Home > American Savings Bank, FSB > Securities
American Savings Bank, FSB, Securities
| 2023-12-31 | Rank | |
| Total securities | $2,337,753,000 | 136 |
| U.S. Government securities | $2,037,224,000 | 107 |
| U.S. Treasury securities | $59,918,000 | 398 |
| U.S. Government agency obligations | $1,977,306,000 | 99 |
| Securities issued by states & political subdivisions | $14,358,000 | 2,128 |
| Other domestic debt securities | $286,171,000 | 129 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $253,268,000 | 71 |
| Other domestic debt securities - All other | $32,903,000 | 267 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,709,326,000 | 104 |
| Mortgage-backed securities | $1,965,296,000 | 92 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,086,780,000 | 81 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $534,829,000 | 88 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $36,364,000 | 213 |
| Other commercial mortgage-backed securities | $307,323,000 | 76 |
| Held to maturity securities (book value) | $1,201,314,000 | 80 |
| Available-for-sale securities (fair market value) | $1,136,439,000 | 181 |
| Total debt securities | $2,337,753,000 | 133 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $2,478,417,000 | 126 |
| U.S. Government securities | $2,170,401,000 | 100 |
| U.S. Treasury securities | $122,072,000 | 227 |
| U.S. Government agency obligations | $2,048,329,000 | 93 |
| Securities issued by states & political subdivisions | $14,494,000 | 2,099 |
| Other domestic debt securities | $293,522,000 | 132 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $261,771,000 | 74 |
| Other domestic debt securities - All other | $31,751,000 | 277 |
| 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 | $1,977,749,000 | 93 |
| Mortgage-backed securities | $2,035,489,000 | 91 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,116,910,000 | 82 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $574,648,000 | 82 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $36,443,000 | 207 |
| Other commercial mortgage-backed securities | $307,488,000 | 76 |
| Held to maturity securities (book value) | $1,212,005,000 | 79 |
| Available-for-sale securities (fair market value) | $1,266,412,000 | 169 |
| Total debt securities | $2,478,417,000 | 124 |
| 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 | $2,592,954,000 | 125 |
| U.S. Government securities | $2,275,035,000 | 101 |
| U.S. Treasury securities | $122,283,000 | 228 |
| U.S. Government agency obligations | $2,152,752,000 | 97 |
| Securities issued by states & political subdivisions | $14,630,000 | 2,147 |
| Other domestic debt securities | $303,289,000 | 129 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $262,142,000 | 70 |
| Other domestic debt securities - All other | $41,147,000 | 214 |
| 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 | $1,485,742,000 | 112 |
| Mortgage-backed securities | $2,137,382,000 | 87 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,189,018,000 | 79 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $598,821,000 | 79 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $36,600,000 | 203 |
| Other commercial mortgage-backed securities | $312,943,000 | 74 |
| Held to maturity securities (book value) | $1,224,917,000 | 78 |
| Available-for-sale securities (fair market value) | $1,368,037,000 | 162 |
| Total debt securities | $2,592,954,000 | 122 |
| 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 | $2,657,940,000 | 127 |
| U.S. Government securities | $2,339,434,000 | 104 |
| U.S. Treasury securities | $123,141,000 | 240 |
| U.S. Government agency obligations | $2,216,293,000 | 92 |
| Securities issued by states & political subdivisions | $14,766,000 | 2,193 |
| Other domestic debt securities | $303,740,000 | 133 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $262,430,000 | 71 |
| Other domestic debt securities - All other | $41,310,000 | 228 |
| 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 | $1,729,324,000 | 98 |
| Mortgage-backed securities | $2,199,791,000 | 91 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,223,886,000 | 83 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $620,169,000 | 82 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $36,996,000 | 218 |
| Other commercial mortgage-backed securities | $318,740,000 | 77 |
| Held to maturity securities (book value) | $1,238,185,000 | 82 |
| Available-for-sale securities (fair market value) | $1,419,755,000 | 170 |
| Total debt securities | $2,657,940,000 | 125 |
| 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 | $2,681,414,000 | 132 |
| U.S. Government securities | $2,363,239,000 | 110 |
| U.S. Treasury securities | $121,899,000 | 257 |
| U.S. Government agency obligations | $2,241,340,000 | 96 |
| Securities issued by states & political subdivisions | $14,902,000 | 2,221 |
| Other domestic debt securities | $303,273,000 | 133 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $262,539,000 | 69 |
| Other domestic debt securities - All other | $40,734,000 | 243 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $981,511,000 | 114 |
| Mortgage-backed securities | $2,222,282,000 | 95 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,234,522,000 | 90 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $629,052,000 | 85 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $37,110,000 | 218 |
| Other commercial mortgage-backed securities | $321,598,000 | 79 |
| Held to maturity securities (book value) | $1,251,747,000 | 83 |
| Available-for-sale securities (fair market value) | $1,429,667,000 | 174 |
| Total debt securities | $2,681,414,000 | 130 |
| 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 | $2,743,215,000 | 134 |
| U.S. Government securities | $2,425,576,000 | 111 |
| U.S. Treasury securities | $121,260,000 | 261 |
| U.S. Government agency obligations | $2,304,316,000 | 96 |
| Securities issued by states & political subdivisions | $15,033,000 | 2,214 |
| Other domestic debt securities | $302,606,000 | 132 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $262,671,000 | 59 |
| Other domestic debt securities - All other | $39,935,000 | 247 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $876,707,000 | 124 |
| Mortgage-backed securities | $2,269,275,000 | 95 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,253,458,000 | 91 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $647,785,000 | 88 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $37,531,000 | 214 |
| Other commercial mortgage-backed securities | $330,501,000 | 83 |
| Held to maturity securities (book value) | $510,879,000 | 152 |
| Available-for-sale securities (fair market value) | $2,232,336,000 | 130 |
| Total debt securities | $2,743,215,000 | 131 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $2,958,034,000 | 126 |
| U.S. Government securities | $2,901,440,000 | 101 |
| U.S. Treasury securities | $123,691,000 | 252 |
| U.S. Government agency obligations | $2,777,749,000 | 91 |
| Securities issued by states & political subdivisions | $15,165,000 | 2,271 |
| Other domestic debt securities | $41,429,000 | 441 |
| 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 | $41,429,000 | 245 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $667,996,000 | 157 |
| Mortgage-backed securities | $2,739,070,000 | 90 |
| Certificates of participation in pools of residential mortgages | $1,373,432,000 | 88 |
| Issued or guaranteed by U.S. | $1,373,432,000 | 88 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $713,666,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $713,666,000 | 85 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $651,972,000 | 87 |
| Commercial mortgage pass-through securities | $38,764,000 | 222 |
| Other commercial mortgage-backed securities | $613,208,000 | 65 |
| Held to maturity securities (book value) | $513,767,000 | 144 |
| Available-for-sale securities (fair market value) | $2,444,267,000 | 124 |
| Total debt securities | $2,958,034,000 | 125 |
| 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 | $3,138,525,000 | 127 |
| U.S. Government securities | $3,080,107,000 | 98 |
| U.S. Treasury securities | $125,008,000 | 222 |
| U.S. Government agency obligations | $2,955,099,000 | 90 |
| Securities issued by states & political subdivisions | $15,296,000 | 2,287 |
| Other domestic debt securities | $43,122,000 | 424 |
| 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 | $43,122,000 | 235 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $557,562,000 | 176 |
| Mortgage-backed securities | $2,914,028,000 | 92 |
| Certificates of participation in pools of residential mortgages | $1,496,540,000 | 87 |
| Issued or guaranteed by U.S. | $1,496,540,000 | 87 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $737,242,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $737,242,000 | 84 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $680,246,000 | 82 |
| Commercial mortgage pass-through securities | $41,872,000 | 211 |
| Other commercial mortgage-backed securities | $638,374,000 | 64 |
| Held to maturity securities (book value) | $517,150,000 | 128 |
| Available-for-sale securities (fair market value) | $2,621,375,000 | 119 |
| Total debt securities | $3,138,525,000 | 125 |
| 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 | $3,096,888,000 | 129 |
| U.S. Government securities | $3,050,283,000 | 100 |
| U.S. Treasury securities | $104,271,000 | 183 |
| U.S. Government agency obligations | $2,946,012,000 | 93 |
| Securities issued by states & political subdivisions | $15,427,000 | 2,320 |
| Other domestic debt securities | $31,178,000 | 512 |
| 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 | $31,178,000 | 298 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $584,478,000 | 166 |
| Mortgage-backed securities | $2,900,322,000 | 93 |
| Certificates of participation in pools of residential mortgages | $1,600,514,000 | 84 |
| Issued or guaranteed by U.S. | $1,600,514,000 | 84 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $589,886,000 | 107 |
| CMOs issued by government agencies or sponsored agencies | $589,886,000 | 95 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $709,922,000 | 81 |
| Commercial mortgage pass-through securities | $42,480,000 | 208 |
| Other commercial mortgage-backed securities | $667,442,000 | 63 |
| Held to maturity securities (book value) | $522,270,000 | 104 |
| Available-for-sale securities (fair market value) | $2,574,618,000 | 127 |
| Total debt securities | $3,096,888,000 | 128 |
| 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 | $3,072,701,000 | 129 |
| U.S. Government securities | $3,025,629,000 | 103 |
| U.S. Treasury securities | $84,867,000 | 168 |
| U.S. Government agency obligations | $2,940,762,000 | 93 |
| Securities issued by states & political subdivisions | $15,427,000 | 2,293 |
| Other domestic debt securities | $31,645,000 | 478 |
| 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 | $31,645,000 | 276 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $570,599,000 | 165 |
| Mortgage-backed securities | $2,893,490,000 | 94 |
| Certificates of participation in pools of residential mortgages | $1,548,993,000 | 84 |
| Issued or guaranteed by U.S. | $1,548,993,000 | 84 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $619,248,000 | 101 |
| CMOs issued by government agencies or sponsored agencies | $619,248,000 | 94 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $725,249,000 | 76 |
| Commercial mortgage pass-through securities | $44,168,000 | 200 |
| Other commercial mortgage-backed securities | $681,081,000 | 61 |
| Held to maturity securities (book value) | $491,871,000 | 101 |
| Available-for-sale securities (fair market value) | $2,580,830,000 | 125 |
| Total debt securities | $3,072,701,000 | 128 |
| 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 | $2,885,561,000 | 130 |
| U.S. Government securities | $2,838,265,000 | 109 |
| U.S. Treasury securities | $85,067,000 | 143 |
| U.S. Government agency obligations | $2,753,198,000 | 97 |
| Securities issued by states & political subdivisions | $15,427,000 | 2,261 |
| Other domestic debt securities | $31,869,000 | 455 |
