Home > First American Trust, FSB > Securities
First American Trust, FSB, Securities
| 2023-12-31 | Rank | |
| Total securities | $4,783,879,000 | 83 |
| U.S. Government securities | $3,429,458,000 | 80 |
| U.S. Treasury securities | $55,550,000 | 421 |
| U.S. Government agency obligations | $3,373,908,000 | 71 |
| Securities issued by states & political subdivisions | $785,553,000 | 44 |
| Other domestic debt securities | $480,502,000 | 91 |
| 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 | $480,502,000 | 26 |
| Foreign debt securities | $88,366,000 | 27 |
| 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 | $803,000 | 3,791 |
| Mortgage-backed securities | $3,188,105,000 | 73 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,811,006,000 | 60 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,373,700,000 | 51 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,399,000 | 817 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $4,783,879,000 | 66 |
| Total debt securities | $4,783,877,000 | 81 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $4,823,541,000 | 80 |
| U.S. Government securities | $3,525,511,000 | 80 |
| U.S. Treasury securities | $53,824,000 | 447 |
| U.S. Government agency obligations | $3,471,687,000 | 72 |
| Securities issued by states & political subdivisions | $747,078,000 | 47 |
| Other domestic debt securities | $465,370,000 | 96 |
| 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 | $465,370,000 | 26 |
| Foreign debt securities | $85,582,000 | 27 |
| 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 | $777,000 | 3,806 |
| Mortgage-backed securities | $3,266,059,000 | 73 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,877,311,000 | 63 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,384,758,000 | 51 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,990,000 | 740 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $4,823,541,000 | 63 |
| Total debt securities | $4,823,541,000 | 79 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $4,979,046,000 | 79 |
| U.S. Government securities | $3,650,872,000 | 78 |
| U.S. Treasury securities | $29,765,000 | 730 |
| U.S. Government agency obligations | $3,621,107,000 | 72 |
| Securities issued by states & political subdivisions | $771,492,000 | 43 |
| Other domestic debt securities | $470,805,000 | 95 |
| 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 | $470,805,000 | 26 |
| Foreign debt securities | $85,877,000 | 29 |
| 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 | $795,000 | 3,806 |
| Mortgage-backed securities | $3,413,044,000 | 69 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,942,404,000 | 62 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,465,959,000 | 50 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,681,000 | 676 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $4,979,046,000 | 61 |
| Total debt securities | $4,979,046,000 | 78 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $5,078,806,000 | 86 |
| U.S. Government securities | $3,780,298,000 | 78 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $3,780,298,000 | 69 |
| Securities issued by states & political subdivisions | $782,567,000 | 48 |
| Other domestic debt securities | $429,511,000 | 103 |
| 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 | $429,511,000 | 30 |
| Foreign debt securities | $86,430,000 | 27 |
| 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 | $796,000 | 3,804 |
| Mortgage-backed securities | $3,569,315,000 | 68 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,022,559,000 | 66 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,541,299,000 | 49 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $5,457,000 | 661 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $5,078,806,000 | 65 |
| Total debt securities | $5,078,807,000 | 84 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $5,694,310,000 | 84 |
| U.S. Government securities | $4,047,446,000 | 82 |
| U.S. Treasury securities | $81,637,000 | 361 |
| U.S. Government agency obligations | $3,965,809,000 | 73 |
| Securities issued by states & political subdivisions | $1,026,793,000 | 42 |
| Other domestic debt securities | $534,201,000 | 93 |
| 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 | $534,201,000 | 27 |
| Foreign debt securities | $85,870,000 | 27 |
| 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 | $793,000 | 3,765 |
| Mortgage-backed securities | $3,756,110,000 | 73 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,061,162,000 | 67 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,686,863,000 | 47 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $8,085,000 | 536 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $5,694,310,000 | 64 |
| Total debt securities | $5,694,311,000 | 83 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $5,686,207,000 | 86 |
| U.S. Government securities | $4,064,854,000 | 83 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $4,064,854,000 | 72 |
| Securities issued by states & political subdivisions | $999,948,000 | 42 |
| Other domestic debt securities | $533,700,000 | 87 |
| 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 | $533,700,000 | 26 |
| Foreign debt securities | $87,705,000 | 31 |
| 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 | $791,000 | 3,781 |
| Mortgage-backed securities | $3,852,709,000 | 75 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,084,760,000 | 69 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,759,752,000 | 48 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $8,197,000 | 539 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $5,686,207,000 | 69 |
| Total debt securities | $5,686,205,000 | 85 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $5,955,413,000 | 83 |
| U.S. Government securities | $4,332,605,000 | 80 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $4,332,605,000 | 74 |
| Securities issued by states & political subdivisions | $1,000,513,000 | 46 |
| Other domestic debt securities | $529,595,000 | 81 |
| 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 | $529,595,000 | 29 |
| Foreign debt securities | $92,700,000 | 29 |
| 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 | $798,000 | 3,818 |
| Mortgage-backed securities | $4,229,229,000 | 73 |
| Certificates of participation in pools of residential mortgages | $2,292,702,000 | 66 |
| Issued or guaranteed by U.S. | $2,292,702,000 | 66 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,928,253,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $1,928,253,000 | 47 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $8,274,000 | 953 |
| Commercial mortgage pass-through securities | $8,274,000 | 542 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $5,955,413,000 | 67 |
| Total debt securities | $5,955,414,000 | 83 |
| 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 | $6,338,598,000 | 79 |
| U.S. Government securities | $4,643,501,000 | 79 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $4,643,501,000 | 72 |
| Securities issued by states & political subdivisions | $1,026,439,000 | 45 |
| Other domestic debt securities | $573,152,000 | 75 |
| 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 | $573,152,000 | 29 |
| Foreign debt securities | $95,506,000 | 29 |
| 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 | $808,000 | 3,834 |
| Mortgage-backed securities | $4,526,685,000 | 74 |
| Certificates of participation in pools of residential mortgages | $2,490,828,000 | 68 |
| Issued or guaranteed by U.S. | $2,490,828,000 | 68 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $2,027,485,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $2,027,485,000 | 45 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $8,372,000 | 952 |
| Commercial mortgage pass-through securities | $8,372,000 | 547 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $6,338,598,000 | 67 |
| Total debt securities | $6,338,601,000 | 79 |
| 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 | $6,628,320,000 | 77 |
| U.S. Government securities | $4,948,125,000 | 78 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $4,948,125,000 | 71 |
| Securities issued by states & political subdivisions | $1,111,464,000 | 41 |
| Other domestic debt securities | $492,031,000 | 78 |
| 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 | $492,031,000 | 34 |
| Foreign debt securities | $76,700,000 | 30 |
| 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 | $825,000 | 3,853 |
| Mortgage-backed securities | $4,814,738,000 | 69 |
| Certificates of participation in pools of residential mortgages | $2,571,929,000 | 65 |
| Issued or guaranteed by U.S. | $2,571,929,000 | 65 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $2,234,276,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $2,234,276,000 | 42 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $8,533,000 | 939 |
| Commercial mortgage pass-through securities | $8,533,000 | 538 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $6,628,320,000 | 66 |
| Total debt securities | $6,628,319,000 | 77 |
| 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 | $6,421,402,000 | 75 |
| U.S. Government securities | $4,816,778,000 | 77 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $4,816,778,000 | 70 |
| Securities issued by states & political subdivisions | $1,073,830,000 | 42 |
| Other domestic debt securities | $452,966,000 | 77 |
| 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 | $452,966,000 | 32 |
| Foreign debt securities | $77,828,000 | 29 |
| 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 | $834,000 | 3,887 |
| Mortgage-backed securities | $4,649,905,000 | 69 |
| Certificates of participation in pools of residential mortgages | $2,440,213,000 | 65 |
| Issued or guaranteed by U.S. | $2,440,213,000 | 64 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $2,201,030,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $2,201,030,000 | 43 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $8,662,000 | 933 |
| Commercial mortgage pass-through securities | $8,662,000 | 529 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $6,421,402,000 | 66 |
| Total debt securities | $6,421,401,000 | 75 |
| 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 | $5,172,877,000 | 85 |
| U.S. Government securities | $3,918,558,000 | 79 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $3,918,558,000 | 74 |
| Securities issued by states & political subdivisions | $1,000,996,000 | 43 |
| Other domestic debt securities | $231,267,000 | 112 |
| 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 | $231,267,000 | 57 |
| Foreign debt securities | $22,056,000 | 47 |
| 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 | $839,000 | 3,909 |
| Mortgage-backed securities | $3,679,897,000 | 72 |
| Certificates of participation in pools of residential mortgages | $2,003,668,000 | 72 |
| Issued or guaranteed by U.S. | $2,003,668,000 | 72 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $1,667,465,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $1,667,465,000 | 50 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $8,764,000 | 918 |
| Commercial mortgage pass-through securities | $8,764,000 | 519 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $5,172,877,000 | 73 |
| Total debt securities | $5,172,877,000 | 85 |
| 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 | $4,575,397,000 | 88 |
| U.S. Government securities | $3,473,291,000 | 85 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $3,473,291,000 | 77 |
| Securities issued by states & political subdivisions | $904,650,000 | 44 |
| Other domestic debt securities | $185,262,000 | 122 |
| 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 | $185,262,000 | 61 |
