMOs issued by government agencies or sponsored agencies | $97,000 | 2,721 |
| Privately issued | $415,000 | 299 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $1,169,360,000 | 45 |
| Available-for-sale securities (fair market value) | $1,597,000 | 4,501 |
| Total debt securities | $1,169,970,000 | 177 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $1,235,207,000 | 172 |
| U.S. Government securities | $1,233,671,000 | 146 |
| U.S. Treasury securities | $9,948,000 | 469 |
| U.S. Government agency obligations | $1,223,723,000 | 135 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $564,000 | 1,640 |
| Privately issued residential mortgage-backed securities | $526,000 | 438 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $38,000 | 424 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $972,000 | 97 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,566,000 | 1,672 |
| Mortgage-backed securities | $1,014,469,000 | 142 |
| Certificates of participation in pools of residential mortgages | $1,013,844,000 | 79 |
| Issued or guaranteed by U.S. | $1,013,844,000 | 79 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $625,000 | 2,513 |
| CMOs issued by government agencies or sponsored agencies | $99,000 | 2,736 |
| Privately issued | $526,000 | 276 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $1,233,499,000 | 51 |
| Available-for-sale securities (fair market value) | $1,708,000 | 4,562 |
| Total debt securities | $1,234,235,000 | 170 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 135 |
| Fair value | $5,000,000 | 135 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $1,193,813,000 | 175 |
| U.S. Government securities | $1,192,219,000 | 148 |
| U.S. Treasury securities | $9,934,000 | 473 |
| U.S. Government agency obligations | $1,182,285,000 | 141 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $618,000 | 1,664 |
| Privately issued residential mortgage-backed securities | $579,000 | 457 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $39,000 | 418 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $976,000 | 135 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,927,000 | 1,614 |
| Mortgage-backed securities | $922,001,000 | 150 |
| Certificates of participation in pools of residential mortgages | $921,318,000 | 82 |
| Issued or guaranteed by U.S. | $921,318,000 | 82 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $683,000 | 2,510 |
| CMOs issued by government agencies or sponsored agencies | $104,000 | 2,752 |
| Privately issued | $579,000 | 263 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $1,192,016,000 | 55 |
| Available-for-sale securities (fair market value) | $1,797,000 | 4,635 |
| Total debt securities | $1,192,837,000 | 174 |
| Structured notes | ||
| Amortized cost | $25,000,000 | 44 |
| Fair value | $24,996,000 | 44 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $1,177,388,000 | 182 |
| U.S. Government securities | $1,175,784,000 | 149 |
| U.S. Treasury securities | $9,919,000 | 482 |
| U.S. Government agency obligations | $1,165,865,000 | 142 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $635,000 | 1,653 |
| Privately issued residential mortgage-backed securities | $593,000 | 418 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $42,000 | 406 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $969,000 | 154 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,355,000 | 1,605 |
| Mortgage-backed securities | $870,594,000 | 157 |
| Certificates of participation in pools of residential mortgages | $869,892,000 | 85 |
| Issued or guaranteed by U.S. | $869,892,000 | 84 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $702,000 | 2,499 |
| CMOs issued by government agencies or sponsored agencies | $109,000 | 2,750 |
| Privately issued | $593,000 | 269 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $1,175,573,000 | 54 |
| Available-for-sale securities (fair market value) | $1,815,000 | 4,670 |
| Total debt securities | $1,176,419,000 | 178 |
| Structured notes | ||
| Amortized cost | $35,000,000 | 43 |
| Fair value | $34,940,000 | 44 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $1,164,110,000 | 178 |
| U.S. Government securities | $1,162,525,000 | 147 |
| U.S. Treasury securities | $9,905,000 | 479 |
| U.S. Government agency obligations | $1,152,620,000 | 140 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $630,000 | 1,660 |
| Privately issued residential mortgage-backed securities | $586,000 | 420 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $44,000 | 397 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $955,000 | 164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,866,000 | 1,565 |
| Mortgage-backed securities | $827,344,000 | 156 |
| Certificates of participation in pools of residential mortgages | $826,646,000 | 90 |
| Issued or guaranteed by U.S. | $826,646,000 | 90 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $698,000 | 2,513 |
| CMOs issued by government agencies or sponsored agencies | $112,000 | 2,759 |
| Privately issued | $586,000 | 274 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $1,162,306,000 | 56 |
| Available-for-sale securities (fair market value) | $1,804,000 | 4,719 |
| Total debt securities | $1,163,155,000 | 177 |
| Structured notes | ||
| Amortized cost | $35,000,000 | 48 |
| Fair value | $34,863,000 | 48 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $1,175,739,000 | 178 |
| U.S. Government securities | $1,174,123,000 | 148 |
| U.S. Treasury securities | $9,891,000 | 468 |
| U.S. Government agency obligations | $1,164,232,000 | 139 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $673,000 | 1,641 |
| Privately issued residential mortgage-backed securities | $627,000 | 389 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $46,000 | 400 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $943,000 | 263 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,694,000 | 1,687 |
| Mortgage-backed securities | $803,996,000 | 155 |
| Certificates of participation in pools of residential mortgages | $803,253,000 | 90 |
| Issued or guaranteed by U.S. | $803,253,000 | 90 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $743,000 | 2,503 |
| CMOs issued by government agencies or sponsored agencies | $116,000 | 2,770 |
| Privately issued | $627,000 | 273 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $1,173,895,000 | 56 |
| Available-for-sale securities (fair market value) | $1,844,000 | 4,762 |
| Total debt securities | $1,174,796,000 | 175 |
| Structured notes | ||
| Amortized cost | $40,000,000 | 37 |
| Fair value | $39,713,000 | 36 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $1,234,773,000 | 171 |
| U.S. Government securities | $1,233,133,000 | 138 |
| U.S. Treasury securities | $9,877,000 | 444 |
| U.S. Government agency obligations | $1,223,256,000 | 129 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $704,000 | 1,596 |
| Privately issued residential mortgage-backed securities | $655,000 | 333 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $49,000 | 391 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $936,000 | 290 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,959,000 | 1,632 |
| Mortgage-backed securities | $838,048,000 | 152 |
| Certificates of participation in pools of residential mortgages | $837,272,000 | 88 |
| Issued or guaranteed by U.S. | $837,272,000 | 88 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $776,000 | 2,492 |
| CMOs issued by government agencies or sponsored agencies | $121,000 | 2,777 |
| Privately issued | $655,000 | 269 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $1,232,896,000 | 56 |
| Available-for-sale securities (fair market value) | $1,877,000 | 4,821 |
| Total debt securities | $1,233,837,000 | 168 |
| Structured notes | ||
| Amortized cost | $40,000,000 | 37 |
| Fair value | $39,385,000 | 35 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $1,288,511,000 | 165 |
| U.S. Government securities | $1,286,837,000 | 136 |
| U.S. Treasury securities | $9,863,000 | 437 |
| U.S. Government agency obligations | $1,276,974,000 | 123 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $733,000 | 1,766 |
| Privately issued residential mortgage-backed securities | $682,000 | 551 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $51,000 | 390 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $941,000 | 296 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,391,000 | 1,612 |
| Mortgage-backed securities | $876,793,000 | 148 |
| Certificates of participation in pools of residential mortgages | $875,984,000 | 88 |
| Issued or guaranteed by U.S. | $875,984,000 | 87 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $809,000 | 2,508 |
| CMOs issued by government agencies or sponsored agencies | $127,000 | 2,789 |
| Privately issued | $682,000 | 278 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $1,286,589,000 | 56 |
| Available-for-sale securities (fair market value) | $1,922,000 | 4,878 |
| Total debt securities | $1,287,570,000 | 163 |
| Structured notes | ||
| Amortized cost | $40,000,000 | 36 |
| Fair value | $39,436,000 | 36 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $1,317,605,000 | 160 |
| U.S. Government securities | $1,315,908,000 | 124 |
| U.S. Treasury securities | $9,849,000 | 436 |
| U.S. Government agency obligations | $1,306,059,000 | 116 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $748,000 | 1,595 |
| Privately issued residential mortgage-backed securities | $696,000 | 308 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $52,000 | 381 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $949,000 | 314 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,835,000 | 2,291 |
| Mortgage-backed securities | $875,893,000 | 145 |
| Certificates of participation in pools of residential mortgages | $875,064,000 | 89 |
| Issued or guaranteed by U.S. | $875,064,000 | 88 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $829,000 | 2,498 |
| CMOs issued by government agencies or sponsored agencies | $133,000 | 2,781 |
| Privately issued | $696,000 | 286 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $1,315,650,000 | 55 |
| Available-for-sale securities (fair market value) | $1,955,000 | 4,933 |
| Total debt securities | $1,316,656,000 | 158 |
| Structured notes | ||
| Amortized cost | $40,000,000 | 34 |
| Fair value | $39,514,000 | 34 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $1,301,216,000 | 158 |
| U.S. Government securities | $1,299,479,000 | 120 |
| U.S. Treasury securities | $9,836,000 | 411 |
| U.S. Government agency obligations | $1,289,643,000 | 112 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $773,000 | 1,589 |