| 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 | $31,869,000 | 266 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $581,378,000 | 164 |
| Mortgage-backed securities | $2,701,891,000 | 95 |
| Certificates of participation in pools of residential mortgages | $1,415,451,000 | 82 |
| Issued or guaranteed by U.S. | $1,415,451,000 | 82 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $662,298,000 | 92 |
| CMOs issued by government agencies or sponsored agencies | $662,298,000 | 87 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $624,142,000 | 84 |
| Commercial mortgage pass-through securities | $44,459,000 | 185 |
| Other commercial mortgage-backed securities | $579,683,000 | 66 |
| Held to maturity securities (book value) | $375,655,000 | 110 |
| Available-for-sale securities (fair market value) | $2,509,906,000 | 124 |
| Total debt securities | $2,885,561,000 | 129 |
| 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 | $2,600,303,000 | 130 |
| U.S. Government securities | $2,554,045,000 | 107 |
| U.S. Treasury securities | $4,908,000 | 827 |
| U.S. Government agency obligations | $2,549,137,000 | 96 |
| Securities issued by states & political subdivisions | $15,427,000 | 2,201 |
| Other domestic debt securities | $30,831,000 | 453 |
| 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 | $30,831,000 | 261 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $563,320,000 | 162 |
| Mortgage-backed securities | $2,496,398,000 | 96 |
| Certificates of participation in pools of residential mortgages | $1,215,466,000 | 88 |
| Issued or guaranteed by U.S. | $1,215,466,000 | 88 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $728,889,000 | 82 |
| CMOs issued by government agencies or sponsored agencies | $728,889,000 | 79 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $552,043,000 | 87 |
| Commercial mortgage pass-through securities | $29,982,000 | 221 |
| Other commercial mortgage-backed securities | $522,061,000 | 67 |
| Held to maturity securities (book value) | $295,046,000 | 118 |
| Available-for-sale securities (fair market value) | $2,305,257,000 | 124 |
| Total debt securities | $2,600,303,000 | 129 |
| 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 | $2,197,364,000 | 136 |
| U.S. Government securities | $2,138,828,000 | 109 |
| U.S. Treasury securities | $5,014,000 | 585 |
| U.S. Government agency obligations | $2,133,814,000 | 102 |
| Securities issued by states & political subdivisions | $27,185,000 | 1,558 |
| Other domestic debt securities | $31,351,000 | 413 |
| 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 | $31,351,000 | 238 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $545,595,000 | 166 |
| Mortgage-backed securities | $2,076,506,000 | 101 |
| Certificates of participation in pools of residential mortgages | $814,873,000 | 92 |
| Issued or guaranteed by U.S. | $814,873,000 | 92 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $877,603,000 | 75 |
| CMOs issued by government agencies or sponsored agencies | $877,603,000 | 71 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $384,030,000 | 106 |
| Commercial mortgage pass-through securities | $31,241,000 | 202 |
| Other commercial mortgage-backed securities | $352,789,000 | 83 |
| Held to maturity securities (book value) | $226,947,000 | 122 |
| Available-for-sale securities (fair market value) | $1,970,417,000 | 130 |
| Total debt securities | $2,197,364,000 | 135 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $1,881,516,000 | 142 |
| U.S. Government securities | $1,822,994,000 | 116 |
| U.S. Treasury securities | $5,039,000 | 572 |
| U.S. Government agency obligations | $1,817,955,000 | 107 |
| Securities issued by states & political subdivisions | $27,185,000 | 1,437 |
| Other domestic debt securities | $31,337,000 | 393 |
| 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 | $31,337,000 | 223 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $585,870,000 | 156 |
| Mortgage-backed securities | $1,759,406,000 | 107 |
| Certificates of participation in pools of residential mortgages | $668,187,000 | 108 |
| Issued or guaranteed by U.S. | $668,187,000 | 108 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $877,735,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $877,735,000 | 68 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $213,484,000 | 138 |
| Commercial mortgage pass-through securities | $14,128,000 | 333 |
| Other commercial mortgage-backed securities | $199,356,000 | 103 |
| Held to maturity securities (book value) | $133,858,000 | 153 |
| Available-for-sale securities (fair market value) | $1,747,658,000 | 133 |
| Total debt securities | $1,881,516,000 | 141 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $1,514,256,000 | 151 |
| U.S. Government securities | $1,454,022,000 | 130 |
| U.S. Treasury securities | $5,060,000 | 597 |
| U.S. Government agency obligations | $1,448,962,000 | 117 |
| Securities issued by states & political subdivisions | $28,827,000 | 1,295 |
| Other domestic debt securities | $31,407,000 | 381 |
| 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 | $31,407,000 | 222 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $540,277,000 | 165 |
| Mortgage-backed securities | $1,351,608,000 | 117 |
| Certificates of participation in pools of residential mortgages | $483,527,000 | 131 |
| Issued or guaranteed by U.S. | $483,527,000 | 129 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $671,762,000 | 85 |
| CMOs issued by government agencies or sponsored agencies | $671,762,000 | 80 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $196,319,000 | 139 |
| Commercial mortgage pass-through securities | $14,393,000 | 323 |
| Other commercial mortgage-backed securities | $181,926,000 | 103 |
| Held to maturity securities (book value) | $124,623,000 | 162 |
| Available-for-sale securities (fair market value) | $1,389,633,000 | 149 |
| Total debt securities | $1,514,256,000 | 150 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $1,474,897,000 | 148 |
| U.S. Government securities | $1,386,401,000 | 131 |
| U.S. Treasury securities | $5,088,000 | 591 |
| U.S. Government agency obligations | $1,381,313,000 | 123 |
| Securities issued by states & political subdivisions | $28,726,000 | 1,185 |
| Other domestic debt securities | $59,770,000 | 235 |
| 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 | $59,770,000 | 120 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $625,633,000 | 140 |
| Mortgage-backed securities | $1,276,108,000 | 122 |
| Certificates of participation in pools of residential mortgages | $384,463,000 | 148 |
| Issued or guaranteed by U.S. | $384,463,000 | 145 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $687,684,000 | 84 |
| CMOs issued by government agencies or sponsored agencies | $687,684,000 | 79 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $203,961,000 | 138 |
| Commercial mortgage pass-through securities | $14,759,000 | 305 |
| Other commercial mortgage-backed securities | $189,202,000 | 102 |
| Held to maturity securities (book value) | $134,656,000 | 157 |
| Available-for-sale securities (fair market value) | $1,340,241,000 | 150 |
| Total debt securities | $1,474,897,000 | 147 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $1,372,277,000 | 159 |
| U.S. Government securities | $1,283,624,000 | 138 |
| U.S. Treasury securities | $5,020,000 | 649 |
| U.S. Government agency obligations | $1,278,604,000 | 128 |
| Securities issued by states & political subdivisions | $28,597,000 | 1,152 |
| Other domestic debt securities | $60,056,000 | 231 |
| 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 | $60,056,000 | 114 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $625,850,000 | 130 |
| Mortgage-backed securities | $1,165,837,000 | 130 |
| Certificates of participation in pools of residential mortgages | $331,900,000 | 162 |
| Issued or guaranteed by U.S. | $331,900,000 | 162 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $656,710,000 | 89 |
| CMOs issued by government agencies or sponsored agencies | $656,710,000 | 84 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $177,227,000 | 143 |
| Commercial mortgage pass-through securities | $15,018,000 | 303 |
| Other commercial mortgage-backed securities | $162,209,000 | 109 |
| Held to maturity securities (book value) | $139,451,000 | 162 |
| Available-for-sale securities (fair market value) | $1,232,826,000 | 155 |
| Total debt securities | $1,372,277,000 | 157 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $1,343,452,000 | 160 |
| U.S. Government securities | $1,278,717,000 | 141 |
| U.S. Treasury securities | $5,018,000 | 658 |
| U.S. Government agency obligations | $1,273,699,000 | 132 |
| Securities issued by states & political subdivisions | $28,459,000 | 1,160 |
| Other domestic debt securities | $36,276,000 | 321 |
| 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 | $36,276,000 | 167 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $618,661,000 | 127 |
| Mortgage-backed securities | $1,152,009,000 | 134 |
| Certificates of participation in pools of residential mortgages | $294,037,000 | 169 |
| Issued or guaranteed by U.S. | $294,037,000 | 169 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $712,813,000 | 87 |
| CMOs issued by government agencies or sponsored agencies | $712,813,000 | 82 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $145,159,000 | 154 |
| Commercial mortgage pass-through securities | $16,061,000 | 298 |
| Other commercial mortgage-backed securities | $129,098,000 | 119 |
| Held to maturity securities (book value) | $132,704,000 | 179 |
| Available-for-sale securities (fair market value) | $1,210,748,000 | 160 |
| Total debt securities | $1,343,452,000 | 158 |
| 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 | $1,435,039,000 | 153 |
| U.S. Government securities | $1,355,722,000 | 135 |
| U.S. Treasury securities | $5,015,000 | 655 |
| U.S. Government agency obligations | $1,350,707,000 | 124 |
| Securities issued by states & political subdivisions | $28,166,000 | 1,189 |
| Other domestic debt securities | $51,151,000 | 233 |
| 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 | $51,151,000 | 123 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $699,274,000 | 119 |
| Mortgage-backed securities | $1,224,516,000 | 127 |
| Certificates of participation in pools of residential mortgages | $312,565,000 | 168 |
| Issued or guaranteed by U.S. | $312,565,000 | 168 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $757,045,000 | 81 |
| CMOs issued by government agencies or sponsored agencies | $757,045,000 | 77 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $154,906,000 | 147 |
| Commercial mortgage pass-through securities | $16,770,000 | 291 |
| Other commercial mortgage-backed securities | $138,136,000 | 113 |
| Held to maturity securities (book value) | $137,029,000 | 182 |
| Available-for-sale securities (fair market value) | $1,298,010,000 | 148 |
| Total debt securities | $1,435,039,000 | 152 |
| 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 | $1,488,466,000 | 146 |
| U.S. Government securities | $1,410,034,000 | 134 |
| U.S. Treasury securities | $4,972,000 | 683 |
| U.S. Government agency obligations | $1,405,062,000 | 124 |
| Securities issued by states & political subdivisions | $27,970,000 | 1,237 |
| Other domestic debt securities | $50,462,000 | 224 |
| 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 | $50,462,000 | 119 |
| 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 | $575,055,000 | 137 |
| Mortgage-backed securities | $1,269,190,000 | 121 |
| Certificates of participation in pools of residential mortgages | $324,409,000 | 164 |
| Issued or guaranteed by U.S. | $324,409,000 | 164 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $784,100,000 | 77 |
| CMOs issued by government agencies or sponsored agencies | $784,100,000 | 72 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $160,681,000 | 135 |
| Commercial mortgage pass-through securities | $17,529,000 | 284 |
| Other commercial mortgage-backed securities | $143,152,000 | 100 |
| Held to maturity securities (book value) | $140,203,000 | 189 |