| Foreign debt securities | $12,194,000 | 65 |
| 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 | $845,000 | 3,928 |
| Mortgage-backed securities | $3,239,591,000 | 77 |
| Certificates of participation in pools of residential mortgages | $1,808,590,000 | 74 |
| Issued or guaranteed by U.S. | $1,808,590,000 | 74 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,422,142,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $1,422,142,000 | 57 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $8,859,000 | 869 |
| Commercial mortgage pass-through securities | $8,859,000 | 493 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $4,575,397,000 | 76 |
| Total debt securities | $4,575,396,000 | 87 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $3,688,529,000 | 97 |
| U.S. Government securities | $2,799,887,000 | 93 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $2,799,887,000 | 82 |
| Securities issued by states & political subdivisions | $687,650,000 | 53 |
| Other domestic debt securities | $188,683,000 | 115 |
| 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 | $188,683,000 | 57 |
| Foreign debt securities | $12,309,000 | 59 |
| 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 | $851,000 | 3,936 |
| Mortgage-backed securities | $2,609,087,000 | 87 |
| Certificates of participation in pools of residential mortgages | $1,101,632,000 | 85 |
| Issued or guaranteed by U.S. | $1,101,632,000 | 85 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,498,500,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $1,498,500,000 | 52 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $8,955,000 | 833 |
| Commercial mortgage pass-through securities | $8,955,000 | 467 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $3,688,529,000 | 85 |
| Total debt securities | $3,688,530,000 | 96 |
| 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 | $3,484,585,000 | 96 |
| U.S. Government securities | $2,696,370,000 | 93 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $2,696,370,000 | 82 |
| Securities issued by states & political subdivisions | $586,875,000 | 56 |
| Other domestic debt securities | $185,456,000 | 115 |
| 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 | $185,456,000 | 57 |
| Foreign debt securities | $15,884,000 | 55 |
| 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 | $854,000 | 3,954 |
| Mortgage-backed securities | $2,504,141,000 | 88 |
| Certificates of participation in pools of residential mortgages | $777,310,000 | 93 |
| Issued or guaranteed by U.S. | $777,310,000 | 93 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,717,757,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $1,717,757,000 | 46 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $9,074,000 | 807 |
| Commercial mortgage pass-through securities | $9,074,000 | 460 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $3,484,585,000 | 83 |
| Total debt securities | $3,484,586,000 | 95 |
| 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 | $3,392,653,000 | 96 |
| U.S. Government securities | $2,640,185,000 | 97 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $2,640,185,000 | 86 |
| Securities issued by states & political subdivisions | $542,222,000 | 57 |
| Other domestic debt securities | $194,334,000 | 117 |
| 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 | $194,334,000 | 55 |
| Foreign debt securities | $15,912,000 | 55 |
| 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 | $860,000 | 3,997 |
| Mortgage-backed securities | $2,447,650,000 | 83 |
| Certificates of participation in pools of residential mortgages | $565,806,000 | 113 |
| Issued or guaranteed by U.S. | $565,806,000 | 112 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,872,710,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $1,872,710,000 | 44 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $9,134,000 | 777 |
| Commercial mortgage pass-through securities | $9,134,000 | 456 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $3,392,653,000 | 81 |
| Total debt securities | $3,392,651,000 | 95 |
| 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 | $3,387,378,000 | 95 |
| U.S. Government securities | $2,630,320,000 | 93 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $2,630,320,000 | 81 |
| Securities issued by states & political subdivisions | $545,852,000 | 53 |
| Other domestic debt securities | $194,084,000 | 112 |
| 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 | $194,084,000 | 48 |
| Foreign debt securities | $17,122,000 | 52 |
| 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 | $857,000 | 4,026 |
| Mortgage-backed securities | $2,416,677,000 | 84 |
| Certificates of participation in pools of residential mortgages | $401,370,000 | 143 |
| Issued or guaranteed by U.S. | $401,370,000 | 141 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $2,006,103,000 | 44 |
| CMOs issued by government agencies or sponsored agencies | $2,006,103,000 | 41 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $9,204,000 | 767 |
| Commercial mortgage pass-through securities | $9,204,000 | 440 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $3,387,378,000 | 80 |
| Total debt securities | $3,387,378,000 | 93 |
| 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 | $3,320,563,000 | 92 |
| U.S. Government securities | $2,544,455,000 | 92 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $2,544,455,000 | 83 |
| Securities issued by states & political subdivisions | $552,328,000 | 50 |
| Other domestic debt securities | $203,569,000 | 100 |
| 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 | $203,569,000 | 42 |
| Foreign debt securities | $20,211,000 | 42 |
| 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 | $831,000 | 4,095 |
| Mortgage-backed securities | $2,319,800,000 | 84 |
| Certificates of participation in pools of residential mortgages | $369,980,000 | 147 |
| Issued or guaranteed by U.S. | $369,980,000 | 146 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,940,808,000 | 44 |
| CMOs issued by government agencies or sponsored agencies | $1,940,808,000 | 42 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $9,012,000 | 745 |
| Commercial mortgage pass-through securities | $9,012,000 | 438 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $3,320,563,000 | 79 |
| Total debt securities | $3,320,562,000 | 90 |
| 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 | $3,326,534,000 | 89 |
| U.S. Government securities | $2,522,067,000 | 92 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $2,522,067,000 | 79 |
| Securities issued by states & political subdivisions | $571,593,000 | 48 |
| Other domestic debt securities | $212,633,000 | 98 |
| 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 | $212,633,000 | 40 |
| Foreign debt securities | $20,241,000 | 42 |
| 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 | $828,000 | 4,171 |
| Mortgage-backed securities | $2,263,210,000 | 82 |
| Certificates of participation in pools of residential mortgages | $367,482,000 | 145 |
| Issued or guaranteed by U.S. | $367,482,000 | 144 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,886,607,000 | 43 |
| CMOs issued by government agencies or sponsored agencies | $1,886,607,000 | 40 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $9,121,000 | 740 |
| Commercial mortgage pass-through securities | $9,121,000 | 435 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $3,326,534,000 | 75 |
| Total debt securities | $3,326,534,000 | 88 |
| 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 | $3,485,898,000 | 82 |
| U.S. Government securities | $2,662,381,000 | 79 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $2,662,381,000 | 69 |
| Securities issued by states & political subdivisions | $580,624,000 | 47 |
| Other domestic debt securities | $221,201,000 | 94 |
| 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 | $221,201,000 | 40 |
| Foreign debt securities | $21,692,000 | 43 |
| 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 | $828,000 | 4,222 |
| Mortgage-backed securities | $2,387,268,000 | 75 |
| Certificates of participation in pools of residential mortgages | $391,936,000 | 141 |
| Issued or guaranteed by U.S. | $391,936,000 | 141 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,986,210,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $1,986,210,000 | 39 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $9,122,000 | 719 |
| Commercial mortgage pass-through securities | $9,122,000 | 443 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $3,485,898,000 | 63 |
| Total debt securities | $3,485,899,000 | 81 |
| 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 | $3,583,734,000 | 81 |
| U.S. Government securities | $2,746,998,000 | 80 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $2,746,998,000 | 71 |
| Securities issued by states & political subdivisions | $587,441,000 | 48 |
| Other domestic debt securities | $239,275,000 | 86 |
| 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 | $239,275,000 | 36 |
| Foreign debt securities | $10,020,000 | 61 |
| 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 | $814,000 | 4,270 |
| Mortgage-backed securities | $2,474,439,000 | 78 |
| Certificates of participation in pools of residential mortgages | $413,211,000 | 134 |
| Issued or guaranteed by U.S. | $413,211,000 | 134 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,052,138,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $2,052,138,000 | 38 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $9,090,000 | 676 |
| Commercial mortgage pass-through securities | $9,090,000 | 430 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $3,583,734,000 | 64 |
| Total debt securities | $3,583,736,000 | 79 |
| 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 | $3,443,957,000 | 83 |
| U.S. Government securities | $2,658,205,000 | 81 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $2,658,205,000 | 73 |
| Securities issued by states & political subdivisions | $566,899,000 | 53 |
| Other domestic debt securities | $208,938,000 | 92 |
| 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 | $208,938,000 | 41 |
| Foreign debt securities | $9,915,000 | 66 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $805,000 | 4,323 |
| Mortgage-backed securities | $2,417,218,000 | 77 |
| Certificates of participation in pools of residential mortgages | $429,029,000 | 130 |
| Issued or guaranteed by U.S. | $429,029,000 | 130 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,979,139,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $1,979,139,000 | 38 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $9,050,000 | 660 |
| Commercial mortgage pass-through securities | $9,050,000 | 413 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $3,443,957,000 | 66 |
| Total debt securities | $3,443,957,000 | 81 |
| 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 | $3,384,938,000 | 80 |
| U.S. Government securities | $2,592,154,000 | 77 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $2,592,154,000 | 71 |
| Securities issued by states & political subdivisions | $573,460,000 | 53 |
| Other domestic debt securities | $211,916,000 | 92 |
| Privately issued residential mortgage-backed securities | $3,132,000 | 199 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $208,784,000 | 41 |
| Foreign debt securities | $7,408,000 | 73 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $790,000 | 4,393 |
| Mortgage-backed securities | $2,363,794,000 | 75 |
| Certificates of participation in pools of residential mortgages | $452,648,000 | 127 |
| Issued or guaranteed by U.S. | $452,648,000 | 127 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,911,146,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $1,908,014,000 | 39 |
