Home > Ridgewood Savings Bank > Securities
Ridgewood Savings Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $1,717,502,000 | 169 |
| U.S. Government securities | $1,338,388,000 | 151 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $1,338,388,000 | 136 |
| Securities issued by states & political subdivisions | $211,000 | 3,724 |
| Other domestic debt securities | $198,439,000 | 164 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $198,439,000 | 54 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $239,589,000 | 442 |
| Mortgage-backed securities | $1,338,388,000 | 118 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,258,693,000 | 73 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $41,704,000 | 441 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $37,991,000 | 209 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $500,290,000 | 138 |
| Available-for-sale securities (fair market value) | $1,036,748,000 | 196 |
| Total debt securities | $1,537,035,000 | 180 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $1,740,955,000 | 166 |
| U.S. Government securities | $1,365,877,000 | 148 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $1,365,877,000 | 133 |
| Securities issued by states & political subdivisions | $193,000 | 3,773 |
| Other domestic debt securities | $204,124,000 | 165 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $204,124,000 | 53 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $245,679,000 | 422 |
| Mortgage-backed securities | $1,365,877,000 | 119 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,291,211,000 | 75 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $36,571,000 | 477 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $38,095,000 | 197 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $519,328,000 | 138 |
| Available-for-sale securities (fair market value) | $1,050,866,000 | 190 |
| Total debt securities | $1,570,194,000 | 177 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $1,826,659,000 | 162 |
| U.S. Government securities | $1,447,691,000 | 149 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $1,447,691,000 | 133 |
| Securities issued by states & political subdivisions | $208,000 | 3,800 |
| Other domestic debt securities | $205,144,000 | 160 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $205,144,000 | 55 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $252,745,000 | 398 |
| Mortgage-backed securities | $1,447,691,000 | 115 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,371,073,000 | 72 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $38,471,000 | 468 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $38,147,000 | 201 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $533,383,000 | 136 |
| Available-for-sale securities (fair market value) | $1,119,660,000 | 187 |
| Total debt securities | $1,653,044,000 | 175 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $1,897,111,000 | 164 |
| U.S. Government securities | $1,503,977,000 | 148 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $1,503,977,000 | 125 |
| Securities issued by states & political subdivisions | $208,000 | 3,851 |
| Other domestic debt securities | $222,990,000 | 161 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $222,990,000 | 49 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $259,530,000 | 380 |
| Mortgage-backed securities | $1,503,977,000 | 119 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,421,225,000 | 76 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $40,439,000 | 476 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $42,313,000 | 200 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $551,469,000 | 136 |
| Available-for-sale securities (fair market value) | $1,175,706,000 | 192 |
| Total debt securities | $1,727,172,000 | 175 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $1,928,991,000 | 173 |
| U.S. Government securities | $1,524,594,000 | 157 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $1,524,594,000 | 130 |
| Securities issued by states & political subdivisions | $204,000 | 3,888 |
| Other domestic debt securities | $228,164,000 | 161 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $228,164,000 | 55 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $140,674,000 | 575 |
| Mortgage-backed securities | $1,524,594,000 | 125 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,441,423,000 | 80 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $40,759,000 | 481 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $42,412,000 | 203 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $563,661,000 | 138 |
| Available-for-sale securities (fair market value) | $1,189,301,000 | 200 |
| Total debt securities | $1,752,963,000 | 179 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $1,962,162,000 | 176 |
| U.S. Government securities | $1,551,512,000 | 156 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $1,551,512,000 | 131 |
| Securities issued by states & political subdivisions | $190,000 | 3,944 |
| Other domestic debt securities | $230,560,000 | 157 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $230,560,000 | 55 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $144,648,000 | 528 |
| Mortgage-backed securities | $1,551,512,000 | 129 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,466,803,000 | 80 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $42,183,000 | 477 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $42,526,000 | 201 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $577,688,000 | 138 |
| Available-for-sale securities (fair market value) | $1,204,574,000 | 200 |
| Total debt securities | $1,782,262,000 | 178 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $2,129,686,000 | 165 |
| U.S. Government securities | $1,665,422,000 | 151 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $1,665,422,000 | 132 |
| Securities issued by states & political subdivisions | $202,000 | 3,975 |
| Other domestic debt securities | $259,380,000 | 132 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $259,380,000 | 50 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $120,800,000 | 609 |
| Mortgage-backed securities | $1,665,422,000 | 127 |
| Certificates of participation in pools of residential mortgages | $1,577,264,000 | 80 |
| Issued or guaranteed by U.S. | $1,577,264,000 | 80 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $45,497,000 | 505 |
| CMOs issued by government agencies or sponsored agencies | $45,497,000 | 456 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $42,661,000 | 396 |
| Commercial mortgage pass-through securities | $42,661,000 | 206 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $596,106,000 | 126 |
| Available-for-sale securities (fair market value) | $1,328,898,000 | 190 |
| Total debt securities | $1,925,005,000 | 174 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $2,222,118,000 | 161 |
| U.S. Government securities | $1,746,401,000 | 150 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $1,746,401,000 | 133 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $260,646,000 | 129 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $260,646,000 | 54 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,048,000 | 1,421 |
| Mortgage-backed securities | $1,746,401,000 | 126 |
| Certificates of participation in pools of residential mortgages | $1,660,696,000 | 80 |
| Issued or guaranteed by U.S. | $1,660,696,000 | 80 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $42,909,000 | 518 |
| CMOs issued by government agencies or sponsored agencies | $42,909,000 | 476 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $42,796,000 | 398 |
| Commercial mortgage pass-through securities | $42,796,000 | 202 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $618,316,000 | 111 |
| Available-for-sale securities (fair market value) | $1,388,731,000 | 190 |
| Total debt securities | $2,007,047,000 | 170 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $2,176,095,000 | 168 |
| U.S. Government securities | $1,690,473,000 | 149 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $1,690,473,000 | 135 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $269,585,000 | 120 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $269,585,000 | 52 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,292,000 | 1,371 |
| Mortgage-backed securities | $1,690,473,000 | 132 |
| Certificates of participation in pools of residential mortgages | $1,638,179,000 | 82 |
| Issued or guaranteed by U.S. | $1,638,179,000 | 82 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $9,340,000 | 1,223 |
| CMOs issued by government agencies or sponsored agencies | $9,340,000 | 1,173 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $42,954,000 | 400 |
| Commercial mortgage pass-through securities | $42,954,000 | 206 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $646,660,000 | 92 |
| Available-for-sale securities (fair market value) | $1,313,398,000 | 200 |
| Total debt securities | $1,960,057,000 | 171 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $1,980,814,000 | 171 |
| U.S. Government securities | $1,532,268,000 | 155 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $1,532,268,000 | 140 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $235,275,000 | 120 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $235,275,000 | 53 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,070,000 | 1,287 |
| Mortgage-backed securities | $1,532,268,000 | 137 |
| Certificates of participation in pools of residential mortgages | $1,483,371,000 | 86 |
| Issued or guaranteed by U.S. | $1,483,371,000 | 86 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $10,901,000 | 1,119 |
| CMOs issued by government agencies or sponsored agencies | $10,901,000 | 1,077 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $37,996,000 | 415 |
| Commercial mortgage pass-through securities | $37,996,000 | 216 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $654,582,000 | 86 |
| Available-for-sale securities (fair market value) | $1,112,961,000 | 213 |
| Total debt securities | $1,767,545,000 | 174 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $1,825,106,000 | 169 |
| U.S. Government securities | $1,382,510,000 | 158 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $1,382,510,000 | 146 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $224,958,000 | 116 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $224,958,000 | 59 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,738,000 | 1,176 |
| Mortgage-backed securities | $1,382,510,000 | 138 |
| Certificates of participation in pools of residential mortgages | $1,340,319,000 | 88 |
| Issued or guaranteed by U.S. | $1,340,319,000 | 87 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $12,006,000 | 1,026 |
| CMOs issued by government agencies or sponsored agencies | $12,006,000 | 991 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $30,185,000 | 456 |
| Commercial mortgage pass-through securities | $30,185,000 | 229 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $459,682,000 | 95 |
| Available-for-sale securities (fair market value) | $1,147,786,000 | 197 |
| Total debt securities | $1,607,468,000 | 178 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $1,677,406,000 | 167 |
| U.S. Government securities | $1,250,961,000 | 160 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $1,250,961,000 | 151 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $209,304,000 | 112 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $209,304,000 | 58 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,290,000 | 1,064 |
| Mortgage-backed securities | $1,250,961,000 | 138 |
| Certificates of participation in pools of residential mortgages | $1,222,328,000 | 87 |
| Issued or guaranteed by U.S. | $1,222,328,000 | 87 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $13,595,000 | 948 |
| CMOs issued by government agencies or sponsored agencies | $13,595,000 | 916 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $15,038,000 | 664 |
| Commercial mortgage pass-through securities | $15,038,000 | 359 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $484,287,000 | 88 |
| Available-for-sale securities (fair market value) | $975,978,000 | 215 |
| Total debt securities | $1,460,265,000 | 175 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $1,620,662,000 | 161 |
| U.S. Government securities | $1,244,208,000 | 154 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $1,244,208,000 | 143 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $181,772,000 | 117 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $181,772,000 | 58 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,171,000 | 977 |
| Mortgage-backed securities | $1,244,208,000 | 137 |
| Certificates of participation in pools of residential mortgages | $1,209,806,000 | 80 |
| Issued or guaranteed by U.S. | $1,209,806,000 | 80 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $16,818,000 | 840 |
| CMOs issued by government agencies or sponsored agencies | $16,818,000 | 805 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $17,584,000 | 567 |
| Commercial mortgage pass-through securities | $17,584,000 | 298 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $524,173,000 | 76 |
| Available-for-sale securities (fair market value) | $901,807,000 | 222 |
| Total debt securities | $1,425,981,000 | 167 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $1,601,570,000 | 151 |
| U.S. Government securities | $1,244,763,000 | 143 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $1,244,763,000 | 135 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $187,183,000 | 112 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $187,183,000 | 56 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,419,000 | 876 |
