Home > Wilmington Savings Fund Society, FSB > Securities
Wilmington Savings Fund Society, FSB, Securities
| 2023-09-30 | Rank | |
| Total securities | $4,760,412,000 | 82 |
| U.S. Government securities | $4,573,385,000 | 68 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $4,573,385,000 | 61 |
| Securities issued by states & political subdivisions | $187,035,000 | 212 |
| Other domestic debt securities | $0 | 2,352 |
| 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 | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,431,299,000 | 66 |
| Mortgage-backed securities | $4,403,390,000 | 59 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,754,722,000 | 37 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $377,421,000 | 109 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $194,004,000 | 76 |
| Other commercial mortgage-backed securities | $77,243,000 | 142 |
| Held to maturity securities (book value) | $1,068,879,000 | 89 |
| Available-for-sale securities (fair market value) | $3,691,541,000 | 79 |
| Total debt securities | $4,760,420,000 | 81 |
| 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 | $5,034,686,000 | 76 |
| U.S. Government securities | $4,847,117,000 | 65 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $4,847,117,000 | 63 |
| Securities issued by states & political subdivisions | $187,577,000 | 219 |
| Other domestic debt securities | $0 | 2,374 |
| 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 | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,379,298,000 | 71 |
| Mortgage-backed securities | $4,668,637,000 | 58 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,984,749,000 | 37 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $404,378,000 | 106 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $200,162,000 | 74 |
| Other commercial mortgage-backed securities | $79,348,000 | 137 |
| Held to maturity securities (book value) | $1,079,776,000 | 87 |
| Available-for-sale securities (fair market value) | $3,954,918,000 | 75 |
| Total debt securities | $5,034,696,000 | 74 |
| 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 | $5,181,258,000 | 81 |
| U.S. Government securities | $4,989,233,000 | 66 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $4,989,233,000 | 59 |
| Securities issued by states & political subdivisions | $192,034,000 | 224 |
| Other domestic debt securities | $0 | 2,426 |
| 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 | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,551,514,000 | 64 |
| Mortgage-backed securities | $4,807,064,000 | 59 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,129,305,000 | 40 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $395,472,000 | 114 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $200,355,000 | 81 |
| Other commercial mortgage-backed securities | $81,932,000 | 140 |
| Held to maturity securities (book value) | $1,094,808,000 | 89 |
| Available-for-sale securities (fair market value) | $4,086,459,000 | 75 |
| Total debt securities | $5,181,266,000 | 79 |
| 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 | $5,204,679,000 | 91 |
| U.S. Government securities | $5,002,559,000 | 72 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $5,002,559,000 | 65 |
| Securities issued by states & political subdivisions | $201,630,000 | 227 |
| Other domestic debt securities | $0 | 2,464 |
| 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 | $0 | 1,948 |
| Foreign debt securities | $500,000 | 228 |
| 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 | $2,838,111,000 | 63 |
| Mortgage-backed securities | $4,824,274,000 | 63 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,149,936,000 | 41 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $396,162,000 | 116 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $197,382,000 | 82 |
| Other commercial mortgage-backed securities | $80,794,000 | 148 |
| Held to maturity securities (book value) | $1,111,629,000 | 93 |
| Available-for-sale securities (fair market value) | $4,093,060,000 | 81 |
| Total debt securities | $5,204,690,000 | 89 |
| 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 | $5,275,510,000 | 91 |
| U.S. Government securities | $5,072,998,000 | 75 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $5,072,998,000 | 65 |
| Securities issued by states & political subdivisions | $202,022,000 | 222 |
| Other domestic debt securities | $0 | 2,426 |
| 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 | $0 | 1,954 |
| Foreign debt securities | $500,000 | 235 |
| 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 | $2,910,449,000 | 57 |
| Mortgage-backed securities | $4,895,750,000 | 66 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,197,589,000 | 43 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $409,799,000 | 115 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $207,233,000 | 78 |
| Other commercial mortgage-backed securities | $81,129,000 | 157 |
| Held to maturity securities (book value) | $1,121,905,000 | 91 |
| Available-for-sale securities (fair market value) | $4,153,615,000 | 82 |
| Total debt securities | $5,275,520,000 | 89 |
| 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 | $5,560,269,000 | 88 |
| U.S. Government securities | $5,427,508,000 | 73 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $5,427,508,000 | 64 |
| Securities issued by states & political subdivisions | $132,267,000 | 390 |
| Other domestic debt securities | $0 | 2,284 |
| 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 | $0 | 1,937 |
| Foreign debt securities | $500,000 | 235 |
| 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 | $2,493,434,000 | 67 |
| Mortgage-backed securities | $5,237,091,000 | 66 |
| Certificates of participation in pools of residential mortgages | $4,484,131,000 | 42 |
| Issued or guaranteed by U.S. | $4,484,131,000 | 42 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $451,037,000 | 120 |
| CMOs issued by government agencies or sponsored agencies | $451,037,000 | 107 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $301,923,000 | 135 |
| Commercial mortgage pass-through securities | $214,435,000 | 84 |
| Other commercial mortgage-backed securities | $87,488,000 | 169 |
| Held to maturity securities (book value) | $1,064,188,000 | 93 |
| Available-for-sale securities (fair market value) | $4,496,087,000 | 81 |
| Total debt securities | $5,560,275,000 | 87 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $5,580,827,000 | 89 |
| U.S. Government securities | $5,495,929,000 | 74 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $5,495,929,000 | 66 |
| Securities issued by states & political subdivisions | $84,102,000 | 661 |
| Other domestic debt securities | $0 | 2,265 |
| 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 | $0 | 1,905 |
| Foreign debt securities | $800,000 | 222 |
| 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 | $2,719,919,000 | 60 |
| Mortgage-backed securities | $5,292,533,000 | 70 |
| Certificates of participation in pools of residential mortgages | $4,504,522,000 | 43 |
| Issued or guaranteed by U.S. | $4,504,522,000 | 43 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $460,717,000 | 121 |
| CMOs issued by government agencies or sponsored agencies | $460,717,000 | 109 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $327,294,000 | 123 |
| Commercial mortgage pass-through securities | $234,996,000 | 78 |
| Other commercial mortgage-backed securities | $92,298,000 | 165 |
| Held to maturity securities (book value) | $84,902,000 | 356 |
| Available-for-sale securities (fair market value) | $5,495,929,000 | 78 |
| Total debt securities | $5,580,832,000 | 89 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $5,295,953,000 | 92 |
| U.S. Government securities | $5,205,311,000 | 76 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $5,205,311,000 | 69 |
| Securities issued by states & political subdivisions | $90,146,000 | 647 |
| Other domestic debt securities | $0 | 2,243 |
| 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 | $0 | 1,853 |
| Foreign debt securities | $500,000 | 231 |
| 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 | $2,156,501,000 | 69 |
| Mortgage-backed securities | $4,984,914,000 | 67 |
| Certificates of participation in pools of residential mortgages | $4,173,527,000 | 46 |
| Issued or guaranteed by U.S. | $4,173,527,000 | 46 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $481,180,000 | 121 |
| CMOs issued by government agencies or sponsored agencies | $481,180,000 | 107 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $330,207,000 | 125 |
| Commercial mortgage pass-through securities | $246,469,000 | 75 |
| Other commercial mortgage-backed securities | $83,738,000 | 181 |
| Held to maturity securities (book value) | $90,646,000 | 276 |
| Available-for-sale securities (fair market value) | $5,205,311,000 | 77 |
| Total debt securities | $5,295,958,000 | 90 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $4,335,150,000 | 100 |
| U.S. Government securities | $4,242,981,000 | 82 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $4,242,981,000 | 76 |
| Securities issued by states & political subdivisions | $91,673,000 | 605 |
| Other domestic debt securities | $0 | 2,200 |
| 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 | $0 | 1,795 |
| Foreign debt securities | $500,000 | 220 |
| 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 | $2,071,322,000 | 72 |
| Mortgage-backed securities | $4,021,983,000 | 74 |
| Certificates of participation in pools of residential mortgages | $3,170,487,000 | 53 |
| Issued or guaranteed by U.S. | $3,170,487,000 | 53 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $505,088,000 | 110 |
| CMOs issued by government agencies or sponsored agencies | $505,088,000 | 101 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $346,408,000 | 123 |
| Commercial mortgage pass-through securities | $260,686,000 | 68 |
| Other commercial mortgage-backed securities | $85,722,000 | 181 |
| Held to maturity securities (book value) | $92,173,000 | 253 |
| Available-for-sale securities (fair market value) | $4,242,981,000 | 90 |
| Total debt securities | $4,335,155,000 | 99 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $3,461,705,000 | 118 |
| U.S. Government securities | $3,366,579,000 | 93 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $3,366,579,000 | 81 |
| Securities issued by states & political subdivisions | $94,630,000 | 561 |
| Other domestic debt securities | $0 | 2,200 |
| 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 | $0 | 1,761 |
| Foreign debt securities | $501,000 | 214 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,759,809,000 | 76 |
| Mortgage-backed securities | $3,142,606,000 | 83 |
| Certificates of participation in pools of residential mortgages | $2,270,749,000 | 66 |
| Issued or guaranteed by U.S. | $2,270,749,000 | 66 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $519,613,000 | 106 |
| CMOs issued by government agencies or sponsored agencies | $519,613,000 | 97 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $352,244,000 | 119 |
| Commercial mortgage pass-through securities | $264,640,000 | 62 |
| Other commercial mortgage-backed securities | $87,604,000 | 165 |
| Held to maturity securities (book value) | $95,131,000 | 234 |
| Available-for-sale securities (fair market value) | $3,366,579,000 | 100 |
| Total debt securities | $3,461,710,000 | 117 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $3,091,408,000 | 123 |
| U.S. Government securities | $2,987,885,000 | 97 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $2,987,885,000 | 84 |
| Securities issued by states & political subdivisions | $103,027,000 | 468 |
| Other domestic debt securities | $0 | 2,193 |
| 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 | $0 | 1,722 |
| Foreign debt securities | $501,000 | 220 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,375,418,000 | 85 |
| Mortgage-backed securities | $2,768,769,000 | 89 |
| Certificates of participation in pools of residential mortgages | $1,962,768,000 | 67 |
| Issued or guaranteed by U.S. | $1,962,768,000 | 67 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $462,167,000 | 108 |
| CMOs issued by government agencies or sponsored agencies | $462,167,000 | 103 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $343,834,000 | 114 |
| Commercial mortgage pass-through securities | $262,918,000 | 58 |
| Other commercial mortgage-backed securities | $80,916,000 | 166 |
| Held to maturity securities (book value) | $103,528,000 | 207 |
| Available-for-sale securities (fair market value) | $2,987,885,000 | 107 |
| Total debt securities | $3,091,413,000 | 122 |
| 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 | $2,640,798,000 | 127 |