| Available-for-sale securities (fair market value) | $1,348,263,000 | 142 |
| Total debt securities | $1,488,466,000 | 145 |
| 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 | $1,530,408,000 | 148 |
| U.S. Government securities | $1,457,640,000 | 129 |
| U.S. Treasury securities | $4,948,000 | 692 |
| U.S. Government agency obligations | $1,452,692,000 | 115 |
| Securities issued by states & political subdivisions | $23,636,000 | 1,448 |
| Other domestic debt securities | $49,132,000 | 223 |
| 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 | $49,132,000 | 124 |
| 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 | $638,131,000 | 131 |
| Mortgage-backed securities | $1,303,291,000 | 116 |
| Certificates of participation in pools of residential mortgages | $332,419,000 | 156 |
| Issued or guaranteed by U.S. | $332,419,000 | 156 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $805,208,000 | 77 |
| CMOs issued by government agencies or sponsored agencies | $805,208,000 | 72 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $165,664,000 | 129 |
| Commercial mortgage pass-through securities | $17,706,000 | 273 |
| Other commercial mortgage-backed securities | $147,958,000 | 96 |
| Held to maturity securities (book value) | $141,875,000 | 199 |
| Available-for-sale securities (fair market value) | $1,388,533,000 | 143 |
| Total debt securities | $1,530,408,000 | 147 |
| 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 | $1,490,069,000 | 149 |
| U.S. Government securities | $1,421,602,000 | 123 |
| U.S. Treasury securities | $4,900,000 | 680 |
| U.S. Government agency obligations | $1,416,702,000 | 112 |
| Securities issued by states & political subdivisions | $19,084,000 | 1,716 |
| Other domestic debt securities | $49,383,000 | 218 |
| 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 | $49,383,000 | 126 |
| 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 | $680,642,000 | 125 |
| Mortgage-backed securities | $1,262,533,000 | 117 |
| Certificates of participation in pools of residential mortgages | $342,990,000 | 150 |
| Issued or guaranteed by U.S. | $342,990,000 | 149 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $751,857,000 | 78 |
| CMOs issued by government agencies or sponsored agencies | $751,857,000 | 74 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $167,686,000 | 125 |
| Commercial mortgage pass-through securities | $18,218,000 | 261 |
| Other commercial mortgage-backed securities | $149,468,000 | 93 |
| Held to maturity securities (book value) | $102,498,000 | 236 |
| Available-for-sale securities (fair market value) | $1,387,571,000 | 139 |
| Total debt securities | $1,490,069,000 | 147 |
| 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 | $1,472,158,000 | 147 |
| U.S. Government securities | $1,416,395,000 | 120 |
| U.S. Treasury securities | $4,922,000 | 637 |
| U.S. Government agency obligations | $1,411,473,000 | 111 |
| Securities issued by states & political subdivisions | $15,427,000 | 2,045 |
| Other domestic debt securities | $40,336,000 | 268 |
| 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 | $40,336,000 | 150 |
| 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 | $669,340,000 | 122 |
| Mortgage-backed securities | $1,252,288,000 | 118 |
| Certificates of participation in pools of residential mortgages | $341,179,000 | 156 |
| Issued or guaranteed by U.S. | $341,179,000 | 155 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $736,302,000 | 78 |
| CMOs issued by government agencies or sponsored agencies | $736,302,000 | 75 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $174,807,000 | 120 |
| Commercial mortgage pass-through securities | $18,760,000 | 244 |
| Other commercial mortgage-backed securities | $156,047,000 | 90 |
| Held to maturity securities (book value) | $62,630,000 | 321 |
| Available-for-sale securities (fair market value) | $1,409,528,000 | 137 |
| Total debt securities | $1,472,158,000 | 145 |
| 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 | $1,461,940,000 | 149 |
| U.S. Government securities | $1,446,513,000 | 117 |
| U.S. Treasury securities | $4,944,000 | 612 |
| U.S. Government agency obligations | $1,441,569,000 | 108 |
| Securities issued by states & political subdivisions | $15,427,000 | 2,085 |
| 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 | $680,245,000 | 122 |
| Mortgage-backed securities | $1,267,685,000 | 115 |
| Certificates of participation in pools of residential mortgages | $357,096,000 | 156 |
| Issued or guaranteed by U.S. | $357,096,000 | 154 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $739,048,000 | 77 |
| CMOs issued by government agencies or sponsored agencies | $739,048,000 | 72 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $171,541,000 | 111 |
| Commercial mortgage pass-through securities | $6,995,000 | 362 |
| Other commercial mortgage-backed securities | $164,546,000 | 84 |
| Held to maturity securities (book value) | $43,450,000 | 410 |
| Available-for-sale securities (fair market value) | $1,418,490,000 | 131 |
| Total debt securities | $1,461,940,000 | 147 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $1,445,713,000 | 144 |
| U.S. Government securities | $1,430,286,000 | 114 |
| U.S. Treasury securities | $4,997,000 | 568 |
| U.S. Government agency obligations | $1,425,289,000 | 108 |
| Securities issued by states & political subdivisions | $15,427,000 | 2,150 |
| 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 | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $576,465,000 | 139 |
| Mortgage-backed securities | $1,245,988,000 | 108 |
| Certificates of participation in pools of residential mortgages | $375,632,000 | 147 |
| Issued or guaranteed by U.S. | $375,632,000 | 145 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $690,555,000 | 77 |
| CMOs issued by government agencies or sponsored agencies | $690,555,000 | 71 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $179,801,000 | 106 |
| Commercial mortgage pass-through securities | $7,960,000 | 341 |
| Other commercial mortgage-backed securities | $171,841,000 | 79 |
| Held to maturity securities (book value) | $44,515,000 | 410 |
| Available-for-sale securities (fair market value) | $1,401,198,000 | 131 |
| Total debt securities | $1,445,713,000 | 142 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $1,320,110,000 | 152 |
| U.S. Government securities | $1,304,683,000 | 120 |
| U.S. Treasury securities | $5,048,000 | 535 |
| U.S. Government agency obligations | $1,299,635,000 | 113 |
| Securities issued by states & political subdivisions | $15,427,000 | 2,174 |
| 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 | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $484,987,000 | 172 |
| Mortgage-backed securities | $1,122,565,000 | 119 |
| Certificates of participation in pools of residential mortgages | $308,435,000 | 166 |
| Issued or guaranteed by U.S. | $308,435,000 | 164 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $625,223,000 | 82 |
| CMOs issued by government agencies or sponsored agencies | $625,223,000 | 77 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $188,907,000 | 94 |
| Commercial mortgage pass-through securities | $9,553,000 | 306 |
| Other commercial mortgage-backed securities | $179,354,000 | 70 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $1,320,110,000 | 129 |
| Total debt securities | $1,320,110,000 | 150 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $1,302,886,000 | 157 |
| U.S. Government securities | $1,287,459,000 | 122 |
| U.S. Treasury securities | $5,056,000 | 547 |
| U.S. Government agency obligations | $1,282,403,000 | 115 |
| Securities issued by states & political subdivisions | $15,427,000 | 2,194 |
| 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 | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $432,056,000 | 183 |
| Mortgage-backed securities | $1,100,876,000 | 122 |
| Certificates of participation in pools of residential mortgages | $308,824,000 | 165 |
| Issued or guaranteed by U.S. | $308,824,000 | 163 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $598,977,000 | 85 |
| CMOs issued by government agencies or sponsored agencies | $598,977,000 | 82 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $193,075,000 | 91 |
| Commercial mortgage pass-through securities | $9,616,000 | 303 |
| Other commercial mortgage-backed securities | $183,459,000 | 68 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $1,302,886,000 | 135 |
| Total debt securities | $1,302,886,000 | 155 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $1,228,922,000 | 164 |
| U.S. Government securities | $1,213,495,000 | 128 |
| U.S. Treasury securities | $5,044,000 | 579 |
| U.S. Government agency obligations | $1,208,451,000 | 121 |
| Securities issued by states & political subdivisions | $15,427,000 | 2,199 |
| 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 | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $412,786,000 | 187 |
| Mortgage-backed securities | $1,025,138,000 | 127 |
| Certificates of participation in pools of residential mortgages | $282,386,000 | 181 |
| Issued or guaranteed by U.S. | $282,386,000 | 179 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $555,522,000 | 85 |
| CMOs issued by government agencies or sponsored agencies | $555,522,000 | 84 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $187,230,000 | 90 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $187,230,000 | 66 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $1,228,922,000 | 137 |
| Total debt securities | $1,228,922,000 | 163 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $1,105,182,000 | 168 |
| U.S. Government securities | $1,089,755,000 | 133 |
| U.S. Treasury securities | $5,040,000 | 570 |
| U.S. Government agency obligations | $1,084,715,000 | 122 |
| Securities issued by states & political subdivisions | $15,427,000 | 2,218 |
| 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 | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $392,015,000 | 191 |
| Mortgage-backed securities | $897,474,000 | 136 |
| Certificates of participation in pools of residential mortgages | $254,978,000 | 194 |
| Issued or guaranteed by U.S. | $254,978,000 | 192 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $468,671,000 | 94 |
| CMOs issued by government agencies or sponsored agencies | $468,671,000 | 90 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $173,825,000 | 94 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $173,825,000 | 69 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $1,105,182,000 | 143 |
| Total debt securities | $1,105,182,000 | 167 |
| 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 | $996,984,000 | 180 |
| U.S. Government securities | $996,984,000 | 139 |
| U.S. Treasury securities | $5,186,000 | 499 |
| U.S. Government agency obligations | $991,798,000 | 132 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| 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 | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $454,723,000 | 160 |
| Mortgage-backed securities | $807,612,000 | 146 |
| Certificates of participation in pools of residential mortgages | $221,492,000 | 213 |
| Issued or guaranteed by U.S. | $221,492,000 | 212 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $407,102,000 | 112 |
| CMOs issued by government agencies or sponsored agencies | $407,102,000 | 102 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $179,018,000 | 88 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $179,018,000 | 68 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $996,984,000 | 148 |
| Total debt securities | $996,984,000 | 177 |
| 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 | $894,021,000 | 200 |
| U.S. Government securities | $894,021,000 | 151 |
| U.S. Treasury securities | $5,230,000 | 508 |
| U.S. Government agency obligations | $888,791,000 | 145 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| 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 | $365,668,000 | 201 |
| Mortgage-backed securities | $695,862,000 | 159 |
| Certificates of participation in pools of residential mortgages | $199,721,000 | 235 |
| Issued or guaranteed by U.S. | $199,721,000 | 234 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $312,526,000 | 130 |
| CMOs issued by government agencies or sponsored agencies | $312,526,000 | 120 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $183,615,000 | 89 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $183,615,000 | 66 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $894,021,000 | 169 |
| Total debt securities | $894,021,000 | 195 |
| 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 | $906,295,000 | 199 |
| U.S. Government securities | $906,295,000 | 151 |
| U.S. Treasury securities | $5,181,000 | 518 |
| U.S. Government agency obligations | $901,114,000 | 147 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| 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 | $389,841,000 | 193 |
| Mortgage-backed securities | $687,598,000 | 162 |
| Certificates of participation in pools of residential mortgages | $221,220,000 | 214 |
| Issued or guaranteed by U.S. | $221,220,000 | 213 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $305,463,000 | 136 |
| CMOs issued by government agencies or sponsored agencies | $305,463,000 | 126 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $160,915,000 | 88 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $160,915,000 | 64 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $906,295,000 | 166 |
| Total debt securities | $906,295,000 | 194 |
| 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 | $820,648,000 | 208 |
| U.S. Government securities | $820,648,000 | 159 |
| U.S. Treasury securities | $5,042,000 | 560 |
| U.S. Government agency obligations | $815,606,000 | 153 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| 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 | $360,947,000 | 208 |
| Mortgage-backed securities | $607,689,000 | 171 |
| Certificates of participation in pools of residential mortgages | $227,732,000 | 202 |
| Issued or guaranteed by U.S. | $227,732,000 | 201 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $263,117,000 | 146 |
| CMOs issued by government agencies or sponsored agencies | $263,117,000 | 134 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $116,840,000 | 90 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $116,840,000 | 73 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $820,648,000 | 174 |
| Total debt securities | $820,648,000 | 205 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 205 |
| Fair value | $10,022,000 | 206 |
| 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 | $785,837,000 | 217 |
| U.S. Government securities | $785,837,000 | 159 |
| U.S. Treasury securities | $5,126,000 | 516 |
| U.S. Government agency obligations | $780,711,000 | 156 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| 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 | $385,109,000 | 192 |
| Mortgage-backed securities | $574,719,000 | 177 |
| Certificates of participation in pools of residential mortgages | $243,840,000 | 188 |
| Issued or guaranteed by U.S. | $243,840,000 | 187 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $225,312,000 | 161 |
| CMOs issued by government agencies or sponsored agencies | $225,312,000 | 151 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $105,567,000 | 88 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $105,567,000 | 73 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $785,837,000 | 180 |
| Total debt securities | $785,837,000 | 212 |
| Structured notes | ||
| Amortized cost | $29,979,000 | 86 |
| Fair value | $30,026,000 | 84 |
| 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 | $693,520,000 | 239 |
| U.S. Government securities | $693,520,000 | 186 |
| U.S. Treasury securities | $5,045,000 | 538 |
| U.S. Government agency obligations | $688,475,000 | 182 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| 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 | $346,732,000 | 213 |
| Mortgage-backed securities | $525,061,000 | 190 |
| Certificates of participation in pools of residential mortgages | $200,132,000 | 227 |
| Issued or guaranteed by U.S. | $200,132,000 | 225 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $224,808,000 | 168 |
| CMOs issued by government agencies or sponsored agencies | $224,808,000 | 160 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $100,121,000 | 90 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $100,121,000 | 72 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $693,520,000 | 203 |
| Total debt securities | $693,520,000 | 232 |
| Structured notes | ||
| Amortized cost | $33,077,000 | 87 |
| Fair value | $32,894,000 | 87 |
| 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 | $590,648,000 | 270 |
| U.S. Government securities | $590,648,000 | 205 |
| U.S. Treasury securities | $5,122,000 | 527 |
| U.S. Government agency obligations | $585,526,000 | 204 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| 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 | $316,702,000 | 229 |
| Mortgage-backed securities | $450,421,000 | 212 |
| Certificates of participation in pools of residential mortgages | $152,252,000 | 295 |
| Issued or guaranteed by U.S. | $152,252,000 | 293 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $212,014,000 | 173 |
| CMOs issued by government agencies or sponsored agencies | $212,014,000 | 164 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $86,155,000 | 96 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $86,155,000 | 75 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $590,648,000 | 234 |
| Total debt securities | $590,648,000 | 265 |
| Structured notes | ||
| Amortized cost | $29,971,000 | 109 |
| Fair value | $29,992,000 | 111 |
| 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 | $550,394,000 | 279 |
| U.S. Government securities | $550,394,000 | 218 |
| U.S. Treasury securities | $5,035,000 | 551 |
| U.S. Government agency obligations | $545,359,000 | 215 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| 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 | $318,857,000 | 229 |
| Mortgage-backed securities | $430,834,000 | 220 |
| Certificates of participation in pools of residential mortgages | $144,834,000 | 306 |
| Issued or guaranteed by U.S. | $144,834,000 | 304 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $200,289,000 | 184 |
| CMOs issued by government agencies or sponsored agencies | $200,289,000 | 173 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $85,711,000 | 93 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $85,711,000 | 73 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $550,394,000 | 242 |
| Total debt securities | $550,394,000 | 271 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 346 |
| Fair value | $10,000,000 | 348 |
| 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 | $531,603,000 | 284 |
| U.S. Government securities | $531,603,000 | 219 |
| U.S. Treasury securities | $4,957,000 | 557 |
| U.S. Government agency obligations | $526,646,000 | 217 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| 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 | $284,449,000 | 256 |
| Mortgage-backed securities | $425,307,000 | 215 |
| Certificates of participation in pools of residential mortgages | $130,795,000 | 337 |
| Issued or guaranteed by U.S. | $130,795,000 | 335 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $209,098,000 | 183 |
| CMOs issued by government agencies or sponsored agencies | $209,098,000 | 172 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $85,414,000 | 88 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $85,414,000 | 71 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $531,603,000 | 249 |
| Total debt securities | $531,603,000 | 277 |
| Structured notes | ||
| Amortized cost | $19,550,000 | 197 |
| Fair value | $19,559,000 | 192 |
| 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 | $549,321,000 | 276 |
| U.S. Government securities | $549,321,000 | 211 |
| U.S. Treasury securities | $4,980,000 | 514 |
| U.S. Government agency obligations | $544,341,000 | 211 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| 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 | $269,632,000 | 270 |
| Mortgage-backed securities | $447,292,000 | 212 |
| Certificates of participation in pools of residential mortgages | $139,120,000 | 323 |
| Issued or guaranteed by U.S. | $139,120,000 | 321 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $221,861,000 | 179 |
| CMOs issued by government agencies or sponsored agencies | $221,861,000 | 167 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $86,311,000 | 88 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $86,311,000 | 69 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $549,321,000 | 240 |
| Total debt securities | $549,321,000 | 271 |
| Structured notes | ||
| Amortized cost | $19,548,000 | 217 |
| Fair value | $19,596,000 | 213 |
| 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 | $517,534,000 | 292 |
| U.S. Government securities | $517,534,000 | 220 |
| U.S. Treasury securities | $4,905,000 | 478 |
| U.S. Government agency obligations | $512,629,000 | 219 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| 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 | $266,757,000 | 270 |
| Mortgage-backed securities | $431,014,000 | 214 |
| Certificates of participation in pools of residential mortgages | $144,810,000 | 308 |
| Issued or guaranteed by U.S. | $144,810,000 | 306 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $200,672,000 | 191 |
| CMOs issued by government agencies or sponsored agencies | $200,672,000 | 179 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $85,532,000 | 83 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $85,532,000 | 65 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $517,534,000 | 252 |
| Total debt securities | $517,534,000 | 283 |
| Structured notes | ||
| Amortized cost | $19,547,000 | 232 |
| Fair value | $19,608,000 | 225 |
| 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 | $529,007,000 | 284 |
| U.S. Government securities | $450,417,000 | 246 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $450,417,000 | 238 |
| Securities issued by states & political subdivisions | $78,590,000 | 398 |
| 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 | $274,259,000 | 259 |
| Mortgage-backed securities | $369,444,000 | 240 |
| Certificates of participation in pools of residential mortgages | $130,151,000 | 336 |
| Issued or guaranteed by U.S. | $130,151,000 | 335 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $168,829,000 | 210 |
| CMOs issued by government agencies or sponsored agencies | $168,829,000 | 195 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $70,464,000 | 93 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $70,464,000 | 70 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $529,007,000 | 244 |
| Total debt securities | $529,007,000 | 278 |
| Structured notes | ||
| Amortized cost | $19,546,000 | 235 |
| Fair value | $19,524,000 | 222 |
| 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 | $535,264,000 | 287 |
| U.S. Government securities | $456,242,000 | 247 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $456,242,000 | 242 |
| Securities issued by states & political subdivisions | $79,022,000 | 397 |
| 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 | $279,247,000 | 255 |
| Mortgage-backed securities | $357,977,000 | 243 |
| Certificates of participation in pools of residential mortgages | $126,186,000 | 353 |
| Issued or guaranteed by U.S. | $126,186,000 | 352 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $180,157,000 | 205 |
| CMOs issued by government agencies or sponsored agencies | $180,157,000 | 190 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $51,634,000 | 108 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $51,634,000 | 78 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $535,264,000 | 244 |
| Total debt securities | $535,264,000 | 280 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $560,172,000 | 273 |
| U.S. Government securities | $481,108,000 | 240 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $481,108,000 | 236 |
| Securities issued by states & political subdivisions | $79,064,000 | 393 |
| 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 | $273,973,000 | 248 |
| Mortgage-backed securities | $382,044,000 | 237 |
| Certificates of participation in pools of residential mortgages | $136,295,000 | 334 |
| Issued or guaranteed by U.S. | $136,295,000 | 333 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $193,726,000 | 195 |
| CMOs issued by government agencies or sponsored agencies | $193,726,000 | 180 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $52,023,000 | 102 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $52,023,000 | 71 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $560,172,000 | 241 |
| Total debt securities | $560,172,000 | 267 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $659,400,000 | 234 |
| U.S. Government securities | $577,299,000 | 200 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $577,299,000 | 194 |
| Securities issued by states & political subdivisions | $82,101,000 | 374 |
| 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 | $287,594,000 | 241 |
| Mortgage-backed securities | $409,339,000 | 224 |
| Certificates of participation in pools of residential mortgages | $150,957,000 | 310 |
| Issued or guaranteed by U.S. | $150,957,000 | 308 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $203,169,000 | 193 |
| CMOs issued by government agencies or sponsored agencies | $203,169,000 | 178 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $55,213,000 | 87 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $55,213,000 | 62 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $659,400,000 | 212 |
| Total debt securities | $659,400,000 | 227 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $671,358,000 | 227 |
| U.S. Government securities | $588,874,000 | 192 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $588,874,000 | 188 |
| Securities issued by states & political subdivisions | $82,484,000 | 354 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| 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 | $287,242,000 | 247 |
| Mortgage-backed securities | $417,383,000 | 218 |
| Certificates of participation in pools of residential mortgages | $164,448,000 | 280 |
| Issued or guaranteed by U.S. | $164,448,000 | 278 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $197,568,000 | 198 |
| CMOs issued by government agencies or sponsored agencies | $197,568,000 | 186 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $55,367,000 | 78 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $55,367,000 | 57 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $671,358,000 | 202 |
| Total debt securities | $671,358,000 | 221 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $664,051,000 | 233 |
| U.S. Government securities | $581,203,000 | 196 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $581,203,000 | 191 |
| Securities issued by states & political subdivisions | $82,848,000 | 333 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| 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 | $299,928,000 | 233 |
| Mortgage-backed securities | $364,620,000 | 258 |
| Certificates of participation in pools of residential mortgages | $179,216,000 | 276 |
| Issued or guaranteed by U.S. | $179,216,000 | 274 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $157,418,000 | 246 |
| CMOs issued by government agencies or sponsored agencies | $157,418,000 | 230 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $27,986,000 | 108 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $27,986,000 | 74 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $664,051,000 | 204 |
| Total debt securities | $664,051,000 | 228 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 432 |
| Fair value | $10,027,000 | 438 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $639,112,000 | 246 |
| U.S. Government securities | $557,117,000 | 207 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $557,117,000 | 203 |
| Securities issued by states & political subdivisions | $81,995,000 | 328 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| 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 | $312,199,000 | 223 |
| Mortgage-backed securities | $345,669,000 | 276 |
| Certificates of participation in pools of residential mortgages | $191,224,000 | 257 |
| Issued or guaranteed by U.S. | $191,224,000 | 255 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $154,445,000 | 252 |
| CMOs issued by government agencies or sponsored agencies | $154,445,000 | 233 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $639,112,000 | 218 |
| Total debt securities | $639,112,000 | 241 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 495 |
| Fair value | $10,048,000 | 494 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $631,063,000 | 251 |
| U.S. Government securities | $569,126,000 | 213 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $569,126,000 | 211 |
| Securities issued by states & political subdivisions | $61,937,000 | 447 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| 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 | $315,404,000 | 228 |
| Mortgage-backed securities | $358,586,000 | 269 |
| Certificates of participation in pools of residential mortgages | $203,399,000 | 251 |
| Issued or guaranteed by U.S. | $203,399,000 | 249 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $155,187,000 | 260 |
| CMOs issued by government agencies or sponsored agencies | $155,187,000 | 241 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $631,063,000 | 220 |
| Total debt securities | $631,063,000 | 246 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 580 |
| Fair value | $10,041,000 | 580 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $624,331,000 | 252 |
| U.S. Government securities | $565,592,000 | 204 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $565,592,000 | 201 |
| Securities issued by states & political subdivisions | $58,739,000 | 485 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $344,865,000 | 270 |
| Certificates of participation in pools of residential mortgages | $216,406,000 | 225 |
| Issued or guaranteed by U.S. | $216,406,000 | 223 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $128,459,000 | 307 |
| CMOs issued by government agencies or sponsored agencies | $128,459,000 | 267 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $624,331,000 | 219 |
| Total debt securities | $624,331,000 | 249 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $571,045,000 | 263 |
| U.S. Government securities | $518,702,000 | 216 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $518,702,000 | 211 |
| Securities issued by states & political subdivisions | $52,343,000 | 518 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $320,853,000 | 273 |
| Certificates of participation in pools of residential mortgages | $184,229,000 | 254 |
| Issued or guaranteed by U.S. | $184,229,000 | 251 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $136,624,000 | 274 |
| CMOs issued by government agencies or sponsored agencies | $136,624,000 | 240 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $571,045,000 | 233 |
| Total debt securities | $571,045,000 | 258 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $711,347,000 | 220 |
| U.S. Government securities | $669,335,000 | 176 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $669,335,000 | 172 |
| Securities issued by states & political subdivisions | $42,012,000 | 643 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $376,379,000 | 231 |
| Certificates of participation in pools of residential mortgages | $194,432,000 | 238 |
| Issued or guaranteed by U.S. | $194,432,000 | 235 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $181,947,000 | 218 |
| CMOs issued by government agencies or sponsored agencies | $181,947,000 | 187 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $711,347,000 | 190 |
| Total debt securities | $711,347,000 | 217 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $670,949,000 | 225 |
| U.S. Government securities | $627,927,000 | 186 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $627,927,000 | 180 |
| Securities issued by states & political subdivisions | $43,022,000 | 607 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $342,605,000 | 251 |
| Certificates of participation in pools of residential mortgages | $204,233,000 | 229 |
| Issued or guaranteed by U.S. | $204,233,000 | 227 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $138,372,000 | 261 |
| CMOs issued by government agencies or sponsored agencies | $138,372,000 | 223 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $670,949,000 | 198 |
| Total debt securities | $670,949,000 | 221 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $678,152,000 | 218 |
| U.S. Government securities | $635,867,000 | 176 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $635,867,000 | 169 |
| Securities issued by states & political subdivisions | $42,285,000 | 590 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $319,971,000 | 259 |
| Certificates of participation in pools of residential mortgages | $191,765,000 | 229 |
| Issued or guaranteed by U.S. | $191,765,000 | 227 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $128,206,000 | 280 |
| CMOs issued by government agencies or sponsored agencies | $128,206,000 | 231 |
| Privately issued | $0 | 1,350 |
| 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) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $678,152,000 | 190 |
| Total debt securities | $678,152,000 | 216 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $570,262,000 | 243 |
| U.S. Government securities | $542,805,000 | 193 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $542,805,000 | 187 |
| Securities issued by states & political subdivisions | $27,457,000 | 993 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $276,330,000 | 272 |
| Certificates of participation in pools of residential mortgages | $209,377,000 | 204 |
| Issued or guaranteed by U.S. | $209,377,000 | 202 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $66,953,000 | 437 |
| CMOs issued by government agencies or sponsored agencies | $66,953,000 | 367 |
| Privately issued | $0 | 1,417 |
| 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) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $570,262,000 | 208 |
| Total debt securities | $570,262,000 | 240 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $623,965,000 | 219 |
| U.S. Government securities | $610,974,000 | 176 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $610,974,000 | 171 |
| Securities issued by states & political subdivisions | $12,991,000 | 1,894 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $302,796,000 | 241 |
| Certificates of participation in pools of residential mortgages | $227,531,000 | 185 |
| Issued or guaranteed by U.S. | $227,531,000 | 184 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $75,265,000 | 393 |
| CMOs issued by government agencies or sponsored agencies | $75,265,000 | 318 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $623,965,000 | 191 |
| Total debt securities | $623,965,000 | 216 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $584,485,000 | 228 |
| U.S. Government securities | $583,161,000 | 182 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $583,161,000 | 175 |
| Securities issued by states & political subdivisions | $1,324,000 | 4,637 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $306,631,000 | 249 |
| Certificates of participation in pools of residential mortgages | $219,292,000 | 201 |
| Issued or guaranteed by U.S. | $219,292,000 | 199 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $87,339,000 | 358 |
| CMOs issued by government agencies or sponsored agencies | $87,339,000 | 289 |
| Privately issued | $0 | 1,481 |
| 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) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $584,485,000 | 196 |
| Total debt securities | $584,485,000 | 224 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $432,881,000 | 304 |
| U.S. Government securities | $431,565,000 | 224 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $431,565,000 | 215 |
| Securities issued by states & political subdivisions | $1,316,000 | 4,674 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $327,521,000 | 239 |
| Certificates of participation in pools of residential mortgages | $230,910,000 | 197 |
| Issued or guaranteed by U.S. | $230,910,000 | 196 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $96,611,000 | 319 |
| CMOs issued by government agencies or sponsored agencies | $96,611,000 | 247 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $432,881,000 | 265 |
| Total debt securities | $432,881,000 | 299 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $623,104,000 | 217 |
| U.S. Government securities | $415,870,000 | 228 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $415,870,000 | 223 |
| Securities issued by states & political subdivisions | $6,312,000 | 2,919 |
| Other domestic debt securities | $200,922,000 | 123 |
| Privately issued residential mortgage-backed securities | $200,922,000 | 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 | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $552,958,000 | 163 |
| Certificates of participation in pools of residential mortgages | $247,222,000 | 191 |
| Issued or guaranteed by U.S. | $247,222,000 | 188 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $305,736,000 | 135 |
| CMOs issued by government agencies or sponsored agencies | $104,814,000 | 226 |
| Privately issued | $200,922,000 | 67 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $623,104,000 | 187 |
| Total debt securities | $623,104,000 | 209 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $621,740,000 | 221 |
| U.S. Government securities | $380,452,000 | 245 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $380,452,000 | 237 |
| Securities issued by states & political subdivisions | $6,273,000 | 2,897 |
| Other domestic debt securities | $235,015,000 | 118 |
| Privately issued residential mortgage-backed securities | $235,015,000 | 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 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $581,616,000 | 155 |
| Certificates of participation in pools of residential mortgages | $258,143,000 | 186 |
| Issued or guaranteed by U.S. | $258,143,000 | 183 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $323,473,000 | 127 |
| CMOs issued by government agencies or sponsored agencies | $88,458,000 | 239 |
| Privately issued | $235,015,000 | 61 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $621,740,000 | 191 |
| Total debt securities | $621,740,000 | 210 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $600,269,000 | 238 |
| U.S. Government securities | $326,374,000 | 288 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $326,374,000 | 281 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $273,895,000 | 108 |
| Privately issued residential mortgage-backed securities | $273,895,000 | 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 | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $600,269,000 | 156 |
| Certificates of participation in pools of residential mortgages | $265,307,000 | 189 |
| Issued or guaranteed by U.S. | $265,307,000 | 186 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $334,962,000 | 126 |
| CMOs issued by government agencies or sponsored agencies | $61,067,000 | 304 |
| Privately issued | $273,895,000 | 63 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $600,269,000 | 205 |
| Total debt securities | $600,269,000 | 231 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $657,717,000 | 214 |
| U.S. Government securities | $365,407,000 | 260 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $365,407,000 | 253 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $292,310,000 | 99 |
| Privately issued residential mortgage-backed securities | $292,310,000 | 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 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $597,717,000 | 152 |
| Certificates of participation in pools of residential mortgages | $256,207,000 | 197 |
| Issued or guaranteed by U.S. | $256,207,000 | 191 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $341,510,000 | 115 |
| CMOs issued by government agencies or sponsored agencies | $49,200,000 | 341 |
| Privately issued | $292,310,000 | 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) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $657,717,000 | 182 |
| Total debt securities | $657,717,000 | 207 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $766,045,000 | 180 |
| U.S. Government securities | $403,982,000 | 223 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $403,982,000 | 219 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $362,063,000 | 82 |
| Privately issued residential mortgage-backed securities | $362,063,000 | 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 | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $611,796,000 | 140 |
| Certificates of participation in pools of residential mortgages | $218,305,000 | 206 |
| Issued or guaranteed by U.S. | $218,305,000 | 202 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $393,491,000 | 100 |
| CMOs issued by government agencies or sponsored agencies | $31,428,000 | 439 |
| Privately issued | $362,063,000 | 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) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $766,045,000 | 157 |
| Total debt securities | $766,045,000 | 177 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $887,162,000 | 169 |
| U.S. Government securities | $506,835,000 | 191 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $506,835,000 | 191 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $380,327,000 | 87 |
| Privately issued residential mortgage-backed securities | $380,327,000 | 62 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $636,236,000 | 140 |
| Certificates of participation in pools of residential mortgages | $223,614,000 | 204 |
| Issued or guaranteed by U.S. | $223,614,000 | 199 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $412,622,000 | 101 |
| CMOs issued by government agencies or sponsored agencies | $32,295,000 | 427 |
| Privately issued | $380,327,000 | 56 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $887,162,000 | 145 |
| Total debt securities | $887,162,000 | 163 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $2,086,037,000 | 100 |
| U.S. Government securities | $1,542,165,000 | 87 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,542,165,000 | 87 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $543,872,000 | 70 |
| Privately issued residential mortgage-backed securities | $543,872,000 | 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 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,020,692,000 | 68 |
| Certificates of participation in pools of residential mortgages | $707,484,000 | 87 |
| Issued or guaranteed by U.S. | $705,793,000 | 84 |
| Privately issued | $1,691,000 | 108 |
| Collaterized mortgage obligations | $1,313,208,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $771,027,000 | 39 |
| Privately issued | $542,181,000 | 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) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $2,086,037,000 | 84 |
| Total debt securities | $2,086,037,000 | 98 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $2,140,772,000 | 95 |
| U.S. Government securities | $1,594,017,000 | 84 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,594,017,000 | 83 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $546,755,000 | 69 |
| Privately issued residential mortgage-backed securities | $546,755,000 | 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 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,080,744,000 | 63 |
| Certificates of participation in pools of residential mortgages | $740,896,000 | 80 |
| Issued or guaranteed by U.S. | $739,090,000 | 76 |
| Privately issued | $1,806,000 | 101 |
| Collaterized mortgage obligations | $1,339,848,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $794,899,000 | 39 |
| Privately issued | $544,949,000 | 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) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $2,140,772,000 | 77 |
| Total debt securities | $2,140,772,000 | 95 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $2,160,841,000 | 97 |
| U.S. Government securities | $1,662,625,000 | 79 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,662,625,000 | 78 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $498,216,000 | 74 |
| Privately issued residential mortgage-backed securities | $498,216,000 | 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 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,991,102,000 | 67 |
| Certificates of participation in pools of residential mortgages | $766,561,000 | 77 |
| Issued or guaranteed by U.S. | $764,698,000 | 72 |
| Privately issued | $1,863,000 | 100 |
| Collaterized mortgage obligations | $1,224,541,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $728,188,000 | 41 |
| Privately issued | $496,353,000 | 48 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $2,160,841,000 | 81 |
| Total debt securities | $2,160,841,000 | 96 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $2,301,360,000 | 93 |
| U.S. Government securities | $1,804,767,000 | 82 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,804,767,000 | 81 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $496,593,000 | 73 |
| Privately issued residential mortgage-backed securities | $496,593,000 | 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 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,057,088,000 | 71 |
| Certificates of participation in pools of residential mortgages | $804,605,000 | 80 |
| Issued or guaranteed by U.S. | $802,658,000 | 76 |
| Privately issued | $1,947,000 | 105 |
| Collaterized mortgage obligations | $1,252,483,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $757,837,000 | 47 |
| Privately issued | $494,646,000 | 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) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $2,301,360,000 | 81 |
| Total debt securities | $2,301,360,000 | 90 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $2,405,250,000 | 90 |
| U.S. Government securities | $1,895,113,000 | 78 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,895,113,000 | 77 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $510,137,000 | 71 |
| Privately issued residential mortgage-backed securities | $510,137,000 | 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 | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,180,782,000 | 65 |
| Certificates of participation in pools of residential mortgages | $865,041,000 | 76 |
| Issued or guaranteed by U.S. | $862,919,000 | 74 |
| Privately issued | $2,122,000 | 106 |
| Collaterized mortgage obligations | $1,315,741,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $807,726,000 | 42 |
| Privately issued | $508,015,000 | 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) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $2,405,250,000 | 76 |
| Total debt securities | $2,405,250,000 | 88 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $2,367,427,000 | 97 |
| U.S. Government securities | $1,852,130,000 | 85 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,852,130,000 | 82 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $515,297,000 | 68 |
| Privately issued residential mortgage-backed securities | $515,297,000 | 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 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,218,102,000 | 67 |
| Certificates of participation in pools of residential mortgages | $897,982,000 | 74 |
| Issued or guaranteed by U.S. | $895,794,000 | 71 |
| Privately issued | $2,188,000 | 93 |
| Collaterized mortgage obligations | $1,320,120,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $807,011,000 | 44 |
| Privately issued | $513,109,000 | 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) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $2,367,427,000 | 81 |
| Total debt securities | $2,367,427,000 | 96 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $2,357,012,000 | 96 |
| U.S. Government securities | $1,987,611,000 | 81 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,987,611,000 | 80 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $369,401,000 | 95 |
| Privately issued residential mortgage-backed securities | $369,401,000 | 71 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,157,764,000 | 74 |
| Certificates of participation in pools of residential mortgages | $945,770,000 | 76 |
| Issued or guaranteed by U.S. | $943,525,000 | 74 |
| Privately issued | $2,245,000 | 101 |
| Collaterized mortgage obligations | $1,211,994,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $844,838,000 | 51 |
| Privately issued | $367,156,000 | 63 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $2,357,012,000 | 85 |
| Total debt securities | $2,357,012,000 | 96 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $2,506,444,000 | 94 |
| U.S. Government securities | $2,123,433,000 | 75 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,123,433,000 | 73 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $383,011,000 | 87 |
| Privately issued residential mortgage-backed securities | $383,011,000 | 70 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,308,321,000 | 71 |
| Certificates of participation in pools of residential mortgages | $1,051,960,000 | 73 |
| Issued or guaranteed by U.S. | $1,049,594,000 | 66 |
| Privately issued | $2,366,000 | 97 |
| Collaterized mortgage obligations | $1,256,361,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $875,716,000 | 49 |
| Privately issued | $380,645,000 | 62 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $2,506,444,000 | 80 |
| Total debt securities | $2,506,444,000 | 92 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $2,609,160,000 | 92 |
| U.S. Government securities | $2,200,647,000 | 75 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,200,647,000 | 71 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $408,513,000 | 89 |
| Privately issued residential mortgage-backed securities | $408,513,000 | 70 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,460,378,000 | 68 |
| Certificates of participation in pools of residential mortgages | $1,123,499,000 | 71 |
| Issued or guaranteed by U.S. | $1,120,909,000 | 64 |
| Privately issued | $2,590,000 | 95 |
| Collaterized mortgage obligations | $1,336,879,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $930,956,000 | 47 |
| Privately issued | $405,923,000 | 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) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $2,609,160,000 | 78 |
| Total debt securities | $2,609,160,000 | 91 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $2,629,351,000 | 95 |
| U.S. Government securities | $2,200,878,000 | 81 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,200,878,000 | 77 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $428,473,000 | 86 |
| Privately issued residential mortgage-backed securities | $428,473,000 | 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 | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,604,920,000 | 66 |
| Certificates of participation in pools of residential mortgages | $1,194,292,000 | 67 |
| Issued or guaranteed by U.S. | $1,191,578,000 | 64 |
| Privately issued | $2,714,000 | 88 |
| Collaterized mortgage obligations | $1,410,628,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $984,869,000 | 45 |
| Privately issued | $425,759,000 | 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) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $2,629,351,000 | 79 |
| Total debt securities | $2,629,351,000 | 95 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $2,742,569,000 | 88 |
| U.S. Government securities | $2,311,133,000 | 77 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,311,133,000 | 74 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $431,436,000 | 89 |
| Privately issued residential mortgage-backed securities | $431,436,000 | 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 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,718,002,000 | 58 |
| Certificates of participation in pools of residential mortgages | $1,288,192,000 | 61 |
| Issued or guaranteed by U.S. | $1,285,238,000 | 56 |
| Privately issued | $2,954,000 | 90 |
| Collaterized mortgage obligations | $1,429,810,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $1,001,328,000 | 44 |
| Privately issued | $428,482,000 | 56 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $2,742,569,000 | 74 |
| Total debt securities | $2,742,569,000 | 87 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $2,734,839,000 | 90 |
| U.S. Government securities | $2,423,622,000 | 77 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,423,622,000 | 74 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $311,217,000 | 102 |
| Privately issued residential mortgage-backed securities | $311,217,000 | 72 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,710,055,000 | 60 |
| Certificates of participation in pools of residential mortgages | $1,407,384,000 | 59 |
| Issued or guaranteed by U.S. | $1,404,237,000 | 53 |
| Privately issued | $3,147,000 | 85 |
| Collaterized mortgage obligations | $1,302,671,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $994,601,000 | 45 |
| Privately issued | $308,070,000 | 66 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $2,734,839,000 | 75 |
| Total debt securities | $2,734,839,000 | 89 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $2,793,362,000 | 92 |
| U.S. Government securities | $2,445,391,000 | 77 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,445,391,000 | 75 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $347,971,000 | 97 |
| Privately issued residential mortgage-backed securities | $347,971,000 | 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 | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,768,893,000 | 61 |
| Certificates of participation in pools of residential mortgages | $1,404,113,000 | 62 |
| Issued or guaranteed by U.S. | $1,400,659,000 | 57 |
| Privately issued | $3,454,000 | 77 |
| Collaterized mortgage obligations | $1,364,780,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $1,020,263,000 | 45 |
| Privately issued | $344,517,000 | 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) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $2,793,362,000 | 75 |
| Total debt securities | $2,793,362,000 | 89 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $2,953,372,000 | 88 |
| U.S. Government securities | $2,560,905,000 | 80 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,560,905,000 | 76 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $392,467,000 | 96 |
| Privately issued residential mortgage-backed securities | $392,467,000 | 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 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,928,507,000 | 56 |
| Certificates of participation in pools of residential mortgages | $1,449,710,000 | 66 |
| Issued or guaranteed by U.S. | $1,446,143,000 | 61 |
| Privately issued | $3,567,000 | 74 |
| Collaterized mortgage obligations | $1,478,797,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $1,089,897,000 | 42 |
| Privately issued | $388,900,000 | 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) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $2,953,372,000 | 73 |
| Total debt securities | $2,953,372,000 | 87 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $2,915,141,000 | 86 |
| U.S. Government securities | $2,499,791,000 | 80 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,499,791,000 | 79 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $415,350,000 | 87 |
| Privately issued residential mortgage-backed securities | $415,350,000 | 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 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,865,112,000 | 56 |
| Certificates of participation in pools of residential mortgages | $1,512,317,000 | 62 |
| Issued or guaranteed by U.S. | $1,507,835,000 | 58 |
| Privately issued | $4,482,000 | 64 |
| Collaterized mortgage obligations | $1,352,795,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $941,927,000 | 44 |
| Privately issued | $410,868,000 | 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) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $2,915,141,000 | 73 |
| Total debt securities | $2,915,141,000 | 85 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $2,861,469,000 | 91 |
| U.S. Government securities | $2,454,651,000 | 83 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,454,651,000 | 80 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $406,818,000 | 90 |
| Privately issued residential mortgage-backed securities | $406,818,000 | 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 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,812,066,000 | 60 |
| Certificates of participation in pools of residential mortgages | $1,504,416,000 | 65 |
| Issued or guaranteed by U.S. | $1,499,576,000 | 60 |
| Privately issued | $4,840,000 | 62 |
| Collaterized mortgage obligations | $1,307,650,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $905,672,000 | 46 |
| Privately issued | $401,978,000 | 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) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $2,861,469,000 | 76 |
| Total debt securities | $2,861,469,000 | 90 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $2,807,251,000 | 89 |
| U.S. Government securities | $2,490,560,000 | 79 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,490,560,000 | 75 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $316,691,000 | 111 |
| Privately issued residential mortgage-backed securities | $316,691,000 | 76 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,757,246,000 | 60 |
| Certificates of participation in pools of residential mortgages | $1,604,947,000 | 57 |
| Issued or guaranteed by U.S. | $1,598,817,000 | 52 |
| Privately issued | $6,130,000 | 59 |
| Collaterized mortgage obligations | $1,152,299,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $841,738,000 | 57 |
| Privately issued | $310,561,000 | 69 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $2,807,251,000 | 75 |
| Total debt securities | $2,807,251,000 | 89 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $2,716,624,000 | 92 |
| U.S. Government securities | $2,710,241,000 | 74 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,710,241,000 | 69 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $6,383,000 | 1,116 |
| Privately issued residential mortgage-backed securities | $6,383,000 | 330 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,666,619,000 | 61 |
| Certificates of participation in pools of residential mortgages | $1,586,931,000 | 57 |
| Issued or guaranteed by U.S. | $1,580,548,000 | 53 |
| Privately issued | $6,383,000 | 66 |
| Collaterized mortgage obligations | $1,079,688,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $1,079,688,000 | 46 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $2,716,624,000 | 78 |
| Total debt securities | $2,716,624,000 | 92 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $2,725,814,000 | 92 |
| U.S. Government securities | $2,718,732,000 | 74 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,718,732,000 | 68 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $7,082,000 | 1,099 |
| Privately issued residential mortgage-backed securities | $7,082,000 | 318 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,725,814,000 | 60 |
| Certificates of participation in pools of residential mortgages | $1,589,286,000 | 55 |
| Issued or guaranteed by U.S. | $1,582,204,000 | 50 |
| Privately issued | $7,082,000 | 63 |
| Collaterized mortgage obligations | $1,136,528,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $1,136,528,000 | 44 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $2,725,814,000 | 80 |
| Total debt securities | $2,725,814,000 | 90 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $2,740,792,000 | 88 |
| U.S. Government securities | $2,731,217,000 | 65 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,731,217,000 | 62 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $9,575,000 | 935 |
| Privately issued residential mortgage-backed securities | $9,575,000 | 307 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,740,792,000 | 60 |
| Certificates of participation in pools of residential mortgages | $1,096,174,000 | 73 |
| Issued or guaranteed by U.S. | $1,086,599,000 | 70 |
| Privately issued | $9,575,000 | 55 |
| Collaterized mortgage obligations | $1,644,618,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $1,644,618,000 | 36 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $2,740,792,000 | 78 |
| Total debt securities | $2,740,792,000 | 83 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $2,777,894,000 | 86 |
| U.S. Government securities | $2,767,285,000 | 65 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,767,285,000 | 61 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $10,609,000 | 875 |
| Privately issued residential mortgage-backed securities | $10,609,000 | 299 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,777,894,000 | 61 |
| Certificates of participation in pools of residential mortgages | $954,424,000 | 82 |
| Issued or guaranteed by U.S. | $943,815,000 | 80 |
| Privately issued | $10,609,000 | 53 |
| Collaterized mortgage obligations | $1,823,470,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $1,823,470,000 | 29 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $2,777,894,000 | 76 |
| Total debt securities | $2,777,894,000 | 83 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $2,736,679,000 | 87 |
| U.S. Government securities | $2,723,496,000 | 68 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,723,496,000 | 64 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $13,183,000 | 780 |
| Privately issued residential mortgage-backed securities | $13,183,000 | 254 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,736,679,000 | 61 |
| Certificates of participation in pools of residential mortgages | $993,104,000 | 77 |
| Issued or guaranteed by U.S. | $979,921,000 | 76 |
| Privately issued | $13,183,000 | 50 |
| Collaterized mortgage obligations | $1,743,575,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $1,743,575,000 | 29 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $2,736,679,000 | 77 |
| Total debt securities | $2,736,679,000 | 86 |
| 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 | $2,354,849,000 | 93 |
| U.S. Government securities | $2,324,905,000 | 69 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,324,905,000 | 66 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $29,944,000 | 477 |
| Privately issued residential mortgage-backed securities | $29,944,000 | 191 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,354,849,000 | 62 |
| Certificates of participation in pools of residential mortgages | $1,155,705,000 | 69 |
| Issued or guaranteed by U.S. | $1,125,761,000 | 66 |
| Privately issued | $29,944,000 | 36 |
| Collaterized mortgage obligations | $1,199,144,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $1,199,144,000 | 41 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $2,354,849,000 | 80 |
| Total debt securities | $2,354,849,000 | 92 |
| 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 | $2,191,844,000 | 90 |
| U.S. Government securities | $2,016,483,000 | 64 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,016,483,000 | 60 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $175,361,000 | 110 |
| Privately issued residential mortgage-backed securities | $54,344,000 | 111 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $121,017,000 | 92 |
| 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 | $2,070,827,000 | 64 |
| Certificates of participation in pools of residential mortgages | $995,129,000 | 67 |
| Issued or guaranteed by U.S. | $940,785,000 | 65 |
| Privately issued | $54,344,000 | 22 |
| Collaterized mortgage obligations | $1,075,698,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $1,075,698,000 | 31 |
| 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) | $2,027,176,000 | 15 |
| Available-for-sale securities (fair market value) | $164,668,000 | 542 |
| Total debt securities | $2,191,844,000 | 87 |
| 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 | $2,086,196,000 | 102 |
| U.S. Government securities | $1,797,348,000 | 82 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,797,348,000 | 72 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $288,848,000 | 91 |
| Privately issued residential mortgage-backed securities | $217,338,000 | 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 | $71,510,000 | 154 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,973,147,000 | 64 |
| Certificates of participation in pools of residential mortgages | $1,189,864,000 | 66 |
| Issued or guaranteed by U.S. | $972,526,000 | 72 |
| Privately issued | $217,338,000 | 11 |
| Collaterized mortgage obligations | $783,283,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $783,283,000 | 44 |
| 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) | $2,086,196,000 | 15 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $2,086,196,000 | 98 |
| 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 | $1,834,374,000 | 101 |
| U.S. Government securities | $1,358,774,000 | 98 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,358,774,000 | 89 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $475,600,000 | 56 |
| Privately issued residential mortgage-backed securities | $475,600,000 | 33 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,791,353,000 | 67 |
| Certificates of participation in pools of residential mortgages | $1,744,645,000 | 41 |
| Issued or guaranteed by U.S. | $1,269,045,000 | 55 |
| Privately issued | $475,600,000 | 7 |
| Collaterized mortgage obligations | $46,708,000 | 424 |
| CMOs issued by government agencies or sponsored agencies | $46,708,000 | 378 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,834,374,000 | 20 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $1,834,374,000 | 100 |
| 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 | $1,907,095,000 | 91 |
| U.S. Government securities | $1,390,078,000 | 98 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,390,078,000 | 79 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $517,017,000 | 41 |
| Privately issued residential mortgage-backed securities | $517,017,000 | 22 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $1,865,027,000 | 56 |
| Certificates of participation in pools of residential mortgages | $1,788,611,000 | 37 |
| Issued or guaranteed by U.S. | $1,271,594,000 | 52 |
| Privately issued | $517,017,000 | 8 |
| Collaterized mortgage obligations | $76,416,000 | 292 |
| CMOs issued by government agencies or sponsored agencies | $76,416,000 | 269 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,907,095,000 | 20 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $1,907,095,000 | 88 |
| 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 | $1,340,532,000 | 131 |
| U.S. Government securities | $833,197,000 | 164 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $833,197,000 | 126 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $508,103,000 | 37 |
| Privately issued residential mortgage-backed securities | $508,103,000 | 24 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $459,000 | 3,699 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $1,227,000 | 24 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,341,300,000 | 85 |
| Certificates of participation in pools of residential mortgages | $1,247,972,000 | 58 |
| Issued or guaranteed by U.S. | $739,869,000 | 87 |
| Privately issued | $508,103,000 | 8 |
| Collaterized mortgage obligations | $93,328,000 | 266 |
| CMOs issued by government agencies or sponsored agencies | $93,328,000 | 241 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,340,532,000 | 39 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $1,341,300,000 | 128 |
| 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 | $1,444,832,000 | 131 |
| U.S. Government securities | $823,052,000 | 184 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $823,052,000 | 137 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $624,220,000 | 33 |
| Privately issued residential mortgage-backed securities | $624,220,000 | 21 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $2,440,000 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,447,272,000 | 75 |
| Certificates of participation in pools of residential mortgages | $1,332,373,000 | 50 |
| Issued or guaranteed by U.S. | $708,153,000 | 90 |
| Privately issued | $624,220,000 | 9 |
| Collaterized mortgage obligations | $114,899,000 | 253 |
| CMOs issued by government agencies or sponsored agencies | $114,899,000 | 223 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,444,832,000 | 31 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $1,447,272,000 | 127 |
| 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 | $1,067,287,000 | 186 |
| U.S. Government securities | $493,588,000 | 291 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $493,588,000 | 211 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $575,238,000 | 35 |
| Privately issued residential mortgage-backed securities | $575,238,000 | 25 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $1,539,000 | 33 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,068,826,000 | 105 |
| Certificates of participation in pools of residential mortgages | $938,732,000 | 81 |
| Issued or guaranteed by U.S. | $363,494,000 | 149 |
| Privately issued | $575,238,000 | 16 |
| Collaterized mortgage obligations | $130,094,000 | 249 |
| CMOs issued by government agencies or sponsored agencies | $130,094,000 | 227 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,067,287,000 | 118 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $1,068,826,000 | 184 |
| 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 | $630,156,000 | 299 |
| U.S. Government securities | $327,018,000 | 408 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $327,018,000 | 302 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $346,942,000 | 60 |
| Privately issued residential mortgage-backed securities | $346,942,000 | 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 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | $45,396,000 | 9 |
| General valuation allowances for securities for TFR Reporters | $-1,592,000 | 1,620 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $673,960,000 | 156 |
| Certificates of participation in pools of residential mortgages | $535,495,000 | 113 |
| Issued or guaranteed by U.S. | $188,553,000 | 244 |
| Privately issued | $346,942,000 | 26 |
| Collaterized mortgage obligations | $138,465,000 | 248 |
| CMOs issued by government agencies or sponsored agencies | $138,465,000 | 231 |
| 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 | $673,960,000 | 278 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $45,396,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $725,184,000 | 251 |
| U.S. Government securities | $255,146,000 | 477 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $255,146,000 | 338 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $491,983,000 | 37 |
| Privately issued residential mortgage-backed securities | $491,983,000 | 22 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $23,037,000 | 7 |
| General valuation allowances for securities for TFR Reporters | $-1,092,000 | 1,838 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $731,836,000 | 131 |
| Certificates of participation in pools of residential mortgages | $724,890,000 | 75 |
| Issued or guaranteed by U.S. | $232,907,000 | 191 |
| Privately issued | $491,983,000 | 14 |
| Collaterized mortgage obligations | $6,946,000 | 2,159 |
| CMOs issued by government agencies or sponsored agencies | $6,946,000 | 1,943 |
| 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 | $747,129,000 | 242 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $23,037,000 | 89 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |