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Principal Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $5,034,032,000 | 78 |
| U.S. Government securities | $2,073,846,000 | 105 |
| U.S. Treasury securities | $76,911,000 | 316 |
| U.S. Government agency obligations | $1,996,935,000 | 96 |
| Securities issued by states & political subdivisions | $97,441,000 | 453 |
| Other domestic debt securities | $2,598,226,000 | 32 |
| Privately issued residential mortgage-backed securities | $243,134,000 | 32 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $457,913,000 | 25 |
| Structured financial products - Total | $330,208,000 | 60 |
| Other domestic debt securities - All other | $864,122,000 | 13 |
| Foreign debt securities | $264,519,000 | 19 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,411,660,000 | 122 |
| Mortgage-backed securities | $2,821,125,000 | 76 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $659,189,000 | 120 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $760,887,000 | 68 |
| Privately issued | $243,134,000 | 31 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $1,157,915,000 | 32 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $5,034,032,000 | 61 |
| Total debt securities | $5,034,031,000 | 76 |
| 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 | $4,665,639,000 | 85 |
| U.S. Government securities | $1,973,019,000 | 110 |
| U.S. Treasury securities | $117,349,000 | 237 |
| U.S. Government agency obligations | $1,855,670,000 | 106 |
| Securities issued by states & political subdivisions | $95,419,000 | 445 |
| Other domestic debt securities | $2,340,662,000 | 33 |
| Privately issued residential mortgage-backed securities | $239,567,000 | 32 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $245,920,000 | 42 |
| Structured financial products - Total | $327,623,000 | 63 |
| Other domestic debt securities - All other | $831,270,000 | 11 |
| Foreign debt securities | $256,539,000 | 18 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,280,951,000 | 124 |
| Mortgage-backed securities | $2,642,301,000 | 81 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $603,802,000 | 134 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $754,789,000 | 69 |
| Privately issued | $239,567,000 | 32 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $1,044,143,000 | 33 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $4,665,639,000 | 65 |
| Total debt securities | $4,665,638,000 | 84 |
| 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 | $4,710,301,000 | 83 |
| U.S. Government securities | $2,012,417,000 | 111 |
| U.S. Treasury securities | $126,011,000 | 220 |
| U.S. Government agency obligations | $1,886,406,000 | 111 |
| Securities issued by states & political subdivisions | $96,710,000 | 470 |
| Other domestic debt securities | $2,333,485,000 | 33 |
| Privately issued residential mortgage-backed securities | $239,870,000 | 33 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $207,830,000 | 40 |
| Structured financial products - Total | $330,052,000 | 60 |
| Other domestic debt securities - All other | $837,560,000 | 13 |
| Foreign debt securities | $267,689,000 | 19 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,266,245,000 | 126 |
| Mortgage-backed securities | $2,739,831,000 | 78 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $642,442,000 | 125 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $796,490,000 | 68 |
| Privately issued | $239,870,000 | 33 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $1,061,029,000 | 33 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $4,710,301,000 | 64 |
| Total debt securities | $4,710,301,000 | 81 |
| 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 | $5,133,924,000 | 84 |
| U.S. Government securities | $2,208,012,000 | 114 |
| U.S. Treasury securities | $140,984,000 | 214 |
| U.S. Government agency obligations | $2,067,028,000 | 102 |
| Securities issued by states & political subdivisions | $98,435,000 | 487 |
| Other domestic debt securities | $2,536,671,000 | 32 |
| Privately issued residential mortgage-backed securities | $248,834,000 | 35 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $227,243,000 | 39 |
| Structured financial products - Total | $338,783,000 | 61 |
| Other domestic debt securities - All other | $976,565,000 | 13 |
| Foreign debt securities | $290,806,000 | 17 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,302,746,000 | 119 |
| Mortgage-backed securities | $2,866,396,000 | 82 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $670,244,000 | 128 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $839,581,000 | 68 |
| Privately issued | $248,834,000 | 33 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $1,107,737,000 | 35 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $5,133,924,000 | 64 |
| Total debt securities | $5,133,924,000 | 81 |
| 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 | $5,283,810,000 | 88 |
| U.S. Government securities | $2,326,733,000 | 112 |
| U.S. Treasury securities | $210,848,000 | 164 |
| U.S. Government agency obligations | $2,115,885,000 | 105 |
| Securities issued by states & political subdivisions | $95,234,000 | 533 |
| Other domestic debt securities | $2,579,685,000 | 32 |
| Privately issued residential mortgage-backed securities | $251,525,000 | 35 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $241,513,000 | 39 |
| Structured financial products - Total | $347,507,000 | 56 |
| Other domestic debt securities - All other | $995,300,000 | 15 |
| Foreign debt securities | $282,158,000 | 19 |
| 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 | $588,971,000 | 184 |
| Mortgage-backed securities | $2,916,291,000 | 85 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $677,668,000 | 133 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $848,029,000 | 73 |
| Privately issued | $251,525,000 | 34 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $1,139,069,000 | 37 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $5,283,810,000 | 71 |
| Total debt securities | $5,283,800,000 | 86 |
| 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 | $5,427,308,000 | 88 |
| U.S. Government securities | $2,351,276,000 | 116 |
| U.S. Treasury securities | $168,492,000 | 198 |
| U.S. Government agency obligations | $2,182,784,000 | 103 |
| Securities issued by states & political subdivisions | $95,594,000 | 541 |
| Other domestic debt securities | $2,692,540,000 | 31 |
| Privately issued residential mortgage-backed securities | $258,113,000 | 34 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $271,582,000 | 35 |
| Structured financial products - Total | $352,949,000 | 48 |
| Other domestic debt securities - All other | $1,040,483,000 | 14 |
| Foreign debt securities | $287,898,000 | 20 |
| 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 | $590,323,000 | 177 |
| Mortgage-backed securities | $3,030,405,000 | 85 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $688,652,000 | 131 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $884,097,000 | 74 |
| Privately issued | $258,113,000 | 33 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $1,199,543,000 | 40 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $5,427,308,000 | 73 |
| Total debt securities | $5,427,308,000 | 86 |
| 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 | $5,728,941,000 | 84 |
| U.S. Government securities | $2,567,636,000 | 108 |
| U.S. Treasury securities | $170,332,000 | 188 |
| U.S. Government agency obligations | $2,397,304,000 | 98 |
| Securities issued by states & political subdivisions | $100,374,000 | 535 |
| Other domestic debt securities | $2,765,565,000 | 29 |
| Privately issued residential mortgage-backed securities | $273,428,000 | 35 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $282,410,000 | 34 |
| Structured financial products - Total | $329,309,000 | 35 |
| Other domestic debt securities - All other | $1,072,992,000 | 14 |
| Foreign debt securities | $295,366,000 | 19 |
| 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 | $668,296,000 | 156 |
| Mortgage-backed securities | $3,295,457,000 | 83 |
| Certificates of participation in pools of residential mortgages | $780,946,000 | 125 |
| Issued or guaranteed by U.S. | $780,946,000 | 124 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,250,133,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $976,705,000 | 72 |
| Privately issued | $273,428,000 | 34 |
| Commercial mortgage-backed securities | $1,264,378,000 | 61 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $1,264,378,000 | 41 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $5,728,941,000 | 69 |
| Total debt securities | $5,728,941,000 | 84 |
| 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 | $5,730,420,000 | 86 |
| U.S. Government securities | $2,429,406,000 | 118 |
| U.S. Treasury securities | $86,769,000 | 307 |
| U.S. Government agency obligations | $2,342,637,000 | 104 |
| Securities issued by states & political subdivisions | $104,868,000 | 522 |
| Other domestic debt securities | $2,887,056,000 | 26 |
| Privately issued residential mortgage-backed securities | $307,715,000 | 32 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $289,152,000 | 37 |
| Structured financial products - Total | $343,445,000 | 29 |
| Other domestic debt securities - All other | $1,083,861,000 | 16 |
| Foreign debt securities | $309,090,000 | 19 |
| 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 | $714,337,000 | 148 |
| Mortgage-backed securities | $3,419,469,000 | 83 |
| Certificates of participation in pools of residential mortgages | $823,831,000 | 124 |
| Issued or guaranteed by U.S. | $823,831,000 | 122 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,363,391,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $1,055,676,000 | 70 |
| Privately issued | $307,715,000 | 30 |
| Commercial mortgage-backed securities | $1,232,247,000 | 62 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $1,232,247,000 | 45 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $5,730,420,000 | 74 |
| Total debt securities | $5,730,420,000 | 86 |
| 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 | $5,640,496,000 | 89 |
| U.S. Government securities | $2,368,057,000 | 121 |
| U.S. Treasury securities | $35,259,000 | 464 |
| U.S. Government agency obligations | $2,332,798,000 | 111 |
| Securities issued by states & political subdivisions | $113,061,000 | 498 |
| Other domestic debt securities | $2,840,927,000 | 25 |
| Privately issued residential mortgage-backed securities | $248,887,000 | 35 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $270,560,000 | 37 |
| Structured financial products - Total | $356,318,000 | 28 |
| Other domestic debt securities - All other | $1,100,920,000 | 15 |
| Foreign debt securities | $318,451,000 | 19 |
| 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 | $35,259,000 | 1,459 |
| Mortgage-backed securities | $3,384,275,000 | 87 |
| Certificates of participation in pools of residential mortgages | $759,071,000 | 135 |
| Issued or guaranteed by U.S. | $759,071,000 | 134 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $1,545,388,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $1,296,501,000 | 60 |
| Privately issued | $248,887,000 | 33 |
| Commercial mortgage-backed securities | $1,079,816,000 | 64 |
| Commercial mortgage pass-through securities | $4,381,000 | 754 |
| Other commercial mortgage-backed securities | $1,075,435,000 | 48 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $5,640,496,000 | 75 |
| Total debt securities | $5,640,498,000 | 89 |
| 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 | $4,474,018,000 | 97 |
| U.S. Government securities | $1,749,948,000 | 145 |
| U.S. Treasury securities | $35,558,000 | 360 |
| U.S. Government agency obligations | $1,714,390,000 | 131 |
| Securities issued by states & political subdivisions | $101,920,000 | 536 |
| Other domestic debt securities | $2,342,291,000 | 28 |
| Privately issued residential mortgage-backed securities | $232,248,000 | 29 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $266,850,000 | 34 |
| Structured financial products - Total | $204,658,000 | 35 |
| Other domestic debt securities - All other | $961,671,000 | 15 |
| Foreign debt securities | $279,859,000 | 21 |
| 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 | $35,558,000 | 1,404 |
| Mortgage-backed securities | $2,621,505,000 | 103 |