| U.S. Government securities | $2,529,057,000 | 103 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $2,529,057,000 | 92 |
| Securities issued by states & political subdivisions | $111,246,000 | 411 |
| Other domestic debt securities | $0 | 2,137 |
| 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 | $0 | 1,665 |
| Foreign debt securities | $501,000 | 220 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,295,135,000 | 90 |
| Mortgage-backed securities | $2,296,950,000 | 94 |
| Certificates of participation in pools of residential mortgages | $1,626,728,000 | 69 |
| Issued or guaranteed by U.S. | $1,626,728,000 | 69 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $385,352,000 | 122 |
| CMOs issued by government agencies or sponsored agencies | $385,352,000 | 116 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $284,870,000 | 124 |
| Commercial mortgage pass-through securities | $210,839,000 | 64 |
| Other commercial mortgage-backed securities | $74,031,000 | 163 |
| Held to maturity securities (book value) | $111,747,000 | 174 |
| Available-for-sale securities (fair market value) | $2,529,057,000 | 113 |
| Total debt securities | $2,640,805,000 | 126 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $2,448,531,000 | 128 |
| U.S. Government securities | $2,334,922,000 | 103 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $2,334,922,000 | 97 |
| Securities issued by states & political subdivisions | $113,115,000 | 358 |
| Other domestic debt securities | $0 | 2,116 |
| 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 | $0 | 1,641 |
| Foreign debt securities | $501,000 | 226 |
| 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 | $1,576,400,000 | 81 |
| Mortgage-backed securities | $2,156,295,000 | 96 |
| Certificates of participation in pools of residential mortgages | $1,540,250,000 | 68 |
| Issued or guaranteed by U.S. | $1,540,250,000 | 68 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $356,969,000 | 125 |
| CMOs issued by government agencies or sponsored agencies | $356,969,000 | 120 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $259,076,000 | 127 |
| Commercial mortgage pass-through securities | $189,429,000 | 65 |
| Other commercial mortgage-backed securities | $69,647,000 | 164 |
| Held to maturity securities (book value) | $113,616,000 | 167 |
| Available-for-sale securities (fair market value) | $2,334,922,000 | 116 |
| Total debt securities | $2,448,539,000 | 126 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $2,322,990,000 | 130 |
| U.S. Government securities | $2,195,389,000 | 102 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $2,195,389,000 | 94 |
| Securities issued by states & political subdivisions | $127,108,000 | 281 |
| Other domestic debt securities | $0 | 2,060 |
| 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 | $0 | 1,594 |
| Foreign debt securities | $501,000 | 229 |
| 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 | $1,386,441,000 | 85 |
| Mortgage-backed securities | $2,078,227,000 | 91 |
| Certificates of participation in pools of residential mortgages | $1,532,057,000 | 66 |
| Issued or guaranteed by U.S. | $1,532,057,000 | 66 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $288,524,000 | 138 |
| CMOs issued by government agencies or sponsored agencies | $288,524,000 | 131 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $257,646,000 | 122 |
| Commercial mortgage pass-through securities | $192,335,000 | 60 |
| Other commercial mortgage-backed securities | $65,311,000 | 172 |
| Held to maturity securities (book value) | $127,609,000 | 158 |
| Available-for-sale securities (fair market value) | $2,195,389,000 | 116 |
| Total debt securities | $2,323,000,000 | 128 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $2,182,447,000 | 127 |
| U.S. Government securities | $2,048,400,000 | 107 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $2,048,400,000 | 100 |
| Securities issued by states & political subdivisions | $133,554,000 | 247 |
| Other domestic debt securities | $0 | 1,998 |
| 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 | $0 | 1,513 |
| Foreign debt securities | $501,000 | 227 |
| 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 | $1,299,219,000 | 90 |
| Mortgage-backed securities | $2,048,400,000 | 92 |
| Certificates of participation in pools of residential mortgages | $1,548,496,000 | 64 |
| Issued or guaranteed by U.S. | $1,548,496,000 | 64 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $252,230,000 | 155 |
| CMOs issued by government agencies or sponsored agencies | $252,230,000 | 147 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $247,674,000 | 125 |
| Commercial mortgage pass-through securities | $178,328,000 | 65 |
| Other commercial mortgage-backed securities | $69,346,000 | 171 |
| Held to maturity securities (book value) | $134,055,000 | 159 |
| Available-for-sale securities (fair market value) | $2,048,400,000 | 118 |
| Total debt securities | $2,182,455,000 | 126 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $2,078,515,000 | 131 |
| U.S. Government securities | $1,944,914,000 | 109 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $1,944,914,000 | 100 |
| Securities issued by states & political subdivisions | $131,600,000 | 221 |
| Other domestic debt securities | $0 | 1,972 |
| 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 | $0 | 1,491 |
| Foreign debt securities | $2,001,000 | 130 |
| 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 | $1,048,959,000 | 94 |
| Mortgage-backed securities | $1,944,914,000 | 95 |
| Certificates of participation in pools of residential mortgages | $1,463,661,000 | 67 |
| Issued or guaranteed by U.S. | $1,463,661,000 | 67 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $258,207,000 | 155 |
| CMOs issued by government agencies or sponsored agencies | $258,207,000 | 146 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $223,046,000 | 128 |
| Commercial mortgage pass-through securities | $154,498,000 | 68 |
| Other commercial mortgage-backed securities | $68,548,000 | 171 |
| Held to maturity securities (book value) | $133,601,000 | 173 |
| Available-for-sale securities (fair market value) | $1,944,914,000 | 120 |
| Total debt securities | $2,078,514,000 | 130 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $2,043,782,000 | 130 |
| U.S. Government securities | $1,908,821,000 | 108 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $1,908,821,000 | 99 |
| Securities issued by states & political subdivisions | $132,960,000 | 213 |
| Other domestic debt securities | $0 | 2,026 |
| 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 | $0 | 1,498 |
| Foreign debt securities | $2,001,000 | 133 |
| 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 | $1,244,048,000 | 83 |
| Mortgage-backed securities | $1,908,821,000 | 95 |
| Certificates of participation in pools of residential mortgages | $1,385,800,000 | 66 |
| Issued or guaranteed by U.S. | $1,385,800,000 | 66 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $305,542,000 | 140 |
| CMOs issued by government agencies or sponsored agencies | $305,542,000 | 132 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $217,479,000 | 123 |
| Commercial mortgage pass-through securities | $171,771,000 | 61 |
| Other commercial mortgage-backed securities | $45,708,000 | 212 |
| Held to maturity securities (book value) | $134,961,000 | 177 |
| Available-for-sale securities (fair market value) | $1,908,821,000 | 119 |
| Total debt securities | $2,043,782,000 | 129 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $1,940,186,000 | 132 |
| U.S. Government securities | $1,796,870,000 | 109 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $1,796,870,000 | 99 |
| Securities issued by states & political subdivisions | $141,314,000 | 201 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $2,002,000 | 137 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,086,755,000 | 93 |
| Mortgage-backed securities | $1,796,870,000 | 100 |
| Certificates of participation in pools of residential mortgages | $1,307,802,000 | 69 |
| Issued or guaranteed by U.S. | $1,307,802,000 | 69 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $313,103,000 | 140 |
| CMOs issued by government agencies or sponsored agencies | $313,103,000 | 135 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $175,965,000 | 137 |
| Commercial mortgage pass-through securities | $133,865,000 | 66 |
| Other commercial mortgage-backed securities | $42,100,000 | 212 |
| Held to maturity securities (book value) | $143,316,000 | 177 |
| Available-for-sale securities (fair market value) | $1,796,870,000 | 120 |
| Total debt securities | $1,940,186,000 | 130 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $1,671,386,000 | 138 |
| U.S. Government securities | $1,523,196,000 | 125 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $1,523,196,000 | 113 |
| Securities issued by states & political subdivisions | $148,190,000 | 203 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $915,033,000 | 104 |
| Mortgage-backed securities | $1,523,196,000 | 103 |
| Certificates of participation in pools of residential mortgages | $1,013,748,000 | 82 |
| Issued or guaranteed by U.S. | $1,013,748,000 | 82 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $327,537,000 | 134 |
| CMOs issued by government agencies or sponsored agencies | $327,537,000 | 127 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $181,911,000 | 126 |
| Commercial mortgage pass-through securities | $131,317,000 | 64 |
| Other commercial mortgage-backed securities | $50,594,000 | 176 |
| Held to maturity securities (book value) | $148,190,000 | 177 |
| Available-for-sale securities (fair market value) | $1,523,196,000 | 134 |
| Total debt securities | $1,671,384,000 | 136 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $1,355,029,000 | 158 |
| U.S. Government securities | $1,205,079,000 | 145 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $1,205,079,000 | 133 |
| Securities issued by states & political subdivisions | $149,950,000 | 207 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $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 | $915,033,000 | 105 |
| Mortgage-backed securities | $1,205,079,000 | 124 |
| Certificates of participation in pools of residential mortgages | $720,997,000 | 93 |
| Issued or guaranteed by U.S. | $720,997,000 | 93 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $299,436,000 | 140 |
| CMOs issued by government agencies or sponsored agencies | $299,436,000 | 135 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $184,646,000 | 119 |
| Commercial mortgage pass-through securities | $129,892,000 | 64 |
| Other commercial mortgage-backed securities | $54,754,000 | 166 |
| Held to maturity securities (book value) | $149,950,000 | 188 |
| Available-for-sale securities (fair market value) | $1,205,079,000 | 150 |
| Total debt securities | $1,355,029,000 | 156 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $1,149,708,000 | 177 |
| U.S. Government securities | $997,131,000 | 161 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $997,131,000 | 150 |
| Securities issued by states & political subdivisions | $152,577,000 | 200 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $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 | $974,545,000 | 98 |
| Mortgage-backed securities | $997,131,000 | 140 |
| Certificates of participation in pools of residential mortgages | $582,430,000 | 110 |
| Issued or guaranteed by U.S. | $582,430,000 | 109 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $234,418,000 | 153 |
| CMOs issued by government agencies or sponsored agencies | $234,418,000 | 148 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $180,283,000 | 117 |
| Commercial mortgage pass-through securities | $131,436,000 | 62 |
| Other commercial mortgage-backed securities | $48,847,000 | 169 |
| Held to maturity securities (book value) | $152,577,000 | 189 |
| Available-for-sale securities (fair market value) | $997,131,000 | 169 |
| Total debt securities | $1,149,708,000 | 174 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $1,120,576,000 | 180 |
| U.S. Government securities | $964,120,000 | 163 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $964,120,000 | 150 |
| Securities issued by states & political subdivisions | $156,456,000 | 199 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $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 | $765,736,000 | 111 |
| Mortgage-backed securities | $964,120,000 | 142 |
| Certificates of participation in pools of residential mortgages | $548,487,000 | 113 |
| Issued or guaranteed by U.S. | $548,487,000 | 111 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $230,495,000 | 157 |