| Privately issued residential mortgage-backed securities | $723,000 | 309 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $50,000 | 358 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $964,000 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,774,000 | 2,246 |
| Mortgage-backed securities | $841,485,000 | 144 |
| Certificates of participation in pools of residential mortgages | $840,623,000 | 91 |
| Issued or guaranteed by U.S. | $840,623,000 | 90 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $862,000 | 2,473 |
| CMOs issued by government agencies or sponsored agencies | $139,000 | 2,777 |
| Privately issued | $723,000 | 289 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $1,299,210,000 | 54 |
| Available-for-sale securities (fair market value) | $2,006,000 | 4,987 |
| Total debt securities | $1,300,252,000 | 155 |
| Structured notes | ||
| Amortized cost | $40,000,000 | 32 |
| Fair value | $39,290,000 | 34 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $1,312,143,000 | 156 |
| U.S. Government securities | $1,310,393,000 | 119 |
| U.S. Treasury securities | $9,888,000 | 396 |
| U.S. Government agency obligations | $1,300,505,000 | 112 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $779,000 | 1,603 |
| Privately issued residential mortgage-backed securities | $727,000 | 316 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $52,000 | 353 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $971,000 | 525 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,855,000 | 2,183 |
| Mortgage-backed securities | $817,334,000 | 149 |
| Certificates of participation in pools of residential mortgages | $816,461,000 | 95 |
| Issued or guaranteed by U.S. | $816,461,000 | 94 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $873,000 | 2,477 |
| CMOs issued by government agencies or sponsored agencies | $146,000 | 2,797 |
| Privately issued | $727,000 | 297 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $1,310,045,000 | 56 |
| Available-for-sale securities (fair market value) | $2,098,000 | 5,025 |
| Total debt securities | $1,311,172,000 | 154 |
| Structured notes | ||
| Amortized cost | $35,000,000 | 40 |
| Fair value | $34,436,000 | 40 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $1,321,532,000 | 154 |
| U.S. Government securities | $1,319,738,000 | 118 |
| U.S. Treasury securities | $9,876,000 | 407 |
| U.S. Government agency obligations | $1,309,862,000 | 112 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $824,000 | 1,609 |
| Privately issued residential mortgage-backed securities | $772,000 | 325 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $52,000 | 341 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $970,000 | 536 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,078,000 | 2,153 |
| Mortgage-backed securities | $796,728,000 | 153 |
| Certificates of participation in pools of residential mortgages | $795,802,000 | 95 |
| Issued or guaranteed by U.S. | $795,802,000 | 94 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $926,000 | 2,481 |
| CMOs issued by government agencies or sponsored agencies | $154,000 | 2,815 |
| Privately issued | $772,000 | 304 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $1,319,370,000 | 54 |
| Available-for-sale securities (fair market value) | $2,162,000 | 5,068 |
| Total debt securities | $1,320,562,000 | 151 |
| Structured notes | ||
| Amortized cost | $35,000,000 | 42 |
| Fair value | $34,428,000 | 41 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $1,322,244,000 | 155 |
| U.S. Government securities | $1,320,429,000 | 120 |
| U.S. Treasury securities | $9,862,000 | 428 |
| U.S. Government agency obligations | $1,310,567,000 | 113 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $851,000 | 1,654 |
| Privately issued residential mortgage-backed securities | $800,000 | 346 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $51,000 | 347 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $964,000 | 526 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,346,000 | 2,071 |
| Mortgage-backed securities | $812,455,000 | 149 |
| Certificates of participation in pools of residential mortgages | $811,492,000 | 92 |
| Issued or guaranteed by U.S. | $811,492,000 | 91 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $963,000 | 2,499 |
| CMOs issued by government agencies or sponsored agencies | $163,000 | 2,849 |
| Privately issued | $800,000 | 326 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $1,320,043,000 | 55 |
| Available-for-sale securities (fair market value) | $2,201,000 | 5,118 |
| Total debt securities | $1,321,280,000 | 152 |
| Structured notes | ||
| Amortized cost | $35,000,000 | 41 |
| Fair value | $34,296,000 | 41 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $1,334,688,000 | 148 |
| U.S. Government securities | $1,332,845,000 | 116 |
| U.S. Treasury securities | $9,850,000 | 421 |
| U.S. Government agency obligations | $1,322,995,000 | 108 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $879,000 | 1,655 |
| Privately issued residential mortgage-backed securities | $826,000 | 354 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $53,000 | 346 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $964,000 | 529 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,507,000 | 2,270 |
| Mortgage-backed securities | $829,903,000 | 142 |
| Certificates of participation in pools of residential mortgages | $828,907,000 | 87 |
| Issued or guaranteed by U.S. | $828,907,000 | 86 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $996,000 | 2,496 |
| CMOs issued by government agencies or sponsored agencies | $170,000 | 2,851 |
| Privately issued | $826,000 | 332 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $1,332,446,000 | 55 |
| Available-for-sale securities (fair market value) | $2,242,000 | 5,141 |
| Total debt securities | $1,333,724,000 | 146 |
| Structured notes | ||
| Amortized cost | $35,000,000 | 40 |
| Fair value | $34,241,000 | 41 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $1,307,358,000 | 147 |
| U.S. Government securities | $1,305,446,000 | 117 |
| U.S. Treasury securities | $9,838,000 | 371 |
| U.S. Government agency obligations | $1,295,608,000 | 112 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $917,000 | 1,638 |
| Privately issued residential mortgage-backed securities | $860,000 | 353 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $57,000 | 344 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $995,000 | 539 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,735,000 | 2,193 |
| Mortgage-backed securities | $855,878,000 | 139 |
| Certificates of participation in pools of residential mortgages | $854,838,000 | 84 |
| Issued or guaranteed by U.S. | $854,838,000 | 83 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,040,000 | 2,496 |
| CMOs issued by government agencies or sponsored agencies | $180,000 | 2,873 |
| Privately issued | $860,000 | 334 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $1,305,024,000 | 54 |
| Available-for-sale securities (fair market value) | $2,334,000 | 5,183 |
| Total debt securities | $1,306,363,000 | 145 |
| Structured notes | ||
| Amortized cost | $40,000,000 | 32 |
| Fair value | $39,981,000 | 33 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $1,241,917,000 | 153 |
| U.S. Government securities | $1,239,944,000 | 117 |
| U.S. Treasury securities | $9,825,000 | 372 |
| U.S. Government agency obligations | $1,230,119,000 | 112 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $973,000 | 1,644 |
| Privately issued residential mortgage-backed securities | $915,000 | 360 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $58,000 | 350 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $1,000,000 | 545 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,308,000 | 2,118 |
| Mortgage-backed securities | $870,438,000 | 137 |
| Certificates of participation in pools of residential mortgages | $869,334,000 | 81 |
| Issued or guaranteed by U.S. | $869,334,000 | 80 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,104,000 | 2,499 |
| CMOs issued by government agencies or sponsored agencies | $189,000 | 2,887 |
| Privately issued | $915,000 | 337 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $1,239,501,000 | 57 |
| Available-for-sale securities (fair market value) | $2,416,000 | 5,245 |
| Total debt securities | $1,240,917,000 | 152 |
| Structured notes | ||
| Amortized cost | $35,000,000 | 43 |
| Fair value | $34,963,000 | 44 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $1,204,868,000 | 159 |
| U.S. Government securities | $1,202,871,000 | 124 |
| U.S. Treasury securities | $9,813,000 | 376 |
| U.S. Government agency obligations | $1,193,058,000 | 116 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $1,003,000 | 1,616 |
| Privately issued residential mortgage-backed securities | $942,000 | 357 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $61,000 | 352 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $994,000 | 543 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,913,000 | 2,026 |
| Mortgage-backed securities | $891,679,000 | 134 |
| Certificates of participation in pools of residential mortgages | $890,544,000 | 79 |
| Issued or guaranteed by U.S. | $890,544,000 | 78 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,135,000 | 2,504 |
| CMOs issued by government agencies or sponsored agencies | $193,000 | 2,917 |
| Privately issued | $942,000 | 338 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $1,202,414,000 | 59 |
| Available-for-sale securities (fair market value) | $2,454,000 | 5,302 |
| Total debt securities | $1,203,874,000 | 157 |
| Structured notes | ||
| Amortized cost | $15,000,000 | 119 |
| Fair value | $15,007,000 | 119 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $1,213,403,000 | 154 |
| U.S. Government securities | $1,211,381,000 | 120 |
| U.S. Treasury securities | $9,800,000 | 411 |
| U.S. Government agency obligations | $1,201,581,000 | 113 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $1,042,000 | 1,577 |
| Privately issued residential mortgage-backed securities | $979,000 | 352 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $63,000 | 360 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $980,000 | 557 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,086,000 | 2,154 |
| Mortgage-backed securities | $910,152,000 | 129 |
| Certificates of participation in pools of residential mortgages | $908,974,000 | 79 |
| Issued or guaranteed by U.S. | $908,974,000 | 78 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,178,000 | 2,517 |