| Mortgage-backed securities | $1,244,763,000 | 130 |
| Certificates of participation in pools of residential mortgages | $1,153,720,000 | 79 |
| Issued or guaranteed by U.S. | $1,153,720,000 | 79 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $73,339,000 | 321 |
| CMOs issued by government agencies or sponsored agencies | $73,339,000 | 294 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $17,704,000 | 550 |
| Commercial mortgage pass-through securities | $17,704,000 | 286 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $353,202,000 | 87 |
| Available-for-sale securities (fair market value) | $1,078,744,000 | 186 |
| Total debt securities | $1,431,945,000 | 160 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $1,448,806,000 | 156 |
| U.S. Government securities | $1,117,515,000 | 155 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $1,117,515,000 | 144 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $201,349,000 | 112 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $201,349,000 | 53 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,284,000 | 824 |
| Mortgage-backed securities | $1,117,515,000 | 136 |
| Certificates of participation in pools of residential mortgages | $961,359,000 | 81 |
| Issued or guaranteed by U.S. | $961,359,000 | 81 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $138,332,000 | 226 |
| CMOs issued by government agencies or sponsored agencies | $138,332,000 | 211 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $17,824,000 | 540 |
| Commercial mortgage pass-through securities | $17,824,000 | 282 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $177,629,000 | 133 |
| Available-for-sale securities (fair market value) | $1,141,235,000 | 168 |
| Total debt securities | $1,318,864,000 | 165 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $1,328,313,000 | 164 |
| U.S. Government securities | $1,047,411,000 | 155 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $1,047,411,000 | 147 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $195,117,000 | 111 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $195,117,000 | 47 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,832,000 | 774 |
| Mortgage-backed securities | $1,047,411,000 | 140 |
| Certificates of participation in pools of residential mortgages | $853,525,000 | 89 |
| Issued or guaranteed by U.S. | $853,525,000 | 89 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $176,000,000 | 185 |
| CMOs issued by government agencies or sponsored agencies | $176,000,000 | 180 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $17,886,000 | 529 |
| Commercial mortgage pass-through securities | $17,886,000 | 267 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $187,691,000 | 129 |
| Available-for-sale securities (fair market value) | $1,054,837,000 | 172 |
| Total debt securities | $1,242,527,000 | 169 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $1,254,154,000 | 169 |
| U.S. Government securities | $985,692,000 | 163 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $985,692,000 | 153 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $185,473,000 | 117 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $185,473,000 | 46 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,761,000 | 705 |
| Mortgage-backed securities | $985,692,000 | 143 |
| Certificates of participation in pools of residential mortgages | $786,217,000 | 93 |
| Issued or guaranteed by U.S. | $786,217,000 | 93 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $181,517,000 | 187 |
| CMOs issued by government agencies or sponsored agencies | $181,517,000 | 180 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $17,958,000 | 520 |
| Commercial mortgage pass-through securities | $17,958,000 | 274 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $195,717,000 | 132 |
| Available-for-sale securities (fair market value) | $975,448,000 | 181 |
| Total debt securities | $1,171,168,000 | 178 |
| 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 | $1,291,875,000 | 166 |
| U.S. Government securities | $1,021,590,000 | 158 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $1,021,590,000 | 149 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $185,569,000 | 106 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $185,569,000 | 44 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,086,000 | 678 |
| Mortgage-backed securities | $1,021,590,000 | 141 |
| Certificates of participation in pools of residential mortgages | $789,566,000 | 91 |
| Issued or guaranteed by U.S. | $789,566,000 | 91 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $201,378,000 | 173 |
| CMOs issued by government agencies or sponsored agencies | $201,378,000 | 166 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $30,646,000 | 375 |
| Commercial mortgage pass-through securities | $30,646,000 | 187 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $217,695,000 | 128 |
| Available-for-sale securities (fair market value) | $989,464,000 | 178 |
| Total debt securities | $1,207,158,000 | 171 |
| 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 | $1,200,820,000 | 179 |
| U.S. Government securities | $947,005,000 | 168 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $947,005,000 | 159 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $165,182,000 | 111 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $165,182,000 | 49 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,435,000 | 653 |
| Mortgage-backed securities | $947,005,000 | 149 |
| Certificates of participation in pools of residential mortgages | $734,861,000 | 95 |
| Issued or guaranteed by U.S. | $734,861,000 | 95 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $175,487,000 | 189 |
| CMOs issued by government agencies or sponsored agencies | $175,487,000 | 183 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $36,657,000 | 324 |
| Commercial mortgage pass-through securities | $36,657,000 | 161 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $233,975,000 | 127 |
| Available-for-sale securities (fair market value) | $878,212,000 | 190 |
| Total debt securities | $1,112,187,000 | 181 |
| 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 | $1,318,417,000 | 161 |
| U.S. Government securities | $1,054,040,000 | 157 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $1,054,040,000 | 148 |
| Securities issued by states & political subdivisions | $12,038,000 | 2,223 |
| Other domestic debt securities | $165,233,000 | 107 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $165,233,000 | 47 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,518,000 | 656 |
| Mortgage-backed securities | $995,336,000 | 144 |
| Certificates of participation in pools of residential mortgages | $785,936,000 | 91 |
| Issued or guaranteed by U.S. | $785,936,000 | 91 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $174,915,000 | 186 |
| CMOs issued by government agencies or sponsored agencies | $174,915,000 | 179 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $34,485,000 | 312 |
| Commercial mortgage pass-through securities | $34,485,000 | 158 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $241,511,000 | 128 |
| Available-for-sale securities (fair market value) | $989,800,000 | 174 |
| Total debt securities | $1,231,310,000 | 172 |
| 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 | $1,305,130,000 | 163 |
| U.S. Government securities | $1,067,314,000 | 154 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $1,067,314,000 | 143 |
| Securities issued by states & political subdivisions | $11,698,000 | 2,312 |
| Other domestic debt securities | $145,797,000 | 113 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $145,797,000 | 50 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $80,321,000 | 7 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $85,139,000 | 644 |
| Mortgage-backed securities | $1,009,345,000 | 141 |
| Certificates of participation in pools of residential mortgages | $805,664,000 | 89 |
| Issued or guaranteed by U.S. | $805,664,000 | 89 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $168,993,000 | 189 |
| CMOs issued by government agencies or sponsored agencies | $168,993,000 | 183 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $34,688,000 | 302 |
| Commercial mortgage pass-through securities | $34,688,000 | 149 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $249,549,000 | 134 |
| Available-for-sale securities (fair market value) | $1,055,581,000 | 168 |
| Total debt securities | $1,224,807,000 | 170 |
| 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 | $1,299,062,000 | 161 |
| U.S. Government securities | $1,059,106,000 | 157 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $1,059,106,000 | 144 |
| Securities issued by states & political subdivisions | $11,474,000 | 2,361 |
| Other domestic debt securities | $146,420,000 | 110 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $146,420,000 | 47 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $82,062,000 | 6 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,016,000 | 627 |
| Mortgage-backed securities | $1,002,265,000 | 139 |
| Certificates of participation in pools of residential mortgages | $815,968,000 | 90 |
| Issued or guaranteed by U.S. | $815,968,000 | 90 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $151,451,000 | 202 |
| CMOs issued by government agencies or sponsored agencies | $151,451,000 | 196 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $34,846,000 | 304 |
| Commercial mortgage pass-through securities | $34,846,000 | 153 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $258,269,000 | 132 |
| Available-for-sale securities (fair market value) | $1,040,793,000 | 164 |
| Total debt securities | $1,217,001,000 | 169 |
| 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 | $1,347,624,000 | 158 |
| U.S. Government securities | $1,092,408,000 | 153 |
| U.S. Treasury securities | $25,000 | 1,471 |
| U.S. Government agency obligations | $1,092,383,000 | 141 |
| Securities issued by states & political subdivisions | $11,605,000 | 2,396 |
| Other domestic debt securities | $147,021,000 | 107 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $147,021,000 | 47 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $96,590,000 | 7 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,372,000 | 620 |
| Mortgage-backed securities | $1,035,981,000 | 135 |
| Certificates of participation in pools of residential mortgages | $852,681,000 | 90 |
| Issued or guaranteed by U.S. | $852,681,000 | 89 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $148,225,000 | 205 |
| CMOs issued by government agencies or sponsored agencies | $148,225,000 | 197 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $35,075,000 | 292 |
| Commercial mortgage pass-through securities | $35,075,000 | 146 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $268,429,000 | 127 |
| Available-for-sale securities (fair market value) | $1,079,195,000 | 159 |
| Total debt securities | $1,251,034,000 | 165 |
| 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 | $1,467,959,000 | 147 |
| U.S. Government securities | $1,194,286,000 | 138 |
| U.S. Treasury securities | $25,000 | 1,421 |
| U.S. Government agency obligations | $1,194,261,000 | 129 |
| Securities issued by states & political subdivisions | $11,651,000 | 2,429 |
| Other domestic debt securities | $156,394,000 | 103 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $156,394,000 | 44 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $105,628,000 | 6 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $94,595,000 | 617 |
| Mortgage-backed securities | $1,127,768,000 | 125 |
| Certificates of participation in pools of residential mortgages | $947,051,000 | 87 |
| Issued or guaranteed by U.S. | $947,051,000 | 86 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $147,190,000 | 203 |
| CMOs issued by government agencies or sponsored agencies | $147,190,000 | 195 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $33,527,000 | 277 |
| Commercial mortgage pass-through securities | $33,527,000 | 132 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $277,976,000 | 125 |
| Available-for-sale securities (fair market value) | $1,189,983,000 | 151 |
| Total debt securities | $1,362,330,000 | 155 |
| 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 | $1,510,003,000 | 139 |
| U.S. Government securities | $1,230,258,000 | 125 |
| U.S. Treasury securities | $25,000 | 1,324 |
| U.S. Government agency obligations | $1,230,233,000 | 117 |
| Securities issued by states & political subdivisions | $12,041,000 | 2,452 |
| Other domestic debt securities | $156,358,000 | 96 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $156,358,000 | 43 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $111,346,000 | 12 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $97,798,000 | 617 |
| Mortgage-backed securities | $1,162,894,000 | 116 |
| Certificates of participation in pools of residential mortgages | $984,715,000 | 85 |
| Issued or guaranteed by U.S. | $984,715,000 | 84 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $144,404,000 | 203 |
| CMOs issued by government agencies or sponsored agencies | $144,404,000 | 195 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $33,775,000 | 271 |
| Commercial mortgage pass-through securities | $33,775,000 | 129 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $288,693,000 | 121 |
| Available-for-sale securities (fair market value) | $1,221,310,000 | 143 |
| Total debt securities | $1,398,660,000 | 146 |
| 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 | $1,576,320,000 | 134 |
| U.S. Government securities | $1,279,646,000 | 122 |
| U.S. Treasury securities | $25,000 | 1,308 |