| CMOs issued by government agencies or sponsored agencies | $230,495,000 | 151 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $185,138,000 | 112 |
| Commercial mortgage pass-through securities | $135,625,000 | 59 |
| Other commercial mortgage-backed securities | $49,513,000 | 157 |
| Held to maturity securities (book value) | $156,456,000 | 184 |
| Available-for-sale securities (fair market value) | $964,120,000 | 172 |
| Total debt securities | $1,120,574,000 | 178 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $1,072,258,000 | 184 |
| U.S. Government securities | $907,818,000 | 168 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $907,818,000 | 155 |
| Securities issued by states & political subdivisions | $159,672,000 | 198 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $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 | $626,017,000 | 136 |
| Mortgage-backed securities | $907,818,000 | 144 |
| Certificates of participation in pools of residential mortgages | $657,768,000 | 103 |
| Issued or guaranteed by U.S. | $657,768,000 | 102 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $250,050,000 | 144 |
| CMOs issued by government agencies or sponsored agencies | $250,050,000 | 141 |
| 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) | $159,672,000 | 179 |
| Available-for-sale securities (fair market value) | $907,818,000 | 178 |
| Total debt securities | $1,067,488,000 | 183 |
| 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 | $999,308,000 | 184 |
| U.S. Government securities | $837,499,000 | 173 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $837,499,000 | 161 |
| Securities issued by states & political subdivisions | $161,186,000 | 202 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $623,000 | 566 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $686,902,000 | 124 |
| Mortgage-backed securities | $837,499,000 | 146 |
| Certificates of participation in pools of residential mortgages | $611,290,000 | 104 |
| Issued or guaranteed by U.S. | $611,290,000 | 103 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $226,209,000 | 150 |
| CMOs issued by government agencies or sponsored agencies | $226,209,000 | 144 |
| 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) | $161,186,000 | 183 |
| Available-for-sale securities (fair market value) | $838,122,000 | 187 |
| Total debt securities | $998,685,000 | 182 |
| 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 | $972,154,000 | 190 |
| U.S. Government securities | $809,809,000 | 172 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $809,809,000 | 162 |
| Securities issued by states & political subdivisions | $161,721,000 | 197 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $624,000 | 577 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $736,031,000 | 123 |
| Mortgage-backed securities | $809,809,000 | 150 |
| Certificates of participation in pools of residential mortgages | $562,832,000 | 112 |
| Issued or guaranteed by U.S. | $562,832,000 | 111 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $246,977,000 | 142 |
| CMOs issued by government agencies or sponsored agencies | $246,977,000 | 135 |
| 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) | $161,721,000 | 186 |
| Available-for-sale securities (fair market value) | $810,433,000 | 192 |
| Total debt securities | $971,530,000 | 187 |
| 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 | $981,093,000 | 192 |
| U.S. Government securities | $817,875,000 | 172 |
| U.S. Treasury securities | $2,994,000 | 737 |
| U.S. Government agency obligations | $814,881,000 | 165 |
| Securities issued by states & political subdivisions | $162,598,000 | 195 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $620,000 | 591 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $540,501,000 | 148 |
| Mortgage-backed securities | $814,881,000 | 150 |
| Certificates of participation in pools of residential mortgages | $521,777,000 | 119 |
| Issued or guaranteed by U.S. | $521,777,000 | 118 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $293,104,000 | 132 |
| CMOs issued by government agencies or sponsored agencies | $293,104,000 | 124 |
| 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) | $162,598,000 | 189 |
| Available-for-sale securities (fair market value) | $818,495,000 | 191 |
| Total debt securities | $980,473,000 | 189 |
| 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 | $952,736,000 | 193 |
| U.S. Government securities | $788,512,000 | 175 |
| U.S. Treasury securities | $9,993,000 | 412 |
| U.S. Government agency obligations | $778,519,000 | 171 |
| Securities issued by states & political subdivisions | $163,611,000 | 192 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $613,000 | 590 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $615,762,000 | 142 |
| Mortgage-backed securities | $755,531,000 | 157 |
| Certificates of participation in pools of residential mortgages | $500,030,000 | 123 |
| Issued or guaranteed by U.S. | $500,030,000 | 121 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $255,501,000 | 144 |
| CMOs issued by government agencies or sponsored agencies | $255,501,000 | 134 |
| 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) | $163,611,000 | 188 |
| Available-for-sale securities (fair market value) | $789,125,000 | 197 |
| Total debt securities | $952,123,000 | 189 |
| 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 | $958,890,000 | 189 |
| U.S. Government securities | $793,920,000 | 169 |
| U.S. Treasury securities | $9,998,000 | 404 |
| U.S. Government agency obligations | $783,922,000 | 164 |
| Securities issued by states & political subdivisions | $164,347,000 | 187 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $623,000 | 592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $562,447,000 | 143 |
| Mortgage-backed securities | $758,910,000 | 151 |
| Certificates of participation in pools of residential mortgages | $521,240,000 | 118 |
| Issued or guaranteed by U.S. | $521,240,000 | 117 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $237,670,000 | 144 |
| CMOs issued by government agencies or sponsored agencies | $237,670,000 | 132 |
| 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) | $164,347,000 | 183 |
| Available-for-sale securities (fair market value) | $794,543,000 | 191 |
| Total debt securities | $958,267,000 | 187 |
| 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 | $942,714,000 | 185 |
| U.S. Government securities | $777,208,000 | 166 |
| U.S. Treasury securities | $10,011,000 | 356 |
| U.S. Government agency obligations | $767,197,000 | 164 |
| Securities issued by states & political subdivisions | $164,880,000 | 185 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $626,000 | 600 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $598,760,000 | 133 |
| Mortgage-backed securities | $742,072,000 | 151 |
| Certificates of participation in pools of residential mortgages | $502,490,000 | 117 |
| Issued or guaranteed by U.S. | $502,490,000 | 116 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $239,582,000 | 150 |
| CMOs issued by government agencies or sponsored agencies | $239,582,000 | 138 |
| 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) | $164,880,000 | 181 |
| Available-for-sale securities (fair market value) | $777,834,000 | 189 |
| Total debt securities | $942,088,000 | 181 |
| 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 | $932,857,000 | 189 |
| U.S. Government securities | $766,459,000 | 169 |
| U.S. Treasury securities | $10,027,000 | 361 |
| U.S. Government agency obligations | $756,432,000 | 164 |
| Securities issued by states & political subdivisions | $166,398,000 | 183 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $447,094,000 | 168 |
| Mortgage-backed securities | $727,232,000 | 152 |
| Certificates of participation in pools of residential mortgages | $486,929,000 | 118 |
| Issued or guaranteed by U.S. | $486,929,000 | 117 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $240,303,000 | 152 |
| CMOs issued by government agencies or sponsored agencies | $240,303,000 | 140 |
| 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) | $166,398,000 | 183 |
| Available-for-sale securities (fair market value) | $766,459,000 | 193 |
| Total debt securities | $932,857,000 | 186 |
| 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 | $941,673,000 | 192 |
| U.S. Government securities | $774,712,000 | 174 |
| U.S. Treasury securities | $10,010,000 | 365 |
| U.S. Government agency obligations | $764,702,000 | 169 |
| Securities issued by states & political subdivisions | $166,961,000 | 177 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $423,796,000 | 181 |
| Mortgage-backed securities | $735,554,000 | 152 |
| Certificates of participation in pools of residential mortgages | $485,162,000 | 115 |
| Issued or guaranteed by U.S. | $485,162,000 | 114 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $250,392,000 | 150 |
| CMOs issued by government agencies or sponsored agencies | $250,392,000 | 139 |
| 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) | $166,961,000 | 183 |
| Available-for-sale securities (fair market value) | $774,712,000 | 195 |
| Total debt securities | $941,673,000 | 188 |
| 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 | $886,891,000 | 196 |
| U.S. Government securities | $721,029,000 | 179 |
| U.S. Treasury securities | $9,955,000 | 406 |
| U.S. Government agency obligations | $711,074,000 | 176 |
| Securities issued by states & political subdivisions | $165,862,000 | 178 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $457,035,000 | 167 |
| Mortgage-backed securities | $690,115,000 | 156 |
| Certificates of participation in pools of residential mortgages | $462,454,000 | 117 |
| Issued or guaranteed by U.S. | $462,454,000 | 116 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $227,661,000 | 162 |
| CMOs issued by government agencies or sponsored agencies | $227,661,000 | 152 |
| 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) | $165,862,000 | 186 |
| Available-for-sale securities (fair market value) | $721,029,000 | 199 |
| Total debt securities | $886,891,000 | 192 |
| 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 | $894,791,000 | 194 |
| U.S. Government securities | $756,731,000 | 165 |
| U.S. Treasury securities | $10,017,000 | 366 |
| U.S. Government agency obligations | $746,714,000 | 163 |
| Securities issued by states & political subdivisions | $138,060,000 | 225 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $434,975,000 | 170 |
| Mortgage-backed securities | $725,624,000 | 141 |
| Certificates of participation in pools of residential mortgages | $496,336,000 | 111 |
| Issued or guaranteed by U.S. | $496,336,000 | 110 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $229,288,000 | 160 |
| CMOs issued by government agencies or sponsored agencies | $229,288,000 | 150 |
| 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) | $138,060,000 | 222 |
| Available-for-sale securities (fair market value) | $756,731,000 | 189 |
| Total debt securities | $894,791,000 | 191 |
| 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 | $902,442,000 | 188 |
| U.S. Government securities | $781,745,000 | 159 |
| U.S. Treasury securities | $10,001,000 | 366 |
| U.S. Government agency obligations | $771,744,000 | 160 |
| Securities issued by states & political subdivisions | $120,697,000 | 254 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $374,945,000 | 191 |
| Mortgage-backed securities | $752,692,000 | 142 |
| Certificates of participation in pools of residential mortgages | $523,909,000 | 105 |
| Issued or guaranteed by U.S. | $523,909,000 | 104 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $228,783,000 | 167 |
| CMOs issued by government agencies or sponsored agencies | $228,783,000 | 159 |
| Privately issued | $0 | 741 |
| 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) | $120,697,000 | 243 |
| Available-for-sale securities (fair market value) | $781,745,000 | 179 |
| Total debt securities | $902,442,000 | 184 |
| 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 | $909,384,000 | 185 |
| U.S. Government securities | $786,497,000 | 162 |
| U.S. Treasury securities | $10,005,000 | 369 |
| U.S. Government agency obligations | $776,492,000 | 159 |
| Securities issued by states & political subdivisions | $122,887,000 | 243 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $423,928,000 | 172 |
| Mortgage-backed securities | $751,429,000 | 143 |
| Certificates of participation in pools of residential mortgages | $552,503,000 | 105 |
| Issued or guaranteed by U.S. | $552,503,000 | 104 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $198,926,000 | 181 |
| CMOs issued by government agencies or sponsored agencies | $198,926,000 | 171 |
| Privately issued | $0 | 776 |