| Privately issued | $3,132,000 | 167 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $3,384,938,000 | 64 |
| Total debt securities | $3,384,939,000 | 78 |
| 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 | $3,001,634,000 | 85 |
| U.S. Government securities | $2,225,998,000 | 91 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $2,225,998,000 | 82 |
| Securities issued by states & political subdivisions | $592,362,000 | 53 |
| Other domestic debt securities | $175,851,000 | 98 |
| Privately issued residential mortgage-backed securities | $3,270,000 | 341 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $172,581,000 | 42 |
| Foreign debt securities | $7,423,000 | 72 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $653,000 | 4,470 |
| Mortgage-backed securities | $2,065,905,000 | 81 |
| Certificates of participation in pools of residential mortgages | $452,798,000 | 128 |
| Issued or guaranteed by U.S. | $452,798,000 | 127 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,613,107,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $1,609,837,000 | 43 |
| Privately issued | $3,270,000 | 174 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $3,001,634,000 | 70 |
| Total debt securities | $3,001,634,000 | 84 |
| 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 | $2,822,549,000 | 93 |
| U.S. Government securities | $2,105,764,000 | 94 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $2,105,764,000 | 83 |
| Securities issued by states & political subdivisions | $593,890,000 | 53 |
| Other domestic debt securities | $115,438,000 | 124 |
| 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 | $115,438,000 | 59 |
| Foreign debt securities | $7,457,000 | 73 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $658,000 | 4,536 |
| Mortgage-backed securities | $1,961,053,000 | 83 |
| Certificates of participation in pools of residential mortgages | $479,251,000 | 124 |
| Issued or guaranteed by U.S. | $479,251,000 | 123 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,481,802,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $1,481,802,000 | 46 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $2,822,549,000 | 77 |
| Total debt securities | $2,822,551,000 | 91 |
| 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 | $2,720,808,000 | 95 |
| U.S. Government securities | $2,011,570,000 | 93 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $2,011,570,000 | 83 |
| Securities issued by states & political subdivisions | $582,887,000 | 54 |
| Other domestic debt securities | $118,301,000 | 119 |
| 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 | $118,301,000 | 55 |
| Foreign debt securities | $8,050,000 | 71 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $665,000 | 4,606 |
| Mortgage-backed securities | $1,865,623,000 | 84 |
| Certificates of participation in pools of residential mortgages | $417,517,000 | 136 |
| Issued or guaranteed by U.S. | $417,517,000 | 134 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,448,106,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $1,448,106,000 | 47 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $2,720,808,000 | 79 |
| Total debt securities | $2,720,808,000 | 94 |
| 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 | $2,878,608,000 | 87 |
| U.S. Government securities | $2,122,474,000 | 90 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $2,122,474,000 | 80 |
| Securities issued by states & political subdivisions | $620,448,000 | 49 |
| Other domestic debt securities | $126,065,000 | 114 |
| 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 | $126,065,000 | 51 |
| Foreign debt securities | $9,621,000 | 67 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $673,000 | 4,662 |
| Mortgage-backed securities | $1,966,190,000 | 82 |
| Certificates of participation in pools of residential mortgages | $335,010,000 | 158 |
| Issued or guaranteed by U.S. | $335,010,000 | 156 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,631,180,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $1,631,180,000 | 44 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $2,878,608,000 | 67 |
| Total debt securities | $2,878,609,000 | 85 |
| 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 | $2,942,740,000 | 84 |
| U.S. Government securities | $2,173,374,000 | 85 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $2,173,374,000 | 78 |
| Securities issued by states & political subdivisions | $630,301,000 | 48 |
| Other domestic debt securities | $127,429,000 | 114 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $127,429,000 | 55 |
| Foreign debt securities | $11,636,000 | 64 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $679,000 | 4,694 |
| Mortgage-backed securities | $2,016,931,000 | 78 |
| Certificates of participation in pools of residential mortgages | $359,558,000 | 152 |
| Issued or guaranteed by U.S. | $359,558,000 | 150 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,657,373,000 | 43 |
| CMOs issued by government agencies or sponsored agencies | $1,657,373,000 | 41 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $2,942,740,000 | 69 |
| Total debt securities | $2,942,740,000 | 82 |
| 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 | $2,714,653,000 | 96 |
| U.S. Government securities | $2,021,570,000 | 90 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $2,021,570,000 | 82 |
| Securities issued by states & political subdivisions | $565,902,000 | 53 |
| Other domestic debt securities | $116,387,000 | 123 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $116,387,000 | 63 |
| Foreign debt securities | $10,794,000 | 66 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $687,000 | 4,746 |
| Mortgage-backed securities | $1,881,306,000 | 82 |
| Certificates of participation in pools of residential mortgages | $383,116,000 | 145 |
| Issued or guaranteed by U.S. | $383,116,000 | 143 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,498,190,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $1,498,190,000 | 43 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $2,714,653,000 | 75 |
| Total debt securities | $2,714,653,000 | 94 |
| 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 | $2,737,015,000 | 95 |
| U.S. Government securities | $2,058,656,000 | 88 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,058,656,000 | 82 |
| Securities issued by states & political subdivisions | $551,043,000 | 53 |
| Other domestic debt securities | $116,510,000 | 123 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $116,510,000 | 60 |
| Foreign debt securities | $10,806,000 | 66 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $693,000 | 4,790 |
| Mortgage-backed securities | $1,918,562,000 | 80 |
| Certificates of participation in pools of residential mortgages | $407,549,000 | 142 |
| Issued or guaranteed by U.S. | $407,549,000 | 141 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,511,013,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $1,511,013,000 | 40 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $2,737,015,000 | 74 |
| Total debt securities | $2,737,014,000 | 94 |
| 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 | $2,787,510,000 | 89 |
| U.S. Government securities | $2,115,544,000 | 83 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $2,115,544,000 | 77 |
| Securities issued by states & political subdivisions | $548,616,000 | 53 |
| Other domestic debt securities | $112,426,000 | 130 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $112,426,000 | 64 |
| Foreign debt securities | $10,924,000 | 69 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $704,000 | 4,866 |
| Mortgage-backed securities | $1,977,847,000 | 78 |
| Certificates of participation in pools of residential mortgages | $446,733,000 | 128 |
| Issued or guaranteed by U.S. | $446,733,000 | 127 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,531,114,000 | 43 |
| CMOs issued by government agencies or sponsored agencies | $1,531,114,000 | 41 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $2,787,510,000 | 69 |
| Total debt securities | $2,787,512,000 | 88 |
| 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 | $2,771,413,000 | 89 |
| U.S. Government securities | $2,253,319,000 | 79 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $2,253,319,000 | 74 |
| Securities issued by states & political subdivisions | $391,677,000 | 75 |
| Other domestic debt securities | $115,214,000 | 130 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $115,214,000 | 66 |
| Foreign debt securities | $10,992,000 | 64 |
| Equity securities | $211,000 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $714,000 | 4,942 |
| Mortgage-backed securities | $1,980,193,000 | 77 |
| Certificates of participation in pools of residential mortgages | $480,472,000 | 119 |
| Issued or guaranteed by U.S. | $480,472,000 | 118 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,499,721,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $1,499,721,000 | 41 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $2,771,413,000 | 69 |
| Total debt securities | $2,771,201,000 | 89 |
| 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 | $2,591,426,000 | 93 |
| U.S. Government securities | $2,134,399,000 | 83 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $2,134,399,000 | 75 |
| Securities issued by states & political subdivisions | $343,146,000 | 83 |
| Other domestic debt securities | $104,622,000 | 132 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $104,622,000 | 75 |
| Foreign debt securities | $8,839,000 | 73 |
| Equity securities | $420,000 | 695 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $717,000 | 4,990 |
| Mortgage-backed securities | $1,840,988,000 | 80 |
| Certificates of participation in pools of residential mortgages | $459,893,000 | 125 |
| Issued or guaranteed by U.S. | $459,893,000 | 124 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,381,095,000 | 43 |
| CMOs issued by government agencies or sponsored agencies | $1,381,095,000 | 42 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $2,591,426,000 | 72 |
| Total debt securities | $2,591,004,000 | 93 |
| 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 | $2,681,679,000 | 90 |
| U.S. Government securities | $2,205,046,000 | 81 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,205,046,000 | 73 |
| Securities issued by states & political subdivisions | $355,921,000 | 77 |
| Other domestic debt securities | $110,502,000 | 130 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $110,502,000 | 72 |
| Foreign debt securities | $9,755,000 | 62 |
| Equity securities | $455,000 | 691 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $717,000 | 5,041 |
| Mortgage-backed securities | $1,853,216,000 | 77 |
| Certificates of participation in pools of residential mortgages | $479,055,000 | 114 |
| Issued or guaranteed by U.S. | $479,055,000 | 113 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,374,161,000 | 43 |
| CMOs issued by government agencies or sponsored agencies | $1,374,161,000 | 43 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $2,681,679,000 | 71 |
| Total debt securities | $2,681,226,000 | 90 |
| 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 | $2,709,425,000 | 86 |
| U.S. Government securities | $2,227,909,000 | 80 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $2,227,909,000 | 75 |
| Securities issued by states & political subdivisions | $354,379,000 | 76 |
| Other domestic debt securities | $116,560,000 | 130 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $116,560,000 | 70 |
| Foreign debt securities | $9,877,000 | 65 |
| Equity securities | $700,000 | 629 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $728,000 | 5,116 |
| Mortgage-backed securities | $1,873,655,000 | 76 |
| Certificates of participation in pools of residential mortgages | $508,568,000 | 108 |
| Issued or guaranteed by U.S. | $508,568,000 | 107 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,365,087,000 | 44 |
| CMOs issued by government agencies or sponsored agencies | $1,365,087,000 | 44 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $2,709,425,000 | 68 |
| Total debt securities | $2,708,723,000 | 86 |
| 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 | $2,660,141,000 | 85 |
| U.S. Government securities | $2,203,436,000 | 79 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $2,203,436,000 | 74 |
| Securities issued by states & political subdivisions | $350,435,000 | 76 |
| Other domestic debt securities | $95,221,000 | 138 |
| Privately issued residential mortgage-backed securities | $284,000 | 512 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $94,937,000 | 79 |
| Foreign debt securities | $10,384,000 | 68 |
| Equity securities | $665,000 | 634 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $732,000 | 5,158 |
| Mortgage-backed securities | $1,833,637,000 | 77 |
| Certificates of participation in pools of residential mortgages | $490,009,000 | 112 |
| Issued or guaranteed by U.S. | $490,009,000 | 111 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,343,628,000 | 44 |
| CMOs issued by government agencies or sponsored agencies | $1,343,344,000 | 43 |
| Privately issued | $284,000 | 486 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $2,660,141,000 | 67 |
| Total debt securities | $2,659,476,000 | 84 |
| 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 | $2,591,710,000 | 86 |
| U.S. Government securities | $2,158,616,000 | 80 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $2,158,616,000 | 76 |
| Securities issued by states & political subdivisions | $323,825,000 | 79 |
| Other domestic debt securities | $98,127,000 | 137 |
| Privately issued residential mortgage-backed securities | $397,000 | 518 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $97,730,000 | 79 |
| Foreign debt securities | $10,477,000 | 68 |
| Equity securities | $665,000 | 644 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $740,000 | 5,219 |
| Mortgage-backed securities | $1,852,264,000 | 77 |
| Certificates of participation in pools of residential mortgages | $551,888,000 | 106 |
| Issued or guaranteed by U.S. | $551,888,000 | 105 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,300,376,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $1,299,979,000 | 45 |
| Privately issued | $397,000 | 491 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $2,591,710,000 | 69 |
| Total debt securities | $2,591,046,000 | 85 |
| 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 | $2,157,292,000 | 100 |
| U.S. Government securities | $1,740,615,000 | 91 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $1,740,615,000 | 86 |
| Securities issued by states & political subdivisions | $284,759,000 | 84 |
| Other domestic debt securities | $121,009,000 | 118 |
| Privately issued residential mortgage-backed securities | $16,538,000 | 101 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $104,471,000 | 80 |
| Foreign debt securities | $10,384,000 | 64 |
| Equity securities | $525,000 | 677 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $740,000 | 5,303 |
| Mortgage-backed securities | $1,609,711,000 | 83 |
| Certificates of participation in pools of residential mortgages | $492,922,000 | 116 |
| Issued or guaranteed by U.S. | $492,922,000 | 115 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,116,789,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $1,100,251,000 | 53 |
| Privately issued | $16,538,000 | 94 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $2,157,292,000 | 80 |
| Total debt securities | $2,156,768,000 | 100 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $1,795,583,000 | 113 |
| U.S. Government securities | $1,412,858,000 | 100 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $1,412,858,000 | 94 |
| Securities issued by states & political subdivisions | $266,521,000 | 88 |
| Other domestic debt securities | $106,609,000 | 128 |
| Privately issued residential mortgage-backed securities | $17,551,000 | 98 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $89,058,000 | 87 |
| Foreign debt securities | $8,315,000 | 69 |
| Equity securities | $1,280,000 | 513 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $742,000 | 5,376 |
| Mortgage-backed securities | $1,283,645,000 | 96 |
| Certificates of participation in pools of residential mortgages | $339,347,000 | 149 |
| Issued or guaranteed by U.S. | $339,347,000 | 147 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $944,298,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $926,747,000 | 59 |
| Privately issued | $17,551,000 | 93 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $1,795,583,000 | 86 |
| Total debt securities | $1,794,305,000 | 113 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $1,683,620,000 | 118 |
| U.S. Government securities | $1,349,425,000 | 107 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $1,349,425,000 | 102 |
| Securities issued by states & political subdivisions | $244,687,000 | 92 |
| Other domestic debt securities | $79,185,000 | 161 |
| Privately issued residential mortgage-backed securities | $17,994,000 | 102 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $61,191,000 | 117 |
| Foreign debt securities | $8,381,000 | 67 |
| Equity securities | $1,942,000 | 455 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $753,000 | 5,417 |
| Mortgage-backed securities | $1,212,682,000 | 103 |
| Certificates of participation in pools of residential mortgages | $357,830,000 | 144 |
| Issued or guaranteed by U.S. | $357,830,000 | 143 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $854,852,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $836,858,000 | 64 |
| Privately issued | $17,994,000 | 96 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $1,683,620,000 | 92 |
| Total debt securities | $1,681,677,000 | 118 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $1,605,515,000 | 122 |
| U.S. Government securities | $1,286,133,000 | 110 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $1,286,133,000 | 104 |
| Securities issued by states & political subdivisions | $233,641,000 | 96 |
| Other domestic debt securities | $77,266,000 | 164 |
| Privately issued residential mortgage-backed securities | $18,646,000 | 98 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $58,620,000 | 123 |
| Foreign debt securities | $6,677,000 | 73 |
| Equity securities | $1,798,000 | 476 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $751,000 | 5,459 |
| Mortgage-backed securities | $1,150,909,000 | 107 |
| Certificates of participation in pools of residential mortgages | $396,283,000 | 132 |
| Issued or guaranteed by U.S. | $396,283,000 | 130 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $754,626,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $735,980,000 | 69 |
| Privately issued | $18,646,000 | 93 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $1,605,515,000 | 98 |
| Total debt securities | $1,603,718,000 | 121 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $1,534,615,000 | 126 |
| U.S. Government securities | $1,233,131,000 | 114 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,233,131,000 | 110 |
| Securities issued by states & political subdivisions | $212,037,000 | 107 |
| Other domestic debt securities | $81,300,000 | 160 |
| Privately issued residential mortgage-backed securities | $19,023,000 | 105 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $62,277,000 | 120 |
| Foreign debt securities | $6,629,000 | 77 |
| Equity securities | $1,518,000 | 498 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $753,000 | 5,527 |
| Mortgage-backed securities | $1,099,312,000 | 109 |
| Certificates of participation in pools of residential mortgages | $365,947,000 | 138 |
| Issued or guaranteed by U.S. | $365,947,000 | 137 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $733,365,000 | 77 |
| CMOs issued by government agencies or sponsored agencies | $714,342,000 | 69 |
| Privately issued | $19,023,000 | 99 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $1,534,615,000 | 105 |
| Total debt securities | $1,533,096,000 | 125 |
| 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 | $1,491,649,000 | 128 |
| U.S. Government securities | $1,217,204,000 | 114 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,217,204,000 | 110 |
| Securities issued by states & political subdivisions | $183,582,000 | 124 |
| Other domestic debt securities | $82,988,000 | 166 |
| Privately issued residential mortgage-backed securities | $20,303,000 | 107 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $62,685,000 | 125 |
| Foreign debt securities | $6,662,000 | 78 |
| Equity securities | $1,213,000 | 567 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $764,000 | 5,583 |
| Mortgage-backed securities | $1,083,522,000 | 110 |
| Certificates of participation in pools of residential mortgages | $351,316,000 | 136 |
| Issued or guaranteed by U.S. | $351,316,000 | 135 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $732,206,000 | 77 |
| CMOs issued by government agencies or sponsored agencies | $711,903,000 | 73 |
| Privately issued | $20,303,000 | 99 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $1,491,649,000 | 104 |
| Total debt securities | $1,490,437,000 | 126 |
| 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 | $1,321,148,000 | 137 |
| U.S. Government securities | $1,072,404,000 | 120 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $1,072,404,000 | 117 |
| Securities issued by states & political subdivisions | $157,173,000 | 155 |
| Other domestic debt securities | $83,839,000 | 166 |
| Privately issued residential mortgage-backed securities | $20,611,000 | 110 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $63,228,000 | 123 |
| Foreign debt securities | $6,611,000 | 81 |
| Equity securities | $1,121,000 | 581 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $768,000 | 5,601 |
| Mortgage-backed securities | $929,038,000 | 124 |
| Certificates of participation in pools of residential mortgages | $264,399,000 | 172 |
| Issued or guaranteed by U.S. | $264,399,000 | 171 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $664,639,000 | 80 |
| CMOs issued by government agencies or sponsored agencies | $644,028,000 | 79 |
| Privately issued | $20,611,000 | 102 |
| 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) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $1,321,148,000 | 117 |
| Total debt securities | $1,320,027,000 | 136 |
| 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 | $1,281,449,000 | 140 |
| U.S. Government securities | $1,042,055,000 | 125 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $1,042,055,000 | 123 |
| Securities issued by states & political subdivisions | $139,637,000 | 180 |
| Other domestic debt securities | $91,253,000 | 156 |
| Privately issued residential mortgage-backed securities | $22,620,000 | 114 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $68,633,000 | 111 |
| Foreign debt securities | $7,811,000 | 78 |
| Equity securities | $693,000 | 697 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $797,000 | 5,642 |
| Mortgage-backed securities | $890,614,000 | 128 |
| Certificates of participation in pools of residential mortgages | $258,372,000 | 185 |
| Issued or guaranteed by U.S. | $258,372,000 | 183 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $632,242,000 | 87 |
| CMOs issued by government agencies or sponsored agencies | $609,622,000 | 82 |