| CMOs issued by government agencies or sponsored agencies | $199,000 | 2,947 |
| Privately issued | $979,000 | 334 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $1,200,827,000 | 59 |
| Available-for-sale securities (fair market value) | $12,576,000 | 4,304 |
| Total debt securities | $1,212,423,000 | 153 |
| Structured notes | ||
| Amortized cost | $20,000,000 | 109 |
| Fair value | $20,018,000 | 109 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $1,169,362,000 | 153 |
| U.S. Government securities | $1,167,283,000 | 121 |
| U.S. Treasury securities | $9,789,000 | 378 |
| U.S. Government agency obligations | $1,157,494,000 | 113 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $1,088,000 | 1,555 |
| Privately issued residential mortgage-backed securities | $1,026,000 | 349 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $62,000 | 372 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $991,000 | 562 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,473,000 | 2,081 |
| Mortgage-backed securities | $896,381,000 | 126 |
| Certificates of participation in pools of residential mortgages | $895,149,000 | 77 |
| Issued or guaranteed by U.S. | $895,149,000 | 76 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,232,000 | 2,517 |
| CMOs issued by government agencies or sponsored agencies | $206,000 | 2,991 |
| Privately issued | $1,026,000 | 331 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $1,156,793,000 | 59 |
| Available-for-sale securities (fair market value) | $12,569,000 | 4,367 |
| Total debt securities | $1,168,371,000 | 152 |
| Structured notes | ||
| Amortized cost | $44,800,000 | 48 |
| Fair value | $44,821,000 | 48 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $1,091,804,000 | 161 |
| U.S. Government securities | $1,089,671,000 | 127 |
| U.S. Treasury securities | $9,776,000 | 375 |
| U.S. Government agency obligations | $1,079,895,000 | 124 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $1,151,000 | 1,544 |
| Privately issued residential mortgage-backed securities | $1,087,000 | 356 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $64,000 | 373 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $982,000 | 573 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,792,000 | 2,447 |
| Mortgage-backed securities | $843,637,000 | 131 |
| Certificates of participation in pools of residential mortgages | $842,336,000 | 78 |
| Issued or guaranteed by U.S. | $842,336,000 | 77 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,301,000 | 2,564 |
| CMOs issued by government agencies or sponsored agencies | $214,000 | 3,028 |
| Privately issued | $1,087,000 | 337 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $1,089,161,000 | 60 |
| Available-for-sale securities (fair market value) | $2,643,000 | 5,469 |
| Total debt securities | $1,090,822,000 | 160 |
| Structured notes | ||
| Amortized cost | $30,000,000 | 99 |
| Fair value | $29,842,000 | 99 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $1,053,437,000 | 165 |
| U.S. Government securities | $1,051,243,000 | 127 |
| U.S. Treasury securities | $9,764,000 | 380 |
| U.S. Government agency obligations | $1,041,479,000 | 125 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $1,199,000 | 1,570 |
| Privately issued residential mortgage-backed securities | $1,133,000 | 378 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $66,000 | 382 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $995,000 | 579 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,070,000 | 2,373 |
| Mortgage-backed securities | $839,511,000 | 131 |
| Certificates of participation in pools of residential mortgages | $838,151,000 | 76 |
| Issued or guaranteed by U.S. | $838,151,000 | 75 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,360,000 | 2,579 |
| CMOs issued by government agencies or sponsored agencies | $227,000 | 3,050 |
| Privately issued | $1,133,000 | 357 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $1,050,709,000 | 59 |
| Available-for-sale securities (fair market value) | $2,728,000 | 5,513 |
| Total debt securities | $1,052,442,000 | 165 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 578 |
| Fair value | $5,000,000 | 588 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $1,016,829,000 | 169 |
| U.S. Government securities | $1,014,604,000 | 128 |
| U.S. Treasury securities | $9,752,000 | 388 |
| U.S. Government agency obligations | $1,004,852,000 | 123 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $1,240,000 | 1,576 |
| Privately issued residential mortgage-backed securities | $1,173,000 | 378 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $67,000 | 382 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $985,000 | 581 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,320,000 | 2,536 |
| Mortgage-backed securities | $852,918,000 | 130 |
| Certificates of participation in pools of residential mortgages | $851,509,000 | 77 |
| Issued or guaranteed by U.S. | $851,509,000 | 76 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,409,000 | 2,609 |
| CMOs issued by government agencies or sponsored agencies | $236,000 | 3,096 |
| Privately issued | $1,173,000 | 356 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $1,014,049,000 | 59 |
| Available-for-sale securities (fair market value) | $2,780,000 | 5,605 |
| Total debt securities | $1,015,844,000 | 168 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $1,013,253,000 | 171 |
| U.S. Government securities | $1,011,015,000 | 125 |
| U.S. Treasury securities | $9,740,000 | 390 |
| U.S. Government agency obligations | $1,001,275,000 | 122 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $1,261,000 | 1,621 |
| Privately issued residential mortgage-backed securities | $1,114,000 | 400 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $147,000 | 378 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $977,000 | 588 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,531,000 | 2,442 |
| Mortgage-backed securities | $849,276,000 | 127 |
| Certificates of participation in pools of residential mortgages | $847,912,000 | 76 |
| Issued or guaranteed by U.S. | $847,912,000 | 75 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,364,000 | 2,671 |
| CMOs issued by government agencies or sponsored agencies | $250,000 | 3,134 |
| Privately issued | $1,114,000 | 381 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $1,010,432,000 | 58 |
| Available-for-sale securities (fair market value) | $2,821,000 | 5,680 |
| Total debt securities | $1,012,276,000 | 169 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $1,011,046,000 | 171 |
| U.S. Government securities | $1,008,753,000 | 127 |
| U.S. Treasury securities | $9,729,000 | 359 |
| U.S. Government agency obligations | $999,024,000 | 124 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $1,313,000 | 1,642 |
| Privately issued residential mortgage-backed securities | $1,163,000 | 406 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $150,000 | 395 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $980,000 | 606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,364,000 | 2,025 |
| Mortgage-backed securities | $847,067,000 | 131 |
| Certificates of participation in pools of residential mortgages | $845,641,000 | 77 |
| Issued or guaranteed by U.S. | $845,641,000 | 76 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,426,000 | 2,689 |
| CMOs issued by government agencies or sponsored agencies | $263,000 | 3,159 |
| Privately issued | $1,163,000 | 390 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $1,008,140,000 | 58 |
| Available-for-sale securities (fair market value) | $2,906,000 | 5,738 |
| Total debt securities | $1,010,066,000 | 169 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $1,021,863,000 | 173 |
| U.S. Government securities | $1,019,539,000 | 127 |
| U.S. Treasury securities | $9,717,000 | 345 |
| U.S. Government agency obligations | $1,009,822,000 | 125 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $1,357,000 | 1,677 |
| Privately issued residential mortgage-backed securities | $1,208,000 | 417 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $149,000 | 411 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $967,000 | 611 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,269,000 | 1,929 |
| Mortgage-backed securities | $847,897,000 | 131 |
| Certificates of participation in pools of residential mortgages | $846,412,000 | 79 |
| Issued or guaranteed by U.S. | $846,412,000 | 78 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,485,000 | 2,677 |
| CMOs issued by government agencies or sponsored agencies | $277,000 | 3,169 |
| Privately issued | $1,208,000 | 400 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $1,008,888,000 | 57 |
| Available-for-sale securities (fair market value) | $12,975,000 | 4,729 |
| Total debt securities | $1,020,896,000 | 171 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $1,014,524,000 | 171 |
| U.S. Government securities | $1,012,203,000 | 129 |
| U.S. Treasury securities | $9,706,000 | 313 |
| U.S. Government agency obligations | $1,002,497,000 | 126 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $1,359,000 | 1,726 |
| Privately issued residential mortgage-backed securities | $1,206,000 | 449 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $153,000 | 409 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $962,000 | 620 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,189,000 | 1,813 |
| Mortgage-backed securities | $835,534,000 | 130 |
| Certificates of participation in pools of residential mortgages | $834,034,000 | 79 |
| Issued or guaranteed by U.S. | $834,034,000 | 78 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,500,000 | 2,660 |
| CMOs issued by government agencies or sponsored agencies | $294,000 | 3,156 |
| Privately issued | $1,206,000 | 428 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $996,490,000 | 54 |
| Available-for-sale securities (fair market value) | $18,034,000 | 4,260 |
| Total debt securities | $1,013,562,000 | 169 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $973,236,000 | 174 |
| U.S. Government securities | $970,839,000 | 131 |
| U.S. Treasury securities | $9,694,000 | 302 |
| U.S. Government agency obligations | $961,145,000 | 129 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $1,421,000 | 1,755 |
| Privately issued residential mortgage-backed securities | $1,269,000 | 471 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $152,000 | 418 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $976,000 | 632 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,342,000 | 1,704 |