| Certificates of participation in pools of residential mortgages | $566,527,000 | 162 |
| Issued or guaranteed by U.S. | $566,527,000 | 161 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,278,084,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $1,045,836,000 | 69 |
| Privately issued | $232,248,000 | 26 |
| Commercial mortgage-backed securities | $776,894,000 | 73 |
| Commercial mortgage pass-through securities | $7,909,000 | 566 |
| Other commercial mortgage-backed securities | $768,985,000 | 58 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $4,474,018,000 | 85 |
| Total debt securities | $4,474,017,000 | 96 |
| 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 | $3,378,352,000 | 120 |
| U.S. Government securities | $1,247,570,000 | 169 |
| U.S. Treasury securities | $25,642,000 | 406 |
| U.S. Government agency obligations | $1,221,928,000 | 159 |
| Securities issued by states & political subdivisions | $95,234,000 | 557 |
| Other domestic debt securities | $1,822,221,000 | 28 |
| Privately issued residential mortgage-backed securities | $112,365,000 | 49 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $236,363,000 | 38 |
| Structured financial products - Total | $123,326,000 | 35 |
| Other domestic debt securities - All other | $809,487,000 | 16 |
| Foreign debt securities | $213,327,000 | 22 |
| 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 | $25,642,000 | 1,723 |
| Mortgage-backed securities | $1,872,730,000 | 119 |
| Certificates of participation in pools of residential mortgages | $423,998,000 | 196 |
| Issued or guaranteed by U.S. | $423,998,000 | 195 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $807,978,000 | 81 |
| CMOs issued by government agencies or sponsored agencies | $695,613,000 | 84 |
| Privately issued | $112,365,000 | 40 |
| Commercial mortgage-backed securities | $640,754,000 | 81 |
| Commercial mortgage pass-through securities | $25,142,000 | 257 |
| Other commercial mortgage-backed securities | $615,612,000 | 64 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $3,378,352,000 | 99 |
| Total debt securities | $3,378,361,000 | 119 |
| 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 | $3,232,693,000 | 119 |
| U.S. Government securities | $1,185,909,000 | 166 |
| U.S. Treasury securities | $25,729,000 | 301 |
| U.S. Government agency obligations | $1,160,180,000 | 158 |
| Securities issued by states & political subdivisions | $90,679,000 | 550 |
| Other domestic debt securities | $1,761,920,000 | 27 |
| Privately issued residential mortgage-backed securities | $107,448,000 | 45 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $252,747,000 | 33 |
| Structured financial products - Total | $132,531,000 | 31 |
| Other domestic debt securities - All other | $772,069,000 | 17 |
| Foreign debt securities | $194,185,000 | 22 |
| 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 | $25,034,000 | 1,701 |
| Mortgage-backed securities | $1,762,559,000 | 116 |
| Certificates of participation in pools of residential mortgages | $373,496,000 | 194 |
| Issued or guaranteed by U.S. | $373,496,000 | 193 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $783,164,000 | 81 |
| CMOs issued by government agencies or sponsored agencies | $675,716,000 | 83 |
| Privately issued | $107,448,000 | 36 |
| Commercial mortgage-backed securities | $605,899,000 | 82 |
| Commercial mortgage pass-through securities | $36,292,000 | 201 |
| Other commercial mortgage-backed securities | $569,607,000 | 63 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $3,232,693,000 | 100 |
| Total debt securities | $3,232,695,000 | 117 |
| 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 | $3,104,826,000 | 115 |
| U.S. Government securities | $1,193,274,000 | 160 |
| U.S. Treasury securities | $25,894,000 | 234 |
| U.S. Government agency obligations | $1,167,380,000 | 150 |
| Securities issued by states & political subdivisions | $75,170,000 | 639 |
| Other domestic debt securities | $1,651,893,000 | 28 |
| Privately issued residential mortgage-backed securities | $62,451,000 | 64 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $241,242,000 | 37 |
| Structured financial products - Total | $118,949,000 | 31 |
| Other domestic debt securities - All other | $782,143,000 | 15 |
| Foreign debt securities | $184,489,000 | 22 |
| 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 | $25,037,000 | 1,672 |
| Mortgage-backed securities | $1,674,470,000 | 114 |
| Certificates of participation in pools of residential mortgages | $338,641,000 | 192 |
| Issued or guaranteed by U.S. | $338,641,000 | 190 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $781,366,000 | 79 |
| CMOs issued by government agencies or sponsored agencies | $718,915,000 | 79 |
| Privately issued | $62,451,000 | 53 |
| Commercial mortgage-backed securities | $554,463,000 | 82 |
| Commercial mortgage pass-through securities | $36,756,000 | 191 |
| Other commercial mortgage-backed securities | $517,707,000 | 66 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $3,104,826,000 | 101 |
| Total debt securities | $3,104,826,000 | 114 |
| 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 | $2,873,699,000 | 115 |
| U.S. Government securities | $1,138,447,000 | 153 |
| U.S. Treasury securities | $25,973,000 | 229 |
| U.S. Government agency obligations | $1,112,474,000 | 148 |
| Securities issued by states & political subdivisions | $39,994,000 | 1,045 |
| Other domestic debt securities | $1,485,837,000 | 29 |
| Privately issued residential mortgage-backed securities | $67,068,000 | 67 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $149,850,000 | 50 |
| Structured financial products - Total | $122,404,000 | 28 |
| Other domestic debt securities - All other | $743,160,000 | 16 |
| Foreign debt securities | $179,421,000 | 22 |
| 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 | $25,040,000 | 1,646 |
| Mortgage-backed securities | $1,580,416,000 | 114 |
| Certificates of participation in pools of residential mortgages | $248,494,000 | 217 |
| Issued or guaranteed by U.S. | $248,494,000 | 216 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $828,767,000 | 75 |
| CMOs issued by government agencies or sponsored agencies | $761,699,000 | 77 |
| Privately issued | $67,068,000 | 53 |
| Commercial mortgage-backed securities | $503,155,000 | 84 |
| Commercial mortgage pass-through securities | $37,233,000 | 176 |
| Other commercial mortgage-backed securities | $465,922,000 | 68 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $2,843,699,000 | 102 |
| Total debt securities | $2,843,700,000 | 114 |
| 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 | $2,835,553,000 | 114 |
| U.S. Government securities | $1,169,887,000 | 148 |
| U.S. Treasury securities | $26,024,000 | 241 |
| U.S. Government agency obligations | $1,143,863,000 | 139 |
| Securities issued by states & political subdivisions | $36,358,000 | 1,050 |
| Other domestic debt securities | $1,440,841,000 | 28 |
| Privately issued residential mortgage-backed securities | $91,504,000 | 52 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $154,747,000 | 45 |
| Structured financial products - Total | $122,308,000 | 29 |
| Other domestic debt securities - All other | $691,226,000 | 17 |
| Foreign debt securities | $161,467,000 | 22 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,043,000 | 1,660 |
| Mortgage-backed securities | $1,613,704,000 | 110 |
| Certificates of participation in pools of residential mortgages | $268,775,000 | 197 |
| Issued or guaranteed by U.S. | $268,775,000 | 195 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $867,660,000 | 76 |
| CMOs issued by government agencies or sponsored agencies | $776,156,000 | 76 |
| Privately issued | $91,504,000 | 39 |
| Commercial mortgage-backed securities | $477,269,000 | 90 |
| Commercial mortgage pass-through securities | $43,008,000 | 151 |
| Other commercial mortgage-backed securities | $434,261,000 | 69 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $2,808,553,000 | 101 |
| Total debt securities | $2,808,553,000 | 113 |
| 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 | $2,698,592,000 | 110 |
| U.S. Government securities | $1,352,619,000 | 135 |
| U.S. Treasury securities | $25,993,000 | 231 |
| U.S. Government agency obligations | $1,326,626,000 | 126 |
| Securities issued by states & political subdivisions | $23,303,000 | 1,395 |
| Other domestic debt securities | $1,211,398,000 | 30 |
| Privately issued residential mortgage-backed securities | $106,511,000 | 43 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $137,083,000 | 43 |
| Structured financial products - Total | $122,132,000 | 31 |
| Other domestic debt securities - All other | $493,863,000 | 24 |
| Foreign debt securities | $111,272,000 | 22 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,046,000 | 1,612 |
| Mortgage-backed securities | $1,782,279,000 | 103 |
| Certificates of participation in pools of residential mortgages | $385,743,000 | 146 |
| Issued or guaranteed by U.S. | $385,743,000 | 143 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $946,056,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $839,545,000 | 71 |
| Privately issued | $106,511,000 | 29 |
| Commercial mortgage-backed securities | $450,480,000 | 91 |
| Commercial mortgage pass-through securities | $45,488,000 | 145 |
| Other commercial mortgage-backed securities | $404,992,000 | 70 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $2,698,592,000 | 99 |
| Total debt securities | $2,698,592,000 | 109 |
| 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 | $2,587,876,000 | 112 |
| U.S. Government securities | $1,270,090,000 | 143 |
| U.S. Treasury securities | $15,171,000 | 338 |
| U.S. Government agency obligations | $1,254,919,000 | 131 |
| Securities issued by states & political subdivisions | $15,708,000 | 1,799 |
| Other domestic debt securities | $1,191,338,000 | 29 |
| Privately issued residential mortgage-backed securities | $117,423,000 | 39 |
| Commercial mortgage-backed securities - Total | $353,583,000 | 21 |
| Asset backed securities | $174,317,000 | 40 |
| Structured financial products - Total | $109,471,000 | 29 |
| Other domestic debt securities - All other | $436,544,000 | 24 |
| Foreign debt securities | $110,740,000 | 22 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,024,000 | 2,147 |
| Mortgage-backed securities | $1,708,134,000 | 106 |
| Certificates of participation in pools of residential mortgages | $315,525,000 | 169 |
| Issued or guaranteed by U.S. | $315,525,000 | 169 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $920,372,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $802,949,000 | 72 |
| Privately issued | $117,423,000 | 28 |
| Commercial mortgage-backed securities | $472,237,000 | 82 |
| Commercial mortgage pass-through securities | $45,470,000 | 144 |
| Other commercial mortgage-backed securities | $426,767,000 | 63 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $2,587,876,000 | 98 |
| Total debt securities | $2,587,878,000 | 111 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $2,528,559,000 | 108 |
| U.S. Government securities | $1,208,886,000 | 147 |
| U.S. Treasury securities | $15,246,000 | 335 |
| U.S. Government agency obligations | $1,193,640,000 | 139 |
| Securities issued by states & political subdivisions | $15,861,000 | 1,792 |
| Other domestic debt securities | $1,193,284,000 | 28 |
| Privately issued residential mortgage-backed securities | $117,219,000 | 40 |
| Commercial mortgage-backed securities - Total | $365,819,000 | 21 |
| Asset backed securities | $210,038,000 | 39 |
| Structured financial products - Total | $36,623,000 | 43 |
| Other domestic debt securities - All other | $463,585,000 | 24 |
| Foreign debt securities | $110,528,000 | 20 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,025,000 | 2,174 |
| Mortgage-backed securities | $1,657,557,000 | 106 |
| Certificates of participation in pools of residential mortgages | $255,614,000 | 188 |
| Issued or guaranteed by U.S. | $255,614,000 | 186 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $918,022,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $800,803,000 | 75 |
| Privately issued | $117,219,000 | 30 |
| Commercial mortgage-backed securities | $483,921,000 | 78 |
| Commercial mortgage pass-through securities | $45,970,000 | 144 |
| Other commercial mortgage-backed securities | $437,951,000 | 61 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $2,528,559,000 | 98 |
| Total debt securities | $2,528,558,000 | 107 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| 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 | $2,176,481,000 | 123 |
| U.S. Government securities | $1,008,663,000 | 163 |
| U.S. Treasury securities | $5,139,000 | 639 |
| U.S. Government agency obligations | $1,003,524,000 | 156 |
| Securities issued by states & political subdivisions | $10,834,000 | 2,273 |
| Other domestic debt securities | $1,045,544,000 | 29 |
| Privately issued residential mortgage-backed securities | $121,254,000 | 30 |
| Commercial mortgage-backed securities - Total | $291,913,000 | 23 |
| Asset backed securities | $194,335,000 | 40 |
| Structured financial products - Total | $38,599,000 | 42 |
| Other domestic debt securities - All other | $399,443,000 | 25 |
| Foreign debt securities | $111,440,000 | 21 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,989,000 | 3,335 |
| Mortgage-backed securities | $1,395,878,000 | 113 |
| Certificates of participation in pools of residential mortgages | $172,633,000 | 250 |
| Issued or guaranteed by U.S. | $172,633,000 | 250 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $815,822,000 | 77 |
| CMOs issued by government agencies or sponsored agencies | $694,568,000 | 85 |
| Privately issued | $121,254,000 | 28 |
| Commercial mortgage-backed securities | $407,423,000 | 76 |
| Commercial mortgage pass-through securities | $46,282,000 | 138 |
| Other commercial mortgage-backed securities | $361,141,000 | 60 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $2,176,481,000 | 109 |
| Total debt securities | $2,176,482,000 | 122 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| 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 | $2,046,809,000 | 122 |
| U.S. Government securities | $946,894,000 | 169 |
| U.S. Treasury securities | $5,050,000 | 660 |
| U.S. Government agency obligations | $941,844,000 | 160 |
| Securities issued by states & political subdivisions | $10,587,000 | 2,370 |
| Other domestic debt securities | $982,891,000 | 32 |
| Privately issued residential mortgage-backed securities | $120,221,000 | 30 |
| Commercial mortgage-backed securities - Total | $262,021,000 | 21 |
| Asset backed securities | $191,295,000 | 36 |
| Structured financial products - Total | $38,767,000 | 40 |
| Other domestic debt securities - All other | $370,587,000 | 27 |
| Foreign debt securities | $106,437,000 | 22 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,989,000 | 3,388 |
| Mortgage-backed securities | $1,301,493,000 | 118 |
| Certificates of participation in pools of residential mortgages | $167,282,000 | 265 |
| Issued or guaranteed by U.S. | $167,282,000 | 264 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $781,784,000 | 78 |
| CMOs issued by government agencies or sponsored agencies | $661,563,000 | 81 |
| Privately issued | $120,221,000 | 28 |
| Commercial mortgage-backed securities | $352,427,000 | 81 |
| Commercial mortgage pass-through securities | $46,133,000 | 133 |
| Other commercial mortgage-backed securities | $306,294,000 | 64 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $2,046,809,000 | 110 |
| Total debt securities | $2,046,809,000 | 121 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| 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 | $2,011,685,000 | 125 |
| U.S. Government securities | $993,691,000 | 165 |
| U.S. Treasury securities | $5,001,000 | 663 |
| U.S. Government agency obligations | $988,690,000 | 154 |
| Securities issued by states & political subdivisions | $10,352,000 | 2,441 |
| Other domestic debt securities | $904,569,000 | 33 |
| Privately issued residential mortgage-backed securities | $110,489,000 | 35 |
| Commercial mortgage-backed securities - Total | $242,509,000 | 21 |
| Asset backed securities | $184,356,000 | 37 |
| Structured financial products - Total | $35,152,000 | 39 |
| Other domestic debt securities - All other | $332,063,000 | 31 |
| Foreign debt securities | $103,073,000 | 23 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,989,000 | 3,420 |
| Mortgage-backed securities | $1,317,916,000 | 112 |
| Certificates of participation in pools of residential mortgages | $183,650,000 | 241 |
| Issued or guaranteed by U.S. | $183,650,000 | 240 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $786,289,000 | 78 |
| CMOs issued by government agencies or sponsored agencies | $675,800,000 | 84 |
| Privately issued | $110,489,000 | 30 |
| Commercial mortgage-backed securities | $347,977,000 | 84 |
| Commercial mortgage pass-through securities | $54,816,000 | 121 |
| Other commercial mortgage-backed securities | $293,161,000 | 62 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $2,011,685,000 | 109 |
| Total debt securities | $2,011,685,000 | 124 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| 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 | $1,779,459,000 | 133 |
| U.S. Government securities | $781,601,000 | 186 |
| U.S. Treasury securities | $4,907,000 | 678 |
| U.S. Government agency obligations | $776,694,000 | 177 |
| Securities issued by states & political subdivisions | $4,860,000 | 3,244 |
| Other domestic debt securities | $896,194,000 | 34 |
| Privately issued residential mortgage-backed securities | $110,301,000 | 33 |
| Commercial mortgage-backed securities - Total | $245,332,000 | 21 |
| Asset backed securities | $176,089,000 | 38 |
| Structured financial products - Total | $35,524,000 | 42 |
| Other domestic debt securities - All other | $328,948,000 | 31 |
| Foreign debt securities | $96,804,000 | 23 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,907,000 | 3,462 |
| Mortgage-backed securities | $1,107,913,000 | 127 |
| Certificates of participation in pools of residential mortgages | $145,354,000 | 301 |
| Issued or guaranteed by U.S. | $145,354,000 | 300 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $550,775,000 | 96 |
| CMOs issued by government agencies or sponsored agencies | $440,474,000 | 100 |
| Privately issued | $110,301,000 | 29 |
| Commercial mortgage-backed securities | $411,784,000 | 67 |
| Commercial mortgage pass-through securities | $65,811,000 | 103 |
| Other commercial mortgage-backed securities | $345,973,000 | 55 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $1,779,459,000 | 121 |
| Total debt securities | $1,779,458,000 | 131 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| 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 | $1,795,996,000 | 130 |
| U.S. Government securities | $814,065,000 | 183 |
| U.S. Treasury securities | $4,950,000 | 631 |
| U.S. Government agency obligations | $809,115,000 | 169 |
| Securities issued by states & political subdivisions | $4,890,000 | 3,290 |
| Other domestic debt securities | $888,131,000 | 33 |
| Privately issued residential mortgage-backed securities | $113,516,000 | 32 |
| Commercial mortgage-backed securities - Total | $233,391,000 | 20 |
| Asset backed securities | $183,292,000 | 34 |
| Structured financial products - Total | $33,525,000 | 43 |
| Other domestic debt securities - All other | $324,407,000 | 29 |
| Foreign debt securities | $88,910,000 | 24 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,950,000 | 3,488 |
| Mortgage-backed securities | $1,129,703,000 | 127 |
| Certificates of participation in pools of residential mortgages | $155,463,000 | 293 |
| Issued or guaranteed by U.S. | $155,463,000 | 292 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $565,574,000 | 94 |
| CMOs issued by government agencies or sponsored agencies | $452,058,000 | 99 |
| Privately issued | $113,516,000 | 28 |
| Commercial mortgage-backed securities | $408,666,000 | 67 |
| Commercial mortgage pass-through securities | $72,816,000 | 87 |
| Other commercial mortgage-backed securities | $335,850,000 | 55 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $1,795,996,000 | 119 |
| Total debt securities | $1,795,996,000 | 128 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| 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 | $1,762,847,000 | 129 |
| U.S. Government securities | $848,876,000 | 173 |
| U.S. Treasury securities | $4,985,000 | 593 |
| U.S. Government agency obligations | $843,891,000 | 162 |
| Securities issued by states & political subdivisions | $4,908,000 | 3,339 |
| Other domestic debt securities | $822,564,000 | 35 |
| Privately issued residential mortgage-backed securities | $106,389,000 | 35 |
| Commercial mortgage-backed securities - Total | $201,713,000 | 21 |
| Asset backed securities | $179,871,000 | 35 |
| Structured financial products - Total | $23,643,000 | 46 |
| Other domestic debt securities - All other | $310,948,000 | 30 |
| Foreign debt securities | $86,499,000 | 25 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,746 |
| Mortgage-backed securities | $1,123,492,000 | 128 |
| Certificates of participation in pools of residential mortgages | $166,584,000 | 281 |
| Issued or guaranteed by U.S. | $166,584,000 | 280 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $581,661,000 | 94 |
| CMOs issued by government agencies or sponsored agencies | $475,272,000 | 94 |
| Privately issued | $106,389,000 | 32 |
| Commercial mortgage-backed securities | $375,247,000 | 65 |
| Commercial mortgage pass-through securities | $73,603,000 | 79 |
| Other commercial mortgage-backed securities | $301,644,000 | 56 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $1,762,847,000 | 117 |
| Total debt securities | $1,762,847,000 | 128 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| 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 | $1,747,036,000 | 129 |
| U.S. Government securities | $844,976,000 | 171 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $844,976,000 | 160 |
| Securities issued by states & political subdivisions | $4,969,000 | 3,392 |
| Other domestic debt securities | $796,391,000 | 35 |
| Privately issued residential mortgage-backed securities | $101,544,000 | 35 |
| Commercial mortgage-backed securities - Total | $184,553,000 | 23 |
| Asset backed securities | $169,043,000 | 33 |
| Structured financial products - Total | $20,872,000 | 49 |
| Other domestic debt securities - All other | $320,379,000 | 30 |
| Foreign debt securities | $100,700,000 | 23 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,818 |
| Mortgage-backed securities | $1,101,061,000 | 124 |
| Certificates of participation in pools of residential mortgages | $180,946,000 | 261 |
| Issued or guaranteed by U.S. | $180,946,000 | 259 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $563,347,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $461,803,000 | 90 |
| Privately issued | $101,544,000 | 32 |
| Commercial mortgage-backed securities | $356,768,000 | 67 |
| Commercial mortgage pass-through securities | $74,895,000 | 77 |
| Other commercial mortgage-backed securities | $281,873,000 | 57 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $1,747,036,000 | 113 |
| Total debt securities | $1,747,037,000 | 127 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| 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 | $1,667,340,000 | 131 |
| U.S. Government securities | $795,296,000 | 174 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $795,296,000 | 164 |
| Securities issued by states & political subdivisions | $5,010,000 | 3,414 |
| Other domestic debt securities | $756,333,000 | 35 |
| Privately issued residential mortgage-backed securities | $97,575,000 | 36 |
| Commercial mortgage-backed securities - Total | $162,726,000 | 24 |
| Asset backed securities | $155,011,000 | 35 |
| Structured financial products - Total | $23,807,000 | 47 |
| Other domestic debt securities - All other | $317,214,000 | 30 |
| Foreign debt securities | $110,701,000 | 22 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,886 |
| Mortgage-backed securities | $1,033,335,000 | 127 |
| Certificates of participation in pools of residential mortgages | $179,747,000 | 264 |
| Issued or guaranteed by U.S. | $179,747,000 | 263 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $524,088,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $426,513,000 | 95 |
| Privately issued | $97,575,000 | 33 |
| Commercial mortgage-backed securities | $329,500,000 | 68 |
| Commercial mortgage pass-through securities | $75,940,000 | 82 |
| Other commercial mortgage-backed securities | $253,560,000 | 61 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $1,667,340,000 | 114 |
| Total debt securities | $1,667,338,000 | 129 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| 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 | $1,605,365,000 | 132 |
| U.S. Government securities | $784,338,000 | 178 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $784,338,000 | 171 |
| Securities issued by states & political subdivisions | $4,031,000 | 3,636 |
| Other domestic debt securities | $709,495,000 | 39 |
| Privately issued residential mortgage-backed securities | $86,140,000 | 40 |
| Commercial mortgage-backed securities - Total | $153,064,000 | 23 |
| Asset backed securities | $150,534,000 | 38 |
| Structured financial products - Total | $24,919,000 | 51 |
| Other domestic debt securities - All other | $294,838,000 | 34 |
| Foreign debt securities | $107,501,000 | 22 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,931 |
| Mortgage-backed securities | $1,000,100,000 | 131 |
| Certificates of participation in pools of residential mortgages | $191,434,000 | 251 |
| Issued or guaranteed by U.S. | $191,434,000 | 250 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $490,367,000 | 92 |
| CMOs issued by government agencies or sponsored agencies | $404,227,000 | 100 |
| Privately issued | $86,140,000 | 36 |
| Commercial mortgage-backed securities | $318,299,000 | 68 |
| Commercial mortgage pass-through securities | $85,898,000 | 68 |
| Other commercial mortgage-backed securities | $232,401,000 | 63 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $1,605,365,000 | 114 |
| Total debt securities | $1,605,366,000 | 130 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| 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 | $1,590,667,000 | 131 |
| U.S. Government securities | $786,456,000 | 176 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $786,456,000 | 169 |
| Securities issued by states & political subdivisions | $4,021,000 | 3,676 |
| Other domestic debt securities | $688,960,000 | 38 |
| Privately issued residential mortgage-backed securities | $86,762,000 | 42 |
| Commercial mortgage-backed securities - Total | $138,429,000 | 25 |
| Asset backed securities | $153,579,000 | 37 |
| Structured financial products - Total | $16,222,000 | 58 |
| Other domestic debt securities - All other | $293,968,000 | 33 |
| Foreign debt securities | $111,230,000 | 23 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $986,974,000 | 132 |
| Certificates of participation in pools of residential mortgages | $195,355,000 | 251 |
| Issued or guaranteed by U.S. | $195,355,000 | 250 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $487,231,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $400,469,000 | 101 |
| Privately issued | $86,762,000 | 39 |
| Commercial mortgage-backed securities | $304,388,000 | 69 |
| Commercial mortgage pass-through securities | $86,135,000 | 65 |
| Other commercial mortgage-backed securities | $218,253,000 | 63 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $1,590,667,000 | 111 |
| Total debt securities | $1,590,668,000 | 127 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| 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 | $1,618,379,000 | 125 |
| U.S. Government securities | $820,901,000 | 162 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $820,901,000 | 155 |
| Securities issued by states & political subdivisions | $4,012,000 | 3,707 |
| Other domestic debt securities | $678,240,000 | 38 |
| Privately issued residential mortgage-backed securities | $83,068,000 | 45 |
| Commercial mortgage-backed securities - Total | $143,664,000 | 26 |
| Asset backed securities | $147,079,000 | 39 |
| Structured financial products - Total | $15,882,000 | 61 |
| Other domestic debt securities - All other | $288,547,000 | 34 |
| Foreign debt securities | $115,226,000 | 24 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,033 |
| Mortgage-backed securities | $1,020,991,000 | 124 |
| Certificates of participation in pools of residential mortgages | $202,159,000 | 238 |
| Issued or guaranteed by U.S. | $202,159,000 | 237 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $498,667,000 | 91 |
| CMOs issued by government agencies or sponsored agencies | $415,599,000 | 98 |
| Privately issued | $83,068,000 | 42 |
| Commercial mortgage-backed securities | $320,165,000 | 62 |
| Commercial mortgage pass-through securities | $86,773,000 | 65 |
| Other commercial mortgage-backed securities | $233,392,000 | 65 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $1,618,379,000 | 107 |
| Total debt securities | $1,618,380,000 | 124 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| 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 | $1,615,366,000 | 125 |
| U.S. Government securities | $823,130,000 | 158 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $823,130,000 | 151 |
| Securities issued by states & political subdivisions | $4,119,000 | 3,708 |
| Other domestic debt securities | $678,457,000 | 38 |
| Privately issued residential mortgage-backed securities | $82,655,000 | 45 |
| Commercial mortgage-backed securities - Total | $151,078,000 | 26 |
| Asset backed securities | $136,809,000 | 41 |
| Structured financial products - Total | $25,292,000 | 51 |
| Other domestic debt securities - All other | $282,623,000 | 38 |
| Foreign debt securities | $109,660,000 | 28 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $1,034,047,000 | 119 |
| Certificates of participation in pools of residential mortgages | $214,709,000 | 219 |
| Issued or guaranteed by U.S. | $214,709,000 | 218 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $480,190,000 | 94 |
| CMOs issued by government agencies or sponsored agencies | $397,535,000 | 105 |
| Privately issued | $82,655,000 | 43 |
| Commercial mortgage-backed securities | $339,148,000 | 57 |
| Commercial mortgage pass-through securities | $90,599,000 | 55 |
| Other commercial mortgage-backed securities | $248,549,000 | 60 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $1,615,366,000 | 107 |
| Total debt securities | $1,615,366,000 | 124 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| 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 | $1,605,429,000 | 124 |
| U.S. Government securities | $838,030,000 | 159 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $838,030,000 | 154 |
| Securities issued by states & political subdivisions | $4,104,000 | 3,733 |
| Other domestic debt securities | $671,569,000 | 41 |
| Privately issued residential mortgage-backed securities | $83,145,000 | 44 |
| Commercial mortgage-backed securities - Total | $153,247,000 | 27 |
| Asset backed securities | $133,508,000 | 42 |
| Structured financial products - Total | $39,875,000 | 45 |
| Other domestic debt securities - All other | $261,794,000 | 39 |
| Foreign debt securities | $91,726,000 | 28 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,199 |
| Mortgage-backed securities | $1,044,862,000 | 120 |
| Certificates of participation in pools of residential mortgages | $228,551,000 | 202 |
| Issued or guaranteed by U.S. | $228,551,000 | 200 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $467,351,000 | 99 |
| CMOs issued by government agencies or sponsored agencies | $384,206,000 | 109 |
| Privately issued | $83,145,000 | 43 |
| Commercial mortgage-backed securities | $348,960,000 | 58 |
| Commercial mortgage pass-through securities | $99,059,000 | 48 |
| Other commercial mortgage-backed securities | $249,901,000 | 58 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $1,605,429,000 | 102 |
| Total debt securities | $1,605,428,000 | 123 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| 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 | $1,595,676,000 | 125 |
| U.S. Government securities | $844,085,000 | 162 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $844,085,000 | 158 |
| Securities issued by states & political subdivisions | $4,109,000 | 3,740 |
| Other domestic debt securities | $659,351,000 | 40 |
| Privately issued residential mortgage-backed securities | $90,177,000 | 44 |
| Commercial mortgage-backed securities - Total | $159,576,000 | 27 |
| Asset backed securities | $125,162,000 | 40 |
| Structured financial products - Total | $37,809,000 | 45 |
| Other domestic debt securities - All other | $246,627,000 | 40 |
| Foreign debt securities | $88,131,000 | 29 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,255 |
| Mortgage-backed securities | $1,063,955,000 | 118 |
| Certificates of participation in pools of residential mortgages | $236,512,000 | 200 |
| Issued or guaranteed by U.S. | $236,512,000 | 198 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $475,849,000 | 100 |
| CMOs issued by government agencies or sponsored agencies | $385,672,000 | 110 |
| Privately issued | $90,177,000 | 42 |
| Commercial mortgage-backed securities | $351,594,000 | 56 |
| Commercial mortgage pass-through securities | $98,792,000 | 46 |
| Other commercial mortgage-backed securities | $252,802,000 | 54 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $1,595,676,000 | 104 |
| Total debt securities | $1,595,677,000 | 124 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| 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 | $1,569,413,000 | 127 |
| U.S. Government securities | $855,458,000 | 153 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $855,458,000 | 147 |
| Securities issued by states & political subdivisions | $3,990,000 | 3,782 |
| Other domestic debt securities | $684,905,000 | 41 |
| Privately issued residential mortgage-backed securities | $96,601,000 | 43 |
| Commercial mortgage-backed securities - Total | $146,564,000 | 26 |
| Asset backed securities | $123,606,000 | 41 |
| Structured financial products - Total | $37,711,000 | 46 |
| Other domestic debt securities - All other | $280,423,000 | 38 |
| Foreign debt securities | $25,060,000 | 46 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,301 |
| Mortgage-backed securities | $1,070,331,000 | 114 |
| Certificates of participation in pools of residential mortgages | $239,293,000 | 195 |
| Issued or guaranteed by U.S. | $239,293,000 | 194 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $489,146,000 | 96 |
| CMOs issued by government agencies or sponsored agencies | $392,545,000 | 107 |
| Privately issued | $96,601,000 | 41 |
| Commercial mortgage-backed securities | $341,892,000 | 56 |
| Commercial mortgage pass-through securities | $101,884,000 | 43 |
| Other commercial mortgage-backed securities | $240,008,000 | 53 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $1,569,413,000 | 104 |
| Total debt securities | $1,569,413,000 | 126 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| 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 | $1,552,811,000 | 126 |
| U.S. Government securities | $846,868,000 | 151 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $846,868,000 | 147 |
| Securities issued by states & political subdivisions | $12,238,000 | 2,560 |
| Other domestic debt securities | $664,648,000 | 42 |
| Privately issued residential mortgage-backed securities | $97,492,000 | 42 |
| Commercial mortgage-backed securities - Total | $147,091,000 | 25 |
| Asset backed securities | $118,573,000 | 44 |
| Structured financial products - Total | $30,974,000 | 48 |
| Other domestic debt securities - All other | $270,518,000 | 35 |
| Foreign debt securities | $29,057,000 | 46 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $1,067,439,000 | 112 |
| Certificates of participation in pools of residential mortgages | $234,006,000 | 199 |
| Issued or guaranteed by U.S. | $234,006,000 | 198 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $507,303,000 | 95 |
| CMOs issued by government agencies or sponsored agencies | $409,811,000 | 102 |
| Privately issued | $97,492,000 | 40 |
| Commercial mortgage-backed securities | $326,130,000 | 53 |
| Commercial mortgage pass-through securities | $104,401,000 | 38 |
| Other commercial mortgage-backed securities | $221,729,000 | 53 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $1,552,811,000 | 104 |
| Total debt securities | $1,552,813,000 | 126 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $1,555,529,000 | 127 |
| U.S. Government securities | $874,693,000 | 147 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $874,693,000 | 143 |
| Securities issued by states & political subdivisions | $12,257,000 | 2,569 |
| Other domestic debt securities | $639,332,000 | 43 |
| Privately issued residential mortgage-backed securities | $91,890,000 | 41 |
| Commercial mortgage-backed securities - Total | $146,584,000 | 25 |
| Asset backed securities | $125,497,000 | 41 |
| Structured financial products - Total | $30,572,000 | 45 |
| Other domestic debt securities - All other | $244,789,000 | 40 |
| Foreign debt securities | $29,247,000 | 45 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $1,086,216,000 | 109 |
| Certificates of participation in pools of residential mortgages | $240,572,000 | 191 |
| Issued or guaranteed by U.S. | $240,572,000 | 189 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $520,695,000 | 95 |
| CMOs issued by government agencies or sponsored agencies | $428,805,000 | 102 |
| Privately issued | $91,890,000 | 39 |
| Commercial mortgage-backed securities | $324,949,000 | 50 |
| Commercial mortgage pass-through securities | $108,737,000 | 35 |
| Other commercial mortgage-backed securities | $216,212,000 | 51 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $1,555,529,000 | 105 |
| Total debt securities | $1,555,530,000 | 126 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $1,534,172,000 | 127 |
| U.S. Government securities | $866,542,000 | 148 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $866,542,000 | 143 |
| Securities issued by states & political subdivisions | $17,305,000 | 2,041 |
| Other domestic debt securities | $618,858,000 | 43 |
| Privately issued residential mortgage-backed securities | $91,036,000 | 42 |
| Commercial mortgage-backed securities - Total | $143,919,000 | 25 |
| Asset backed securities | $133,408,000 | 41 |
| Structured financial products - Total | $28,446,000 | 39 |
| Other domestic debt securities - All other | $222,049,000 | 42 |
| Foreign debt securities | $31,467,000 | 43 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $1,076,329,000 | 109 |
| Certificates of participation in pools of residential mortgages | $245,633,000 | 186 |
| Issued or guaranteed by U.S. | $245,633,000 | 185 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $501,570,000 | 98 |
| CMOs issued by government agencies or sponsored agencies | $410,534,000 | 106 |
| Privately issued | $91,036,000 | 40 |
| Commercial mortgage-backed securities | $329,126,000 | 47 |
| Commercial mortgage pass-through securities | $114,719,000 | 33 |
| Other commercial mortgage-backed securities | $214,407,000 | 50 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $1,534,172,000 | 106 |
| Total debt securities | $1,534,171,000 | 127 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $1,543,436,000 | 127 |
| U.S. Government securities | $876,240,000 | 145 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $876,240,000 | 140 |
| Securities issued by states & political subdivisions | $18,771,000 | 1,908 |
| Other domestic debt securities | $605,164,000 | 44 |
| Privately issued residential mortgage-backed securities | $94,128,000 | 40 |
| Commercial mortgage-backed securities - Total | $141,499,000 | 24 |
| Asset backed securities | $133,867,000 | 40 |
| Structured financial products - Total | $34,136,000 | 35 |
| Other domestic debt securities - All other | $201,534,000 | 44 |
| Foreign debt securities | $43,261,000 | 38 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $1,086,474,000 | 107 |
| Certificates of participation in pools of residential mortgages | $251,633,000 | 181 |
| Issued or guaranteed by U.S. | $251,633,000 | 180 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $509,044,000 | 98 |
| CMOs issued by government agencies or sponsored agencies | $414,916,000 | 106 |
| Privately issued | $94,128,000 | 38 |
| Commercial mortgage-backed securities | $325,797,000 | 46 |
| Commercial mortgage pass-through securities | $114,226,000 | 34 |
| Other commercial mortgage-backed securities | $211,571,000 | 48 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $1,543,436,000 | 102 |
| Total debt securities | $1,543,436,000 | 126 |
| 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 | $1,487,903,000 | 131 |
| U.S. Government securities | $851,833,000 | 148 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $851,833,000 | 144 |
| Securities issued by states & political subdivisions | $27,715,000 | 1,385 |
| Other domestic debt securities | $564,963,000 | 45 |
| Privately issued residential mortgage-backed securities | $102,390,000 | 41 |
| Commercial mortgage-backed securities - Total | $131,822,000 | 26 |
| Asset backed securities | $131,505,000 | 41 |
| Structured financial products - Total | $30,729,000 | 37 |
| Other domestic debt securities - All other | $168,517,000 | 54 |
| Foreign debt securities | $43,392,000 | 39 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $1,065,250,000 | 108 |
| Certificates of participation in pools of residential mortgages | $251,684,000 | 182 |
| Issued or guaranteed by U.S. | $251,684,000 | 181 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $500,211,000 | 96 |
| CMOs issued by government agencies or sponsored agencies | $397,821,000 | 107 |
| Privately issued | $102,390,000 | 40 |
| Commercial mortgage-backed securities | $313,355,000 | 43 |
| Commercial mortgage pass-through securities | $113,855,000 | 34 |
| Other commercial mortgage-backed securities | $199,500,000 | 47 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $1,487,903,000 | 106 |
| Total debt securities | $1,487,905,000 | 129 |
| 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 | $1,466,268,000 | 134 |
| U.S. Government securities | $853,070,000 | 147 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $853,070,000 | 143 |
| Securities issued by states & political subdivisions | $33,935,000 | 1,151 |
| Other domestic debt securities | $533,615,000 | 48 |
| Privately issued residential mortgage-backed securities | $109,376,000 | 39 |
| Commercial mortgage-backed securities - Total | $118,717,000 | 27 |
| Asset backed securities | $125,262,000 | 43 |
| Structured financial products - Total | $27,793,000 | 38 |
| Other domestic debt securities - All other | $152,467,000 | 59 |
| Foreign debt securities | $45,648,000 | 37 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $1,060,138,000 | 108 |
| Certificates of participation in pools of residential mortgages | $249,401,000 | 185 |
| Issued or guaranteed by U.S. | $249,401,000 | 184 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $511,488,000 | 94 |
| CMOs issued by government agencies or sponsored agencies | $402,112,000 | 104 |
| Privately issued | $109,376,000 | 37 |
| Commercial mortgage-backed securities | $299,249,000 | 44 |
| Commercial mortgage pass-through securities | $115,295,000 | 36 |
| Other commercial mortgage-backed securities | $183,954,000 | 47 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $1,466,268,000 | 107 |
| Total debt securities | $1,466,270,000 | 132 |
| 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 | $1,425,468,000 | 136 |
| U.S. Government securities | $858,438,000 | 147 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $858,438,000 | 144 |
| Securities issued by states & political subdivisions | $35,202,000 | 1,101 |
| Other domestic debt securities | $486,477,000 | 53 |
| Privately issued residential mortgage-backed securities | $119,979,000 | 38 |
| Commercial mortgage-backed securities - Total | $108,927,000 | 26 |
| Asset backed securities | $114,427,000 | 43 |
| Structured financial products - Total | $26,846,000 | 36 |
| Other domestic debt securities - All other | $116,298,000 | 76 |
| Foreign debt securities | $45,351,000 | 37 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $1,066,539,000 | 111 |
| Certificates of participation in pools of residential mortgages | $255,315,000 | 181 |
| Issued or guaranteed by U.S. | $255,315,000 | 180 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $513,213,000 | 97 |
| CMOs issued by government agencies or sponsored agencies | $393,234,000 | 110 |
| Privately issued | $119,979,000 | 37 |
| Commercial mortgage-backed securities | $298,011,000 | 44 |
| Commercial mortgage pass-through securities | $126,128,000 | 32 |
| Other commercial mortgage-backed securities | $171,883,000 | 46 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $1,425,468,000 | 107 |
| Total debt securities | $1,425,468,000 | 136 |
| Structured notes | ||
| Amortized cost | $2,882,000 | 1,067 |
| Fair value | $2,937,000 | 1,022 |
| 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 | $1,431,427,000 | 134 |
| U.S. Government securities | $892,204,000 | 143 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $892,204,000 | 140 |
| Securities issued by states & political subdivisions | $36,812,000 | 1,036 |
| Other domestic debt securities | $457,337,000 | 56 |
| Privately issued residential mortgage-backed securities | $110,164,000 | 41 |
| Commercial mortgage-backed securities - Total | $109,493,000 | 26 |
| Asset backed securities | $110,327,000 | 42 |
| Structured financial products - Total | $20,393,000 | 45 |
| Other domestic debt securities - All other | $106,960,000 | 78 |
| Foreign debt securities | $45,074,000 | 39 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $1,091,061,000 | 110 |
| Certificates of participation in pools of residential mortgages | $252,597,000 | 184 |
| Issued or guaranteed by U.S. | $252,597,000 | 183 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $527,471,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $417,307,000 | 103 |
| Privately issued | $110,164,000 | 40 |
| Commercial mortgage-backed securities | $310,993,000 | 40 |
| Commercial mortgage pass-through securities | $130,393,000 | 29 |
| Other commercial mortgage-backed securities | $180,600,000 | 44 |
| Held to maturity securities (book value) | $72,000 | 2,473 |
| Available-for-sale securities (fair market value) | $1,431,355,000 | 108 |
| Total debt securities | $1,431,430,000 | 134 |
| Structured notes | ||
| Amortized cost | $2,865,000 | 1,051 |
| Fair value | $2,927,000 | 991 |
| 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 | $1,377,251,000 | 135 |
| U.S. Government securities | $851,897,000 | 145 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $851,897,000 | 143 |
| Securities issued by states & political subdivisions | $43,451,000 | 881 |
| Other domestic debt securities | $434,942,000 | 61 |
| Privately issued residential mortgage-backed securities | $115,689,000 | 41 |
| Commercial mortgage-backed securities - Total | $98,300,000 | 25 |
| Asset backed securities | $106,655,000 | 46 |
| Structured financial products - Total | $20,317,000 | 49 |
| Other domestic debt securities - All other | $93,981,000 | 89 |
| Foreign debt securities | $46,961,000 | 41 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $1,049,832,000 | 114 |
| Certificates of participation in pools of residential mortgages | $223,008,000 | 212 |
| Issued or guaranteed by U.S. | $223,008,000 | 211 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $545,085,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $429,396,000 | 95 |
| Privately issued | $115,689,000 | 39 |
| Commercial mortgage-backed securities | $281,739,000 | 43 |
| Commercial mortgage pass-through securities | $123,893,000 | 29 |
| Other commercial mortgage-backed securities | $157,846,000 | 43 |
| Held to maturity securities (book value) | $497,000 | 2,169 |
| Available-for-sale securities (fair market value) | $1,376,754,000 | 109 |
| Total debt securities | $1,377,252,000 | 135 |
| Structured notes | ||
| Amortized cost | $2,847,000 | 1,036 |
| Fair value | $2,922,000 | 988 |
| 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 | $1,273,174,000 | 142 |
| U.S. Government securities | $814,575,000 | 148 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $814,575,000 | 146 |
| Securities issued by states & political subdivisions | $43,677,000 | 869 |
| Other domestic debt securities | $366,272,000 | 68 |
| Privately issued residential mortgage-backed securities | $100,761,000 | 43 |
| Commercial mortgage-backed securities - Total | $85,117,000 | 25 |
| Asset backed securities | $87,852,000 | 52 |
| Structured financial products - Total | $19,232,000 | 44 |
| Other domestic debt securities - All other | $73,310,000 | 108 |
| Foreign debt securities | $48,650,000 | 39 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $983,937,000 | 117 |
| Certificates of participation in pools of residential mortgages | $236,916,000 | 194 |
| Issued or guaranteed by U.S. | $236,916,000 | 193 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $497,697,000 | 96 |
| CMOs issued by government agencies or sponsored agencies | $396,936,000 | 105 |
| Privately issued | $100,761,000 | 42 |
| Commercial mortgage-backed securities | $249,324,000 | 45 |
| Commercial mortgage pass-through securities | $124,973,000 | 30 |
| Other commercial mortgage-backed securities | $124,351,000 | 49 |
| Held to maturity securities (book value) | $924,000 | 1,941 |
| Available-for-sale securities (fair market value) | $1,272,250,000 | 121 |
| Total debt securities | $1,273,175,000 | 140 |
| Structured notes | ||
| Amortized cost | $2,829,000 | 1,021 |
| Fair value | $2,964,000 | 959 |
| 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 | $1,263,574,000 | 143 |
| U.S. Government securities | $869,482,000 | 146 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $869,482,000 | 145 |
| Securities issued by states & political subdivisions | $44,001,000 | 840 |
| Other domestic debt securities | $350,091,000 | 70 |
| Privately issued residential mortgage-backed securities | $89,851,000 | 47 |
| Commercial mortgage-backed securities - Total | $83,098,000 | 27 |
| Asset backed securities | $50,138,000 | 68 |
| Structured financial products - Total | $14,619,000 | 51 |
| Other domestic debt securities - All other | $112,385,000 | 80 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $1,025,123,000 | 115 |
| Certificates of participation in pools of residential mortgages | $256,525,000 | 187 |
| Issued or guaranteed by U.S. | $256,525,000 | 185 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $514,417,000 | 98 |
| CMOs issued by government agencies or sponsored agencies | $424,566,000 | 98 |
| Privately issued | $89,851,000 | 45 |
| Commercial mortgage-backed securities | $254,181,000 | 43 |
| Commercial mortgage pass-through securities | $129,986,000 | 27 |
| Other commercial mortgage-backed securities | $124,195,000 | 44 |
| Held to maturity securities (book value) | $1,210,000 | 1,843 |
| Available-for-sale securities (fair market value) | $1,262,364,000 | 124 |
| Total debt securities | $1,263,575,000 | 141 |
| Structured notes | ||
| Amortized cost | $2,812,000 | 1,034 |
| Fair value | $2,968,000 | 1,022 |
| 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 | $1,202,790,000 | 147 |
| U.S. Government securities | $875,456,000 | 141 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $875,456,000 | 140 |
| Securities issued by states & political subdivisions | $44,844,000 | 804 |
| Other domestic debt securities | $282,490,000 | 74 |
| Privately issued residential mortgage-backed securities | $85,510,000 | 51 |
| Commercial mortgage-backed securities - Total | $81,339,000 | 28 |
| Asset backed securities | $34,842,000 | 72 |
| Structured financial products - Total | $1,965,000 | 132 |
| Other domestic debt securities - All other | $78,834,000 | 94 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $1,024,683,000 | 118 |
| Certificates of participation in pools of residential mortgages | $272,162,000 | 173 |
| Issued or guaranteed by U.S. | $272,162,000 | 172 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $496,480,000 | 100 |
| CMOs issued by government agencies or sponsored agencies | $410,970,000 | 109 |
| Privately issued | $85,510,000 | 47 |
| Commercial mortgage-backed securities | $256,041,000 | 41 |
| Commercial mortgage pass-through securities | $131,669,000 | 22 |
| Other commercial mortgage-backed securities | $124,372,000 | 39 |
| Held to maturity securities (book value) | $1,438,000 | 1,783 |
| Available-for-sale securities (fair market value) | $1,201,352,000 | 127 |
| Total debt securities | $1,202,787,000 | 147 |
| Structured notes | ||
| Amortized cost | $2,795,000 | 1,079 |
| Fair value | $2,941,000 | 1,069 |
| 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 | $1,128,359,000 | 156 |
| U.S. Government securities | $830,251,000 | 145 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $830,251,000 | 144 |
| Securities issued by states & political subdivisions | $45,980,000 | 752 |
| Other domestic debt securities | $252,128,000 | 90 |
| Privately issued residential mortgage-backed securities | $93,136,000 | 52 |
| Commercial mortgage-backed securities - Total | $64,441,000 | 29 |
| Asset backed securities | $20,482,000 | 84 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $74,069,000 | 104 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $977,817,000 | 125 |
| Certificates of participation in pools of residential mortgages | $246,866,000 | 201 |
| Issued or guaranteed by U.S. | $246,866,000 | 200 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $488,895,000 | 108 |
| CMOs issued by government agencies or sponsored agencies | $395,759,000 | 109 |
| Privately issued | $93,136,000 | 49 |
| Commercial mortgage-backed securities | $242,056,000 | 42 |
| Commercial mortgage pass-through securities | $132,792,000 | 23 |
| Other commercial mortgage-backed securities | $109,264,000 | 42 |
| Held to maturity securities (book value) | $1,674,000 | 1,762 |
| Available-for-sale securities (fair market value) | $1,126,685,000 | 133 |
| Total debt securities | $1,128,360,000 | 156 |
| Structured notes | ||
| Amortized cost | $12,780,000 | 352 |
| Fair value | $12,886,000 | 352 |
| 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 | $1,060,520,000 | 160 |
| U.S. Government securities | $788,632,000 | 150 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $788,632,000 | 147 |
| Securities issued by states & political subdivisions | $46,111,000 | 726 |
| Other domestic debt securities | $225,777,000 | 93 |
| Privately issued residential mortgage-backed securities | $92,654,000 | 53 |
| Commercial mortgage-backed securities - Total | $47,210,000 | 37 |
| Asset backed securities | $21,061,000 | 79 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $64,852,000 | 112 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $918,450,000 | 123 |
| Certificates of participation in pools of residential mortgages | $187,884,000 | 263 |
| Issued or guaranteed by U.S. | $187,884,000 | 261 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $506,812,000 | 103 |
| CMOs issued by government agencies or sponsored agencies | $414,158,000 | 110 |
| Privately issued | $92,654,000 | 52 |
| Commercial mortgage-backed securities | $223,754,000 | 38 |
| Commercial mortgage pass-through securities | $130,773,000 | 19 |
| Other commercial mortgage-backed securities | $92,981,000 | 42 |
| Held to maturity securities (book value) | $1,905,000 | 1,720 |
| Available-for-sale securities (fair market value) | $1,058,615,000 | 138 |
| Total debt securities | $1,060,520,000 | 160 |
| Structured notes | ||
| Amortized cost | $12,764,000 | 397 |
| Fair value | $12,847,000 | 397 |
| 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 | $1,046,176,000 | 162 |
| U.S. Government securities | $782,834,000 | 155 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $782,834,000 | 153 |
| Securities issued by states & political subdivisions | $46,261,000 | 691 |
| Other domestic debt securities | $217,081,000 | 97 |
| Privately issued residential mortgage-backed securities | $77,149,000 | 60 |
| Commercial mortgage-backed securities - Total | $36,945,000 | 36 |
| Asset backed securities | $39,036,000 | 65 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $63,951,000 | 110 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $876,845,000 | 128 |
| Certificates of participation in pools of residential mortgages | $171,645,000 | 301 |
| Issued or guaranteed by U.S. | $171,645,000 | 299 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $526,016,000 | 100 |
| CMOs issued by government agencies or sponsored agencies | $448,867,000 | 100 |
| Privately issued | $77,149,000 | 58 |
| Commercial mortgage-backed securities | $179,184,000 | 38 |
| Commercial mortgage pass-through securities | $101,808,000 | 19 |
| Other commercial mortgage-backed securities | $77,376,000 | 39 |
| Held to maturity securities (book value) | $2,485,000 | 1,643 |
| Available-for-sale securities (fair market value) | $1,043,691,000 | 143 |
| Total debt securities | $1,046,176,000 | 161 |
| Structured notes | ||
| Amortized cost | $22,748,000 | 251 |
| Fair value | $22,874,000 | 248 |
| 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 | $939,640,000 | 176 |
| U.S. Government securities | $775,199,000 | 148 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $775,199,000 | 146 |
| Securities issued by states & political subdivisions | $46,687,000 | 663 |
| Other domestic debt securities | $117,754,000 | 146 |
| Privately issued residential mortgage-backed securities | $92,761,000 | 73 |
| 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 | $0 | 1,386 |
| 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 | $827,640,000 | 129 |
| Certificates of participation in pools of residential mortgages | $193,921,000 | 251 |
| Issued or guaranteed by U.S. | $193,921,000 | 249 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $633,719,000 | 89 |
| CMOs issued by government agencies or sponsored agencies | $540,958,000 | 85 |
| Privately issued | $92,761,000 | 73 |
| 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) | $74,596,000 | 250 |
| Available-for-sale securities (fair market value) | $865,044,000 | 161 |
| Total debt securities | $939,640,000 | 175 |
| 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 | $943,152,000 | 169 |
| U.S. Government securities | $798,737,000 | 150 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $798,737,000 | 147 |
| Securities issued by states & political subdivisions | $46,880,000 | 609 |
| Other domestic debt securities | $97,535,000 | 169 |
| Privately issued residential mortgage-backed securities | $75,080,000 | 91 |
| 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 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| 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 | $818,313,000 | 128 |
| Certificates of participation in pools of residential mortgages | $207,927,000 | 224 |
| Issued or guaranteed by U.S. | $207,927,000 | 221 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $610,386,000 | 89 |
| CMOs issued by government agencies or sponsored agencies | $535,306,000 | 81 |
| Privately issued | $75,080,000 | 88 |
| 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) | $72,719,000 | 252 |
| Available-for-sale securities (fair market value) | $870,433,000 | 154 |
| Total debt securities | $943,152,000 | 169 |
| 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 | $940,820,000 | 172 |
| U.S. Government securities | $796,329,000 | 151 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $796,329,000 | 146 |
| Securities issued by states & political subdivisions | $46,773,000 | 572 |
| Other domestic debt securities | $97,718,000 | 165 |
| Privately issued residential mortgage-backed securities | $74,675,000 | 95 |
| 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 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| 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 | $785,259,000 | 128 |
| Certificates of participation in pools of residential mortgages | $221,685,000 | 206 |
| Issued or guaranteed by U.S. | $221,685,000 | 203 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $563,574,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $488,899,000 | 85 |
| Privately issued | $74,675,000 | 92 |
| 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) | $74,553,000 | 242 |
| Available-for-sale securities (fair market value) | $866,267,000 | 157 |
| Total debt securities | $940,820,000 | 172 |
| 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 | $925,723,000 | 174 |
| U.S. Government securities | $779,671,000 | 156 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $779,671,000 | 150 |
| Securities issued by states & political subdivisions | $47,460,000 | 528 |
| Other domestic debt securities | $98,592,000 | 169 |
| Privately issued residential mortgage-backed securities | $77,518,000 | 95 |
| 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 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| 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 | $766,652,000 | 127 |
| Certificates of participation in pools of residential mortgages | $216,186,000 | 216 |
| Issued or guaranteed by U.S. | $216,186,000 | 214 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $550,466,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $472,948,000 | 84 |
| Privately issued | $77,518,000 | 92 |
| 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) | $73,262,000 | 251 |
| Available-for-sale securities (fair market value) | $852,461,000 | 161 |
| Total debt securities | $925,723,000 | 174 |
| 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 | $919,754,000 | 172 |
| U.S. Government securities | $768,114,000 | 156 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $768,114,000 | 151 |
| Securities issued by states & political subdivisions | $47,280,000 | 519 |
| Other domestic debt securities | $104,360,000 | 163 |
| Privately issued residential mortgage-backed securities | $82,896,000 | 95 |
| 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 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| 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 | $770,338,000 | 127 |
| Certificates of participation in pools of residential mortgages | $230,842,000 | 189 |
| Issued or guaranteed by U.S. | $230,842,000 | 188 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $539,496,000 | 88 |
| CMOs issued by government agencies or sponsored agencies | $456,600,000 | 83 |
| Privately issued | $82,896,000 | 90 |
| 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) | $74,342,000 | 238 |
| Available-for-sale securities (fair market value) | $845,412,000 | 160 |
| Total debt securities | $919,754,000 | 171 |
| 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 | $854,232,000 | 171 |
| U.S. Government securities | $743,309,000 | 149 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $743,309,000 | 142 |
| Securities issued by states & political subdivisions | $7,152,000 | 2,871 |
| Other domestic debt securities | $103,771,000 | 160 |
| Privately issued residential mortgage-backed securities | $90,140,000 | 91 |
| 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 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| 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 | $747,501,000 | 121 |
| Certificates of participation in pools of residential mortgages | $242,326,000 | 174 |
| Issued or guaranteed by U.S. | $242,326,000 | 173 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $505,175,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $415,035,000 | 83 |
| Privately issued | $90,140,000 | 85 |
| 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) | $27,214,000 | 553 |
| Available-for-sale securities (fair market value) | $827,018,000 | 157 |
| Total debt securities | $854,232,000 | 170 |
| 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 | $740,578,000 | 190 |
| U.S. Government securities | $638,108,000 | 170 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $638,108,000 | 162 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $102,470,000 | 158 |
| Privately issued residential mortgage-backed securities | $91,898,000 | 95 |
| 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 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| 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 | $657,438,000 | 138 |
| Certificates of participation in pools of residential mortgages | $260,262,000 | 163 |
| Issued or guaranteed by U.S. | $260,262,000 | 161 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $397,176,000 | 105 |
| CMOs issued by government agencies or sponsored agencies | $305,278,000 | 100 |
| Privately issued | $91,898,000 | 91 |
| 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) | $17,964,000 | 761 |
| Available-for-sale securities (fair market value) | $722,614,000 | 175 |
| Total debt securities | $740,578,000 | 188 |
| 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 | $635,246,000 | 212 |
| U.S. Government securities | $555,643,000 | 186 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $555,643,000 | 179 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $79,603,000 | 189 |
| Privately issued residential mortgage-backed securities | $76,062,000 | 113 |
| 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 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| 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 | $585,299,000 | 152 |
| Certificates of participation in pools of residential mortgages | $274,539,000 | 162 |
| Issued or guaranteed by U.S. | $274,539,000 | 161 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $310,760,000 | 133 |
| CMOs issued by government agencies or sponsored agencies | $234,698,000 | 129 |
| Privately issued | $76,062,000 | 108 |
| 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) | $12,039,000 | 979 |
| Available-for-sale securities (fair market value) | $623,207,000 | 188 |
| Total debt securities | $635,246,000 | 208 |
| 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 | $570,107,000 | 233 |
| U.S. Government securities | $503,770,000 | 197 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $503,770,000 | 189 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $66,337,000 | 234 |
| Privately issued residential mortgage-backed securities | $66,337,000 | 131 |
| 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 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| 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 | $534,183,000 | 161 |
| Certificates of participation in pools of residential mortgages | $278,023,000 | 163 |
| Issued or guaranteed by U.S. | $278,023,000 | 161 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $256,160,000 | 157 |
| CMOs issued by government agencies or sponsored agencies | $189,823,000 | 148 |
| Privately issued | $66,337,000 | 127 |
| 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) | $9,396,000 | 1,119 |
| Available-for-sale securities (fair market value) | $560,711,000 | 203 |
| Total debt securities | $570,107,000 | 228 |
| 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 | $512,536,000 | 265 |
| U.S. Government securities | $441,555,000 | 219 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $441,555,000 | 214 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $70,981,000 | 238 |
| Privately issued residential mortgage-backed securities | $70,981,000 | 140 |
| 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 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| 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 | $482,290,000 | 176 |
| Certificates of participation in pools of residential mortgages | $272,035,000 | 171 |
| Issued or guaranteed by U.S. | $272,035,000 | 169 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $210,255,000 | 177 |
| CMOs issued by government agencies or sponsored agencies | $139,274,000 | 179 |
| Privately issued | $70,981,000 | 136 |
| 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) | $10,155,000 | 1,122 |
| Available-for-sale securities (fair market value) | $502,381,000 | 227 |
| Total debt securities | $512,536,000 | 251 |
| 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 | $394,632,000 | 342 |
| U.S. Government securities | $323,795,000 | 292 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $323,795,000 | 281 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $70,837,000 | 256 |
| Privately issued residential mortgage-backed securities | $70,837,000 | 151 |
| 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 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| 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 | $374,520,000 | 214 |
| Certificates of participation in pools of residential mortgages | $237,348,000 | 198 |
| Issued or guaranteed by U.S. | $237,348,000 | 196 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $137,172,000 | 234 |
| CMOs issued by government agencies or sponsored agencies | $66,335,000 | 291 |
| Privately issued | $70,837,000 | 144 |
| 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) | $11,216,000 | 1,077 |
| Available-for-sale securities (fair market value) | $383,416,000 | 305 |
| Total debt securities | $394,632,000 | 334 |
| 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 | $336,170,000 | 396 |
| U.S. Government securities | $283,818,000 | 333 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $283,818,000 | 324 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $52,352,000 | 300 |
| Privately issued residential mortgage-backed securities | $52,352,000 | 203 |
| 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 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| 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 | $336,170,000 | 243 |
| Certificates of participation in pools of residential mortgages | $251,411,000 | 202 |
| Issued or guaranteed by U.S. | $251,411,000 | 198 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $84,759,000 | 353 |
| CMOs issued by government agencies or sponsored agencies | $32,407,000 | 475 |
| Privately issued | $52,352,000 | 193 |
| 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) | $12,424,000 | 1,024 |
| Available-for-sale securities (fair market value) | $323,746,000 | 352 |
| Total debt securities | $336,170,000 | 388 |
| 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 | $262,960,000 | 473 |
| U.S. Government securities | $262,960,000 | 343 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $262,960,000 | 335 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| 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 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| 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 | $262,960,000 | 295 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $262,960,000 | 148 |
| CMOs issued by government agencies or sponsored agencies | $262,960,000 | 96 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $262,960,000 | 407 |
| Total debt securities | $262,960,000 | 461 |
| 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 | $188,570,000 | 639 |
| U.S. Government securities | $188,570,000 | 454 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $188,570,000 | 441 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| 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 | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $188,570,000 | 375 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $188,570,000 | 175 |
| CMOs issued by government agencies or sponsored agencies | $188,570,000 | 122 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $188,570,000 | 537 |
| Total debt securities | $188,570,000 | 626 |
| 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 | $157,765,000 | 757 |
| U.S. Government securities | $157,765,000 | 541 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $157,765,000 | 529 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| 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 | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $152,749,000 | 442 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $152,749,000 | 216 |
| CMOs issued by government agencies or sponsored agencies | $152,749,000 | 152 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $157,765,000 | 649 |
| Total debt securities | $157,765,000 | 739 |
| 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 | $5,047,000 | 6,995 |
| U.S. Government securities | $5,047,000 | 6,454 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,047,000 | 6,361 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| 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 | $0 | 1,949 |
| 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 | $0 | 6,689 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $5,047,000 | 6,414 |
| Total debt securities | $5,047,000 | 6,931 |
| 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 | $39,183,000 | 2,814 |
| U.S. Government securities | $39,183,000 | 2,091 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $39,183,000 | 2,048 |
| 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 | $0 | 1,903 |
| 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 | $0 | 6,642 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| 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) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $39,183,000 | 2,479 |
| Total debt securities | $39,183,000 | 2,771 |
| 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 | $83,444,000 | 1,426 |
| U.S. Government securities | $83,444,000 | 1,020 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $83,444,000 | 988 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| 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 | $0 | 1,839 |
| 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 | $0 | 6,625 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $83,444,000 | 1,239 |
| Total debt securities | $83,444,000 | 1,397 |
| 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 | $83,175,000 | 1,430 |
| U.S. Government securities | $83,175,000 | 1,045 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $83,175,000 | 1,011 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| 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 | $0 | 1,877 |
| 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 | $0 | 6,667 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $83,175,000 | 1,239 |
| Total debt securities | $83,175,000 | 1,404 |
| 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 | $59,859,000 | 1,946 |
| U.S. Government securities | $59,859,000 | 1,435 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $59,859,000 | 1,404 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| 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 | $0 | 6,691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $59,859,000 | 1,671 |
| Total debt securities | $59,859,000 | 1,906 |
| 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 | $61,247,000 | 1,937 |
| U.S. Government securities | $61,247,000 | 1,433 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $61,247,000 | 1,401 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| 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 | $0 | 6,730 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $61,247,000 | 1,661 |
| Total debt securities | $61,247,000 | 1,893 |
| 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 | $53,278,000 | 2,222 |
| U.S. Government securities | $53,278,000 | 1,674 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $53,278,000 | 1,631 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| 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 | $0 | 6,779 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $53,278,000 | 1,893 |
| Total debt securities | $53,278,000 | 2,176 |
| 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 | $53,186,000 | 2,206 |
| U.S. Government securities | $53,186,000 | 1,683 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $53,186,000 | 1,635 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| 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 | $0 | 6,845 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $53,186,000 | 1,880 |
| Total debt securities | $53,186,000 | 2,161 |
| 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 | $53,234,000 | 2,229 |
| U.S. Government securities | $53,234,000 | 1,714 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $53,234,000 | 1,659 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| 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 | $0 | 6,885 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $53,234,000 | 1,908 |
| Total debt securities | $53,234,000 | 2,186 |
| 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 | $43,297,000 | 2,677 |
| U.S. Government securities | $43,297,000 | 2,054 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $43,297,000 | 1,984 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| 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 | $0 | 6,961 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $43,297,000 | 2,310 |
| Total debt securities | $43,297,000 | 2,635 |
| 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 | $43,289,000 | 2,648 |
| U.S. Government securities | $43,289,000 | 2,022 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $43,289,000 | 1,951 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| 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 | $0 | 6,997 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $43,289,000 | 2,263 |
| Total debt securities | $43,289,000 | 2,603 |
| 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 | $43,576,000 | 2,650 |
| U.S. Government securities | $43,576,000 | 2,037 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $43,576,000 | 1,966 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| 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 | $0 | 7,037 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $43,576,000 | 2,251 |
| Total debt securities | $43,576,000 | 2,605 |
| 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 | $19,999,000 | 4,711 |
| U.S. Government securities | $19,999,000 | 3,869 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,999,000 | 3,737 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| 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 | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $19,999,000 | 4,088 |
| Total debt securities | $19,999,000 | 4,656 |
| 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 | $35,106,000 | 3,220 |
| U.S. Government securities | $35,106,000 | 2,514 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $35,106,000 | 2,412 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| 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 | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $35,106,000 | 2,760 |
| Total debt securities | $35,106,000 | 3,170 |
| 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 | $55,394,000 | 2,209 |
| U.S. Government securities | $55,394,000 | 1,672 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $55,394,000 | 1,613 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| 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 | $0 | 2,231 |
| 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 | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $55,394,000 | 1,861 |
| Total debt securities | $55,394,000 | 2,154 |
| 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 | $65,741,000 | 1,895 |
| U.S. Government securities | $65,741,000 | 1,438 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $65,741,000 | 1,390 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| 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 | $0 | 2,274 |
| 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 | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $516,000 | 3,677 |
| Available-for-sale securities (fair market value) | $65,225,000 | 1,608 |
| Total debt securities | $65,741,000 | 1,840 |
| 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 | $653,600,000 | 256 |
| U.S. Government securities | $653,600,000 | 204 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $653,600,000 | 197 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| 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 | 3,226 |
| 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 | $551,961,000 | 192 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $551,961,000 | 96 |
| CMOs issued by government agencies or sponsored agencies | $551,961,000 | 71 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,469,000 | 2,350 |
| Available-for-sale securities (fair market value) | $650,131,000 | 227 |
| Total debt securities | $653,600,000 | 250 |
| 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 | $682,172,000 | 249 |
| U.S. Government securities | $682,172,000 | 200 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $682,172,000 | 193 |
| 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 | $574,934,000 | 187 |
| Certificates of participation in pools of residential mortgages | $574,934,000 | 129 |
| Issued or guaranteed by U.S. | $574,934,000 | 123 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| 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) | $442,000 | 3,885 |
| Available-for-sale securities (fair market value) | $681,730,000 | 221 |
| Total debt securities | $682,172,000 | 246 |
| 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 | $778,734,000 | 224 |
| U.S. Government securities | $778,734,000 | 180 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $778,734,000 | 170 |
| 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 | $627,438,000 | 173 |
| Certificates of participation in pools of residential mortgages | $627,438,000 | 115 |
| Issued or guaranteed by U.S. | $627,438,000 | 113 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| 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) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $778,734,000 | 201 |
| Total debt securities | $778,734,000 | 220 |
| 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 | $959,591,000 | 179 |
| U.S. Government securities | $959,591,000 | 151 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $959,591,000 | 146 |
| 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 | $715,865,000 | 158 |
| Certificates of participation in pools of residential mortgages | $715,865,000 | 94 |
| Issued or guaranteed by U.S. | $715,865,000 | 92 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| 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) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $959,591,000 | 161 |
| Total debt securities | $959,591,000 | 177 |
| 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 | $727,193,000 | 233 |
| U.S. Government securities | $727,193,000 | 187 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $727,193,000 | 177 |
| 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 | $432,425,000 | 225 |
| Certificates of participation in pools of residential mortgages | $432,425,000 | 139 |
| Issued or guaranteed by U.S. | $432,425,000 | 136 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| 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) | $19,149,000 | 957 |
| Available-for-sale securities (fair market value) | $708,044,000 | 207 |
| Total debt securities | $727,193,000 | 226 |
| 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 | $519,764,000 | 293 |
| U.S. Government securities | $519,764,000 | 236 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $519,764,000 | 225 |
| 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 | $188,746,000 | 384 |
| Certificates of participation in pools of residential mortgages | $188,746,000 | 255 |
| Issued or guaranteed by U.S. | $188,746,000 | 251 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| 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) | $14,745,000 | 1,163 |
| Available-for-sale securities (fair market value) | $505,019,000 | 251 |
| Total debt securities | $519,764,000 | 282 |
| 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 | $0 | 9,430 |
| U.S. Government securities | $0 | 9,306 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 9,193 |
| 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 | $0 | 2,400 |
| 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 | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| 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) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $0 | 9,380 |
| 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 | $0 | 9,820 |
| U.S. Government securities | $0 | 9,633 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 9,486 |
| 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 | $0 | 8,187 |
| 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 | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| 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) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $0 | 9,692 |
| 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 | $0 | 10,148 |
| U.S. Government securities | $0 | 9,980 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 9,793 |
| 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 | $0 | 8,272 |
| 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 | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| 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) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $0 | 10,026 |
| 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 | $0 | 10,385 |
| U.S. Government securities | $0 | 10,185 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 9,927 |
| 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 | $0 | 8,258 |
| 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 | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| 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) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $0 | 10,235 |
| 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 |