| 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) | $122,887,000 | 238 |
| Available-for-sale securities (fair market value) | $786,497,000 | 179 |
| Total debt securities | $909,384,000 | 183 |
| 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 | $866,292,000 | 192 |
| U.S. Government securities | $740,124,000 | 166 |
| U.S. Treasury securities | $4,971,000 | 573 |
| U.S. Government agency obligations | $735,153,000 | 161 |
| Securities issued by states & political subdivisions | $126,168,000 | 226 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $470,397,000 | 159 |
| Mortgage-backed securities | $710,165,000 | 148 |
| Certificates of participation in pools of residential mortgages | $536,180,000 | 105 |
| Issued or guaranteed by U.S. | $536,180,000 | 104 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $173,985,000 | 201 |
| CMOs issued by government agencies or sponsored agencies | $173,985,000 | 190 |
| Privately issued | $0 | 785 |
| 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) | $126,168,000 | 232 |
| Available-for-sale securities (fair market value) | $740,124,000 | 196 |
| Total debt securities | $866,292,000 | 188 |
| 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 | $843,316,000 | 193 |
| U.S. Government securities | $719,807,000 | 169 |
| U.S. Treasury securities | $4,957,000 | 557 |
| U.S. Government agency obligations | $714,850,000 | 164 |
| Securities issued by states & political subdivisions | $123,509,000 | 228 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $502,367,000 | 150 |
| Mortgage-backed securities | $689,835,000 | 146 |
| Certificates of participation in pools of residential mortgages | $517,101,000 | 104 |
| Issued or guaranteed by U.S. | $517,101,000 | 103 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $172,734,000 | 207 |
| CMOs issued by government agencies or sponsored agencies | $172,734,000 | 197 |
| Privately issued | $0 | 821 |
| 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) | $843,316,000 | 161 |
| Total debt securities | $843,316,000 | 192 |
| 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 | $841,706,000 | 195 |
| U.S. Government securities | $729,124,000 | 165 |
| U.S. Treasury securities | $4,967,000 | 516 |
| U.S. Government agency obligations | $724,157,000 | 162 |
| Securities issued by states & political subdivisions | $112,582,000 | 255 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $504,653,000 | 145 |
| Mortgage-backed securities | $692,104,000 | 146 |
| Certificates of participation in pools of residential mortgages | $539,289,000 | 100 |
| Issued or guaranteed by U.S. | $539,289,000 | 99 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $152,815,000 | 222 |
| CMOs issued by government agencies or sponsored agencies | $152,815,000 | 210 |
| Privately issued | $0 | 840 |
| 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) | $841,706,000 | 166 |
| Total debt securities | $841,706,000 | 193 |
| 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 | $859,251,000 | 191 |
| U.S. Government securities | $748,676,000 | 162 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $748,676,000 | 160 |
| Securities issued by states & political subdivisions | $110,575,000 | 260 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $517,390,000 | 145 |
| Mortgage-backed securities | $716,593,000 | 146 |
| Certificates of participation in pools of residential mortgages | $615,792,000 | 90 |
| Issued or guaranteed by U.S. | $615,792,000 | 89 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $100,801,000 | 291 |
| CMOs issued by government agencies or sponsored agencies | $100,801,000 | 276 |
| Privately issued | $0 | 874 |
| 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) | $859,251,000 | 162 |
| Total debt securities | $859,251,000 | 189 |
| 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 | $817,115,000 | 196 |
| U.S. Government securities | $716,931,000 | 164 |
| U.S. Treasury securities | $51,000 | 1,114 |
| U.S. Government agency obligations | $716,880,000 | 160 |
| Securities issued by states & political subdivisions | $100,184,000 | 292 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $447,714,000 | 159 |
| Mortgage-backed securities | $684,773,000 | 149 |
| Certificates of participation in pools of residential mortgages | $596,712,000 | 94 |
| Issued or guaranteed by U.S. | $596,712,000 | 93 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $88,061,000 | 317 |
| CMOs issued by government agencies or sponsored agencies | $88,061,000 | 296 |
| Privately issued | $0 | 906 |
| 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) | $817,115,000 | 168 |
| Total debt securities | $817,115,000 | 194 |
| 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 | $805,624,000 | 198 |
| U.S. Government securities | $722,292,000 | 160 |
| U.S. Treasury securities | $52,000 | 1,115 |
| U.S. Government agency obligations | $722,240,000 | 157 |
| Securities issued by states & political subdivisions | $83,332,000 | 369 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,490,000 | 145 |
| Mortgage-backed securities | $680,493,000 | 143 |
| Certificates of participation in pools of residential mortgages | $588,752,000 | 98 |
| Issued or guaranteed by U.S. | $588,752,000 | 96 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $91,741,000 | 313 |
| CMOs issued by government agencies or sponsored agencies | $91,741,000 | 289 |
| Privately issued | $0 | 947 |
| 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) | $805,624,000 | 169 |
| Total debt securities | $805,624,000 | 195 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $12,488,000 | 73 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $807,331,000 | 196 |
| U.S. Government securities | $751,487,000 | 156 |
| U.S. Treasury securities | $52,000 | 1,138 |
| U.S. Government agency obligations | $751,435,000 | 154 |
| Securities issued by states & political subdivisions | $55,844,000 | 641 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $424,029,000 | 169 |
| Mortgage-backed securities | $707,654,000 | 143 |
| Certificates of participation in pools of residential mortgages | $588,827,000 | 96 |
| Issued or guaranteed by U.S. | $588,827,000 | 95 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $118,827,000 | 265 |
| CMOs issued by government agencies or sponsored agencies | $118,827,000 | 250 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $807,331,000 | 174 |
| Total debt securities | $807,331,000 | 194 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $12,590,000 | 76 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $823,218,000 | 192 |
| U.S. Government securities | $799,642,000 | 149 |
| U.S. Treasury securities | $52,000 | 1,149 |
| U.S. Government agency obligations | $799,590,000 | 148 |
| Securities issued by states & political subdivisions | $23,576,000 | 1,570 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $431,129,000 | 166 |
| Mortgage-backed securities | $752,718,000 | 138 |
| Certificates of participation in pools of residential mortgages | $583,182,000 | 101 |
| Issued or guaranteed by U.S. | $583,182,000 | 100 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $169,536,000 | 217 |
| CMOs issued by government agencies or sponsored agencies | $169,536,000 | 202 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $823,218,000 | 169 |
| Total debt securities | $823,218,000 | 190 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $12,590,000 | 79 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $900,403,000 | 175 |
| U.S. Government securities | $682,826,000 | 167 |
| U.S. Treasury securities | $52,000 | 1,125 |
| U.S. Government agency obligations | $682,774,000 | 165 |
| Securities issued by states & political subdivisions | $3,209,000 | 4,202 |
| Other domestic debt securities | $214,368,000 | 93 |
| Privately issued residential mortgage-backed securities | $214,368,000 | 33 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $474,467,000 | 155 |
| Mortgage-backed securities | $850,201,000 | 130 |
| Certificates of participation in pools of residential mortgages | $598,357,000 | 98 |
| Issued or guaranteed by U.S. | $598,357,000 | 97 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $251,844,000 | 169 |
| CMOs issued by government agencies or sponsored agencies | $37,476,000 | 591 |
| Privately issued | $214,368,000 | 32 |
| 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) | $900,403,000 | 157 |
| Total debt securities | $900,403,000 | 174 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $12,590,000 | 78 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $904,005,000 | 179 |
| U.S. Government securities | $696,429,000 | 165 |
| U.S. Treasury securities | $52,000 | 1,077 |
| U.S. Government agency obligations | $696,377,000 | 163 |
| Securities issued by states & political subdivisions | $3,148,000 | 4,220 |
| Other domestic debt securities | $204,428,000 | 97 |
| Privately issued residential mortgage-backed securities | $204,428,000 | 38 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $418,737,000 | 169 |
| Mortgage-backed securities | $849,804,000 | 134 |
| Certificates of participation in pools of residential mortgages | $601,085,000 | 101 |
| Issued or guaranteed by U.S. | $601,085,000 | 100 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $248,719,000 | 180 |
| CMOs issued by government agencies or sponsored agencies | $44,291,000 | 550 |
| Privately issued | $204,428,000 | 36 |
| 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) | $904,005,000 | 158 |
| Total debt securities | $904,005,000 | 179 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $12,590,000 | 78 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $802,908,000 | 193 |
| U.S. Government securities | $670,624,000 | 172 |
| U.S. Treasury securities | $52,000 | 1,059 |
| U.S. Government agency obligations | $670,572,000 | 168 |
| Securities issued by states & political subdivisions | $3,671,000 | 4,021 |
| Other domestic debt securities | $128,613,000 | 129 |
| Privately issued residential mortgage-backed securities | $128,613,000 | 46 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $351,514,000 | 208 |
| Mortgage-backed securities | $751,219,000 | 140 |
| Certificates of participation in pools of residential mortgages | $510,505,000 | 119 |
| Issued or guaranteed by U.S. | $510,505,000 | 118 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $240,714,000 | 183 |
| CMOs issued by government agencies or sponsored agencies | $112,101,000 | 290 |
| Privately issued | $128,613,000 | 45 |
| 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) | $802,908,000 | 168 |
| Total debt securities | $802,908,000 | 192 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $12,465,000 | 78 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $887,365,000 | 184 |
| U.S. Government securities | $705,019,000 | 170 |
| U.S. Treasury securities | $52,000 | 1,149 |
| U.S. Government agency obligations | $704,967,000 | 165 |
| Securities issued by states & political subdivisions | $3,673,000 | 3,952 |
| Other domestic debt securities | $178,673,000 | 105 |
| Privately issued residential mortgage-backed securities | $178,673,000 | 40 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $384,826,000 | 188 |
| Mortgage-backed securities | $838,682,000 | 133 |
| Certificates of participation in pools of residential mortgages | $532,118,000 | 115 |
| Issued or guaranteed by U.S. | $532,118,000 | 114 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $306,564,000 | 155 |
| CMOs issued by government agencies or sponsored agencies | $127,891,000 | 279 |
| Privately issued | $178,673,000 | 38 |
| 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) | $887,365,000 | 163 |
| Total debt securities | $887,365,000 | 183 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $12,465,000 | 86 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $856,071,000 | 187 |
| U.S. Government securities | $527,430,000 | 219 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $527,430,000 | 217 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $336,883,000 | 76 |
| Privately issued residential mortgage-backed securities | $336,883,000 | 37 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,190,000 | 255 |
| Assets held in trading accounts for TFR Reporters | $12,432,000 | 6 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $825,288,000 | 130 |
| Certificates of participation in pools of residential mortgages | $488,405,000 | 117 |
| Issued or guaranteed by U.S. | $488,405,000 | 116 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $336,883,000 | 140 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $336,883,000 | 36 |
| 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) | $-1,000 | 7,362 |
| Available-for-sale securities (fair market value) | $856,072,000 | 164 |
| Total debt securities | $864,313,000 | 184 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $12,432,000 | 83 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $817,402,000 | 195 |
| U.S. Government securities | $482,556,000 | 234 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $482,556,000 | 230 |
| Securities issued by states & political subdivisions | $4,415,000 | 3,674 |
| Other domestic debt securities | $342,863,000 | 76 |
| Privately issued residential mortgage-backed securities | $342,863,000 | 39 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $12,432,000 | 6 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $781,324,000 | 133 |
| Certificates of participation in pools of residential mortgages | $438,461,000 | 124 |
| Issued or guaranteed by U.S. | $438,461,000 | 123 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $342,863,000 | 134 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $342,863,000 | 37 |
| 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) | $218,000 | 2,551 |
| Available-for-sale securities (fair market value) | $817,184,000 | 165 |
| Total debt securities | $829,834,000 | 192 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $12,432,000 | 84 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $795,680,000 | 197 |
| U.S. Government securities | $425,346,000 | 260 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $425,346,000 | 252 |
| Securities issued by states & political subdivisions | $2,583,000 | 4,214 |
| Other domestic debt securities | $380,183,000 | 77 |
| Privately issued residential mortgage-backed securities | $380,183,000 | 40 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $12,432,000 | 5 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $768,601,000 | 132 |
| Certificates of participation in pools of residential mortgages | $388,418,000 | 133 |
| Issued or guaranteed by U.S. | $388,418,000 | 132 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $380,183,000 | 120 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $380,183,000 | 37 |
| 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) | $218,000 | 2,595 |
| Available-for-sale securities (fair market value) | $795,462,000 | 171 |
| Total debt securities | $808,112,000 | 195 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $12,432,000 | 81 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $722,900,000 | 214 |
| U.S. Government securities | $287,285,000 | 368 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $287,285,000 | 356 |
| Securities issued by states & political subdivisions | $2,571,000 | 4,184 |
| Other domestic debt securities | $445,476,000 | 69 |
| Privately issued residential mortgage-backed securities | $445,476,000 | 34 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $12,432,000 | 5 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $696,052,000 | 135 |
| Certificates of participation in pools of residential mortgages | $250,576,000 | 188 |
| Issued or guaranteed by U.S. | $250,576,000 | 186 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $445,476,000 | 107 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $445,476,000 | 32 |
| 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) | $217,000 | 2,604 |
| Available-for-sale securities (fair market value) | $722,683,000 | 187 |
| Total debt securities | $735,332,000 | 207 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $12,432,000 | 80 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $754,065,000 | 199 |
| U.S. Government securities | $250,895,000 | 406 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $250,895,000 | 389 |
| Securities issued by states & political subdivisions | $3,135,000 | 3,981 |
| Other domestic debt securities | $512,467,000 | 61 |
| Privately issued residential mortgage-backed securities | $512,467,000 | 32 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $12,432,000 | 5 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $713,359,000 | 132 |
| Certificates of participation in pools of residential mortgages | $200,892,000 | 219 |
| Issued or guaranteed by U.S. | $200,892,000 | 217 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $512,467,000 | 94 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $512,467,000 | 30 |
| 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) | $221,000 | 2,644 |
| Available-for-sale securities (fair market value) | $753,844,000 | 174 |
| Total debt securities | $766,497,000 | 196 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $12,432,000 | 81 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $768,663,000 | 186 |
| U.S. Government securities | $197,515,000 | 477 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $197,515,000 | 456 |
| Securities issued by states & political subdivisions | $3,172,000 | 3,912 |
| Other domestic debt securities | $580,408,000 | 56 |
| Privately issued residential mortgage-backed securities | $580,408,000 | 29 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $12,432,000 | 4 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $731,644,000 | 125 |
| Certificates of participation in pools of residential mortgages | $151,236,000 | 267 |
| Issued or guaranteed by U.S. | $151,236,000 | 263 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $580,408,000 | 81 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $580,408,000 | 27 |
| 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) | $558,000 | 2,421 |
| Available-for-sale securities (fair market value) | $768,105,000 | 167 |
| Total debt securities | $781,095,000 | 181 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $12,432,000 | 86 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $789,004,000 | 180 |
| U.S. Government securities | $175,881,000 | 556 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $175,881,000 | 527 |
| Securities issued by states & political subdivisions | $4,227,000 | 3,506 |
| Other domestic debt securities | $621,017,000 | 54 |
| Privately issued residential mortgage-backed securities | $621,017,000 | 28 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $12,121,000 | 5 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $755,591,000 | 125 |
| Certificates of participation in pools of residential mortgages | $134,574,000 | 294 |
| Issued or guaranteed by U.S. | $134,574,000 | 290 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $621,017,000 | 76 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $621,017,000 | 26 |
| 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) | $557,000 | 2,493 |
| Available-for-sale securities (fair market value) | $788,447,000 | 161 |
| Total debt securities | $801,125,000 | 176 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $12,121,000 | 86 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $793,052,000 | 179 |
| U.S. Government securities | $188,624,000 | 518 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $188,624,000 | 495 |
| Securities issued by states & political subdivisions | $4,226,000 | 3,495 |
| Other domestic debt securities | $612,385,000 | 55 |
| Privately issued residential mortgage-backed securities | $612,385,000 | 29 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $12,183,000 | 7 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $759,743,000 | 123 |
| Certificates of participation in pools of residential mortgages | $147,358,000 | 287 |
| Issued or guaranteed by U.S. | $147,358,000 | 283 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $612,385,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $612,385,000 | 27 |
| 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) | $556,000 | 2,539 |
| Available-for-sale securities (fair market value) | $792,496,000 | 160 |
| Total debt securities | $805,235,000 | 177 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $12,183,000 | 90 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $715,106,000 | 196 |
| U.S. Government securities | $195,859,000 | 475 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $195,859,000 | 457 |
| Securities issued by states & political subdivisions | $4,735,000 | 3,329 |
| Other domestic debt securities | $526,695,000 | 64 |
| Privately issued residential mortgage-backed securities | $526,695,000 | 37 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $12,183,000 | 8 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $681,242,000 | 141 |
| Certificates of participation in pools of residential mortgages | $154,547,000 | 289 |
| Issued or guaranteed by U.S. | $154,547,000 | 287 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $526,695,000 | 79 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $526,695,000 | 35 |
| 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) | $623,000 | 2,560 |
| Available-for-sale securities (fair market value) | $714,483,000 | 174 |
| Total debt securities | $727,289,000 | 190 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $12,183,000 | 90 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $560,953,000 | 242 |
| U.S. Government securities | $173,805,000 | 528 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $173,805,000 | 509 |
| Securities issued by states & political subdivisions | $5,025,000 | 3,256 |
| Other domestic debt securities | $394,182,000 | 83 |
| Privately issued residential mortgage-backed securities | $394,182,000 | 48 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $12,059,000 | 10 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $525,475,000 | 167 |
| Certificates of participation in pools of residential mortgages | $131,293,000 | 349 |
| Issued or guaranteed by U.S. | $131,293,000 | 345 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $394,182,000 | 101 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $394,182,000 | 42 |
| 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) | $998,000 | 2,464 |
| Available-for-sale securities (fair market value) | $559,955,000 | 206 |
| Total debt securities | $573,012,000 | 229 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $12,059,000 | 96 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $586,301,000 | 234 |
| U.S. Government securities | $203,101,000 | 443 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $203,101,000 | 426 |
| Securities issued by states & political subdivisions | $5,231,000 | 3,140 |
| Other domestic debt securities | $389,282,000 | 88 |
| Privately issued residential mortgage-backed securities | $389,282,000 | 49 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $11,313,000 | 12 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $549,877,000 | 162 |
| Certificates of participation in pools of residential mortgages | $160,595,000 | 296 |
| Issued or guaranteed by U.S. | $160,595,000 | 293 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $389,282,000 | 101 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $389,282,000 | 44 |
| 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) | $1,177,000 | 2,416 |
| Available-for-sale securities (fair market value) | $585,124,000 | 200 |
| Total debt securities | $597,614,000 | 221 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $11,313,000 | 106 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $633,475,000 | 225 |
| U.S. Government securities | $210,045,000 | 432 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $210,045,000 | 419 |
| Securities issued by states & political subdivisions | $5,194,000 | 3,089 |
| Other domestic debt securities | $428,927,000 | 80 |
| Privately issued residential mortgage-backed securities | $428,927,000 | 50 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $10,691,000 | 14 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $596,589,000 | 157 |
| Certificates of participation in pools of residential mortgages | $167,662,000 | 301 |
| Issued or guaranteed by U.S. | $167,662,000 | 295 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $428,927,000 | 98 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $428,927,000 | 45 |
| 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) | $1,174,000 | 2,455 |
| Available-for-sale securities (fair market value) | $632,301,000 | 196 |
| Total debt securities | $644,166,000 | 215 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $10,691,000 | 116 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $537,138,000 | 254 |
| U.S. Government securities | $135,980,000 | 654 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $135,980,000 | 640 |
| Securities issued by states & political subdivisions | $5,115,000 | 3,087 |
| Other domestic debt securities | $406,859,000 | 76 |
| Privately issued residential mortgage-backed securities | $406,859,000 | 53 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $10,816,000 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $498,205,000 | 185 |
| Certificates of participation in pools of residential mortgages | $91,346,000 | 484 |
| Issued or guaranteed by U.S. | $91,346,000 | 480 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $406,859,000 | 105 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $406,859,000 | 47 |
| 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) | $1,182,000 | 2,454 |
| Available-for-sale securities (fair market value) | $535,956,000 | 219 |
| Total debt securities | $547,954,000 | 245 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $10,816,000 | 117 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $512,271,000 | 251 |
| U.S. Government securities | $116,971,000 | 710 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $116,971,000 | 694 |
| Securities issued by states & political subdivisions | $5,401,000 | 2,982 |
| Other domestic debt securities | $402,076,000 | 76 |
| Privately issued residential mortgage-backed securities | $402,076,000 | 55 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $12,177,000 | 13 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $488,716,000 | 173 |
| Certificates of participation in pools of residential mortgages | $86,640,000 | 483 |
| Issued or guaranteed by U.S. | $86,640,000 | 479 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $402,076,000 | 99 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $402,076,000 | 49 |
| 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) | $1,425,000 | 2,383 |
| Available-for-sale securities (fair market value) | $510,846,000 | 216 |
| Total debt securities | $524,448,000 | 246 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $12,177,000 | 116 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $477,073,000 | 277 |
| U.S. Government securities | $99,331,000 | 835 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $99,331,000 | 817 |
| Securities issued by states & political subdivisions | $5,552,000 | 2,962 |
| Other domestic debt securities | $384,372,000 | 84 |
| Privately issued residential mortgage-backed securities | $384,372,000 | 60 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $12,182,000 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $457,207,000 | 184 |
| Certificates of participation in pools of residential mortgages | $72,835,000 | 548 |
| Issued or guaranteed by U.S. | $72,835,000 | 541 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $384,372,000 | 108 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $384,372,000 | 54 |
| 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) | $1,511,000 | 2,357 |
| Available-for-sale securities (fair market value) | $475,562,000 | 233 |
| Total debt securities | $489,255,000 | 262 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $12,182,000 | 119 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $495,593,000 | 269 |
| U.S. Government securities | $103,654,000 | 811 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $103,654,000 | 793 |
| Securities issued by states & political subdivisions | $5,626,000 | 2,953 |
| Other domestic debt securities | $398,442,000 | 83 |
| Privately issued residential mortgage-backed securities | $398,442,000 | 64 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $12,129,000 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $477,234,000 | 176 |
| Certificates of participation in pools of residential mortgages | $78,792,000 | 498 |
| Issued or guaranteed by U.S. | $78,792,000 | 492 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $398,442,000 | 109 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $398,442,000 | 57 |
| 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) | $1,509,000 | 2,397 |
| Available-for-sale securities (fair market value) | $494,084,000 | 230 |
| Total debt securities | $507,722,000 | 258 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $12,129,000 | 131 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $510,664,000 | 258 |
| U.S. Government securities | $101,475,000 | 825 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $101,475,000 | 803 |
| Securities issued by states & political subdivisions | $5,660,000 | 2,934 |
| Other domestic debt securities | $415,893,000 | 81 |
| Privately issued residential mortgage-backed securities | $415,893,000 | 59 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $12,364,000 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $496,792,000 | 169 |
| Certificates of participation in pools of residential mortgages | $80,899,000 | 452 |
| Issued or guaranteed by U.S. | $80,899,000 | 447 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $415,893,000 | 104 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $415,893,000 | 55 |
| 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) | $1,518,000 | 2,451 |
| Available-for-sale securities (fair market value) | $509,146,000 | 224 |
| Total debt securities | $523,028,000 | 249 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $12,364,000 | 127 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $498,360,000 | 268 |
| U.S. Government securities | $96,043,000 | 871 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $96,043,000 | 846 |
| Securities issued by states & political subdivisions | $7,034,000 | 2,563 |
| Other domestic debt securities | $407,647,000 | 89 |
| Privately issued residential mortgage-backed securities | $407,647,000 | 60 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $12,364,000 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $485,677,000 | 168 |
| Certificates of participation in pools of residential mortgages | $78,030,000 | 442 |
| Issued or guaranteed by U.S. | $78,030,000 | 437 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $407,647,000 | 100 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $407,647,000 | 53 |
| 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) | $2,896,000 | 2,120 |
| Available-for-sale securities (fair market value) | $495,464,000 | 231 |
| Total debt securities | $510,724,000 | 256 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $12,364,000 | 123 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $486,495,000 | 274 |
| U.S. Government securities | $98,243,000 | 867 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $98,243,000 | 841 |
| Securities issued by states & political subdivisions | $8,463,000 | 2,283 |
| Other domestic debt securities | $392,153,000 | 87 |
| Privately issued residential mortgage-backed securities | $392,153,000 | 68 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $12,364,000 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $472,468,000 | 172 |
| Certificates of participation in pools of residential mortgages | $80,315,000 | 435 |
| Issued or guaranteed by U.S. | $80,315,000 | 431 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $392,153,000 | 111 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $392,153,000 | 61 |
| 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) | $4,222,000 | 1,895 |
| Available-for-sale securities (fair market value) | $482,273,000 | 237 |
| Total debt securities | $498,859,000 | 264 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $12,364,000 | 124 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $514,186,000 | 268 |
| U.S. Government securities | $107,782,000 | 789 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $107,782,000 | 763 |
| Securities issued by states & political subdivisions | $4,215,000 | 3,341 |
| Other domestic debt securities | $414,553,000 | 82 |
| Privately issued residential mortgage-backed securities | $414,553,000 | 65 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $12,364,000 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $500,069,000 | 164 |
| Certificates of participation in pools of residential mortgages | $85,516,000 | 423 |
| Issued or guaranteed by U.S. | $85,516,000 | 418 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $414,553,000 | 108 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $414,553,000 | 57 |
| 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) | $4,215,000 | 1,928 |
| Available-for-sale securities (fair market value) | $509,971,000 | 230 |
| Total debt securities | $526,550,000 | 256 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $12,364,000 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $558,238,000 | 249 |
| U.S. Government securities | $138,175,000 | 667 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $138,175,000 | 652 |
| Securities issued by states & political subdivisions | $4,219,000 | 3,359 |
| Other domestic debt securities | $428,208,000 | 80 |
| Privately issued residential mortgage-backed securities | $428,208,000 | 64 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $12,364,000 | 10 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $516,710,000 | 166 |
| Certificates of participation in pools of residential mortgages | $88,502,000 | 410 |
| Issued or guaranteed by U.S. | $88,502,000 | 406 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $428,208,000 | 106 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $428,208,000 | 57 |
| 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) | $4,218,000 | 1,948 |
| Available-for-sale securities (fair market value) | $554,020,000 | 210 |
| Total debt securities | $570,602,000 | 237 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $12,364,000 | 75 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $579,406,000 | 244 |
| U.S. Government securities | $141,708,000 | 665 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $141,708,000 | 649 |
| Securities issued by states & political subdivisions | $4,383,000 | 3,283 |
| Other domestic debt securities | $445,594,000 | 78 |
| Privately issued residential mortgage-backed securities | $445,594,000 | 64 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $12,279,000 | 11 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $537,912,000 | 164 |
| Certificates of participation in pools of residential mortgages | $92,318,000 | 413 |
| Issued or guaranteed by U.S. | $92,318,000 | 408 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $445,594,000 | 104 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $445,594,000 | 55 |
| 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) | $4,383,000 | 1,970 |
| Available-for-sale securities (fair market value) | $575,023,000 | 206 |
| Total debt securities | $591,685,000 | 238 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $12,279,000 | 81 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $635,444,000 | 239 |
| U.S. Government securities | $133,990,000 | 695 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $133,990,000 | 676 |
| Securities issued by states & political subdivisions | $4,638,000 | 3,185 |
| Other domestic debt securities | $508,921,000 | 73 |
| Privately issued residential mortgage-backed securities | $508,921,000 | 60 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $12,105,000 | 10 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $599,932,000 | 156 |
| Certificates of participation in pools of residential mortgages | $91,011,000 | 423 |
| Issued or guaranteed by U.S. | $91,011,000 | 420 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $508,921,000 | 98 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $508,921,000 | 52 |
| 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) | $4,637,000 | 1,961 |
| Available-for-sale securities (fair market value) | $630,807,000 | 202 |
| Total debt securities | $647,549,000 | 233 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $12,105,000 | 84 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $675,751,000 | 232 |
| U.S. Government securities | $148,838,000 | 638 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $148,838,000 | 621 |
| Securities issued by states & political subdivisions | $4,632,000 | 3,206 |
| Other domestic debt securities | $534,386,000 | 70 |
| Privately issued residential mortgage-backed securities | $534,386,000 | 56 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $12,105,000 | 10 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $630,187,000 | 156 |
| Certificates of participation in pools of residential mortgages | $95,801,000 | 413 |
| Issued or guaranteed by U.S. | $95,801,000 | 408 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $534,386,000 | 94 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $534,386,000 | 50 |
| 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) | $4,632,000 | 1,975 |
| Available-for-sale securities (fair market value) | $671,119,000 | 198 |
| Total debt securities | $687,856,000 | 226 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $12,105,000 | 86 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $665,076,000 | 244 |
| U.S. Government securities | $143,737,000 | 663 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $143,737,000 | 641 |
| Securities issued by states & political subdivisions | $5,787,000 | 2,849 |
| Other domestic debt securities | $527,503,000 | 74 |
| Privately issued residential mortgage-backed securities | $527,503,000 | 54 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $11,951,000 | 10 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $620,323,000 | 158 |
| Certificates of participation in pools of residential mortgages | $92,820,000 | 437 |
| Issued or guaranteed by U.S. | $92,820,000 | 432 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $527,503,000 | 94 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $527,503,000 | 47 |
| 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) | $4,807,000 | 1,997 |
| Available-for-sale securities (fair market value) | $660,269,000 | 204 |
| Total debt securities | $677,027,000 | 236 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $11,951,000 | 81 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $639,031,000 | 246 |
| U.S. Government securities | $148,324,000 | 638 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $148,324,000 | 616 |
| Securities issued by states & political subdivisions | $6,414,000 | 2,659 |
| Other domestic debt securities | $496,244,000 | 79 |
| Privately issued residential mortgage-backed securities | $495,934,000 | 57 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $310,000 | 2,313 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $11,951,000 | 11 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $593,496,000 | 169 |
| Certificates of participation in pools of residential mortgages | $97,562,000 | 426 |
| Issued or guaranteed by U.S. | $97,562,000 | 422 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $495,934,000 | 102 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $495,934,000 | 49 |
| 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) | $5,746,000 | 1,860 |
| Available-for-sale securities (fair market value) | $633,285,000 | 207 |
| Total debt securities | $650,982,000 | 244 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $11,951,000 | 77 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $672,477,000 | 239 |
| U.S. Government securities | $194,342,000 | 532 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $194,342,000 | 506 |
| Securities issued by states & political subdivisions | $7,443,000 | 2,392 |
| Other domestic debt securities | $482,643,000 | 80 |
| Privately issued residential mortgage-backed securities | $482,333,000 | 57 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $310,000 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $11,951,000 | 11 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $586,260,000 | 178 |
| Certificates of participation in pools of residential mortgages | $103,927,000 | 422 |
| Issued or guaranteed by U.S. | $103,927,000 | 415 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $482,333,000 | 106 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $482,333,000 | 50 |
| 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) | $7,755,000 | 1,651 |
| Available-for-sale securities (fair market value) | $664,722,000 | 206 |
| Total debt securities | $684,428,000 | 231 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $11,951,000 | 79 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $662,477,000 | 240 |
| U.S. Government securities | $193,888,000 | 529 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $193,888,000 | 508 |
| Securities issued by states & political subdivisions | $7,435,000 | 2,396 |
| Other domestic debt securities | $473,105,000 | 81 |
| Privately issued residential mortgage-backed securities | $472,795,000 | 57 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $310,000 | 2,480 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $11,951,000 | 12 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $577,670,000 | 185 |
| Certificates of participation in pools of residential mortgages | $104,875,000 | 425 |
| Issued or guaranteed by U.S. | $104,875,000 | 421 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $472,795,000 | 104 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $472,795,000 | 49 |
| 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) | $7,748,000 | 1,672 |
| Available-for-sale securities (fair market value) | $654,729,000 | 210 |
| Total debt securities | $674,428,000 | 235 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $11,951,000 | 77 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $609,678,000 | 260 |
| U.S. Government securities | $200,680,000 | 529 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $200,680,000 | 506 |
| Securities issued by states & political subdivisions | $7,457,000 | 2,413 |
| Other domestic debt securities | $413,492,000 | 91 |
| Privately issued residential mortgage-backed securities | $413,182,000 | 67 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $310,000 | 2,531 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $11,951,000 | 13 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $524,144,000 | 192 |
| Certificates of participation in pools of residential mortgages | $110,962,000 | 414 |
| Issued or guaranteed by U.S. | $110,962,000 | 412 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $413,182,000 | 113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $413,182,000 | 59 |
| 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) | $7,772,000 | 1,681 |
| Available-for-sale securities (fair market value) | $601,906,000 | 222 |
| Total debt securities | $621,629,000 | 252 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $11,951,000 | 77 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $601,916,000 | 267 |
| U.S. Government securities | $205,693,000 | 527 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $205,693,000 | 501 |
| Securities issued by states & political subdivisions | $7,514,000 | 2,419 |
| Other domestic debt securities | $400,615,000 | 89 |
| Privately issued residential mortgage-backed securities | $400,305,000 | 61 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $310,000 | 2,596 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $11,906,000 | 11 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $515,832,000 | 192 |
| Certificates of participation in pools of residential mortgages | $115,527,000 | 402 |
| Issued or guaranteed by U.S. | $115,527,000 | 401 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $400,305,000 | 105 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $400,305,000 | 53 |
| 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) | $7,833,000 | 1,690 |
| Available-for-sale securities (fair market value) | $594,083,000 | 236 |
| Total debt securities | $613,822,000 | 258 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $11,906,000 | 79 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $637,690,000 | 263 |
| U.S. Government securities | $231,914,000 | 470 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $231,914,000 | 448 |
| Securities issued by states & political subdivisions | $7,531,000 | 2,402 |
| Other domestic debt securities | $410,014,000 | 88 |
| Privately issued residential mortgage-backed securities | $409,704,000 | 58 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $310,000 | 2,708 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $11,769,000 | 12 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $527,312,000 | 195 |
| Certificates of participation in pools of residential mortgages | $117,608,000 | 398 |
| Issued or guaranteed by U.S. | $117,608,000 | 396 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $409,704,000 | 107 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $409,704,000 | 53 |
| 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) | $7,845,000 | 1,702 |
| Available-for-sale securities (fair market value) | $629,845,000 | 229 |
| Total debt securities | $649,459,000 | 253 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $11,769,000 | 79 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $583,742,000 | 280 |
| U.S. Government securities | $231,785,000 | 475 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $231,785,000 | 456 |
| Securities issued by states & political subdivisions | $7,523,000 | 2,437 |
| Other domestic debt securities | $356,081,000 | 97 |
| Privately issued residential mortgage-backed securities | $355,771,000 | 69 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $310,000 | 2,795 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $11,647,000 | 9 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $480,548,000 | 214 |
| Certificates of participation in pools of residential mortgages | $124,777,000 | 385 |
| Issued or guaranteed by U.S. | $124,777,000 | 381 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $355,771,000 | 125 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $355,771,000 | 60 |
| 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) | $7,853,000 | 1,667 |
| Available-for-sale securities (fair market value) | $575,889,000 | 251 |
| Total debt securities | $595,389,000 | 271 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $11,647,000 | 74 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $635,319,000 | 264 |
| U.S. Government securities | $528,157,000 | 237 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $528,157,000 | 231 |
| Securities issued by states & political subdivisions | $10,100,000 | 1,926 |
| Other domestic debt securities | $108,590,000 | 175 |
| Privately issued residential mortgage-backed securities | $108,280,000 | 91 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $310,000 | 2,932 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $11,528,000 | 10 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $530,552,000 | 194 |
| Certificates of participation in pools of residential mortgages | $126,773,000 | 395 |
| Issued or guaranteed by U.S. | $18,493,000 | 1,631 |
| Privately issued | $108,280,000 | 21 |
| Collaterized mortgage obligations | $403,779,000 | 110 |
| CMOs issued by government agencies or sponsored agencies | $403,779,000 | 96 |
| 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) | $12,224,000 | 1,299 |
| Available-for-sale securities (fair market value) | $623,095,000 | 239 |
| Total debt securities | $646,847,000 | 253 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $11,528,000 | 75 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $579,138,000 | 277 |
| U.S. Government securities | $455,513,000 | 268 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $455,513,000 | 257 |
| Securities issued by states & political subdivisions | $10,092,000 | 1,934 |
| Other domestic debt securities | $124,940,000 | 156 |
| Privately issued residential mortgage-backed securities | $124,630,000 | 82 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $310,000 | 3,040 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | $11,407,000 | 9 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $517,502,000 | 198 |
| Certificates of participation in pools of residential mortgages | $139,965,000 | 354 |
| Issued or guaranteed by U.S. | $15,335,000 | 1,848 |
| Privately issued | $124,630,000 | 18 |
| Collaterized mortgage obligations | $377,537,000 | 112 |
| CMOs issued by government agencies or sponsored agencies | $377,537,000 | 97 |
| 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) | $90,748,000 | 240 |
| Available-for-sale securities (fair market value) | $488,390,000 | 278 |
| Total debt securities | $590,545,000 | 268 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $11,407,000 | 76 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $533,089,000 | 295 |
| U.S. Government securities | $456,696,000 | 270 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $456,696,000 | 261 |
| Securities issued by states & political subdivisions | $10,400,000 | 1,855 |
| Other domestic debt securities | $77,282,000 | 219 |
| Privately issued residential mortgage-backed securities | $76,972,000 | 108 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $310,000 | 3,070 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $11,289,000 | 11 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $531,640,000 | 194 |
| Certificates of participation in pools of residential mortgages | $95,391,000 | 473 |
| Issued or guaranteed by U.S. | $18,419,000 | 1,600 |
| Privately issued | $76,972,000 | 20 |
| Collaterized mortgage obligations | $436,249,000 | 115 |
| CMOs issued by government agencies or sponsored agencies | $436,249,000 | 98 |
| 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) | $34,821,000 | 594 |
| Available-for-sale securities (fair market value) | $498,268,000 | 279 |
| Total debt securities | $544,378,000 | 285 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $11,289,000 | 81 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $547,899,000 | 292 |
| U.S. Government securities | $535,979,000 | 245 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $535,979,000 | 231 |
| Securities issued by states & political subdivisions | $10,354,000 | 1,772 |
| Other domestic debt securities | $12,731,000 | 795 |
| Privately issued residential mortgage-backed securities | $12,421,000 | 273 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $310,000 | 3,104 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | $11,165,000 | 9 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $537,391,000 | 195 |
| Certificates of participation in pools of residential mortgages | $34,188,000 | 1,001 |
| Issued or guaranteed by U.S. | $21,767,000 | 1,410 |
| Privately issued | $12,421,000 | 48 |
| Collaterized mortgage obligations | $503,203,000 | 106 |
| CMOs issued by government agencies or sponsored agencies | $503,203,000 | 91 |
| 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) | $40,807,000 | 506 |
| Available-for-sale securities (fair market value) | $507,092,000 | 270 |
| Total debt securities | $559,064,000 | 281 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $11,165,000 | 81 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $170,015,000 | 747 |
| U.S. Government securities | $145,945,000 | 641 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $145,945,000 | 613 |
| Securities issued by states & political subdivisions | $10,414,000 | 1,734 |
| Other domestic debt securities | $13,656,000 | 766 |
| Privately issued residential mortgage-backed securities | $13,346,000 | 249 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $310,000 | 3,129 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $148,238,000 | 464 |
| Certificates of participation in pools of residential mortgages | $38,622,000 | 873 |
| Issued or guaranteed by U.S. | $25,276,000 | 1,217 |
| Privately issued | $13,346,000 | 48 |
| Collaterized mortgage obligations | $109,616,000 | 269 |
| CMOs issued by government agencies or sponsored agencies | $109,616,000 | 235 |
| 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) | $60,934,000 | 341 |
| Available-for-sale securities (fair market value) | $109,081,000 | 966 |
| Total debt securities | $170,015,000 | 722 |
| 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 | $375,919,000 | 345 |
| U.S. Government securities | $361,724,000 | 280 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $361,724,000 | 261 |
| Securities issued by states & political subdivisions | $11,024,000 | 1,564 |
| Other domestic debt securities | $3,171,000 | 1,819 |
| 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 | $3,171,000 | 1,499 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $361,724,000 | 228 |
| Certificates of participation in pools of residential mortgages | $38,396,000 | 784 |
| Issued or guaranteed by U.S. | $38,396,000 | 779 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $323,328,000 | 126 |
| CMOs issued by government agencies or sponsored agencies | $323,328,000 | 101 |
| 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) | $82,682,000 | 253 |
| Available-for-sale securities (fair market value) | $293,237,000 | 367 |
| Total debt securities | $375,919,000 | 339 |
| 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 | $369,458,000 | 340 |
| U.S. Government securities | $339,719,000 | 279 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $339,719,000 | 264 |
| Securities issued by states & political subdivisions | $10,861,000 | 1,537 |
| Other domestic debt securities | $18,878,000 | 552 |
| 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 | $18,878,000 | 431 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $339,719,000 | 215 |
| Certificates of participation in pools of residential mortgages | $51,572,000 | 523 |
| Issued or guaranteed by U.S. | $51,572,000 | 519 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $288,147,000 | 117 |
| CMOs issued by government agencies or sponsored agencies | $288,147,000 | 102 |
| 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) | $122,409,000 | 219 |
| Available-for-sale securities (fair market value) | $247,049,000 | 387 |
| Total debt securities | $369,458,000 | 322 |
| 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 | $485,224,000 | 289 |
| U.S. Government securities | $474,154,000 | 230 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $474,154,000 | 210 |
| Securities issued by states & political subdivisions | $1,757,000 | 4,823 |
| Other domestic debt securities | $8,888,000 | 894 |
| Privately issued residential mortgage-backed securities | $2,033,000 | 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 | $6,855,000 | 824 |
| Foreign debt securities | NA | NA |
| Equity securities | $425,000 | 4,083 |
| 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 | $447,750,000 | 189 |
| Certificates of participation in pools of residential mortgages | $82,224,000 | 414 |
| Issued or guaranteed by U.S. | $80,191,000 | 413 |
| Privately issued | $2,033,000 | 110 |
| Collaterized mortgage obligations | $365,526,000 | 112 |
| CMOs issued by government agencies or sponsored agencies | $365,526,000 | 91 |
| 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) | $267,439,000 | 115 |
| Available-for-sale securities (fair market value) | $217,785,000 | 453 |
| Total debt securities | $484,799,000 | 284 |
| 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 | $496,945,000 | 287 |
| U.S. Government securities | $483,326,000 | 234 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $483,326,000 | 207 |
| Securities issued by states & political subdivisions | $1,583,000 | 5,097 |
| Other domestic debt securities | $12,036,000 | 680 |
| Privately issued residential mortgage-backed securities | $5,977,000 | 343 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,059,000 | 796 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $459,084,000 | 192 |
| Certificates of participation in pools of residential mortgages | $114,468,000 | 340 |
| Issued or guaranteed by U.S. | $108,491,000 | 346 |
| Privately issued | $5,977,000 | 88 |
| Collaterized mortgage obligations | $344,616,000 | 114 |
| CMOs issued by government agencies or sponsored agencies | $344,616,000 | 94 |
| 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) | $273,719,000 | 115 |
| Available-for-sale securities (fair market value) | $223,226,000 | 440 |
| Total debt securities | $496,945,000 | 277 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $434,208,000 | 331 |
| U.S. Government securities | $382,702,000 | 306 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $382,702,000 | 254 |
| Securities issued by states & political subdivisions | $1,534,000 | 5,086 |
| Other domestic debt securities | $49,972,000 | 208 |
| Privately issued residential mortgage-backed securities | $12,663,000 | 214 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $37,309,000 | 151 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $330,274,000 | 239 |
| Certificates of participation in pools of residential mortgages | $120,918,000 | 345 |
| Issued or guaranteed by U.S. | $108,255,000 | 358 |
| Privately issued | $12,663,000 | 83 |
| Collaterized mortgage obligations | $209,356,000 | 147 |
| CMOs issued by government agencies or sponsored agencies | $209,356,000 | 132 |
| 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) | $326,743,000 | 119 |
| Available-for-sale securities (fair market value) | $107,465,000 | 776 |
| Total debt securities | $434,208,000 | 320 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $384,185,000 | 378 |
| U.S. Government securities | $341,679,000 | 352 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $341,679,000 | 295 |
| Securities issued by states & political subdivisions | $3,895,000 | 3,343 |
| Other domestic debt securities | $34,710,000 | 265 |
| Privately issued residential mortgage-backed securities | $19,672,000 | 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 | $15,038,000 | 279 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-3,901,000 | 1,309 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $361,351,000 | 232 |
| Certificates of participation in pools of residential mortgages | $158,353,000 | 303 |
| Issued or guaranteed by U.S. | $138,681,000 | 321 |
| Privately issued | $19,672,000 | 87 |
| Collaterized mortgage obligations | $202,998,000 | 155 |
| CMOs issued by government agencies or sponsored agencies | $202,998,000 | 134 |
| 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) | $331,009,000 | 137 |
| Available-for-sale securities (fair market value) | $53,176,000 | 1,534 |
| Total debt securities | $380,284,000 | 378 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $265,904,000 | 540 |
| U.S. Government securities | $233,244,000 | 510 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $233,244,000 | 399 |
| Securities issued by states & political subdivisions | $6,432,000 | 2,280 |
| Other domestic debt securities | $16,771,000 | 494 |
| Privately issued residential mortgage-backed securities | $23,000 | 2,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,748,000 | 334 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,591,000 | 666 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-3,866,000 | 1,402 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $233,267,000 | 346 |
| Certificates of participation in pools of residential mortgages | $161,045,000 | 297 |
| Issued or guaranteed by U.S. | $161,022,000 | 281 |
| Privately issued | $23,000 | 517 |
| Collaterized mortgage obligations | $72,222,000 | 349 |
| CMOs issued by government agencies or sponsored agencies | $72,222,000 | 313 |
| 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) | $242,105,000 | 198 |
| Available-for-sale securities (fair market value) | $23,799,000 | 3,430 |
| Total debt securities | $256,447,000 | 541 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $250,527,000 | 579 |
| U.S. Government securities | $217,262,000 | 544 |
| U.S. Treasury securities | $14,641,000 | 2,414 |
| U.S. Government agency obligations | $202,621,000 | 435 |
| Securities issued by states & political subdivisions | $6,836,000 | 2,236 |
| Other domestic debt securities | $19,077,000 | 478 |
| 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 | $19,077,000 | 316 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,203,000 | 626 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-2,149,000 | 1,486 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $192,621,000 | 400 |
| Certificates of participation in pools of residential mortgages | $128,106,000 | 351 |
| Issued or guaranteed by U.S. | $128,106,000 | 342 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $64,515,000 | 386 |
| CMOs issued by government agencies or sponsored agencies | $64,515,000 | 355 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $211,339,000 | 423 |
| Available-for-sale securities (fair market value) | $39,188,000 | 1,460 |
| Total debt securities | $243,175,000 | 574 |
| 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 | $121,066,000 | 1,141 |
| U.S. Government securities | $36,445,000 | 2,986 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $36,445,000 | 1,917 |
| Securities issued by states & political subdivisions | $10,150,000 | 1,490 |
| Other domestic debt securities | $68,653,000 | 234 |
| 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 | $68,653,000 | 126 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,178,000 | 700 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-640,000 | 1,533 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $36,445,000 | 1,433 |
| Certificates of participation in pools of residential mortgages | $21,464,000 | 1,406 |
| Issued or guaranteed by U.S. | $21,464,000 | 1,386 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $14,981,000 | 1,263 |
| CMOs issued by government agencies or sponsored agencies | $14,981,000 | 1,181 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $115,248,000 | 1,168 |
| 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 | $88,406,000 | 1,526 |
| U.S. Government securities | $30,737,000 | 3,481 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $30,737,000 | 2,206 |
| Securities issued by states & political subdivisions | $13,650,000 | 929 |
| Other domestic debt securities | $44,017,000 | 352 |
| 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 | $44,017,000 | 211 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,771 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $0 | 574 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $30,737,000 | 1,675 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $30,737,000 | 737 |
| CMOs issued by government agencies or sponsored agencies | $30,737,000 | 651 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $88,404,000 | 1,491 |
| 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 |