| Mortgage-backed securities | $794,203,000 | 130 |
| Certificates of participation in pools of residential mortgages | $792,612,000 | 79 |
| Issued or guaranteed by U.S. | $792,612,000 | 78 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,591,000 | 2,646 |
| CMOs issued by government agencies or sponsored agencies | $322,000 | 3,171 |
| Privately issued | $1,269,000 | 449 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $955,041,000 | 51 |
| Available-for-sale securities (fair market value) | $18,195,000 | 4,299 |
| Total debt securities | $972,260,000 | 173 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $912,409,000 | 175 |
| U.S. Government securities | $909,937,000 | 138 |
| U.S. Treasury securities | $9,682,000 | 296 |
| U.S. Government agency obligations | $900,255,000 | 137 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $1,491,000 | 1,762 |
| Privately issued residential mortgage-backed securities | $1,332,000 | 479 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $159,000 | 429 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $981,000 | 622 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,393,000 | 1,642 |
| Mortgage-backed securities | $728,340,000 | 141 |
| Certificates of participation in pools of residential mortgages | $726,652,000 | 85 |
| Issued or guaranteed by U.S. | $726,652,000 | 84 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,688,000 | 2,660 |
| CMOs issued by government agencies or sponsored agencies | $356,000 | 3,167 |
| Privately issued | $1,332,000 | 458 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $889,049,000 | 46 |
| Available-for-sale securities (fair market value) | $23,360,000 | 3,867 |
| Total debt securities | $911,428,000 | 174 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $902,917,000 | 180 |
| U.S. Government securities | $900,360,000 | 141 |
| U.S. Treasury securities | $9,672,000 | 310 |
| U.S. Government agency obligations | $890,688,000 | 140 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $1,543,000 | 1,748 |
| Privately issued residential mortgage-backed securities | $1,378,000 | 497 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $165,000 | 421 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $1,014,000 | 618 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,046,000 | 1,508 |
| Mortgage-backed securities | $649,036,000 | 153 |
| Certificates of participation in pools of residential mortgages | $647,239,000 | 92 |
| Issued or guaranteed by U.S. | $647,239,000 | 91 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,797,000 | 2,684 |
| CMOs issued by government agencies or sponsored agencies | $419,000 | 3,154 |
| Privately issued | $1,378,000 | 479 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $799,325,000 | 45 |
| Available-for-sale securities (fair market value) | $103,592,000 | 1,327 |
| Total debt securities | $901,903,000 | 178 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $889,906,000 | 177 |
| U.S. Government securities | $887,397,000 | 140 |
| U.S. Treasury securities | $9,728,000 | 311 |
| U.S. Government agency obligations | $877,669,000 | 139 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $1,488,000 | 1,745 |
| Privately issued residential mortgage-backed securities | $1,332,000 | 519 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $156,000 | 402 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $1,021,000 | 604 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,278,000 | 1,399 |
| Mortgage-backed securities | $544,930,000 | 177 |
| Certificates of participation in pools of residential mortgages | $543,126,000 | 104 |
| Issued or guaranteed by U.S. | $543,126,000 | 103 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,804,000 | 2,729 |
| CMOs issued by government agencies or sponsored agencies | $472,000 | 3,164 |
| Privately issued | $1,332,000 | 503 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $641,976,000 | 50 |
| Available-for-sale securities (fair market value) | $247,930,000 | 552 |
| Total debt securities | $888,885,000 | 177 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $864,089,000 | 185 |
| U.S. Government securities | $861,550,000 | 144 |
| U.S. Treasury securities | $9,718,000 | 273 |
| U.S. Government agency obligations | $851,832,000 | 143 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $1,506,000 | 1,786 |
| Privately issued residential mortgage-backed securities | $1,354,000 | 554 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $152,000 | 394 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $1,033,000 | 593 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,955,000 | 1,265 |
| Mortgage-backed securities | $543,897,000 | 178 |
| Certificates of participation in pools of residential mortgages | $542,026,000 | 111 |
| Issued or guaranteed by U.S. | $542,026,000 | 110 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,871,000 | 2,788 |
| CMOs issued by government agencies or sponsored agencies | $517,000 | 3,203 |
| Privately issued | $1,354,000 | 535 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $571,039,000 | 55 |
| Available-for-sale securities (fair market value) | $293,050,000 | 472 |
| Total debt securities | $863,058,000 | 184 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $856,700,000 | 184 |
| U.S. Government securities | $854,214,000 | 143 |
| U.S. Treasury securities | $9,707,000 | 279 |
| U.S. Government agency obligations | $844,507,000 | 140 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $1,461,000 | 1,817 |
| Privately issued residential mortgage-backed securities | $1,332,000 | 602 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $129,000 | 352 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $1,025,000 | 591 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,892,000 | 1,169 |
| Mortgage-backed securities | $575,148,000 | 170 |
| Certificates of participation in pools of residential mortgages | $573,143,000 | 107 |
| Issued or guaranteed by U.S. | $573,143,000 | 105 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,005,000 | 2,763 |
| CMOs issued by government agencies or sponsored agencies | $673,000 | 3,148 |
| Privately issued | $1,332,000 | 583 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $582,157,000 | 53 |
| Available-for-sale securities (fair market value) | $274,543,000 | 509 |
| Total debt securities | $855,677,000 | 184 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $839,185,000 | 192 |
| U.S. Government securities | $836,636,000 | 149 |
| U.S. Treasury securities | $9,695,000 | 295 |
| U.S. Government agency obligations | $826,941,000 | 148 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $1,537,000 | 1,768 |
| Privately issued residential mortgage-backed securities | $1,397,000 | 630 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $140,000 | 301 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $1,012,000 | 580 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,921,000 | 1,097 |
| Mortgage-backed securities | $517,522,000 | 191 |
| Certificates of participation in pools of residential mortgages | $515,187,000 | 116 |
| Issued or guaranteed by U.S. | $515,187,000 | 115 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,335,000 | 2,706 |
| CMOs issued by government agencies or sponsored agencies | $938,000 | 3,053 |
| Privately issued | $1,397,000 | 609 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $524,138,000 | 57 |
| Available-for-sale securities (fair market value) | $315,047,000 | 450 |
| Total debt securities | $838,173,000 | 191 |
| Structured notes | ||
| Amortized cost | $15,000,000 | 385 |
| Fair value | $14,998,000 | 388 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $1,065,277,000 | 160 |
| U.S. Government securities | $1,060,875,000 | 129 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,060,875,000 | 125 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $3,388,000 | 1,263 |
| Privately issued residential mortgage-backed securities | $3,388,000 | 490 |
| 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 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,014,000 | 567 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $485,067,000 | 188 |
| Certificates of participation in pools of residential mortgages | $481,679,000 | 119 |
| Issued or guaranteed by U.S. | $481,679,000 | 118 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $3,388,000 | 2,413 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $3,388,000 | 470 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $489,198,000 | 62 |
| Available-for-sale securities (fair market value) | $576,079,000 | 237 |
| Total debt securities | $1,064,263,000 | 159 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $849,326,000 | 186 |
| U.S. Government securities | $840,665,000 | 147 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $840,665,000 | 144 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $7,642,000 | 834 |
| Privately issued residential mortgage-backed securities | $3,620,000 | 501 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,022,000 | 765 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,019,000 | 581 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $504,640,000 | 183 |
| Certificates of participation in pools of residential mortgages | $501,020,000 | 112 |
| Issued or guaranteed by U.S. | $501,020,000 | 111 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $3,620,000 | 2,329 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $3,620,000 | 474 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $508,741,000 | 56 |
| Available-for-sale securities (fair market value) | $340,585,000 | 371 |
| Total debt securities | $848,307,000 | 185 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $802,009,000 | 195 |
| U.S. Government securities | $792,896,000 | 152 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $792,896,000 | 147 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $8,116,000 | 787 |
| Privately issued residential mortgage-backed securities | $4,065,000 | 494 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,051,000 | 697 |
| Foreign debt securities | NA | NA |
| Equity securities | $997,000 | 587 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $443,011,000 | 210 |
| Certificates of participation in pools of residential mortgages | $438,946,000 | 123 |
| Issued or guaranteed by U.S. | $438,946,000 | 122 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $4,065,000 | 2,205 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $4,065,000 | 472 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $436,757,000 | 63 |
| Available-for-sale securities (fair market value) | $365,252,000 | 354 |
| Total debt securities | $801,012,000 | 197 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $1,072,245,000 | 156 |
| U.S. Government securities | $1,062,828,000 | 125 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,062,828,000 | 122 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $8,437,000 | 785 |
| Privately issued residential mortgage-backed securities | $4,358,000 | 509 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,079,000 | 705 |
| Foreign debt securities | NA | NA |
| Equity securities | $980,000 | 598 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $415,179,000 | 216 |
| Certificates of participation in pools of residential mortgages | $410,821,000 | 125 |
| Issued or guaranteed by U.S. | $410,821,000 | 124 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $4,358,000 | 2,104 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $4,358,000 | 491 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $406,023,000 | 63 |
| Available-for-sale securities (fair market value) | $666,222,000 | 199 |
| Total debt securities | $1,071,265,000 | 155 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $1,074,421,000 | 151 |
| U.S. Government securities | $1,064,665,000 | 122 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,064,665,000 | 119 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $8,772,000 | 824 |
| Privately issued residential mortgage-backed securities | $4,668,000 | 528 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,104,000 | 694 |
| Foreign debt securities | NA | NA |
| Equity securities | $984,000 | 601 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $377,736,000 | 220 |
| Certificates of participation in pools of residential mortgages | $373,068,000 | 131 |
| Issued or guaranteed by U.S. | $373,068,000 | 129 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $4,668,000 | 2,031 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $4,668,000 | 505 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $366,563,000 | 67 |
| Available-for-sale securities (fair market value) | $707,858,000 | 183 |
| Total debt securities | $1,073,437,000 | 150 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $994,815,000 | 153 |
| U.S. Government securities | $984,842,000 | 122 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $984,842,000 | 118 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $8,967,000 | 840 |
| Privately issued residential mortgage-backed securities | $4,838,000 | 570 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,129,000 | 691 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,006,000 | 636 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $422,650,000 | 188 |
| Certificates of participation in pools of residential mortgages | $417,812,000 | 114 |
| Issued or guaranteed by U.S. | $417,812,000 | 113 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $4,838,000 | 2,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $4,838,000 | 546 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $417,812,000 | 58 |
| Available-for-sale securities (fair market value) | $577,003,000 | 207 |
| Total debt securities | $993,809,000 | 151 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $1,076,778,000 | 143 |
| U.S. Government securities | $1,066,483,000 | 110 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,066,483,000 | 107 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $9,296,000 | 825 |
| Privately issued residential mortgage-backed securities | $5,151,000 | 590 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,145,000 | 658 |
| Foreign debt securities | NA | NA |
| Equity securities | $999,000 | 672 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $459,741,000 | 177 |
| Certificates of participation in pools of residential mortgages | $454,590,000 | 108 |
| Issued or guaranteed by U.S. | $454,590,000 | 107 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $5,151,000 | 1,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $5,151,000 | 566 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $454,590,000 | 53 |
| Available-for-sale securities (fair market value) | $622,188,000 | 192 |
| Total debt securities | $1,075,779,000 | 144 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $1,010,063,000 | 150 |
| U.S. Government securities | $999,410,000 | 118 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $999,410,000 | 112 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $9,667,000 | 836 |
| Privately issued residential mortgage-backed securities | $5,528,000 | 594 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,139,000 | 674 |
| Foreign debt securities | NA | NA |
| Equity securities | $986,000 | 668 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $495,616,000 | 164 |
| Certificates of participation in pools of residential mortgages | $490,088,000 | 101 |
| Issued or guaranteed by U.S. | $490,088,000 | 99 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $5,528,000 | 1,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $5,528,000 | 573 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $490,087,000 | 52 |
| Available-for-sale securities (fair market value) | $519,976,000 | 224 |
| Total debt securities | $1,009,077,000 | 151 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $1,036,830,000 | 155 |
| U.S. Government securities | $1,025,848,000 | 111 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,025,848,000 | 105 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $10,009,000 | 841 |
| Privately issued residential mortgage-backed securities | $5,849,000 | 609 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,160,000 | 698 |
| Foreign debt securities | NA | NA |
| Equity securities | $973,000 | 686 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $539,155,000 | 159 |
| Certificates of participation in pools of residential mortgages | $533,306,000 | 101 |
| Issued or guaranteed by U.S. | $533,306,000 | 100 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $5,849,000 | 1,743 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $5,849,000 | 586 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $533,306,000 | 51 |
| Available-for-sale securities (fair market value) | $503,524,000 | 220 |
| Total debt securities | $1,035,857,000 | 153 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $1,019,056,000 | 154 |
| U.S. Government securities | $1,007,855,000 | 116 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,007,855,000 | 112 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $10,214,000 | 883 |
| Privately issued residential mortgage-backed securities | $6,056,000 | 642 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,158,000 | 731 |
| Foreign debt securities | NA | NA |
| Equity securities | $987,000 | 730 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $576,526,000 | 155 |
| Certificates of participation in pools of residential mortgages | $570,470,000 | 103 |
| Issued or guaranteed by U.S. | $570,470,000 | 101 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $6,056,000 | 1,708 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $6,056,000 | 617 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $570,470,000 | 53 |
| Available-for-sale securities (fair market value) | $448,586,000 | 259 |
| Total debt securities | $1,018,069,000 | 152 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $1,017,958,000 | 156 |
| U.S. Government securities | $1,004,905,000 | 118 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,004,905,000 | 115 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $12,080,000 | 807 |
| Privately issued residential mortgage-backed securities | $7,941,000 | 584 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,139,000 | 753 |
| Foreign debt securities | NA | NA |
| Equity securities | $973,000 | 783 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $625,160,000 | 148 |
| Certificates of participation in pools of residential mortgages | $617,219,000 | 104 |
| Issued or guaranteed by U.S. | $617,219,000 | 102 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $7,941,000 | 1,527 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $7,941,000 | 560 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $617,220,000 | 44 |
| Available-for-sale securities (fair market value) | $400,738,000 | 288 |
| Total debt securities | $1,016,985,000 | 155 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $1,022,691,000 | 154 |
| U.S. Government securities | $1,009,347,000 | 115 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,009,347,000 | 111 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $12,369,000 | 760 |
| Privately issued residential mortgage-backed securities | $8,233,000 | 578 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,136,000 | 744 |
| Foreign debt securities | NA | NA |
| Equity securities | $975,000 | 782 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $674,769,000 | 144 |
| Certificates of participation in pools of residential mortgages | $666,536,000 | 101 |
| Issued or guaranteed by U.S. | $666,536,000 | 99 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $8,233,000 | 1,497 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $8,233,000 | 551 |
| 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) | $666,535,000 | 41 |
| Available-for-sale securities (fair market value) | $356,156,000 | 326 |
| Total debt securities | $1,021,716,000 | 154 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $1,045,579,000 | 148 |
| U.S. Government securities | $1,031,480,000 | 110 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,031,480,000 | 107 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $13,134,000 | 706 |
| Privately issued residential mortgage-backed securities | $9,013,000 | 529 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,121,000 | 738 |
| Foreign debt securities | NA | NA |
| Equity securities | $965,000 | 752 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $716,145,000 | 131 |
| Certificates of participation in pools of residential mortgages | $707,132,000 | 93 |
| Issued or guaranteed by U.S. | $707,132,000 | 91 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $9,013,000 | 1,385 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $9,013,000 | 501 |
| 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) | $707,132,000 | 37 |
| Available-for-sale securities (fair market value) | $338,447,000 | 328 |
| Total debt securities | $1,044,614,000 | 146 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $1,093,570,000 | 135 |
| U.S. Government securities | $1,082,062,000 | 100 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,082,062,000 | 98 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $10,955,000 | 788 |
| Privately issued residential mortgage-backed securities | $10,955,000 | 485 |
| 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 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $953,000 | 771 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $400,000 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $741,245,000 | 124 |
| Certificates of participation in pools of residential mortgages | $730,290,000 | 85 |
| Issued or guaranteed by U.S. | $730,290,000 | 82 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $10,955,000 | 1,209 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $10,955,000 | 461 |
| 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) | $729,889,000 | 34 |
| Available-for-sale securities (fair market value) | $363,681,000 | 297 |
| Total debt securities | $1,093,017,000 | 132 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $1,052,388,000 | 148 |
| U.S. Government securities | $1,040,094,000 | 109 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,040,094,000 | 107 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $11,442,000 | 806 |
| Privately issued residential mortgage-backed securities | $11,442,000 | 477 |
| 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 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $952,000 | 1,060 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $100,000 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $763,917,000 | 125 |
| Certificates of participation in pools of residential mortgages | $752,475,000 | 81 |
| Issued or guaranteed by U.S. | $752,475,000 | 79 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $11,442,000 | 1,159 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $11,442,000 | 452 |
| 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) | $752,475,000 | 38 |
| Available-for-sale securities (fair market value) | $299,913,000 | 359 |
| Total debt securities | $1,051,536,000 | 143 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $870,608,000 | 177 |
| U.S. Government securities | $847,830,000 | 130 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $847,830,000 | 127 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $8,587,000 | 918 |
| Privately issued residential mortgage-backed securities | $8,587,000 | 529 |
| 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 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $14,191,000 | 234 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $769,614,000 | 128 |
| Certificates of participation in pools of residential mortgages | $761,027,000 | 82 |
| Issued or guaranteed by U.S. | $761,027,000 | 80 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $8,587,000 | 1,330 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $8,587,000 | 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) | $572,016,000 | 37 |
| Available-for-sale securities (fair market value) | $298,592,000 | 371 |
| Total debt securities | $856,417,000 | 172 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $794,583,000 | 186 |
| U.S. Government securities | $760,914,000 | 146 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $760,914,000 | 142 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| 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 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $33,669,000 | 111 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $707,861,000 | 132 |
| Certificates of participation in pools of residential mortgages | $707,861,000 | 81 |
| Issued or guaranteed by U.S. | $707,861,000 | 78 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| 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) | $502,861,000 | 43 |
| Available-for-sale securities (fair market value) | $291,722,000 | 370 |
| Total debt securities | $760,914,000 | 186 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $874,834,000 | 178 |
| U.S. Government securities | $841,085,000 | 138 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $841,085,000 | 134 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $13,000 | 2,921 |
| Privately issued residential mortgage-backed securities | $13,000 | 1,377 |
| 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 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $33,736,000 | 105 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $657,561,000 | 134 |
| Certificates of participation in pools of residential mortgages | $657,548,000 | 86 |
| Issued or guaranteed by U.S. | $657,548,000 | 81 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $13,000 | 3,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $13,000 | 1,293 |
| 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) | $557,561,000 | 44 |
| Available-for-sale securities (fair market value) | $317,273,000 | 347 |
| Total debt securities | $841,098,000 | 178 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $859,227,000 | 182 |
| U.S. Government securities | $825,533,000 | 144 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $825,533,000 | 141 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $39,000 | 2,836 |
| Privately issued residential mortgage-backed securities | $39,000 | 1,295 |
| 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 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $33,655,000 | 94 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $627,147,000 | 144 |
| Certificates of participation in pools of residential mortgages | $627,108,000 | 91 |
| Issued or guaranteed by U.S. | $627,108,000 | 88 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $39,000 | 3,449 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $39,000 | 1,211 |
| 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) | $532,147,000 | 46 |
| Available-for-sale securities (fair market value) | $327,080,000 | 333 |
| Total debt securities | $825,572,000 | 186 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $847,873,000 | 185 |
| U.S. Government securities | $813,887,000 | 147 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $813,887,000 | 143 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $68,000 | 2,830 |
| Privately issued residential mortgage-backed securities | $68,000 | 1,236 |
| 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 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $33,918,000 | 95 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $614,049,000 | 146 |
| Certificates of participation in pools of residential mortgages | $613,981,000 | 95 |
| Issued or guaranteed by U.S. | $613,981,000 | 91 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $68,000 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $68,000 | 1,145 |
| 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) | $501,048,000 | 50 |
| Available-for-sale securities (fair market value) | $346,825,000 | 323 |
| Total debt securities | $813,955,000 | 188 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $855,378,000 | 189 |
| U.S. Government securities | $821,407,000 | 159 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $821,407,000 | 151 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $103,000 | 2,802 |
| Privately issued residential mortgage-backed securities | $103,000 | 1,195 |
| 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 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $33,868,000 | 99 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $586,113,000 | 156 |
| Certificates of participation in pools of residential mortgages | $586,010,000 | 99 |
| Issued or guaranteed by U.S. | $586,010,000 | 97 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $103,000 | 3,304 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $103,000 | 1,115 |
| 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) | $513,112,000 | 46 |
| Available-for-sale securities (fair market value) | $342,266,000 | 322 |
| Total debt securities | $821,510,000 | 189 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $885,049,000 | 192 |
| U.S. Government securities | $850,982,000 | 157 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $850,982,000 | 150 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $139,000 | 2,815 |
| Privately issued residential mortgage-backed securities | $139,000 | 1,163 |
| 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 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $33,928,000 | 100 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $574,159,000 | 156 |
| Certificates of participation in pools of residential mortgages | $574,020,000 | 103 |
| Issued or guaranteed by U.S. | $574,020,000 | 100 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $139,000 | 3,218 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $139,000 | 1,073 |
| 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) | $521,158,000 | 47 |
| Available-for-sale securities (fair market value) | $363,891,000 | 309 |
| Total debt securities | $851,121,000 | 191 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $882,076,000 | 195 |
| U.S. Government securities | $848,226,000 | 162 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $848,226,000 | 155 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $178,000 | 2,839 |
| Privately issued residential mortgage-backed securities | $178,000 | 1,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $33,672,000 | 96 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $561,844,000 | 164 |
| Certificates of participation in pools of residential mortgages | $561,666,000 | 106 |
| Issued or guaranteed by U.S. | $561,666,000 | 102 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $178,000 | 3,176 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $178,000 | 1,049 |
| 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) | $532,844,000 | 50 |
| Available-for-sale securities (fair market value) | $349,232,000 | 330 |
| Total debt securities | $848,404,000 | 198 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $888,442,000 | 199 |
| U.S. Government securities | $853,500,000 | 168 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $853,500,000 | 158 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $226,000 | 2,836 |
| Privately issued residential mortgage-backed securities | $226,000 | 1,087 |
| 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 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $34,716,000 | 91 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $545,007,000 | 171 |
| Certificates of participation in pools of residential mortgages | $544,781,000 | 112 |
| Issued or guaranteed by U.S. | $544,781,000 | 108 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $226,000 | 3,119 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $226,000 | 1,011 |
| 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) | $488,024,000 | 54 |
| Available-for-sale securities (fair market value) | $400,418,000 | 296 |
| Total debt securities | $853,726,000 | 199 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $862,696,000 | 207 |
| U.S. Government securities | $827,518,000 | 172 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $827,518,000 | 162 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $274,000 | 2,827 |
| Privately issued residential mortgage-backed securities | $274,000 | 1,029 |
| 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 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $34,904,000 | 95 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $542,904,000 | 174 |
| Certificates of participation in pools of residential mortgages | $542,630,000 | 122 |
| Issued or guaranteed by U.S. | $542,630,000 | 118 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $274,000 | 3,070 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $274,000 | 954 |
| 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) | $489,926,000 | 56 |
| Available-for-sale securities (fair market value) | $372,770,000 | 324 |
| Total debt securities | $827,792,000 | 210 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $835,901,000 | 206 |
| U.S. Government securities | $801,530,000 | 176 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $801,530,000 | 168 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $330,000 | 2,817 |
| Privately issued residential mortgage-backed securities | $330,000 | 1,000 |
| 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 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $34,041,000 | 98 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $564,878,000 | 177 |
| Certificates of participation in pools of residential mortgages | $564,548,000 | 121 |
| Issued or guaranteed by U.S. | $564,548,000 | 117 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $330,000 | 3,040 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $330,000 | 927 |
| 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) | $476,905,000 | 59 |
| Available-for-sale securities (fair market value) | $358,996,000 | 333 |
| Total debt securities | $801,860,000 | 205 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $787,631,000 | 212 |
| U.S. Government securities | $752,951,000 | 183 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $752,951,000 | 176 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $390,000 | 2,828 |
| Privately issued residential mortgage-backed securities | $390,000 | 954 |
| 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 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $34,290,000 | 96 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $573,902,000 | 180 |
| Certificates of participation in pools of residential mortgages | $573,512,000 | 118 |
| Issued or guaranteed by U.S. | $573,512,000 | 114 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $390,000 | 3,029 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $390,000 | 882 |
| 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) | $465,933,000 | 59 |
| Available-for-sale securities (fair market value) | $321,698,000 | 364 |
| Total debt securities | $753,341,000 | 217 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $784,802,000 | 221 |
| U.S. Government securities | $750,115,000 | 187 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $750,115,000 | 177 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $437,000 | 2,835 |
| Privately issued residential mortgage-backed securities | $437,000 | 924 |
| 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 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $34,250,000 | 101 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $577,985,000 | 184 |
| Certificates of participation in pools of residential mortgages | $577,548,000 | 119 |
| Issued or guaranteed by U.S. | $577,548,000 | 116 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $437,000 | 3,039 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $437,000 | 856 |
| 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) | $440,020,000 | 63 |
| Available-for-sale securities (fair market value) | $344,782,000 | 345 |
| Total debt securities | $750,552,000 | 222 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $722,679,000 | 230 |
| U.S. Government securities | $687,743,000 | 193 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $687,743,000 | 186 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $437,000 | 2,866 |
| Privately issued residential mortgage-backed securities | $437,000 | 908 |
| 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 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $34,499,000 | 109 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $568,769,000 | 185 |
| Certificates of participation in pools of residential mortgages | $568,332,000 | 122 |
| Issued or guaranteed by U.S. | $568,332,000 | 119 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $437,000 | 3,077 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $437,000 | 842 |
| 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) | $380,808,000 | 68 |
| Available-for-sale securities (fair market value) | $341,871,000 | 356 |
| Total debt securities | $688,180,000 | 234 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $655,577,000 | 249 |
| U.S. Government securities | $620,538,000 | 207 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $620,538,000 | 198 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $437,000 | 2,907 |
| Privately issued residential mortgage-backed securities | $437,000 | 852 |
| 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 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $34,602,000 | 114 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $544,099,000 | 187 |
| Certificates of participation in pools of residential mortgages | $543,662,000 | 128 |
| Issued or guaranteed by U.S. | $543,662,000 | 125 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $437,000 | 3,090 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $437,000 | 786 |
| 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) | $336,142,000 | 77 |
| Available-for-sale securities (fair market value) | $319,435,000 | 382 |
| Total debt securities | $620,975,000 | 256 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $593,691,000 | 277 |
| U.S. Government securities | $558,772,000 | 221 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $558,772,000 | 215 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $437,000 | 3,000 |
| Privately issued residential mortgage-backed securities | $437,000 | 840 |
| 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 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $34,482,000 | 112 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $510,523,000 | 199 |
| Certificates of participation in pools of residential mortgages | $510,086,000 | 136 |
| Issued or guaranteed by U.S. | $510,086,000 | 132 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $437,000 | 3,154 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $437,000 | 778 |
| 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) | $530,564,000 | 52 |
| Available-for-sale securities (fair market value) | $63,127,000 | 1,671 |
| Total debt securities | $559,209,000 | 281 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $561,755,000 | 286 |
| U.S. Government securities | $561,318,000 | 220 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $561,318,000 | 215 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $437,000 | 3,100 |
| Privately issued residential mortgage-backed securities | $437,000 | 877 |
| 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 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $463,387,000 | 219 |
| Certificates of participation in pools of residential mortgages | $462,950,000 | 145 |
| Issued or guaranteed by U.S. | $462,950,000 | 138 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $437,000 | 3,224 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $437,000 | 808 |
| 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) | $525,755,000 | 52 |
| Available-for-sale securities (fair market value) | $36,000,000 | 2,751 |
| Total debt securities | $561,755,000 | 281 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $520,496,000 | 305 |
| U.S. Government securities | $520,496,000 | 240 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $520,496,000 | 233 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $387,853,000 | 245 |
| Certificates of participation in pools of residential mortgages | $387,416,000 | 169 |
| Issued or guaranteed by U.S. | $387,416,000 | 163 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $437,000 | 3,260 |
| CMOs issued by government agencies or sponsored agencies | $437,000 | 3,109 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $476,496,000 | 53 |
| Available-for-sale securities (fair market value) | $44,000,000 | 2,391 |
| Total debt securities | $520,496,000 | 294 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $442,970,000 | 346 |
| U.S. Government securities | $442,970,000 | 276 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $442,970,000 | 265 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $307,808,000 | 291 |
| Certificates of participation in pools of residential mortgages | $307,371,000 | 200 |
| Issued or guaranteed by U.S. | $307,371,000 | 192 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $437,000 | 3,318 |
| CMOs issued by government agencies or sponsored agencies | $437,000 | 3,156 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $406,970,000 | 56 |
| Available-for-sale securities (fair market value) | $36,000,000 | 2,744 |
| Total debt securities | $442,970,000 | 335 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $478,852,000 | 325 |
| U.S. Government securities | $478,852,000 | 262 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $478,852,000 | 249 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $270,017,000 | 323 |
| Certificates of participation in pools of residential mortgages | $269,580,000 | 207 |
| Issued or guaranteed by U.S. | $269,580,000 | 200 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $437,000 | 3,521 |
| CMOs issued by government agencies or sponsored agencies | $437,000 | 3,355 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $442,852,000 | 50 |
| Available-for-sale securities (fair market value) | $36,000,000 | 2,682 |
| Total debt securities | $478,852,000 | 322 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $549,396,000 | 290 |
| U.S. Government securities | $549,396,000 | 238 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $549,396,000 | 226 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $343,727,000 | 267 |
| Certificates of participation in pools of residential mortgages | $343,290,000 | 169 |
| Issued or guaranteed by U.S. | $343,290,000 | 164 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $437,000 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $437,000 | 3,469 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $513,396,000 | 51 |
| Available-for-sale securities (fair market value) | $36,000,000 | 2,643 |
| Total debt securities | $549,396,000 | 288 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $575,710,000 | 272 |
| U.S. Government securities | $575,710,000 | 217 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $575,710,000 | 205 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $406,402,000 | 219 |
| Certificates of participation in pools of residential mortgages | $405,965,000 | 145 |
| Issued or guaranteed by U.S. | $405,965,000 | 142 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $437,000 | 3,684 |
| CMOs issued by government agencies or sponsored agencies | $437,000 | 3,528 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $540,710,000 | 48 |
| Available-for-sale securities (fair market value) | $35,000,000 | 2,655 |
| Total debt securities | $575,710,000 | 262 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $392,637,000 | 330 |
| U.S. Government securities | $392,636,000 | 259 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $392,636,000 | 244 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 2,381 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $365,610,000 | 225 |
| Certificates of participation in pools of residential mortgages | $365,173,000 | 146 |
| Issued or guaranteed by U.S. | $365,173,000 | 141 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $437,000 | 3,820 |
| CMOs issued by government agencies or sponsored agencies | $437,000 | 3,653 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $378,637,000 | 65 |
| Available-for-sale securities (fair market value) | $14,000,000 | 4,762 |
| Total debt securities | $392,636,000 | 322 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $453,596,000 | 284 |
| U.S. Government securities | $453,595,000 | 221 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $453,595,000 | 204 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 8,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $225,441,000 | 280 |
| Certificates of participation in pools of residential mortgages | $224,909,000 | 179 |
| Issued or guaranteed by U.S. | $224,909,000 | 178 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $532,000 | 3,272 |
| CMOs issued by government agencies or sponsored agencies | $532,000 | 3,110 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $450,046,000 | 73 |
| Available-for-sale securities (fair market value) | $3,550,000 | 7,701 |
| Total debt securities | $453,595,000 | 275 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $365,011,000 | 379 |
| U.S. Government securities | $365,010,000 | 293 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $365,010,000 | 268 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 8,250 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $166,416,000 | 376 |
| Certificates of participation in pools of residential mortgages | $165,883,000 | 250 |
| Issued or guaranteed by U.S. | $165,883,000 | 245 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $533,000 | 3,475 |
| CMOs issued by government agencies or sponsored agencies | $533,000 | 3,322 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $365,011,000 | 90 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $365,010,000 | 370 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $255,541,000 | 498 |
| U.S. Government securities | $255,540,000 | 418 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $255,540,000 | 374 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 8,224 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $114,539,000 | 493 |
| Certificates of participation in pools of residential mortgages | $111,701,000 | 347 |
| Issued or guaranteed by U.S. | $111,701,000 | 338 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $2,838,000 | 2,284 |
| CMOs issued by government agencies or sponsored agencies | $2,838,000 | 2,157 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $255,541,000 | 124 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $255,540,000 | 485 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $316,152,000 | 425 |
| U.S. Government securities | $266,151,000 | 417 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $266,151,000 | 358 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $50,000,000 | 207 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $50,000,000 | 122 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 8,377 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $100,663,000 | 545 |
| Certificates of participation in pools of residential mortgages | $95,742,000 | 404 |
| Issued or guaranteed by U.S. | $95,742,000 | 399 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $4,921,000 | 1,739 |
| CMOs issued by government agencies or sponsored agencies | $4,921,000 | 1,663 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $306,152,000 | 129 |
| Available-for-sale securities (fair market value) | $10,000,000 | 5,741 |
| Total debt securities | $316,151,000 | 414 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $265,782,000 | 508 |
| U.S. Government securities | $215,990,000 | 519 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $215,990,000 | 439 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $50,000,000 | 206 |
| 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 | $50,000,000 | 107 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 8,546 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $209,000 | 74 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $67,972,000 | 753 |
| Certificates of participation in pools of residential mortgages | $62,221,000 | 578 |
| Issued or guaranteed by U.S. | $62,221,000 | 565 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $5,751,000 | 1,768 |
| CMOs issued by government agencies or sponsored agencies | $5,751,000 | 1,684 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $265,782,000 | 168 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $265,990,000 | 497 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $249,235,000 | 564 |
| U.S. Government securities | $224,499,000 | 521 |
| U.S. Treasury securities | $35,245,000 | 806 |
| U.S. Government agency obligations | $189,254,000 | 462 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $25,000,000 | 378 |
| 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 | $25,000,000 | 223 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 8,724 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $265,000 | 61 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $61,372,000 | 830 |
| Certificates of participation in pools of residential mortgages | $52,897,000 | 656 |
| Issued or guaranteed by U.S. | $52,897,000 | 635 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $8,475,000 | 1,547 |
| CMOs issued by government agencies or sponsored agencies | $8,475,000 | 1,490 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $249,235,000 | 194 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $249,499,000 | 553 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $227,434,000 | 623 |
| U.S. Government securities | $192,744,000 | 608 |
| U.S. Treasury securities | $58,586,000 | 598 |
| U.S. Government agency obligations | $134,158,000 | 604 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $35,000,000 | 321 |
| 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 | $35,000,000 | 191 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 8,928 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $311,000 | 88 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $48,168,000 | 1,051 |
| Certificates of participation in pools of residential mortgages | $38,826,000 | 833 |
| Issued or guaranteed by U.S. | $38,826,000 | 814 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $9,342,000 | 1,533 |
| CMOs issued by government agencies or sponsored agencies | $9,342,000 | 1,440 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $227,434,000 | 392 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $227,744,000 | 607 |
| 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 | $214,024,000 | 680 |
| U.S. Government securities | $144,042,000 | 801 |
| U.S. Treasury securities | $70,849,000 | 542 |
| U.S. Government agency obligations | $73,193,000 | 1,028 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $70,000,000 | 229 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $70,000,000 | 120 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 9,081 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $19,000 | 264 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,223,000 | 2,112 |
| Certificates of participation in pools of residential mortgages | $9,521,000 | 2,562 |
| Issued or guaranteed by U.S. | $9,521,000 | 2,532 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $12,702,000 | 1,427 |
| CMOs issued by government agencies or sponsored agencies | $12,702,000 | 1,337 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $214,042,000 | 665 |
| 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 | $187,643,000 | 738 |
| U.S. Government securities | $103,687,000 | 1,042 |
| U.S. Treasury securities | $61,001,000 | 611 |
| U.S. Government agency obligations | $42,686,000 | 1,590 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $83,976,000 | 203 |
| 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 | $83,976,000 | 106 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 9,084 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $21,000 | 379 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $24,228,000 | 1,988 |
| Certificates of participation in pools of residential mortgages | $8,779,000 | 2,790 |
| Issued or guaranteed by U.S. | $8,779,000 | 2,745 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $15,449,000 | 1,206 |
| CMOs issued by government agencies or sponsored agencies | $15,449,000 | 1,089 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $187,663,000 | 720 |
| 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 |