| Privately issued | $22,620,000 | 108 |
| 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) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $1,281,449,000 | 121 |
| Total debt securities | $1,280,756,000 | 139 |
| 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 | $1,389,393,000 | 132 |
| U.S. Government securities | $1,147,970,000 | 117 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $1,147,970,000 | 114 |
| Securities issued by states & political subdivisions | $141,112,000 | 173 |
| Other domestic debt securities | $92,067,000 | 153 |
| Privately issued residential mortgage-backed securities | $21,846,000 | 121 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $70,221,000 | 102 |
| Foreign debt securities | $7,817,000 | 78 |
| Equity securities | $427,000 | 788 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $802,000 | 5,660 |
| Mortgage-backed securities | $960,395,000 | 122 |
| Certificates of participation in pools of residential mortgages | $275,228,000 | 172 |
| Issued or guaranteed by U.S. | $275,228,000 | 171 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $685,167,000 | 83 |
| CMOs issued by government agencies or sponsored agencies | $663,321,000 | 77 |
| Privately issued | $21,846,000 | 113 |
| 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) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $1,389,393,000 | 111 |
| Total debt securities | $1,388,964,000 | 131 |
| 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 | $1,204,594,000 | 150 |
| U.S. Government securities | $992,399,000 | 136 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $992,399,000 | 134 |
| Securities issued by states & political subdivisions | $114,670,000 | 216 |
| Other domestic debt securities | $92,976,000 | 153 |
| Privately issued residential mortgage-backed securities | $28,782,000 | 108 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $64,194,000 | 113 |
| Foreign debt securities | $4,320,000 | 99 |
| Equity securities | $229,000 | 870 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $813,000 | 5,739 |
| Mortgage-backed securities | $925,476,000 | 128 |
| Certificates of participation in pools of residential mortgages | $285,815,000 | 178 |
| Issued or guaranteed by U.S. | $285,815,000 | 177 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $639,661,000 | 88 |
| CMOs issued by government agencies or sponsored agencies | $610,879,000 | 80 |
| Privately issued | $28,782,000 | 102 |
| 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) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $1,204,594,000 | 125 |
| Total debt securities | $1,204,366,000 | 149 |
| 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 | $1,066,056,000 | 157 |
| U.S. Government securities | $864,943,000 | 140 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $864,943,000 | 136 |
| Securities issued by states & political subdivisions | $105,586,000 | 225 |
| Other domestic debt securities | $90,932,000 | 159 |
| Privately issued residential mortgage-backed securities | $27,177,000 | 120 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $63,755,000 | 116 |
| Foreign debt securities | $4,278,000 | 87 |
| Equity securities | $317,000 | 831 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $651,000 | 5,881 |
| Mortgage-backed securities | $807,776,000 | 131 |
| Certificates of participation in pools of residential mortgages | $173,832,000 | 290 |
| Issued or guaranteed by U.S. | $173,832,000 | 288 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $633,944,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $606,767,000 | 81 |
| Privately issued | $27,177,000 | 114 |
| 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) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $1,066,056,000 | 137 |
| Total debt securities | $1,065,738,000 | 157 |
| 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 | $1,112,985,000 | 156 |
| U.S. Government securities | $928,002,000 | 140 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $928,002,000 | 137 |
| Securities issued by states & political subdivisions | $92,680,000 | 256 |
| Other domestic debt securities | $87,833,000 | 161 |
| Privately issued residential mortgage-backed securities | $29,639,000 | 123 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $58,194,000 | 118 |
| Foreign debt securities | $4,197,000 | 77 |
| Equity securities | $273,000 | 820 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $652,000 | 5,920 |
| Mortgage-backed securities | $818,154,000 | 135 |
| Certificates of participation in pools of residential mortgages | $140,675,000 | 366 |
| Issued or guaranteed by U.S. | $140,675,000 | 365 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $677,479,000 | 89 |
| CMOs issued by government agencies or sponsored agencies | $647,840,000 | 80 |
| Privately issued | $29,639,000 | 116 |
| 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) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $1,112,985,000 | 133 |
| Total debt securities | $1,112,713,000 | 156 |
| 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 | $1,128,472,000 | 150 |
| U.S. Government securities | $963,522,000 | 135 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $963,522,000 | 132 |
| Securities issued by states & political subdivisions | $76,858,000 | 341 |
| Other domestic debt securities | $87,807,000 | 175 |
| Privately issued residential mortgage-backed securities | $29,399,000 | 159 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $58,408,000 | 113 |
| Foreign debt securities | NA | NA |
| Equity securities | $285,000 | 807 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $858,104,000 | 125 |
| Certificates of participation in pools of residential mortgages | $130,956,000 | 366 |
| Issued or guaranteed by U.S. | $130,956,000 | 365 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $727,148,000 | 80 |
| CMOs issued by government agencies or sponsored agencies | $697,749,000 | 68 |
| Privately issued | $29,399,000 | 154 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $1,128,472,000 | 128 |
| Total debt securities | $1,128,187,000 | 149 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $1,098,193,000 | 156 |
| U.S. Government securities | $943,711,000 | 138 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $943,711,000 | 137 |
| Securities issued by states & political subdivisions | $70,417,000 | 349 |
| Other domestic debt securities | $83,670,000 | 179 |
| Privately issued residential mortgage-backed securities | $33,574,000 | 154 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $50,096,000 | 123 |
| Foreign debt securities | NA | NA |
| Equity securities | $395,000 | 802 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $852,341,000 | 124 |
| Certificates of participation in pools of residential mortgages | $123,601,000 | 370 |
| Issued or guaranteed by U.S. | $123,601,000 | 367 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $728,740,000 | 80 |
| CMOs issued by government agencies or sponsored agencies | $695,166,000 | 70 |
| Privately issued | $33,574,000 | 148 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $1,098,193,000 | 132 |
| Total debt securities | $1,097,798,000 | 155 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $1,145,015,000 | 150 |
| U.S. Government securities | $1,012,018,000 | 133 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,012,018,000 | 128 |
| Securities issued by states & political subdivisions | $53,328,000 | 479 |
| Other domestic debt securities | $78,155,000 | 190 |
| Privately issued residential mortgage-backed securities | $42,350,000 | 139 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $35,805,000 | 149 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,514,000 | 479 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $886,753,000 | 118 |
| Certificates of participation in pools of residential mortgages | $111,765,000 | 395 |
| Issued or guaranteed by U.S. | $111,765,000 | 391 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $774,988,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $732,638,000 | 66 |
| Privately issued | $42,350,000 | 134 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $1,145,015,000 | 126 |
| Total debt securities | $1,143,501,000 | 149 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $1,026,176,000 | 161 |
| U.S. Government securities | $910,514,000 | 143 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $910,514,000 | 136 |
| Securities issued by states & political subdivisions | $40,523,000 | 660 |
| Other domestic debt securities | $74,804,000 | 192 |
| Privately issued residential mortgage-backed securities | $44,667,000 | 139 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $30,137,000 | 174 |
| Foreign debt securities | NA | NA |
| Equity securities | $335,000 | 841 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $870,233,000 | 119 |
| Certificates of participation in pools of residential mortgages | $103,343,000 | 425 |
| Issued or guaranteed by U.S. | $103,343,000 | 422 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $766,890,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $722,223,000 | 62 |
| Privately issued | $44,667,000 | 135 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $1,026,176,000 | 136 |
| Total debt securities | $1,025,841,000 | 160 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $985,542,000 | 160 |
| U.S. Government securities | $895,439,000 | 138 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $895,439,000 | 132 |
| Securities issued by states & political subdivisions | $28,464,000 | 985 |
| Other domestic debt securities | $61,531,000 | 228 |
| Privately issued residential mortgage-backed securities | $45,685,000 | 147 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,846,000 | 287 |
| Foreign debt securities | NA | NA |
| Equity securities | $108,000 | 992 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $878,755,000 | 114 |
| Certificates of participation in pools of residential mortgages | $103,303,000 | 401 |
| Issued or guaranteed by U.S. | $103,303,000 | 397 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $775,452,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $729,767,000 | 59 |
| Privately issued | $45,685,000 | 143 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,000 | 3,040 |
| Available-for-sale securities (fair market value) | $985,540,000 | 136 |
| Total debt securities | $985,434,000 | 159 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $891,359,000 | 165 |
| U.S. Government securities | $823,580,000 | 142 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $823,580,000 | 135 |
| Securities issued by states & political subdivisions | $18,478,000 | 1,481 |
| Other domestic debt securities | $49,216,000 | 263 |
| Privately issued residential mortgage-backed securities | $47,061,000 | 147 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,155,000 | 984 |
| Foreign debt securities | NA | NA |
| Equity securities | $85,000 | 1,070 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $779,809,000 | 118 |
| Certificates of participation in pools of residential mortgages | $126,935,000 | 318 |
| Issued or guaranteed by U.S. | $126,935,000 | 314 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $652,874,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $605,813,000 | 60 |
| Privately issued | $47,061,000 | 143 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 3,122 |
| Available-for-sale securities (fair market value) | $891,358,000 | 141 |
| Total debt securities | $891,274,000 | 164 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $825,509,000 | 174 |
| U.S. Government securities | $777,976,000 | 148 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $777,976,000 | 141 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $47,458,000 | 271 |
| Privately issued residential mortgage-backed securities | $47,458,000 | 152 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $75,000 | 1,125 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $702,221,000 | 132 |
| Certificates of participation in pools of residential mortgages | $134,983,000 | 291 |
| Issued or guaranteed by U.S. | $134,983,000 | 288 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $567,238,000 | 80 |
| CMOs issued by government agencies or sponsored agencies | $519,780,000 | 70 |
| Privately issued | $47,458,000 | 149 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $825,509,000 | 152 |
| Total debt securities | $825,434,000 | 174 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $912,445,000 | 165 |
| U.S. Government securities | $863,496,000 | 136 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $863,496,000 | 127 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $48,698,000 | 275 |
| Privately issued residential mortgage-backed securities | $48,698,000 | 158 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $251,000 | 984 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $720,896,000 | 130 |
| Certificates of participation in pools of residential mortgages | $127,486,000 | 333 |
| Issued or guaranteed by U.S. | $127,486,000 | 329 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $593,410,000 | 77 |
| CMOs issued by government agencies or sponsored agencies | $544,712,000 | 64 |
| Privately issued | $48,698,000 | 154 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 3,242 |
| Available-for-sale securities (fair market value) | $912,444,000 | 144 |
| Total debt securities | $912,194,000 | 163 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $755,345,000 | 187 |
| U.S. Government securities | $704,830,000 | 159 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $704,830,000 | 155 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $50,306,000 | 279 |
| Privately issued residential mortgage-backed securities | $50,306,000 | 164 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $209,000 | 1,045 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $621,339,000 | 148 |
| Certificates of participation in pools of residential mortgages | $80,308,000 | 506 |
| Issued or guaranteed by U.S. | $80,308,000 | 502 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $541,031,000 | 78 |
| CMOs issued by government agencies or sponsored agencies | $490,725,000 | 63 |
| Privately issued | $50,306,000 | 160 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $755,345,000 | 168 |
| Total debt securities | $755,136,000 | 184 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $685,656,000 | 202 |
| U.S. Government securities | $629,634,000 | 165 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $629,634,000 | 160 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $51,628,000 | 296 |
| Privately issued residential mortgage-backed securities | $51,628,000 | 179 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,394,000 | 352 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $597,326,000 | 148 |
| Certificates of participation in pools of residential mortgages | $29,079,000 | 1,299 |
| Issued or guaranteed by U.S. | $29,079,000 | 1,290 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $568,247,000 | 80 |
| CMOs issued by government agencies or sponsored agencies | $516,619,000 | 61 |
| Privately issued | $51,628,000 | 177 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $685,656,000 | 177 |
| Total debt securities | $681,262,000 | 196 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $666,385,000 | 205 |
| U.S. Government securities | $608,478,000 | 168 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $608,478,000 | 162 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $56,663,000 | 296 |
| Privately issued residential mortgage-backed securities | $56,663,000 | 187 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,244,000 | 708 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $649,746,000 | 141 |
| Certificates of participation in pools of residential mortgages | $31,425,000 | 1,245 |
| Issued or guaranteed by U.S. | $31,425,000 | 1,235 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $618,321,000 | 77 |
| CMOs issued by government agencies or sponsored agencies | $561,658,000 | 58 |
| Privately issued | $56,663,000 | 180 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $666,385,000 | 177 |
| Total debt securities | $665,141,000 | 196 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $821,362,000 | 179 |
| U.S. Government securities | $739,019,000 | 147 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $739,019,000 | 141 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $57,189,000 | 286 |
| Privately issued residential mortgage-backed securities | $57,189,000 | 197 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,154,000 | 107 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $785,562,000 | 124 |
| Certificates of participation in pools of residential mortgages | $131,551,000 | 368 |
| Issued or guaranteed by U.S. | $131,551,000 | 363 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $654,011,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $596,822,000 | 53 |
| Privately issued | $57,189,000 | 188 |
| 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) | $1,000 | 3,494 |
| Available-for-sale securities (fair market value) | $821,361,000 | 159 |
| Total debt securities | $796,208,000 | 179 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $929,720,000 | 161 |
| U.S. Government securities | $757,900,000 | 146 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $757,900,000 | 142 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $79,535,000 | 224 |
| Privately issued residential mortgage-backed securities | $79,535,000 | 156 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $92,285,000 | 42 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $826,777,000 | 122 |
| Certificates of participation in pools of residential mortgages | $139,581,000 | 335 |
| Issued or guaranteed by U.S. | $139,581,000 | 330 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $687,196,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $607,661,000 | 50 |
| Privately issued | $79,535,000 | 148 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $929,720,000 | 137 |
| Total debt securities | $837,435,000 | 167 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $840,729,000 | 168 |
| U.S. Government securities | $675,167,000 | 150 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $675,167,000 | 147 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $95,857,000 | 207 |
| Privately issued residential mortgage-backed securities | $95,857,000 | 139 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $69,705,000 | 41 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $770,341,000 | 119 |
| Certificates of participation in pools of residential mortgages | $41,521,000 | 943 |
| Issued or guaranteed by U.S. | $41,521,000 | 934 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $728,820,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $632,963,000 | 47 |
| Privately issued | $95,857,000 | 131 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $840,729,000 | 144 |
| Total debt securities | $771,024,000 | 175 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $817,719,000 | 179 |
| U.S. Government securities | $669,126,000 | 157 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $669,126,000 | 155 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $130,290,000 | 175 |
| Privately issued residential mortgage-backed securities | $130,290,000 | 117 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $18,303,000 | 169 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $798,734,000 | 120 |
| Certificates of participation in pools of residential mortgages | $43,453,000 | 893 |
| Issued or guaranteed by U.S. | $43,453,000 | 883 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $755,281,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $624,991,000 | 49 |
| Privately issued | $130,290,000 | 106 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $817,719,000 | 154 |
| Total debt securities | $799,416,000 | 177 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $907,856,000 | 171 |
| U.S. Government securities | $615,675,000 | 169 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $615,675,000 | 164 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $123,978,000 | 178 |
| Privately issued residential mortgage-backed securities | $123,978,000 | 120 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $168,203,000 | 31 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $733,937,000 | 137 |
| Certificates of participation in pools of residential mortgages | $47,405,000 | 793 |
| Issued or guaranteed by U.S. | $47,405,000 | 783 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $686,532,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $562,554,000 | 52 |
| Privately issued | $123,978,000 | 106 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $907,856,000 | 150 |
| Total debt securities | $739,653,000 | 191 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $827,177,000 | 181 |
| U.S. Government securities | $590,506,000 | 173 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $590,506,000 | 169 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $135,812,000 | 162 |
| Privately issued residential mortgage-backed securities | $135,812,000 | 113 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $100,859,000 | 42 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $720,642,000 | 131 |
| Certificates of participation in pools of residential mortgages | $49,512,000 | 693 |
| Issued or guaranteed by U.S. | $49,512,000 | 684 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $671,130,000 | 75 |
| CMOs issued by government agencies or sponsored agencies | $535,318,000 | 55 |
| Privately issued | $135,812,000 | 98 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $827,177,000 | 156 |
| Total debt securities | $726,318,000 | 192 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $784,979,000 | 194 |
| U.S. Government securities | $596,192,000 | 173 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $596,192,000 | 169 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $113,629,000 | 187 |
| Privately issued residential mortgage-backed securities | $113,629,000 | 125 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $75,158,000 | 57 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $694,154,000 | 129 |
| Certificates of participation in pools of residential mortgages | $51,031,000 | 639 |
| Issued or guaranteed by U.S. | $51,031,000 | 631 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $643,123,000 | 75 |
| CMOs issued by government agencies or sponsored agencies | $529,494,000 | 57 |
| Privately issued | $113,629,000 | 113 |
| 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) | $1,000 | 3,717 |
| Available-for-sale securities (fair market value) | $784,978,000 | 161 |
| Total debt securities | $709,821,000 | 199 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $686,654,000 | 211 |
| U.S. Government securities | $568,930,000 | 190 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $568,930,000 | 184 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $116,722,000 | 182 |
| Privately issued residential mortgage-backed securities | $116,722,000 | 126 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,002,000 | 963 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $670,060,000 | 138 |
| Certificates of participation in pools of residential mortgages | $53,053,000 | 620 |
| Issued or guaranteed by U.S. | $53,053,000 | 610 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $617,007,000 | 84 |
| CMOs issued by government agencies or sponsored agencies | $500,285,000 | 68 |
| Privately issued | $116,722,000 | 112 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $686,654,000 | 179 |
| Total debt securities | $685,652,000 | 208 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $719,063,000 | 212 |
| U.S. Government securities | $579,406,000 | 187 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $579,406,000 | 182 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $136,195,000 | 167 |
| Privately issued residential mortgage-backed securities | $136,195,000 | 115 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,462,000 | 580 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $699,984,000 | 134 |
| Certificates of participation in pools of residential mortgages | $56,678,000 | 582 |
| Issued or guaranteed by U.S. | $56,678,000 | 572 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $643,306,000 | 86 |
| CMOs issued by government agencies or sponsored agencies | $507,111,000 | 68 |
| Privately issued | $136,195,000 | 102 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $719,063,000 | 176 |
| Total debt securities | $715,601,000 | 208 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $737,889,000 | 206 |
| U.S. Government securities | $546,155,000 | 200 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $546,155,000 | 190 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $54,515,000 | 270 |
| Privately issued residential mortgage-backed securities | $54,515,000 | 175 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $137,219,000 | 25 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $585,065,000 | 157 |
| Certificates of participation in pools of residential mortgages | $64,321,000 | 532 |
| Issued or guaranteed by U.S. | $64,321,000 | 524 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $520,744,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $466,229,000 | 72 |
| Privately issued | $54,515,000 | 163 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $737,889,000 | 175 |
| Total debt securities | $600,670,000 | 230 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $514,868,000 | 270 |
| U.S. Government securities | $485,332,000 | 215 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $485,332,000 | 210 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $28,589,000 | 400 |
| Privately issued residential mortgage-backed securities | $28,589,000 | 239 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $947,000 | 1,087 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $498,372,000 | 172 |
| Certificates of participation in pools of residential mortgages | $127,064,000 | 326 |
| Issued or guaranteed by U.S. | $127,064,000 | 318 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $371,308,000 | 123 |
| CMOs issued by government agencies or sponsored agencies | $342,719,000 | 95 |
| Privately issued | $28,589,000 | 225 |
| 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) | $1,000 | 4,017 |
| Available-for-sale securities (fair market value) | $514,867,000 | 230 |
| Total debt securities | $513,921,000 | 262 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $506,907,000 | 278 |
| U.S. Government securities | $476,366,000 | 222 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $476,366,000 | 218 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $29,519,000 | 387 |
| Privately issued residential mortgage-backed securities | $29,519,000 | 233 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,022,000 | 1,018 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $490,533,000 | 177 |
| Certificates of participation in pools of residential mortgages | $132,481,000 | 321 |
| Issued or guaranteed by U.S. | $132,481,000 | 315 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $358,052,000 | 125 |
| CMOs issued by government agencies or sponsored agencies | $328,533,000 | 95 |
| Privately issued | $29,519,000 | 220 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $506,907,000 | 231 |
| Total debt securities | $505,885,000 | 272 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $501,767,000 | 288 |
| U.S. Government securities | $465,317,000 | 241 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $465,317,000 | 231 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $30,982,000 | 379 |
| Privately issued residential mortgage-backed securities | $30,982,000 | 228 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,468,000 | 435 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $480,876,000 | 183 |
| Certificates of participation in pools of residential mortgages | $141,538,000 | 316 |
| Issued or guaranteed by U.S. | $141,538,000 | 309 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $339,338,000 | 128 |
| CMOs issued by government agencies or sponsored agencies | $308,356,000 | 103 |
| Privately issued | $30,982,000 | 214 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $501,767,000 | 249 |
| Total debt securities | $496,299,000 | 282 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $630,578,000 | 251 |
| U.S. Government securities | $534,774,000 | 224 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $534,774,000 | 213 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $31,660,000 | 388 |
| Privately issued residential mortgage-backed securities | $31,660,000 | 226 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $64,144,000 | 54 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $551,011,000 | 173 |
| Certificates of participation in pools of residential mortgages | $170,846,000 | 273 |
| Issued or guaranteed by U.S. | $170,846,000 | 268 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $380,165,000 | 117 |
| CMOs issued by government agencies or sponsored agencies | $348,505,000 | 88 |
| Privately issued | $31,660,000 | 215 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $630,578,000 | 212 |
| Total debt securities | $566,434,000 | 262 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $545,761,000 | 277 |
| U.S. Government securities | $510,827,000 | 231 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $510,827,000 | 224 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $34,052,000 | 365 |
| Privately issued residential mortgage-backed securities | $34,052,000 | 213 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $882,000 | 1,192 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $529,368,000 | 187 |
| Certificates of participation in pools of residential mortgages | $147,897,000 | 308 |
| Issued or guaranteed by U.S. | $147,897,000 | 303 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $381,471,000 | 120 |
| CMOs issued by government agencies or sponsored agencies | $347,419,000 | 94 |
| Privately issued | $34,052,000 | 200 |
| 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) | $544,879,000 | 53 |
| Available-for-sale securities (fair market value) | $882,000 | 7,724 |
| Total debt securities | $544,879,000 | 273 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $494,664,000 | 300 |
| U.S. Government securities | $455,350,000 | 245 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $455,350,000 | 239 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $38,231,000 | 343 |
| Privately issued residential mortgage-backed securities | $38,231,000 | 205 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,083,000 | 1,061 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $478,039,000 | 193 |
| Certificates of participation in pools of residential mortgages | $142,216,000 | 327 |
| Issued or guaranteed by U.S. | $142,216,000 | 320 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $335,823,000 | 126 |
| CMOs issued by government agencies or sponsored agencies | $297,592,000 | 104 |
| Privately issued | $38,231,000 | 194 |
| 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) | $1,083,000 | 3,104 |
| Available-for-sale securities (fair market value) | $493,581,000 | 253 |
| Total debt securities | $493,581,000 | 290 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $363,313,000 | 383 |
| U.S. Government securities | $354,012,000 | 308 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $354,012,000 | 292 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $9,280,000 | 801 |
| Privately issued residential mortgage-backed securities | $9,280,000 | 381 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $21,000 | 2,009 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $347,956,000 | 248 |
| Certificates of participation in pools of residential mortgages | $129,206,000 | 365 |
| Issued or guaranteed by U.S. | $129,206,000 | 360 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $218,750,000 | 174 |
| CMOs issued by government agencies or sponsored agencies | $209,470,000 | 128 |
| Privately issued | $9,280,000 | 353 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $363,313,000 | 328 |
| Total debt securities | $363,292,000 | 378 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $329,243,000 | 431 |
| U.S. Government securities | $296,330,000 | 367 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $296,330,000 | 349 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $9,823,000 | 810 |
| Privately issued residential mortgage-backed securities | $9,823,000 | 368 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $23,090,000 | 158 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $290,709,000 | 282 |
| Certificates of participation in pools of residential mortgages | $101,933,000 | 436 |
| Issued or guaranteed by U.S. | $101,933,000 | 434 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $188,776,000 | 197 |
| CMOs issued by government agencies or sponsored agencies | $178,953,000 | 156 |
| Privately issued | $9,823,000 | 340 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $329,243,000 | 368 |
| Total debt securities | $306,153,000 | 450 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $281,360,000 | 498 |
| U.S. Government securities | $279,451,000 | 385 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $279,451,000 | 363 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $1,909,000 | 1,850 |
| Privately issued residential mortgage-backed securities | $1,909,000 | 583 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $268,300,000 | 296 |
| Certificates of participation in pools of residential mortgages | $107,368,000 | 419 |
| Issued or guaranteed by U.S. | $107,368,000 | 417 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $160,932,000 | 213 |
| CMOs issued by government agencies or sponsored agencies | $159,023,000 | 173 |
| Privately issued | $1,909,000 | 541 |
| 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) | $1,000 | 4,516 |
| Available-for-sale securities (fair market value) | $281,359,000 | 425 |
| Total debt securities | $281,360,000 | 479 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $281,953,000 | 504 |
| U.S. Government securities | $233,182,000 | 468 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $233,182,000 | 447 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $2,076,000 | 1,856 |
| Privately issued residential mortgage-backed securities | $2,076,000 | 564 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $46,695,000 | 88 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $222,555,000 | 352 |
| Certificates of participation in pools of residential mortgages | $86,125,000 | 516 |
| Issued or guaranteed by U.S. | $86,125,000 | 513 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $136,430,000 | 237 |
| CMOs issued by government agencies or sponsored agencies | $134,354,000 | 190 |
| Privately issued | $2,076,000 | 525 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $281,953,000 | 428 |
| Total debt securities | $235,258,000 | 569 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $261,672,000 | 553 |
| U.S. Government securities | $195,676,000 | 548 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $195,676,000 | 528 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $2,472,000 | 1,811 |
| Privately issued residential mortgage-backed securities | $2,472,000 | 568 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $63,524,000 | 76 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $189,988,000 | 409 |
| Certificates of participation in pools of residential mortgages | $68,332,000 | 614 |
| Issued or guaranteed by U.S. | $68,332,000 | 608 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $121,656,000 | 262 |
| CMOs issued by government agencies or sponsored agencies | $119,184,000 | 214 |
| Privately issued | $2,472,000 | 532 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $261,672,000 | 480 |
| Total debt securities | $198,148,000 | 665 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $216,135,000 | 645 |
| U.S. Government securities | $189,235,000 | 583 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $189,235,000 | 566 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $26,900,000 | 162 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $176,031,000 | 442 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $176,031,000 | 200 |
| CMOs issued by government agencies or sponsored agencies | $176,031,000 | 176 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $216,135,000 | 555 |
| Total debt securities | $189,235,000 | 705 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $230,105,000 | 613 |
| U.S. Government securities | $205,862,000 | 550 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $205,862,000 | 528 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $24,243,000 | 196 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $180,665,000 | 434 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $180,665,000 | 197 |
| CMOs issued by government agencies or sponsored agencies | $180,665,000 | 172 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $230,105,000 | 536 |
| Total debt securities | $205,862,000 | 655 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $189,029,000 | 705 |
| U.S. Government securities | $152,779,000 | 660 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $152,779,000 | 638 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $36,250,000 | 125 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $132,552,000 | 537 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $132,552,000 | 262 |
| CMOs issued by government agencies or sponsored agencies | $132,552,000 | 227 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 4,711 |
| Available-for-sale securities (fair market value) | $189,028,000 | 608 |
| Total debt securities | $152,779,000 | 832 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $164,948,000 | 788 |
| U.S. Government securities | $137,159,000 | 708 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $137,159,000 | 680 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $27,789,000 | 164 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $124,483,000 | 558 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $124,483,000 | 272 |
| CMOs issued by government agencies or sponsored agencies | $124,483,000 | 241 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $164,948,000 | 673 |
| Total debt securities | $137,159,000 | 915 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $132,422,000 | 941 |
| U.S. Government securities | $109,891,000 | 838 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $109,891,000 | 794 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $22,531,000 | 210 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $104,222,000 | 610 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $104,222,000 | 282 |
| CMOs issued by government agencies or sponsored agencies | $104,222,000 | 243 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,669,000 | 2,056 |
| Available-for-sale securities (fair market value) | $126,753,000 | 840 |
| Total debt securities | $109,891,000 | 1,089 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $97,395,000 | 1,170 |
| U.S. Government securities | $69,616,000 | 1,155 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $69,616,000 | 1,087 |
| Securities issued by states & political subdivisions | $699,000 | 5,639 |
| Other domestic debt securities | $5,074,000 | 1,410 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,074,000 | 1,126 |
| Foreign debt securities | NA | NA |
| Equity securities | $22,006,000 | 202 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $69,616,000 | 734 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $69,616,000 | 369 |
| CMOs issued by government agencies or sponsored agencies | $69,616,000 | 326 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $97,395,000 | 974 |
| Total debt securities | $75,389,000 | 1,443 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $45,208,000 | 2,402 |
| U.S. Government securities | $31,676,000 | 2,521 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $31,676,000 | 2,325 |
| Securities issued by states & political subdivisions | $692,000 | 5,781 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $12,840,000 | 418 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $31,676,000 | 1,088 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $31,676,000 | 510 |
| CMOs issued by government agencies or sponsored agencies | $31,676,000 | 446 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $45,208,000 | 1,921 |
| Total debt securities | $32,368,000 | 3,148 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $47,202,000 | 2,406 |
| U.S. Government securities | $37,546,000 | 2,246 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $37,546,000 | 1,995 |
| Securities issued by states & political subdivisions | $688,000 | 6,091 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $8,968,000 | 543 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $37,546,000 | 1,052 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $37,546,000 | 491 |
| CMOs issued by government agencies or sponsored agencies | $37,546,000 | 435 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $47,202,000 | 1,838 |
| Total debt securities | $38,234,000 | 2,829 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $53,250,000 | 2,178 |
| U.S. Government securities | $45,153,000 | 1,944 |
| U.S. Treasury securities | $2,600,000 | 3,366 |
| U.S. Government agency obligations | $42,553,000 | 1,743 |
| Securities issued by states & political subdivisions | $4,352,000 | 3,215 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,745,000 | 1,005 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $713,000 | 7,487 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $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) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $53,250,000 | 1,630 |
| Total debt securities | $49,505,000 | 2,243 |
| 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 | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $38,812,000 | 2,895 |
| U.S. Government securities | $30,307,000 | 2,892 |
| U.S. Treasury securities | $605,000 | 6,962 |
| U.S. Government agency obligations | $29,702,000 | 2,322 |
| Securities issued by states & political subdivisions | $3,624,000 | 3,420 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,881,000 | 810 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $709,000 | 7,874 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| 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) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $38,812,000 | 2,050 |
| Total debt securities | $33,931,000 | 3,199 |
| 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 | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $44,614,000 | 2,707 |
| U.S. Government securities | $35,271,000 | 2,740 |
| U.S. Treasury securities | $2,069,000 | 5,841 |
| U.S. Government agency obligations | $33,202,000 | 2,169 |
| Securities issued by states & political subdivisions | $3,921,000 | 3,329 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,422,000 | 705 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $677,000 | 8,301 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| 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) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $44,614,000 | 1,844 |
| Total debt securities | $39,192,000 | 2,998 |
| 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 | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $35,435,000 | 3,573 |
| U.S. Government securities | $29,116,000 | 3,431 |
| U.S. Treasury securities | $15,576,000 | 1,805 |
| U.S. Government agency obligations | $13,540,000 | 4,500 |
| Securities issued by states & political subdivisions | $2,984,000 | 4,007 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,335,000 | 997 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $704,000 | 8,535 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| 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) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $35,435,000 | 2,433 |
| Total debt securities | $32,100,000 | 3,779 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $38,923,000 | 3,374 |
| U.S. Government securities | $24,348,000 | 4,184 |
| U.S. Treasury securities | $24,309,000 | 1,433 |
| U.S. Government agency obligations | $39,000 | 11,724 |
| Securities issued by states & political subdivisions | $2,301,000 | 4,839 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $12,274,000 | 301 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $692,000 | 8,944 |
| Mortgage-backed securities | $39,000 | 9,853 |
| Certificates of participation in pools of residential mortgages | $39,000 | 9,124 |
| Issued or guaranteed by U.S. | $39,000 | 9,094 |
| Privately issued | $0 | 564 |
| 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) | $26,649,000 | 2,718 |
| Available-for-sale securities (fair market value) | $12,274,000 | 4,163 |
| Total debt securities | $26,649,000 | 4,645 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $29,667,000 | 4,532 |
| U.S. Government securities | $20,128,000 | 5,105 |
| U.S. Treasury securities | $20,081,000 | 1,847 |
| U.S. Government agency obligations | $47,000 | 12,159 |
| Securities issued by states & political subdivisions | $1,587,000 | 5,861 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,952,000 | 492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $703,000 | 9,107 |
| Mortgage-backed securities | $47,000 | 10,453 |
| Certificates of participation in pools of residential mortgages | $47,000 | 9,648 |
| Issued or guaranteed by U.S. | $47,000 | 9,597 |
| Privately issued | $0 | 731 |
| 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 | $21,715,000 | 5,649 |
| 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 | $40,391,000 | 3,392 |
| U.S. Government securities | $33,519,000 | 3,216 |
| U.S. Treasury securities | $33,466,000 | 1,101 |
| U.S. Government agency obligations | $53,000 | 12,612 |
| Securities issued by states & political subdivisions | $1,621,000 | 5,500 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,251,000 | 600 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $734,000 | 9,249 |
| Mortgage-backed securities | $53,000 | 10,921 |
| Certificates of participation in pools of residential mortgages | $53,000 | 9,997 |
| Issued or guaranteed by U.S. | $53,000 | 9,923 |
| Privately issued | $0 | 831 |
| 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 | $35,140,000 | 3,788 |
| 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 |