| U.S. Government agency obligations | $1,279,621,000 | 114 |
| Securities issued by states & political subdivisions | $11,969,000 | 2,489 |
| Other domestic debt securities | $176,762,000 | 91 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $176,762,000 | 41 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $107,943,000 | 12 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $101,378,000 | 600 |
| Mortgage-backed securities | $1,211,866,000 | 112 |
| Certificates of participation in pools of residential mortgages | $1,065,173,000 | 74 |
| Issued or guaranteed by U.S. | $1,065,173,000 | 73 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $112,693,000 | 246 |
| CMOs issued by government agencies or sponsored agencies | $112,693,000 | 234 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $34,000,000 | 256 |
| Commercial mortgage pass-through securities | $34,000,000 | 130 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $300,912,000 | 123 |
| Available-for-sale securities (fair market value) | $1,275,408,000 | 138 |
| Total debt securities | $1,468,375,000 | 142 |
| 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 | $1,607,241,000 | 131 |
| U.S. Government securities | $1,309,298,000 | 120 |
| U.S. Treasury securities | $25,000 | 1,346 |
| U.S. Government agency obligations | $1,309,273,000 | 113 |
| Securities issued by states & political subdivisions | $10,853,000 | 2,642 |
| Other domestic debt securities | $176,309,000 | 94 |
| Privately issued residential mortgage-backed securities | $1,000 | 630 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $176,308,000 | 42 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $110,781,000 | 12 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,868,000 | 1,045 |
| Mortgage-backed securities | $1,241,532,000 | 109 |
| Certificates of participation in pools of residential mortgages | $1,097,136,000 | 70 |
| Issued or guaranteed by U.S. | $1,097,135,000 | 69 |
| Privately issued | $1,000 | 65 |
| Collaterized mortgage obligations | $113,212,000 | 252 |
| CMOs issued by government agencies or sponsored agencies | $113,212,000 | 236 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $31,184,000 | 269 |
| Commercial mortgage pass-through securities | $31,184,000 | 136 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $311,892,000 | 122 |
| Available-for-sale securities (fair market value) | $1,295,349,000 | 137 |
| Total debt securities | $1,496,460,000 | 137 |
| 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 | $1,694,236,000 | 123 |
| U.S. Government securities | $1,397,341,000 | 114 |
| U.S. Treasury securities | $25,000 | 1,384 |
| U.S. Government agency obligations | $1,397,316,000 | 107 |
| Securities issued by states & political subdivisions | $10,596,000 | 2,695 |
| Other domestic debt securities | $174,380,000 | 98 |
| Privately issued residential mortgage-backed securities | $1,000 | 665 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $174,379,000 | 44 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $111,919,000 | 12 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,786,000 | 1,022 |
| Mortgage-backed securities | $1,319,994,000 | 104 |
| Certificates of participation in pools of residential mortgages | $1,169,222,000 | 68 |
| Issued or guaranteed by U.S. | $1,169,221,000 | 67 |
| Privately issued | $1,000 | 64 |
| Collaterized mortgage obligations | $119,476,000 | 243 |
| CMOs issued by government agencies or sponsored agencies | $119,476,000 | 229 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $31,296,000 | 268 |
| Commercial mortgage pass-through securities | $31,296,000 | 138 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $324,928,000 | 119 |
| Available-for-sale securities (fair market value) | $1,369,308,000 | 124 |
| Total debt securities | $1,582,317,000 | 128 |
| 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 | $1,752,807,000 | 122 |
| U.S. Government securities | $1,449,198,000 | 108 |
| U.S. Treasury securities | $25,000 | 1,361 |
| U.S. Government agency obligations | $1,449,173,000 | 102 |
| Securities issued by states & political subdivisions | $10,568,000 | 2,717 |
| Other domestic debt securities | $174,021,000 | 96 |
| Privately issued residential mortgage-backed securities | $2,000 | 681 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $174,019,000 | 43 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $119,020,000 | 13 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,948,000 | 971 |
| Mortgage-backed securities | $1,382,072,000 | 98 |
| Certificates of participation in pools of residential mortgages | $1,226,273,000 | 65 |
| Issued or guaranteed by U.S. | $1,226,271,000 | 64 |
| Privately issued | $2,000 | 68 |
| Collaterized mortgage obligations | $124,307,000 | 225 |
| CMOs issued by government agencies or sponsored agencies | $124,307,000 | 211 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $31,492,000 | 260 |
| Commercial mortgage pass-through securities | $31,492,000 | 135 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $338,921,000 | 114 |
| Available-for-sale securities (fair market value) | $1,413,886,000 | 116 |
| Total debt securities | $1,633,787,000 | 123 |
| 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 | $1,744,695,000 | 123 |
| U.S. Government securities | $1,456,714,000 | 107 |
| U.S. Treasury securities | $25,000 | 1,208 |
| U.S. Government agency obligations | $1,456,689,000 | 101 |
| Securities issued by states & political subdivisions | $1,672,000 | 4,249 |
| Other domestic debt securities | $170,734,000 | 99 |
| Privately issued residential mortgage-backed securities | $2,000 | 688 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $170,732,000 | 47 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $115,575,000 | 14 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,247,000 | 935 |
| Mortgage-backed securities | $1,396,889,000 | 98 |
| Certificates of participation in pools of residential mortgages | $1,233,852,000 | 63 |
| Issued or guaranteed by U.S. | $1,233,850,000 | 62 |
| Privately issued | $2,000 | 65 |
| Collaterized mortgage obligations | $131,278,000 | 229 |
| CMOs issued by government agencies or sponsored agencies | $131,278,000 | 212 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $31,759,000 | 246 |
| Commercial mortgage pass-through securities | $31,759,000 | 128 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $358,225,000 | 111 |
| Available-for-sale securities (fair market value) | $1,386,470,000 | 118 |
| Total debt securities | $1,629,120,000 | 122 |
| 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 | $1,820,189,000 | 118 |
| U.S. Government securities | $1,531,679,000 | 102 |
| U.S. Treasury securities | $25,000 | 1,244 |
| U.S. Government agency obligations | $1,531,654,000 | 96 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $167,589,000 | 100 |
| Privately issued residential mortgage-backed securities | $3,000 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $167,586,000 | 46 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $120,921,000 | 14 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,227,000 | 922 |
| Mortgage-backed securities | $1,481,642,000 | 90 |
| Certificates of participation in pools of residential mortgages | $1,307,278,000 | 64 |
| Issued or guaranteed by U.S. | $1,307,275,000 | 62 |
| Privately issued | $3,000 | 66 |
| Collaterized mortgage obligations | $142,322,000 | 222 |
| CMOs issued by government agencies or sponsored agencies | $142,322,000 | 206 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $32,042,000 | 223 |
| Commercial mortgage pass-through securities | $32,042,000 | 121 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $377,655,000 | 111 |
| Available-for-sale securities (fair market value) | $1,442,534,000 | 111 |
| Total debt securities | $1,699,268,000 | 122 |
| 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 | $1,957,669,000 | 113 |
| U.S. Government securities | $1,663,213,000 | 97 |
| U.S. Treasury securities | $25,000 | 1,287 |
| U.S. Government agency obligations | $1,663,188,000 | 92 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $166,589,000 | 101 |
| Privately issued residential mortgage-backed securities | $3,000 | 709 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $166,586,000 | 47 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $127,867,000 | 13 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,501,000 | 893 |
| Mortgage-backed securities | $1,583,165,000 | 85 |
| Certificates of participation in pools of residential mortgages | $1,417,088,000 | 63 |
| Issued or guaranteed by U.S. | $1,417,085,000 | 61 |
| Privately issued | $3,000 | 63 |
| Collaterized mortgage obligations | $133,865,000 | 236 |
| CMOs issued by government agencies or sponsored agencies | $133,865,000 | 221 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $32,212,000 | 204 |
| Commercial mortgage pass-through securities | $32,212,000 | 115 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $394,803,000 | 111 |
| Available-for-sale securities (fair market value) | $1,562,866,000 | 107 |
| Total debt securities | $1,829,802,000 | 119 |
| 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 | $1,980,924,000 | 110 |
| U.S. Government securities | $1,688,748,000 | 92 |
| U.S. Treasury securities | $25,000 | 1,358 |
| U.S. Government agency obligations | $1,688,723,000 | 86 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $168,922,000 | 101 |
| Privately issued residential mortgage-backed securities | $4,000 | 705 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $168,918,000 | 46 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $123,254,000 | 12 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,758,000 | 880 |
| Mortgage-backed securities | $1,609,459,000 | 80 |
| Certificates of participation in pools of residential mortgages | $1,451,866,000 | 61 |
| Issued or guaranteed by U.S. | $1,451,862,000 | 59 |
| Privately issued | $4,000 | 62 |
| Collaterized mortgage obligations | $125,228,000 | 247 |
| CMOs issued by government agencies or sponsored agencies | $125,228,000 | 231 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $32,365,000 | 194 |
| Commercial mortgage pass-through securities | $32,365,000 | 103 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $409,446,000 | 110 |
| Available-for-sale securities (fair market value) | $1,571,478,000 | 103 |
| Total debt securities | $1,857,670,000 | 114 |
| 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 | $2,020,882,000 | 110 |
| U.S. Government securities | $1,731,601,000 | 91 |
| U.S. Treasury securities | $25,000 | 1,294 |
| U.S. Government agency obligations | $1,731,576,000 | 85 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $172,397,000 | 97 |
| Privately issued residential mortgage-backed securities | $4,000 | 725 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $172,393,000 | 47 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $116,884,000 | 15 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,120,000 | 852 |
| Mortgage-backed securities | $1,651,536,000 | 79 |
| Certificates of participation in pools of residential mortgages | $1,501,273,000 | 55 |
| Issued or guaranteed by U.S. | $1,501,269,000 | 53 |
| Privately issued | $4,000 | 63 |
| Collaterized mortgage obligations | $120,649,000 | 248 |
| CMOs issued by government agencies or sponsored agencies | $120,649,000 | 232 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $29,614,000 | 195 |
| Commercial mortgage pass-through securities | $29,614,000 | 100 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $422,155,000 | 106 |
| Available-for-sale securities (fair market value) | $1,598,727,000 | 99 |
| Total debt securities | $1,903,998,000 | 115 |
| 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 | $2,102,346,000 | 108 |
| U.S. Government securities | $1,854,701,000 | 89 |
| U.S. Treasury securities | $25,000 | 1,342 |
| U.S. Government agency obligations | $1,854,676,000 | 84 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $150,542,000 | 102 |
| Privately issued residential mortgage-backed securities | $4,000 | 751 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $150,538,000 | 56 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $97,103,000 | 20 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,775,000 | 856 |
| Mortgage-backed securities | $1,775,311,000 | 79 |
| Certificates of participation in pools of residential mortgages | $1,627,751,000 | 53 |
| Issued or guaranteed by U.S. | $1,627,747,000 | 51 |
| Privately issued | $4,000 | 65 |
| Collaterized mortgage obligations | $117,840,000 | 258 |
| CMOs issued by government agencies or sponsored agencies | $117,840,000 | 240 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $29,720,000 | 176 |
| Commercial mortgage pass-through securities | $29,720,000 | 92 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $441,697,000 | 96 |
| Available-for-sale securities (fair market value) | $1,660,649,000 | 98 |
| Total debt securities | $2,005,243,000 | 110 |
| 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 | $2,059,395,000 | 110 |
| U.S. Government securities | $1,800,382,000 | 91 |
| U.S. Treasury securities | $25,000 | 1,317 |
| U.S. Government agency obligations | $1,800,357,000 | 85 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $149,329,000 | 104 |
| Privately issued residential mortgage-backed securities | $5,000 | 788 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $149,324,000 | 58 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $109,684,000 | 17 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,059,000 | 839 |
| Mortgage-backed securities | $1,720,599,000 | 80 |
| Certificates of participation in pools of residential mortgages | $1,644,911,000 | 54 |
| Issued or guaranteed by U.S. | $1,644,906,000 | 52 |
| Privately issued | $5,000 | 68 |
| Collaterized mortgage obligations | $45,745,000 | 490 |
| CMOs issued by government agencies or sponsored agencies | $45,745,000 | 464 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $29,943,000 | 175 |
| Commercial mortgage pass-through securities | $29,943,000 | 89 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $462,223,000 | 93 |
| Available-for-sale securities (fair market value) | $1,597,172,000 | 99 |
| Total debt securities | $1,949,711,000 | 114 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $2,126,425,000 | 102 |
| U.S. Government securities | $1,784,876,000 | 87 |
| U.S. Treasury securities | $25,000 | 1,352 |
| U.S. Government agency obligations | $1,784,851,000 | 82 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $217,746,000 | 85 |
| Privately issued residential mortgage-backed securities | $5,000 | 791 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $217,741,000 | 39 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $123,803,000 | 15 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,405,000 | 810 |
| Mortgage-backed securities | $1,706,039,000 | 78 |
| Certificates of participation in pools of residential mortgages | $1,621,408,000 | 53 |
| Issued or guaranteed by U.S. | $1,621,403,000 | 51 |
| Privately issued | $5,000 | 74 |
| Collaterized mortgage obligations | $54,673,000 | 437 |
| CMOs issued by government agencies or sponsored agencies | $54,673,000 | 414 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $29,958,000 | 173 |
| Commercial mortgage pass-through securities | $29,958,000 | 86 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $476,966,000 | 92 |
| Available-for-sale securities (fair market value) | $1,649,459,000 | 95 |
| Total debt securities | $2,002,622,000 | 108 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $2,163,035,000 | 99 |
| U.S. Government securities | $1,833,765,000 | 86 |
| U.S. Treasury securities | $25,000 | 1,372 |
| U.S. Government agency obligations | $1,833,740,000 | 80 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $223,186,000 | 89 |
| Privately issued residential mortgage-backed securities | $6,000 | 823 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $223,180,000 | 42 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $106,084,000 | 20 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,442,000 | 789 |
| Mortgage-backed securities | $1,755,555,000 | 74 |
| Certificates of participation in pools of residential mortgages | $1,673,445,000 | 52 |
| Issued or guaranteed by U.S. | $1,673,439,000 | 50 |
| Privately issued | $6,000 | 71 |
| Collaterized mortgage obligations | $57,752,000 | 425 |
| CMOs issued by government agencies or sponsored agencies | $57,752,000 | 405 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $24,358,000 | 192 |
| Commercial mortgage pass-through securities | $24,358,000 | 100 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $486,881,000 | 86 |
| Available-for-sale securities (fair market value) | $1,676,154,000 | 91 |
| Total debt securities | $2,056,951,000 | 104 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $2,217,042,000 | 98 |
| U.S. Government securities | $1,888,961,000 | 86 |
| U.S. Treasury securities | $25,000 | 1,334 |
| U.S. Government agency obligations | $1,888,936,000 | 81 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $222,252,000 | 89 |
| Privately issued residential mortgage-backed securities | $6,000 | 847 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $222,246,000 | 40 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $105,829,000 | 21 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,682,000 | 3,644 |
| Mortgage-backed securities | $1,810,700,000 | 75 |
| Certificates of participation in pools of residential mortgages | $1,735,153,000 | 49 |
| Issued or guaranteed by U.S. | $1,735,147,000 | 47 |
| Privately issued | $6,000 | 72 |
| Collaterized mortgage obligations | $51,052,000 | 476 |
| CMOs issued by government agencies or sponsored agencies | $51,052,000 | 446 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $24,495,000 | 185 |
| Commercial mortgage pass-through securities | $24,495,000 | 96 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $503,831,000 | 86 |
| Available-for-sale securities (fair market value) | $1,713,211,000 | 91 |
| Total debt securities | $2,111,213,000 | 104 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $2,278,254,000 | 94 |
| U.S. Government securities | $1,941,962,000 | 78 |
| U.S. Treasury securities | $25,000 | 1,189 |
| U.S. Government agency obligations | $1,941,937,000 | 75 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $221,155,000 | 92 |
| Privately issued residential mortgage-backed securities | $7,000 | 875 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $221,148,000 | 44 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $115,137,000 | 21 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,185,000 | 3,585 |
| Mortgage-backed securities | $1,864,254,000 | 73 |
| Certificates of participation in pools of residential mortgages | $1,804,121,000 | 46 |
| Issued or guaranteed by U.S. | $1,804,114,000 | 44 |
| Privately issued | $7,000 | 72 |
| Collaterized mortgage obligations | $38,636,000 | 582 |
| CMOs issued by government agencies or sponsored agencies | $38,636,000 | 543 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $21,497,000 | 187 |
| Commercial mortgage pass-through securities | $21,497,000 | 102 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $516,690,000 | 82 |
| Available-for-sale securities (fair market value) | $1,761,564,000 | 90 |
| Total debt securities | $2,163,117,000 | 98 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $2,263,578,000 | 93 |
| U.S. Government securities | $1,934,954,000 | 81 |
| U.S. Treasury securities | $25,000 | 1,121 |
| U.S. Government agency obligations | $1,934,929,000 | 77 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $219,301,000 | 92 |
| Privately issued residential mortgage-backed securities | $7,000 | 907 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $219,294,000 | 45 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $109,323,000 | 21 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,838,000 | 3,464 |
| Mortgage-backed securities | $1,868,030,000 | 71 |
| Certificates of participation in pools of residential mortgages | $1,808,453,000 | 43 |
| Issued or guaranteed by U.S. | $1,808,446,000 | 41 |
| Privately issued | $7,000 | 77 |
| Collaterized mortgage obligations | $41,431,000 | 545 |
| CMOs issued by government agencies or sponsored agencies | $41,431,000 | 513 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $18,146,000 | 201 |
| Commercial mortgage pass-through securities | $18,146,000 | 112 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $526,702,000 | 79 |
| Available-for-sale securities (fair market value) | $1,736,876,000 | 94 |
| Total debt securities | $2,154,255,000 | 98 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $2,155,850,000 | 99 |
| U.S. Government securities | $1,847,257,000 | 87 |
| U.S. Treasury securities | $25,000 | 1,122 |
| U.S. Government agency obligations | $1,847,232,000 | 84 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $218,385,000 | 94 |
| Privately issued residential mortgage-backed securities | $7,000 | 943 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $218,378,000 | 47 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $90,208,000 | 25 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,553,000 | 3,334 |
| Mortgage-backed securities | $1,779,659,000 | 73 |
| Certificates of participation in pools of residential mortgages | $1,722,797,000 | 44 |
| Issued or guaranteed by U.S. | $1,722,790,000 | 42 |
| Privately issued | $7,000 | 76 |
| Collaterized mortgage obligations | $44,992,000 | 523 |
| CMOs issued by government agencies or sponsored agencies | $44,992,000 | 493 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $11,870,000 | 239 |
| Commercial mortgage pass-through securities | $11,870,000 | 133 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $454,161,000 | 77 |
| Available-for-sale securities (fair market value) | $1,701,689,000 | 95 |
| Total debt securities | $2,065,642,000 | 101 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $2,264,595,000 | 90 |
| U.S. Government securities | $1,895,523,000 | 84 |
| U.S. Treasury securities | $60,000 | 1,135 |
| U.S. Government agency obligations | $1,895,463,000 | 81 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $273,985,000 | 78 |
| Privately issued residential mortgage-backed securities | $8,000 | 961 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $273,977,000 | 38 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $95,087,000 | 25 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,893,000 | 3,136 |
| Mortgage-backed securities | $1,828,323,000 | 72 |
| Certificates of participation in pools of residential mortgages | $1,769,399,000 | 43 |
| Issued or guaranteed by U.S. | $1,769,391,000 | 41 |
| Privately issued | $8,000 | 78 |
| Collaterized mortgage obligations | $58,924,000 | 434 |
| CMOs issued by government agencies or sponsored agencies | $58,924,000 | 400 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $470,771,000 | 68 |
| Available-for-sale securities (fair market value) | $1,793,824,000 | 94 |
| Total debt securities | $2,169,508,000 | 95 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $2,319,036,000 | 93 |
| U.S. Government securities | $1,882,566,000 | 89 |
| U.S. Treasury securities | $60,000 | 1,144 |
| U.S. Government agency obligations | $1,882,506,000 | 86 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $313,878,000 | 75 |
| Privately issued residential mortgage-backed securities | $8,000 | 999 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $313,870,000 | 35 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $122,592,000 | 21 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,203,000 | 3,003 |
| Mortgage-backed securities | $1,812,443,000 | 76 |
| Certificates of participation in pools of residential mortgages | $1,710,789,000 | 46 |
| Issued or guaranteed by U.S. | $1,710,781,000 | 44 |
| Privately issued | $8,000 | 79 |
| Collaterized mortgage obligations | $101,654,000 | 307 |
| CMOs issued by government agencies or sponsored agencies | $101,654,000 | 281 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $475,936,000 | 62 |
| Available-for-sale securities (fair market value) | $1,843,100,000 | 94 |
| Total debt securities | $2,196,444,000 | 98 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $2,219,948,000 | 99 |
| U.S. Government securities | $1,710,271,000 | 95 |
| U.S. Treasury securities | $60,000 | 1,120 |
| U.S. Government agency obligations | $1,710,211,000 | 90 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $362,151,000 | 62 |
| Privately issued residential mortgage-backed securities | $9,000 | 1,020 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $362,142,000 | 28 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $147,526,000 | 14 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,378,000 | 2,835 |
| Mortgage-backed securities | $1,660,195,000 | 81 |
| Certificates of participation in pools of residential mortgages | $1,541,411,000 | 50 |
| Issued or guaranteed by U.S. | $1,541,402,000 | 49 |
| Privately issued | $9,000 | 80 |
| Collaterized mortgage obligations | $118,784,000 | 285 |
| CMOs issued by government agencies or sponsored agencies | $118,784,000 | 263 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $292,518,000 | 82 |
| Available-for-sale securities (fair market value) | $1,927,430,000 | 86 |
| Total debt securities | $2,072,422,000 | 102 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $2,140,598,000 | 102 |
| U.S. Government securities | $1,648,548,000 | 95 |
| U.S. Treasury securities | $60,000 | 1,072 |
| U.S. Government agency obligations | $1,648,488,000 | 90 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $375,550,000 | 65 |
| Privately issued residential mortgage-backed securities | $9,000 | 1,068 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $375,541,000 | 30 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $116,500,000 | 21 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,000 | 6,102 |
| Mortgage-backed securities | $1,598,430,000 | 83 |
| Certificates of participation in pools of residential mortgages | $1,471,824,000 | 52 |
| Issued or guaranteed by U.S. | $1,471,815,000 | 51 |
| Privately issued | $9,000 | 84 |
| Collaterized mortgage obligations | $126,606,000 | 284 |
| CMOs issued by government agencies or sponsored agencies | $126,606,000 | 266 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $118,519,000 | 187 |
| Available-for-sale securities (fair market value) | $2,022,079,000 | 84 |
| Total debt securities | $2,024,098,000 | 104 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $2,132,261,000 | 97 |
| U.S. Government securities | $1,604,726,000 | 99 |
| U.S. Treasury securities | $60,000 | 1,054 |
| U.S. Government agency obligations | $1,604,666,000 | 93 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $386,985,000 | 61 |
| Privately issued residential mortgage-backed securities | $9,000 | 1,121 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $386,976,000 | 27 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $140,550,000 | 15 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,000 | 6,178 |
| Mortgage-backed securities | $1,564,648,000 | 83 |
| Certificates of participation in pools of residential mortgages | $1,421,595,000 | 57 |
| Issued or guaranteed by U.S. | $1,421,586,000 | 56 |
| Privately issued | $9,000 | 89 |
| Collaterized mortgage obligations | $143,053,000 | 262 |
| CMOs issued by government agencies or sponsored agencies | $143,053,000 | 241 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $3,196,000 | 1,512 |
| Available-for-sale securities (fair market value) | $2,129,065,000 | 79 |
| Total debt securities | $1,991,711,000 | 103 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $2,157,007,000 | 99 |
| U.S. Government securities | $1,633,343,000 | 99 |
| U.S. Treasury securities | $60,000 | 1,144 |
| U.S. Government agency obligations | $1,633,283,000 | 91 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $388,592,000 | 61 |
| Privately issued residential mortgage-backed securities | $10,000 | 1,155 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $388,582,000 | 27 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $135,072,000 | 15 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,000 | 6,208 |
| Mortgage-backed securities | $1,578,547,000 | 83 |
| Certificates of participation in pools of residential mortgages | $1,387,512,000 | 63 |
| Issued or guaranteed by U.S. | $1,387,502,000 | 62 |
| Privately issued | $10,000 | 90 |
| Collaterized mortgage obligations | $191,035,000 | 226 |
| CMOs issued by government agencies or sponsored agencies | $191,035,000 | 212 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $3,231,000 | 1,529 |
| Available-for-sale securities (fair market value) | $2,153,776,000 | 80 |
| Total debt securities | $2,021,935,000 | 104 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $2,085,344,000 | 100 |
| U.S. Government securities | $1,544,343,000 | 98 |
| U.S. Treasury securities | $60,000 | 1,063 |
| U.S. Government agency obligations | $1,544,283,000 | 94 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $402,807,000 | 69 |
| Privately issued residential mortgage-backed securities | $10,000 | 1,238 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $402,797,000 | 28 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $138,194,000 | 16 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,000 | 5,900 |
| Mortgage-backed securities | $1,489,223,000 | 85 |
| Certificates of participation in pools of residential mortgages | $1,275,895,000 | 65 |
| Issued or guaranteed by U.S. | $1,275,885,000 | 65 |
| Privately issued | $10,000 | 117 |
| Collaterized mortgage obligations | $213,328,000 | 206 |
| CMOs issued by government agencies or sponsored agencies | $213,328,000 | 183 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $3,362,000 | 1,560 |
| Available-for-sale securities (fair market value) | $2,081,982,000 | 82 |
| Total debt securities | $1,947,150,000 | 104 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $2,020,872,000 | 103 |
| U.S. Government securities | $1,487,104,000 | 101 |
| U.S. Treasury securities | $60,000 | 1,114 |
| U.S. Government agency obligations | $1,487,044,000 | 96 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $409,651,000 | 70 |
| Privately issued residential mortgage-backed securities | $11,000 | 1,252 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $409,640,000 | 30 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $124,117,000 | 20 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,000 | 5,923 |
| Mortgage-backed securities | $1,436,869,000 | 87 |
| Certificates of participation in pools of residential mortgages | $1,198,132,000 | 67 |
| Issued or guaranteed by U.S. | $1,198,121,000 | 67 |
| Privately issued | $11,000 | 126 |
| Collaterized mortgage obligations | $238,737,000 | 180 |
| CMOs issued by government agencies or sponsored agencies | $238,737,000 | 157 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $3,408,000 | 1,566 |
| Available-for-sale securities (fair market value) | $2,017,464,000 | 88 |
| Total debt securities | $1,896,755,000 | 108 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $1,929,745,000 | 106 |
| U.S. Government securities | $1,399,904,000 | 104 |
| U.S. Treasury securities | $60,000 | 1,215 |
| U.S. Government agency obligations | $1,399,844,000 | 101 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $405,331,000 | 73 |
| Privately issued residential mortgage-backed securities | $11,000 | 1,276 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $405,320,000 | 31 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $124,510,000 | 22 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,000 | 5,988 |
| Mortgage-backed securities | $1,349,507,000 | 90 |
| Certificates of participation in pools of residential mortgages | $1,095,453,000 | 71 |
| Issued or guaranteed by U.S. | $1,095,442,000 | 70 |
| Privately issued | $11,000 | 121 |
| Collaterized mortgage obligations | $254,054,000 | 165 |
| CMOs issued by government agencies or sponsored agencies | $254,054,000 | 145 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $3,489,000 | 1,583 |
| Available-for-sale securities (fair market value) | $1,926,256,000 | 92 |
| Total debt securities | $1,805,235,000 | 112 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $1,782,216,000 | 111 |
| U.S. Government securities | $1,286,299,000 | 112 |
| U.S. Treasury securities | $60,000 | 1,260 |
| U.S. Government agency obligations | $1,286,239,000 | 109 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $369,449,000 | 77 |
| Privately issued residential mortgage-backed securities | $11,000 | 1,309 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $369,438,000 | 35 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $126,468,000 | 24 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,000 | 6,023 |
| Mortgage-backed securities | $1,226,485,000 | 101 |
| Certificates of participation in pools of residential mortgages | $971,699,000 | 76 |
| Issued or guaranteed by U.S. | $971,688,000 | 75 |
| Privately issued | $11,000 | 127 |
| Collaterized mortgage obligations | $254,786,000 | 161 |
| CMOs issued by government agencies or sponsored agencies | $254,786,000 | 140 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $6,146,000 | 1,291 |
| Available-for-sale securities (fair market value) | $1,776,070,000 | 96 |
| Total debt securities | $1,655,748,000 | 119 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $1,696,318,000 | 111 |
| U.S. Government securities | $1,172,447,000 | 116 |
| U.S. Treasury securities | $60,000 | 1,264 |
| U.S. Government agency obligations | $1,172,387,000 | 114 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $382,609,000 | 74 |
| Privately issued residential mortgage-backed securities | $12,000 | 1,357 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $382,597,000 | 34 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $141,262,000 | 18 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,000 | 6,102 |
| Mortgage-backed securities | $1,157,272,000 | 100 |
| Certificates of participation in pools of residential mortgages | $878,555,000 | 78 |
| Issued or guaranteed by U.S. | $878,543,000 | 77 |
| Privately issued | $12,000 | 130 |
| Collaterized mortgage obligations | $278,717,000 | 151 |
| CMOs issued by government agencies or sponsored agencies | $278,717,000 | 124 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $6,317,000 | 1,288 |
| Available-for-sale securities (fair market value) | $1,690,001,000 | 95 |
| Total debt securities | $1,555,056,000 | 122 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $1,632,754,000 | 111 |
| U.S. Government securities | $1,143,447,000 | 112 |
| U.S. Treasury securities | $60,000 | 1,170 |
| U.S. Government agency obligations | $1,143,387,000 | 109 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $371,352,000 | 74 |
| Privately issued residential mortgage-backed securities | $12,000 | 1,431 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $371,340,000 | 33 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $117,955,000 | 22 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,000 | 6,182 |
| Mortgage-backed securities | $1,073,070,000 | 95 |
| Certificates of participation in pools of residential mortgages | $779,698,000 | 83 |
| Issued or guaranteed by U.S. | $779,686,000 | 81 |
| Privately issued | $12,000 | 132 |
| Collaterized mortgage obligations | $293,372,000 | 135 |
| CMOs issued by government agencies or sponsored agencies | $293,372,000 | 107 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $8,778,000 | 1,124 |
| Available-for-sale securities (fair market value) | $1,623,976,000 | 92 |
| Total debt securities | $1,514,799,000 | 115 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $1,480,802,000 | 119 |
| U.S. Government securities | $963,656,000 | 124 |
| U.S. Treasury securities | $60,000 | 1,112 |
| U.S. Government agency obligations | $963,596,000 | 117 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $438,542,000 | 68 |
| Privately issued residential mortgage-backed securities | $12,000 | 1,456 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $438,530,000 | 27 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $78,604,000 | 31 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,000 | 6,237 |
| Mortgage-backed securities | $857,964,000 | 111 |
| Certificates of participation in pools of residential mortgages | $573,262,000 | 92 |
| Issued or guaranteed by U.S. | $573,250,000 | 90 |
| Privately issued | $12,000 | 140 |
| Collaterized mortgage obligations | $284,702,000 | 140 |
| CMOs issued by government agencies or sponsored agencies | $284,702,000 | 106 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $8,998,000 | 1,141 |
| Available-for-sale securities (fair market value) | $1,471,804,000 | 100 |
| Total debt securities | $1,402,198,000 | 122 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $1,373,980,000 | 119 |
| U.S. Government securities | $815,690,000 | 143 |
| U.S. Treasury securities | $60,000 | 1,121 |
| U.S. Government agency obligations | $815,630,000 | 134 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $456,195,000 | 65 |
| Privately issued residential mortgage-backed securities | $13,000 | 1,484 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $456,182,000 | 25 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $102,095,000 | 32 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,000 | 6,320 |
| Mortgage-backed securities | $697,558,000 | 134 |
| Certificates of participation in pools of residential mortgages | $394,652,000 | 120 |
| Issued or guaranteed by U.S. | $394,639,000 | 117 |
| Privately issued | $13,000 | 137 |
| Collaterized mortgage obligations | $302,906,000 | 137 |
| CMOs issued by government agencies or sponsored agencies | $302,906,000 | 101 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $8,900,000 | 1,154 |
| Available-for-sale securities (fair market value) | $1,365,080,000 | 102 |
| Total debt securities | $1,271,885,000 | 126 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $1,284,197,000 | 126 |
| U.S. Government securities | $698,595,000 | 160 |
| U.S. Treasury securities | $60,000 | 1,068 |
| U.S. Government agency obligations | $698,535,000 | 156 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $467,124,000 | 70 |
| Privately issued residential mortgage-backed securities | $13,000 | 1,522 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $467,111,000 | 24 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $118,478,000 | 31 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,369,000 | 3,272 |
| Mortgage-backed securities | $633,776,000 | 146 |
| Certificates of participation in pools of residential mortgages | $377,302,000 | 132 |
| Issued or guaranteed by U.S. | $377,289,000 | 131 |
| Privately issued | $13,000 | 147 |
| Collaterized mortgage obligations | $256,474,000 | 156 |
| CMOs issued by government agencies or sponsored agencies | $256,474,000 | 119 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $8,885,000 | 1,153 |
| Available-for-sale securities (fair market value) | $1,275,312,000 | 110 |
| Total debt securities | $1,165,719,000 | 136 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $1,155,923,000 | 141 |
| U.S. Government securities | $572,543,000 | 179 |
| U.S. Treasury securities | $60,000 | 1,036 |
| U.S. Government agency obligations | $572,483,000 | 173 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $470,386,000 | 75 |
| Privately issued residential mortgage-backed securities | $13,000 | 1,573 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $470,373,000 | 24 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $112,994,000 | 34 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,302,000 | 3,130 |
| Mortgage-backed securities | $548,359,000 | 164 |
| Certificates of participation in pools of residential mortgages | $289,001,000 | 166 |
| Issued or guaranteed by U.S. | $288,988,000 | 164 |
| Privately issued | $13,000 | 160 |
| Collaterized mortgage obligations | $259,358,000 | 157 |
| CMOs issued by government agencies or sponsored agencies | $259,358,000 | 115 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $8,826,000 | 1,211 |
| Available-for-sale securities (fair market value) | $1,147,097,000 | 123 |
| Total debt securities | $1,042,929,000 | 151 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $1,095,198,000 | 145 |
| U.S. Government securities | $515,895,000 | 187 |
| U.S. Treasury securities | $60,000 | 1,024 |
| U.S. Government agency obligations | $515,835,000 | 184 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $481,721,000 | 78 |
| Privately issued residential mortgage-backed securities | $14,000 | 1,593 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $481,707,000 | 22 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $97,582,000 | 42 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,699,000 | 2,431 |
| Mortgage-backed securities | $505,291,000 | 176 |
| Certificates of participation in pools of residential mortgages | $269,432,000 | 176 |
| Issued or guaranteed by U.S. | $269,418,000 | 173 |
| Privately issued | $14,000 | 170 |
| Collaterized mortgage obligations | $235,859,000 | 159 |
| CMOs issued by government agencies or sponsored agencies | $235,859,000 | 110 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $8,571,000 | 1,252 |
| Available-for-sale securities (fair market value) | $1,086,627,000 | 126 |
| Total debt securities | $997,616,000 | 157 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $991,286,000 | 157 |
| U.S. Government securities | $530,223,000 | 201 |
| U.S. Treasury securities | $60,000 | 969 |
| U.S. Government agency obligations | $530,163,000 | 197 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $383,504,000 | 87 |
| Privately issued residential mortgage-backed securities | $14,000 | 1,611 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $383,490,000 | 25 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $77,559,000 | 51 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,529,000 | 2,585 |
| Mortgage-backed securities | $516,521,000 | 182 |
| Certificates of participation in pools of residential mortgages | $275,915,000 | 183 |
| Issued or guaranteed by U.S. | $275,901,000 | 180 |
| Privately issued | $14,000 | 179 |
| Collaterized mortgage obligations | $240,606,000 | 159 |
| CMOs issued by government agencies or sponsored agencies | $240,606,000 | 111 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,706,000 | 1,252 |
| Available-for-sale securities (fair market value) | $982,580,000 | 135 |
| Total debt securities | $913,727,000 | 164 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $906,363,000 | 166 |
| U.S. Government securities | $515,797,000 | 201 |
| U.S. Treasury securities | $60,000 | 957 |
| U.S. Government agency obligations | $515,737,000 | 201 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $306,562,000 | 93 |
| Privately issued residential mortgage-backed securities | $14,000 | 1,567 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $306,548,000 | 25 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $84,004,000 | 44 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,864,000 | 2,666 |
| Mortgage-backed securities | $484,953,000 | 189 |
| Certificates of participation in pools of residential mortgages | $269,553,000 | 188 |
| Issued or guaranteed by U.S. | $269,539,000 | 183 |
| Privately issued | $14,000 | 177 |
| Collaterized mortgage obligations | $215,400,000 | 166 |
| CMOs issued by government agencies or sponsored agencies | $215,400,000 | 116 |
| 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) | $8,507,000 | 1,263 |
| Available-for-sale securities (fair market value) | $897,856,000 | 140 |
| Total debt securities | $822,359,000 | 169 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $881,471,000 | 159 |
| U.S. Government securities | $521,620,000 | 181 |
| U.S. Treasury securities | $60,000 | 1,004 |
| U.S. Government agency obligations | $521,560,000 | 180 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $253,898,000 | 106 |
| Privately issued residential mortgage-backed securities | $15,000 | 1,535 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $253,883,000 | 24 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $105,953,000 | 32 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,375,000 | 2,602 |
| Mortgage-backed securities | $481,047,000 | 177 |
| Certificates of participation in pools of residential mortgages | $266,692,000 | 177 |
| Issued or guaranteed by U.S. | $266,677,000 | 171 |
| Privately issued | $15,000 | 179 |
| Collaterized mortgage obligations | $214,355,000 | 160 |
| CMOs issued by government agencies or sponsored agencies | $214,355,000 | 111 |
| 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) | $8,766,000 | 1,243 |
| Available-for-sale securities (fair market value) | $872,705,000 | 137 |
| Total debt securities | $775,518,000 | 174 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $922,816,000 | 164 |
| U.S. Government securities | $539,864,000 | 180 |
| U.S. Treasury securities | $60,000 | 1,007 |
| U.S. Government agency obligations | $539,804,000 | 178 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $265,830,000 | 115 |
| Privately issued residential mortgage-backed securities | $15,000 | 1,510 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $265,815,000 | 31 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $117,122,000 | 34 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,882,000 | 2,962 |
| Mortgage-backed securities | $488,154,000 | 173 |
| Certificates of participation in pools of residential mortgages | $270,149,000 | 177 |
| Issued or guaranteed by U.S. | $270,134,000 | 171 |
| Privately issued | $15,000 | 190 |
| Collaterized mortgage obligations | $218,005,000 | 164 |
| CMOs issued by government agencies or sponsored agencies | $218,005,000 | 118 |
| 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) | $9,265,000 | 1,194 |
| Available-for-sale securities (fair market value) | $913,551,000 | 142 |
| Total debt securities | $805,694,000 | 176 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $875,383,000 | 176 |
| U.S. Government securities | $462,034,000 | 200 |
| U.S. Treasury securities | $60,000 | 1,033 |
| U.S. Government agency obligations | $461,974,000 | 196 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $293,184,000 | 107 |
| Privately issued residential mortgage-backed securities | $15,000 | 1,501 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $293,169,000 | 27 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $120,165,000 | 38 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,567,000 | 2,495 |
| Mortgage-backed securities | $427,492,000 | 194 |
| Certificates of participation in pools of residential mortgages | $278,234,000 | 174 |
| Issued or guaranteed by U.S. | $278,219,000 | 166 |
| Privately issued | $15,000 | 192 |
| Collaterized mortgage obligations | $149,258,000 | 219 |
| CMOs issued by government agencies or sponsored agencies | $149,258,000 | 158 |
| 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) | $9,367,000 | 1,180 |
| Available-for-sale securities (fair market value) | $866,016,000 | 155 |
| Total debt securities | $755,218,000 | 189 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $959,541,000 | 166 |
| U.S. Government securities | $603,550,000 | 169 |
| U.S. Treasury securities | $60,000 | 1,135 |
| U.S. Government agency obligations | $603,490,000 | 165 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $231,851,000 | 123 |
| Privately issued residential mortgage-backed securities | $15,000 | 1,405 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $231,836,000 | 32 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $124,140,000 | 35 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,936,000 | 2,481 |
| Mortgage-backed securities | $386,103,000 | 202 |
| Certificates of participation in pools of residential mortgages | $259,989,000 | 171 |
| Issued or guaranteed by U.S. | $259,974,000 | 165 |
| Privately issued | $15,000 | 179 |
| Collaterized mortgage obligations | $126,114,000 | 236 |
| CMOs issued by government agencies or sponsored agencies | $126,114,000 | 169 |
| 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) | $9,160,000 | 1,254 |
| Available-for-sale securities (fair market value) | $950,381,000 | 144 |
| Total debt securities | $835,401,000 | 175 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $1,035,103,000 | 158 |
| U.S. Government securities | $761,952,000 | 150 |
| U.S. Treasury securities | $11,043,000 | 201 |
| U.S. Government agency obligations | $750,909,000 | 145 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $133,793,000 | 166 |
| Privately issued residential mortgage-backed securities | $16,000 | 1,369 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $133,777,000 | 62 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $139,358,000 | 31 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,633,000 | 2,400 |
| Mortgage-backed securities | $395,619,000 | 192 |
| Certificates of participation in pools of residential mortgages | $272,994,000 | 164 |
| Issued or guaranteed by U.S. | $272,978,000 | 157 |
| Privately issued | $16,000 | 182 |
| Collaterized mortgage obligations | $122,625,000 | 237 |
| CMOs issued by government agencies or sponsored agencies | $122,625,000 | 165 |
| 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) | $9,185,000 | 1,311 |
| Available-for-sale securities (fair market value) | $1,025,918,000 | 138 |
| Total debt securities | $895,745,000 | 171 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $1,018,732,000 | 165 |
| U.S. Government securities | $747,108,000 | 154 |
| U.S. Treasury securities | $60,000 | 1,352 |
| U.S. Government agency obligations | $747,048,000 | 150 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $127,813,000 | 171 |
| Privately issued residential mortgage-backed securities | $16,000 | 1,333 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $127,797,000 | 63 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $143,811,000 | 24 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,019,000 | 3,999 |
| Mortgage-backed securities | $398,651,000 | 189 |
| Certificates of participation in pools of residential mortgages | $271,328,000 | 163 |
| Issued or guaranteed by U.S. | $271,312,000 | 156 |
| Privately issued | $16,000 | 195 |
| Collaterized mortgage obligations | $127,323,000 | 232 |
| CMOs issued by government agencies or sponsored agencies | $127,323,000 | 167 |
| 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) | $9,170,000 | 1,317 |
| Available-for-sale securities (fair market value) | $1,009,562,000 | 141 |
| Total debt securities | $874,921,000 | 177 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $956,267,000 | 173 |
| U.S. Government securities | $687,636,000 | 168 |
| U.S. Treasury securities | $60,000 | 1,439 |
| U.S. Government agency obligations | $687,576,000 | 163 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $110,980,000 | 191 |
| Privately issued residential mortgage-backed securities | $16,000 | 1,303 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $110,964,000 | 72 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $157,651,000 | 24 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,232,000 | 3,974 |
| Mortgage-backed securities | $416,561,000 | 191 |
| Certificates of participation in pools of residential mortgages | $280,444,000 | 162 |
| Issued or guaranteed by U.S. | $280,428,000 | 155 |
| Privately issued | $16,000 | 206 |
| Collaterized mortgage obligations | $136,117,000 | 219 |
| CMOs issued by government agencies or sponsored agencies | $136,117,000 | 156 |
| 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) | $9,124,000 | 1,344 |
| Available-for-sale securities (fair market value) | $947,143,000 | 146 |
| Total debt securities | $798,616,000 | 190 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $1,062,554,000 | 164 |
| U.S. Government securities | $773,515,000 | 161 |
| U.S. Treasury securities | $60,000 | 1,487 |
| U.S. Government agency obligations | $773,455,000 | 155 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $132,669,000 | 165 |
| Privately issued residential mortgage-backed securities | $17,000 | 1,291 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $132,652,000 | 60 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $156,370,000 | 22 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,294,000 | 3,974 |
| Mortgage-backed securities | $444,747,000 | 182 |
| Certificates of participation in pools of residential mortgages | $303,152,000 | 160 |
| Issued or guaranteed by U.S. | $303,135,000 | 153 |
| Privately issued | $17,000 | 195 |
| Collaterized mortgage obligations | $141,595,000 | 213 |
| CMOs issued by government agencies or sponsored agencies | $141,595,000 | 155 |
| 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) | $9,123,000 | 1,383 |
| Available-for-sale securities (fair market value) | $1,053,431,000 | 140 |
| Total debt securities | $906,184,000 | 177 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $1,097,257,000 | 163 |
| U.S. Government securities | $798,977,000 | 168 |
| U.S. Treasury securities | $60,000 | 1,565 |
| U.S. Government agency obligations | $798,917,000 | 160 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $150,272,000 | 164 |
| Privately issued residential mortgage-backed securities | $17,000 | 1,282 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $150,255,000 | 61 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $148,008,000 | 25 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,520,000 | 3,918 |
| Mortgage-backed securities | $475,712,000 | 176 |
| Certificates of participation in pools of residential mortgages | $327,337,000 | 157 |
| Issued or guaranteed by U.S. | $327,320,000 | 149 |
| Privately issued | $17,000 | 203 |
| Collaterized mortgage obligations | $148,375,000 | 210 |
| CMOs issued by government agencies or sponsored agencies | $148,375,000 | 154 |
| 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) | $11,032,000 | 1,270 |
| Available-for-sale securities (fair market value) | $1,086,225,000 | 141 |
| Total debt securities | $949,249,000 | 179 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $1,101,195,000 | 166 |
| U.S. Government securities | $806,124,000 | 168 |
| U.S. Treasury securities | $60,000 | 1,622 |
| U.S. Government agency obligations | $806,064,000 | 162 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $154,293,000 | 162 |
| Privately issued residential mortgage-backed securities | $38,000 | 1,229 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $154,255,000 | 54 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $140,778,000 | 22 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,177,000 | 2,424 |
| Mortgage-backed securities | $505,529,000 | 173 |
| Certificates of participation in pools of residential mortgages | $351,678,000 | 156 |
| Issued or guaranteed by U.S. | $351,640,000 | 147 |
| Privately issued | $38,000 | 190 |
| Collaterized mortgage obligations | $153,851,000 | 204 |
| CMOs issued by government agencies or sponsored agencies | $153,851,000 | 147 |
| 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) | $10,589,000 | 1,320 |
| Available-for-sale securities (fair market value) | $1,090,606,000 | 142 |
| Total debt securities | $960,417,000 | 184 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $1,175,868,000 | 161 |
| U.S. Government securities | $843,661,000 | 170 |
| U.S. Treasury securities | $60,000 | 1,701 |
| U.S. Government agency obligations | $843,601,000 | 161 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $189,216,000 | 142 |
| Privately issued residential mortgage-backed securities | $39,000 | 1,214 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $189,177,000 | 43 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $142,991,000 | 23 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,363,000 | 2,403 |
| Mortgage-backed securities | $530,609,000 | 174 |
| Certificates of participation in pools of residential mortgages | $366,973,000 | 151 |
| Issued or guaranteed by U.S. | $366,934,000 | 146 |
| Privately issued | $39,000 | 185 |
| Collaterized mortgage obligations | $163,636,000 | 200 |
| CMOs issued by government agencies or sponsored agencies | $163,636,000 | 144 |
| 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) | $10,835,000 | 1,328 |
| Available-for-sale securities (fair market value) | $1,165,033,000 | 138 |
| Total debt securities | $1,032,876,000 | 178 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $1,198,317,000 | 163 |
| U.S. Government securities | $851,237,000 | 166 |
| U.S. Treasury securities | $60,000 | 1,721 |
| U.S. Government agency obligations | $851,177,000 | 155 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $216,203,000 | 132 |
| Privately issued residential mortgage-backed securities | $39,000 | 1,200 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $216,164,000 | 34 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $130,877,000 | 24 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,636,000 | 2,359 |
| Mortgage-backed securities | $566,437,000 | 168 |
| Certificates of participation in pools of residential mortgages | $392,958,000 | 150 |
| Issued or guaranteed by U.S. | $392,919,000 | 145 |
| Privately issued | $39,000 | 194 |
| Collaterized mortgage obligations | $173,479,000 | 190 |
| CMOs issued by government agencies or sponsored agencies | $173,479,000 | 140 |
| 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) | $10,150,000 | 1,410 |
| Available-for-sale securities (fair market value) | $1,188,167,000 | 140 |
| Total debt securities | $1,067,440,000 | 177 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $1,287,339,000 | 152 |
| U.S. Government securities | $876,199,000 | 163 |
| U.S. Treasury securities | $60,000 | 1,769 |
| U.S. Government agency obligations | $876,139,000 | 155 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $276,464,000 | 112 |
| Privately issued residential mortgage-backed securities | $40,000 | 1,185 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $276,424,000 | 28 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $134,676,000 | 25 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,865,000 | 2,298 |
| Mortgage-backed securities | $621,691,000 | 163 |
| Certificates of participation in pools of residential mortgages | $435,366,000 | 142 |
| Issued or guaranteed by U.S. | $435,326,000 | 137 |
| Privately issued | $40,000 | 198 |
| Collaterized mortgage obligations | $186,325,000 | 184 |
| CMOs issued by government agencies or sponsored agencies | $186,325,000 | 134 |
| 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) | $10,574,000 | 1,391 |
| Available-for-sale securities (fair market value) | $1,276,765,000 | 135 |
| Total debt securities | $1,152,662,000 | 163 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $1,375,848,000 | 153 |
| U.S. Government securities | $951,288,000 | 156 |
| U.S. Treasury securities | $60,000 | 1,825 |
| U.S. Government agency obligations | $951,228,000 | 150 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $294,142,000 | 108 |
| Privately issued residential mortgage-backed securities | $40,000 | 1,153 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $294,102,000 | 23 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $130,418,000 | 21 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,181,000 | 1,023 |
| Mortgage-backed securities | $690,489,000 | 158 |
| Certificates of participation in pools of residential mortgages | $486,121,000 | 136 |
| Issued or guaranteed by U.S. | $486,081,000 | 132 |
| Privately issued | $40,000 | 201 |
| Collaterized mortgage obligations | $204,368,000 | 179 |
| CMOs issued by government agencies or sponsored agencies | $204,368,000 | 131 |
| 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) | $10,955,000 | 1,376 |
| Available-for-sale securities (fair market value) | $1,364,893,000 | 133 |
| Total debt securities | $1,245,430,000 | 159 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $1,452,213,000 | 148 |
| U.S. Government securities | $983,379,000 | 156 |
| U.S. Treasury securities | $60,000 | 1,952 |
| U.S. Government agency obligations | $983,319,000 | 150 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $322,460,000 | 105 |
| Privately issued residential mortgage-backed securities | $41,000 | 1,142 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $322,419,000 | 22 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $146,374,000 | 25 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,734,000 | 1,419 |
| Mortgage-backed securities | $741,011,000 | 153 |
| Certificates of participation in pools of residential mortgages | $525,199,000 | 131 |
| Issued or guaranteed by U.S. | $525,158,000 | 128 |
| Privately issued | $41,000 | 183 |
| Collaterized mortgage obligations | $215,812,000 | 177 |
| CMOs issued by government agencies or sponsored agencies | $215,812,000 | 125 |
| 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) | $11,845,000 | 1,338 |
| Available-for-sale securities (fair market value) | $1,440,368,000 | 129 |
| Total debt securities | $1,305,839,000 | 153 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $1,507,560,000 | 146 |
| U.S. Government securities | $1,015,389,000 | 148 |
| U.S. Treasury securities | $60,000 | 1,948 |
| U.S. Government agency obligations | $1,015,329,000 | 145 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $358,216,000 | 103 |
| Privately issued residential mortgage-backed securities | $41,000 | 1,131 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $358,175,000 | 21 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $133,955,000 | 29 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,224,000 | 1,343 |
| Mortgage-backed securities | $789,164,000 | 154 |
| Certificates of participation in pools of residential mortgages | $557,449,000 | 124 |
| Issued or guaranteed by U.S. | $557,408,000 | 122 |
| Privately issued | $41,000 | 180 |
| Collaterized mortgage obligations | $231,715,000 | 168 |
| CMOs issued by government agencies or sponsored agencies | $231,715,000 | 123 |
| 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) | $12,049,000 | 1,340 |
| Available-for-sale securities (fair market value) | $1,495,511,000 | 129 |
| Total debt securities | $1,373,605,000 | 150 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $1,487,017,000 | 145 |
| U.S. Government securities | $983,350,000 | 154 |
| U.S. Treasury securities | $60,000 | 1,976 |
| U.S. Government agency obligations | $983,290,000 | 150 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $376,421,000 | 93 |
| Privately issued residential mortgage-backed securities | $42,000 | 1,090 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $376,379,000 | 19 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $127,246,000 | 32 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,438,000 | 1,292 |
| Mortgage-backed securities | $796,083,000 | 148 |
| Certificates of participation in pools of residential mortgages | $556,147,000 | 124 |
| Issued or guaranteed by U.S. | $556,105,000 | 121 |
| Privately issued | $42,000 | 191 |
| Collaterized mortgage obligations | $239,936,000 | 155 |
| CMOs issued by government agencies or sponsored agencies | $239,936,000 | 113 |
| 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) | $12,283,000 | 1,323 |
| Available-for-sale securities (fair market value) | $1,474,734,000 | 129 |
| Total debt securities | $1,359,771,000 | 150 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $1,531,608,000 | 147 |
| U.S. Government securities | $993,380,000 | 155 |
| U.S. Treasury securities | $60,000 | 2,084 |
| U.S. Government agency obligations | $993,320,000 | 151 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $400,725,000 | 92 |
| Privately issued residential mortgage-backed securities | $43,000 | 1,082 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $400,682,000 | 17 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $137,503,000 | 29 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,730,000 | 1,231 |
| Mortgage-backed securities | $811,508,000 | 149 |
| Certificates of participation in pools of residential mortgages | $569,678,000 | 124 |
| Issued or guaranteed by U.S. | $569,635,000 | 121 |
| Privately issued | $43,000 | 191 |
| Collaterized mortgage obligations | $241,830,000 | 159 |
| CMOs issued by government agencies or sponsored agencies | $241,830,000 | 118 |
| 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) | $13,727,000 | 1,235 |
| Available-for-sale securities (fair market value) | $1,517,881,000 | 131 |
| Total debt securities | $1,394,105,000 | 152 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $1,497,187,000 | 152 |
| U.S. Government securities | $938,709,000 | 161 |
| U.S. Treasury securities | $60,000 | 2,065 |
| U.S. Government agency obligations | $938,649,000 | 155 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $432,665,000 | 84 |
| Privately issued residential mortgage-backed securities | $65,000 | 1,118 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $432,600,000 | 20 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $125,813,000 | 34 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,613,000 | 1,172 |
| Mortgage-backed securities | $803,609,000 | 151 |
| Certificates of participation in pools of residential mortgages | $566,673,000 | 126 |
| Issued or guaranteed by U.S. | $566,608,000 | 121 |
| Privately issued | $65,000 | 190 |
| Collaterized mortgage obligations | $236,936,000 | 171 |
| CMOs issued by government agencies or sponsored agencies | $236,936,000 | 126 |
| 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) | $14,582,000 | 1,161 |
| Available-for-sale securities (fair market value) | $1,482,605,000 | 135 |
| Total debt securities | $1,371,374,000 | 159 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $1,526,215,000 | 144 |
| U.S. Government securities | $902,847,000 | 163 |
| U.S. Treasury securities | $60,000 | 2,208 |
| U.S. Government agency obligations | $902,787,000 | 159 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $497,855,000 | 66 |
| Privately issued residential mortgage-backed securities | $66,000 | 977 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $497,789,000 | 14 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $125,513,000 | 37 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,200,000 | 1,106 |
| Mortgage-backed securities | $747,738,000 | 161 |
| Certificates of participation in pools of residential mortgages | $556,067,000 | 132 |
| Issued or guaranteed by U.S. | $556,001,000 | 126 |
| Privately issued | $66,000 | 202 |
| Collaterized mortgage obligations | $191,671,000 | 190 |
| CMOs issued by government agencies or sponsored agencies | $191,671,000 | 163 |
| Privately issued | $0 | 1,065 |
| 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) | $15,412,000 | 1,137 |
| Available-for-sale securities (fair market value) | $1,510,803,000 | 130 |
| Total debt securities | $1,400,702,000 | 149 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $1,497,256,000 | 140 |
| U.S. Government securities | $775,882,000 | 183 |
| U.S. Treasury securities | $60,000 | 2,271 |
| U.S. Government agency obligations | $775,822,000 | 173 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $581,520,000 | 58 |
| Privately issued residential mortgage-backed securities | $67,000 | 1,056 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $581,453,000 | 16 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $139,854,000 | 30 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,175,000 | 1,368 |
| Mortgage-backed securities | $659,668,000 | 166 |
| Certificates of participation in pools of residential mortgages | $480,729,000 | 139 |
| Issued or guaranteed by U.S. | $480,662,000 | 137 |
| Privately issued | $67,000 | 211 |
| Collaterized mortgage obligations | $178,939,000 | 199 |
| CMOs issued by government agencies or sponsored agencies | $178,939,000 | 176 |
| Privately issued | $0 | 1,143 |
| 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) | $17,281,000 | 1,038 |
| Available-for-sale securities (fair market value) | $1,479,975,000 | 125 |
| Total debt securities | $1,357,402,000 | 149 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $1,544,986,000 | 139 |
| U.S. Government securities | $719,681,000 | 188 |
| U.S. Treasury securities | $60,000 | 2,306 |
| U.S. Government agency obligations | $719,621,000 | 180 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $580,910,000 | 51 |
| Privately issued residential mortgage-backed securities | $68,000 | 1,108 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $580,842,000 | 16 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $244,395,000 | 21 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,359,000 | 1,293 |
| Mortgage-backed securities | $658,079,000 | 169 |
| Certificates of participation in pools of residential mortgages | $487,473,000 | 134 |
| Issued or guaranteed by U.S. | $487,405,000 | 131 |
| Privately issued | $68,000 | 212 |
| Collaterized mortgage obligations | $170,606,000 | 213 |
| CMOs issued by government agencies or sponsored agencies | $170,606,000 | 191 |
| Privately issued | $0 | 1,203 |
| 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) | $19,333,000 | 921 |
| Available-for-sale securities (fair market value) | $1,525,653,000 | 123 |
| Total debt securities | $1,300,591,000 | 150 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $1,482,063,000 | 143 |
| U.S. Government securities | $713,326,000 | 194 |
| U.S. Treasury securities | $60,000 | 2,365 |
| U.S. Government agency obligations | $713,266,000 | 185 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $568,309,000 | 58 |
| Privately issued residential mortgage-backed securities | $68,000 | 1,134 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $568,241,000 | 17 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $200,428,000 | 22 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,222,000 | 1,238 |
| Mortgage-backed securities | $626,328,000 | 180 |
| Certificates of participation in pools of residential mortgages | $481,408,000 | 125 |
| Issued or guaranteed by U.S. | $481,340,000 | 123 |
| Privately issued | $68,000 | 213 |
| Collaterized mortgage obligations | $144,920,000 | 243 |
| CMOs issued by government agencies or sponsored agencies | $144,920,000 | 219 |
| Privately issued | $0 | 1,231 |
| 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) | $21,206,000 | 879 |
| Available-for-sale securities (fair market value) | $1,460,857,000 | 129 |
| Total debt securities | $1,281,635,000 | 151 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $1,456,850,000 | 144 |
| U.S. Government securities | $686,838,000 | 189 |
| U.S. Treasury securities | $60,000 | 2,523 |
| U.S. Government agency obligations | $686,778,000 | 178 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $587,266,000 | 60 |
| Privately issued residential mortgage-backed securities | $69,000 | 1,176 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $587,197,000 | 18 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $182,746,000 | 24 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,335,000 | 1,218 |
| Mortgage-backed securities | $584,641,000 | 173 |
| Certificates of participation in pools of residential mortgages | $488,575,000 | 123 |
| Issued or guaranteed by U.S. | $488,506,000 | 121 |
| Privately issued | $69,000 | 218 |
| Collaterized mortgage obligations | $96,066,000 | 304 |
| CMOs issued by government agencies or sponsored agencies | $96,066,000 | 256 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,985,000 | 832 |
| Available-for-sale securities (fair market value) | $1,433,865,000 | 130 |
| Total debt securities | $1,274,104,000 | 150 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $1,197,730,000 | 150 |
| U.S. Government securities | $456,633,000 | 222 |
| U.S. Treasury securities | $60,000 | 3,161 |
| U.S. Government agency obligations | $456,573,000 | 213 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $574,875,000 | 61 |
| Privately issued residential mortgage-backed securities | $95,000 | 1,241 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $574,780,000 | 16 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $166,222,000 | 25 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,785,000 | 1,439 |
| Mortgage-backed securities | $387,924,000 | 214 |
| Certificates of participation in pools of residential mortgages | $279,615,000 | 174 |
| Issued or guaranteed by U.S. | $279,520,000 | 172 |
| Privately issued | $95,000 | 219 |
| Collaterized mortgage obligations | $108,309,000 | 272 |
| CMOs issued by government agencies or sponsored agencies | $108,309,000 | 233 |
| Privately issued | $0 | 1,359 |
| 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) | $29,815,000 | 670 |
| Available-for-sale securities (fair market value) | $1,167,915,000 | 134 |
| Total debt securities | $1,031,508,000 | 165 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $1,058,065,000 | 162 |
| U.S. Government securities | $555,419,000 | 189 |
| U.S. Treasury securities | $60,000 | 4,160 |
| U.S. Government agency obligations | $555,359,000 | 180 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $334,944,000 | 78 |
| Privately issued residential mortgage-backed securities | $98,000 | 1,180 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $334,846,000 | 34 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $167,702,000 | 48 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,046,000 | 689 |
| Mortgage-backed securities | $292,874,000 | 233 |
| Certificates of participation in pools of residential mortgages | $286,266,000 | 151 |
| Issued or guaranteed by U.S. | $286,168,000 | 148 |
| Privately issued | $98,000 | 252 |
| Collaterized mortgage obligations | $6,608,000 | 1,294 |
| CMOs issued by government agencies or sponsored agencies | $6,608,000 | 1,180 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $41,017,000 | 623 |
| Available-for-sale securities (fair market value) | $1,017,048,000 | 138 |
| Total debt securities | $890,363,000 | 172 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $1,008,085,000 | 177 |
| U.S. Government securities | $514,821,000 | 216 |
| U.S. Treasury securities | $5,064,000 | 1,519 |
| U.S. Government agency obligations | $509,757,000 | 199 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $316,049,000 | 86 |
| Privately issued residential mortgage-backed securities | $100,000 | 1,219 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $315,949,000 | 47 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $177,215,000 | 39 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,247,000 | 647 |
| Mortgage-backed securities | $289,200,000 | 264 |
| Certificates of participation in pools of residential mortgages | $281,730,000 | 161 |
| Issued or guaranteed by U.S. | $281,630,000 | 159 |
| Privately issued | $100,000 | 243 |
| Collaterized mortgage obligations | $7,470,000 | 1,300 |
| CMOs issued by government agencies or sponsored agencies | $7,470,000 | 1,172 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $47,514,000 | 583 |
| Available-for-sale securities (fair market value) | $960,571,000 | 147 |
| Total debt securities | $830,870,000 | 188 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $1,060,630,000 | 156 |
| U.S. Government securities | $597,256,000 | 195 |
| U.S. Treasury securities | $15,186,000 | 875 |
| U.S. Government agency obligations | $582,070,000 | 178 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $315,523,000 | 75 |
| Privately issued residential mortgage-backed securities | $231,000 | 1,067 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $315,292,000 | 34 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $147,851,000 | 40 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,800,000 | 626 |
| Mortgage-backed securities | $339,283,000 | 240 |
| Certificates of participation in pools of residential mortgages | $339,283,000 | 150 |
| Issued or guaranteed by U.S. | $339,052,000 | 144 |
| Privately issued | $231,000 | 243 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $64,119,000 | 456 |
| Available-for-sale securities (fair market value) | $996,511,000 | 120 |
| Total debt securities | $912,779,000 | 166 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $797,547,000 | 187 |
| U.S. Government securities | $555,208,000 | 209 |
| U.S. Treasury securities | $20,117,000 | 945 |
| U.S. Government agency obligations | $535,091,000 | 184 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $119,979,000 | 112 |
| Privately issued residential mortgage-backed securities | $294,000 | 936 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $119,685,000 | 57 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $122,360,000 | 37 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,302,000 | 1,308 |
| Mortgage-backed securities | $375,473,000 | 213 |
| Certificates of participation in pools of residential mortgages | $375,473,000 | 144 |
| Issued or guaranteed by U.S. | $375,179,000 | 139 |
| Privately issued | $294,000 | 278 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $88,635,000 | 390 |
| Available-for-sale securities (fair market value) | $708,912,000 | 158 |
| Total debt securities | $675,187,000 | 217 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $708,266,000 | 229 |
| U.S. Government securities | $446,078,000 | 276 |
| U.S. Treasury securities | $5,049,000 | 3,722 |
| U.S. Government agency obligations | $441,029,000 | 224 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $135,349,000 | 104 |
| Privately issued residential mortgage-backed securities | $299,000 | 1,170 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $135,050,000 | 47 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $126,839,000 | 30 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,982,000 | 1,554 |
| Mortgage-backed securities | $348,589,000 | 238 |
| Certificates of participation in pools of residential mortgages | $348,589,000 | 165 |
| Issued or guaranteed by U.S. | $348,290,000 | 158 |
| Privately issued | $299,000 | 338 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $106,993,000 | 370 |
| Available-for-sale securities (fair market value) | $601,273,000 | 189 |
| Total debt securities | $578,500,000 | 263 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $687,875,000 | 252 |
| U.S. Government securities | $318,095,000 | 393 |
| U.S. Treasury securities | $28,160,000 | 1,000 |
| U.S. Government agency obligations | $289,935,000 | 334 |
| Securities issued by states & political subdivisions | $14,991,000 | 894 |
| Other domestic debt securities | $252,652,000 | 76 |
| Privately issued residential mortgage-backed securities | $360,000 | 1,323 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $252,292,000 | 32 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $102,137,000 | 30 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,596,000 | 1,719 |
| Mortgage-backed securities | $258,299,000 | 319 |
| Certificates of participation in pools of residential mortgages | $258,299,000 | 208 |
| Issued or guaranteed by U.S. | $257,939,000 | 204 |
| Privately issued | $360,000 | 373 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $142,839,000 | 305 |
| Available-for-sale securities (fair market value) | $545,036,000 | 228 |
| Total debt securities | $578,722,000 | 284 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $726,603,000 | 256 |
| U.S. Government securities | $315,533,000 | 412 |
| U.S. Treasury securities | $37,963,000 | 916 |
| U.S. Government agency obligations | $277,570,000 | 348 |
| Securities issued by states & political subdivisions | $14,988,000 | 899 |
| Other domestic debt securities | $322,012,000 | 62 |
| Privately issued residential mortgage-backed securities | $405,000 | 1,417 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $321,607,000 | 22 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $74,070,000 | 29 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,797,000 | 1,346 |
| Mortgage-backed securities | $261,286,000 | 335 |
| Certificates of participation in pools of residential mortgages | $261,286,000 | 205 |
| Issued or guaranteed by U.S. | $260,881,000 | 197 |
| Privately issued | $405,000 | 360 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $470,918,000 | 227 |
| Available-for-sale securities (fair market value) | $255,685,000 | 254 |
| Total debt securities | $661,768,000 | 268 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $739,670,000 | 261 |
| U.S. Government securities | $304,642,000 | 430 |
| U.S. Treasury securities | $53,879,000 | 699 |
| U.S. Government agency obligations | $250,763,000 | 354 |
| Securities issued by states & political subdivisions | $14,987,000 | 913 |
| Other domestic debt securities | $360,453,000 | 58 |
| Privately issued residential mortgage-backed securities | $801,000 | 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 | $359,652,000 | 19 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $59,588,000 | 56 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,423,000 | 1,234 |
| Mortgage-backed securities | $250,314,000 | 336 |
| Certificates of participation in pools of residential mortgages | $250,314,000 | 210 |
| Issued or guaranteed by U.S. | $249,513,000 | 187 |
| Privately issued | $801,000 | 392 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $680,082,000 | 276 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $710,945,000 | 255 |
| U.S. Government securities | $275,036,000 | 451 |
| U.S. Treasury securities | $46,793,000 | 789 |
| U.S. Government agency obligations | $228,243,000 | 372 |
| Securities issued by states & political subdivisions | $14,986,000 | 817 |
| Other domestic debt securities | $382,357,000 | 50 |
| Privately issued residential mortgage-backed securities | $2,413,000 | 1,074 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $379,944,000 | 17 |
| Foreign debt securities | $100,000 | 418 |
| Equity securities | $38,466,000 | 65 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,902,000 | 1,334 |
| Mortgage-backed securities | $229,800,000 | 352 |
| Certificates of participation in pools of residential mortgages | $229,800,000 | 215 |
| Issued or guaranteed by U.S. | $227,387,000 | 197 |
| Privately issued | $2,413,000 | 323 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $672,479,000 | 259 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |