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Bremer Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $3,728,531,000 | 95 |
| U.S. Government securities | $3,289,033,000 | 81 |
| U.S. Treasury securities | $78,477,000 | 311 |
| U.S. Government agency obligations | $3,210,556,000 | 73 |
| Securities issued by states & political subdivisions | $319,569,000 | 118 |
| Other domestic debt securities | $119,929,000 | 229 |
| Privately issued residential mortgage-backed securities | $92,014,000 | 61 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $27,915,000 | 314 |
| 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 | $1,776,642,000 | 101 |
| Mortgage-backed securities | $3,257,716,000 | 72 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,594,792,000 | 49 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $403,432,000 | 105 |
| Privately issued | $92,014,000 | 60 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $167,478,000 | 84 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $2,104,572,000 | 59 |
| Available-for-sale securities (fair market value) | $1,623,959,000 | 134 |
| Total debt securities | $3,728,531,000 | 93 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $33,155,000 | 62 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $140,556,000 | 34 |
| 2023-09-30 | Rank | |
| Total securities | $3,715,135,000 | 96 |
| U.S. Government securities | $3,294,370,000 | 83 |
| U.S. Treasury securities | $77,432,000 | 327 |
| U.S. Government agency obligations | $3,216,938,000 | 76 |
| Securities issued by states & political subdivisions | $303,519,000 | 123 |
| Other domestic debt securities | $117,246,000 | 235 |
| Privately issued residential mortgage-backed securities | $90,408,000 | 65 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $26,838,000 | 327 |
| 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 | $1,947,594,000 | 97 |
| Mortgage-backed securities | $3,242,467,000 | 75 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,583,235,000 | 51 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $402,407,000 | 107 |
| Privately issued | $90,408,000 | 63 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $166,417,000 | 86 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $2,137,780,000 | 57 |
| Available-for-sale securities (fair market value) | $1,577,355,000 | 139 |
| Total debt securities | $3,715,135,000 | 94 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $52,868,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $208,020,000 | 35 |
| 2023-06-30 | Rank | |
| Total securities | $3,861,415,000 | 97 |
| U.S. Government securities | $3,400,092,000 | 82 |
| U.S. Treasury securities | $59,989,000 | 420 |
| U.S. Government agency obligations | $3,340,103,000 | 76 |
| Securities issued by states & political subdivisions | $339,721,000 | 113 |
| Other domestic debt securities | $121,602,000 | 220 |
| Privately issued residential mortgage-backed securities | $95,466,000 | 67 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $26,136,000 | 337 |
| 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 | $2,446,237,000 | 79 |
| Mortgage-backed securities | $3,370,473,000 | 70 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,692,221,000 | 50 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $414,521,000 | 105 |
| Privately issued | $95,466,000 | 65 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $168,265,000 | 85 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $2,159,662,000 | 55 |
| Available-for-sale securities (fair market value) | $1,701,753,000 | 132 |
| Total debt securities | $3,861,415,000 | 95 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $33,423,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $165,037,000 | 34 |
| 2023-03-31 | Rank | |
| Total securities | $3,975,824,000 | 98 |
| U.S. Government securities | $3,485,776,000 | 84 |
| U.S. Treasury securities | $59,972,000 | 443 |
| U.S. Government agency obligations | $3,425,804,000 | 74 |
| Securities issued by states & political subdivisions | $365,052,000 | 118 |
| Other domestic debt securities | $124,996,000 | 232 |
| Privately issued residential mortgage-backed securities | $98,878,000 | 71 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $26,118,000 | 356 |
| 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 | $1,718,653,000 | 99 |
| Mortgage-backed securities | $3,458,899,000 | 72 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,761,465,000 | 55 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $427,493,000 | 106 |
| Privately issued | $98,878,000 | 66 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $171,063,000 | 91 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $2,199,722,000 | 60 |
| Available-for-sale securities (fair market value) | $1,776,102,000 | 137 |
| Total debt securities | $3,975,824,000 | 94 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $27,714,000 | 68 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $136,124,000 | 37 |
| 2022-12-31 | Rank | |
| Total securities | $3,930,546,000 | 103 |
| U.S. Government securities | $3,417,185,000 | 90 |
| U.S. Treasury securities | $60,054,000 | 469 |
| U.S. Government agency obligations | $3,357,131,000 | 79 |
| Securities issued by states & political subdivisions | $384,578,000 | 114 |
| Other domestic debt securities | $128,783,000 | 231 |
| Privately issued residential mortgage-backed securities | $99,726,000 | 71 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $29,057,000 | 336 |
| 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 | $2,156,946,000 | 75 |
| Mortgage-backed securities | $3,450,911,000 | 76 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,784,008,000 | 56 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $385,161,000 | 118 |
| Privately issued | $99,726,000 | 65 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $182,016,000 | 87 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $2,175,723,000 | 62 |
| Available-for-sale securities (fair market value) | $1,754,823,000 | 148 |
| Total debt securities | $3,930,546,000 | 101 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $33,865,000 | 73 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $167,863,000 | 37 |
| 2022-09-30 | Rank | |
| Total securities | $3,998,072,000 | 104 |
| U.S. Government securities | $3,488,777,000 | 91 |
| U.S. Treasury securities | $60,037,000 | 477 |
| U.S. Government agency obligations | $3,428,740,000 | 79 |
| Securities issued by states & political subdivisions | $376,434,000 | 119 |
| Other domestic debt securities | $132,861,000 | 220 |
| Privately issued residential mortgage-backed securities | $103,320,000 | 72 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $29,541,000 | 325 |
| 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 | $2,214,866,000 | 73 |
| Mortgage-backed securities | $3,525,360,000 | 77 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,831,916,000 | 57 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $394,970,000 | 119 |
| Privately issued | $103,320,000 | 67 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $195,154,000 | 83 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $2,216,033,000 | 60 |
| Available-for-sale securities (fair market value) | $1,782,039,000 | 148 |
| Total debt securities | $3,998,072,000 | 102 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $34,407,000 | 72 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $177,474,000 | 39 |
| 2022-06-30 | Rank | |
| Total securities | $4,208,649,000 | 102 |
| U.S. Government securities | $3,663,935,000 | 88 |
| U.S. Treasury securities | $60,019,000 | 474 |
| U.S. Government agency obligations | $3,603,916,000 | 78 |
| Securities issued by states & political subdivisions | $400,824,000 | 113 |
| Other domestic debt securities | $143,890,000 | 198 |
| Privately issued residential mortgage-backed securities | $112,648,000 | 70 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $31,242,000 | 318 |
| 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 | $2,491,264,000 | 68 |
| Mortgage-backed securities | $3,709,328,000 | 78 |
| Certificates of participation in pools of residential mortgages | $2,972,776,000 | 57 |
| Issued or guaranteed by U.S. | $2,972,776,000 | 57 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $528,063,000 | 111 |
| CMOs issued by government agencies or sponsored agencies | $415,415,000 | 118 |
| Privately issued | $112,648,000 | 63 |
| Commercial mortgage-backed securities | $208,489,000 | 159 |
| Commercial mortgage pass-through securities | $208,489,000 | 85 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $2,266,293,000 | 58 |
| Available-for-sale securities (fair market value) | $1,942,356,000 | 145 |
| Total debt securities | $4,208,649,000 | 101 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $18,661,000 | 77 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $106,306,000 | 41 |
| 2022-03-31 | Rank | |
| Total securities | $4,285,871,000 | 98 |
| U.S. Government securities | $3,718,960,000 | 86 |
| U.S. Treasury securities | $60,004,000 | 419 |
| U.S. Government agency obligations | $3,658,956,000 | 78 |
| Securities issued by states & political subdivisions | $418,582,000 | 110 |
| Other domestic debt securities | $148,329,000 | 190 |
| Privately issued residential mortgage-backed securities | $119,826,000 | 68 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $28,503,000 | 337 |
| 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 | $2,487,203,000 | 67 |
| Mortgage-backed securities | $3,770,353,000 | 79 |
| Certificates of participation in pools of residential mortgages | $2,994,701,000 | 56 |
| Issued or guaranteed by U.S. | $2,994,701,000 | 56 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $558,632,000 | 109 |
| CMOs issued by government agencies or sponsored agencies | $438,806,000 | 115 |
| Privately issued | $119,826,000 | 62 |
| Commercial mortgage-backed securities | $217,020,000 | 159 |
| Commercial mortgage pass-through securities | $217,020,000 | 80 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $2,269,786,000 | 51 |
| Available-for-sale securities (fair market value) | $2,016,085,000 | 146 |
| Total debt securities | $4,285,871,000 | 97 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $20,884,000 | 77 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $67,743,000 | 41 |
| 2021-12-31 | Rank | |
| Total securities | $3,956,223,000 | 112 |
| U.S. Government securities | $3,364,388,000 | 94 |
| U.S. Treasury securities | $60,188,000 | 296 |
| U.S. Government agency obligations | $3,304,200,000 | 88 |
| Securities issued by states & political subdivisions | $447,042,000 | 104 |
| Other domestic debt securities | $144,793,000 | 186 |
| Privately issued residential mortgage-backed securities | $124,684,000 | 60 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $20,109,000 | 411 |
| 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 | $2,406,201,000 | 62 |
| Mortgage-backed securities | $3,419,770,000 | 86 |
| Certificates of participation in pools of residential mortgages | $2,593,834,000 | 63 |
| Issued or guaranteed by U.S. | $2,593,834,000 | 63 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $594,585,000 | 106 |
| CMOs issued by government agencies or sponsored agencies | $469,901,000 | 110 |
| Privately issued | $124,684,000 | 53 |
| Commercial mortgage-backed securities | $231,351,000 | 153 |
| Commercial mortgage pass-through securities | $231,351,000 | 77 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $2,065,594,000 | 39 |
| Available-for-sale securities (fair market value) | $1,890,629,000 | 152 |
| Total debt securities | $3,956,223,000 | 111 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $76,882,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $43,522,000 | 42 |
| 2021-09-30 | Rank | |
| Total securities | $3,751,832,000 | 116 |
| U.S. Government securities | $3,130,295,000 | 100 |
| U.S. Treasury securities | $60,173,000 | 238 |
| U.S. Government agency obligations | $3,070,122,000 | 90 |
| Securities issued by states & political subdivisions | $456,804,000 | 95 |
| Other domestic debt securities | $164,733,000 | 159 |
| Privately issued residential mortgage-backed securities | $148,595,000 | 43 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $16,138,000 | 445 |
| 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 | $2,356,055,000 | 64 |
| Mortgage-backed securities | $3,208,447,000 | 87 |
| Certificates of participation in pools of residential mortgages | $2,306,216,000 | 69 |
| Issued or guaranteed by U.S. | $2,306,216,000 | 69 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $650,877,000 | 98 |
| CMOs issued by government agencies or sponsored agencies | $502,282,000 | 103 |
| Privately issued | $148,595,000 | 40 |
| Commercial mortgage-backed securities | $251,354,000 | 143 |
| Commercial mortgage pass-through securities | $251,354,000 | 72 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $1,866,290,000 | 40 |
| Available-for-sale securities (fair market value) | $1,885,542,000 | 150 |
| Total debt securities | $3,751,832,000 | 114 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $88,566,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $43,415,000 | 43 |
| 2021-06-30 | Rank | |
| Total securities | $3,529,897,000 | 116 |
| U.S. Government securities | $2,871,412,000 | 108 |
| U.S. Treasury securities | $306,000 | 1,860 |
| U.S. Government agency obligations | $2,871,106,000 | 94 |
| Securities issued by states & political subdivisions | $470,381,000 | 95 |
| Other domestic debt securities | $188,104,000 | 134 |
| Privately issued residential mortgage-backed securities | $180,081,000 | 34 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $8,023,000 | 654 |
| 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 | $2,203,319,000 | 64 |
| Mortgage-backed securities | $3,040,632,000 | 87 |
| Certificates of participation in pools of residential mortgages | $2,152,719,000 | 68 |
| Issued or guaranteed by U.S. | $2,152,719,000 | 68 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $615,605,000 | 98 |
| CMOs issued by government agencies or sponsored agencies | $435,524,000 | 116 |
| Privately issued | $180,081,000 | 28 |
| Commercial mortgage-backed securities | $272,308,000 | 131 |
| Commercial mortgage pass-through securities | $272,308,000 | 61 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $1,515,027,000 | 44 |
| Available-for-sale securities (fair market value) | $2,014,870,000 | 141 |
| Total debt securities | $3,529,897,000 | 114 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $100,270,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $44,567,000 | 47 |
| 2021-03-31 | Rank | |
| Total securities | $3,453,484,000 | 112 |
| U.S. Government securities | $2,236,667,000 | 114 |
| U.S. Treasury securities | $308,000 | 1,573 |
| U.S. Government agency obligations | $2,236,359,000 | 107 |
| Securities issued by states & political subdivisions | $479,238,000 | 84 |
| Other domestic debt securities | $737,579,000 | 49 |
| Privately issued residential mortgage-backed securities | $709,095,000 | 11 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $28,484,000 | 145 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| 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 | $1,941,428,000 | 67 |
| Mortgage-backed securities | $2,933,858,000 | 85 |
| Certificates of participation in pools of residential mortgages | $1,938,454,000 | 70 |
| Issued or guaranteed by U.S. | $1,938,454,000 | 70 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $709,095,000 | 84 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $709,095,000 | 11 |
| Commercial mortgage-backed securities | $286,309,000 | 128 |
| Commercial mortgage pass-through securities | $286,309,000 | 56 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $1,278,017,000 | 47 |
| Available-for-sale securities (fair market value) | $2,175,467,000 | 129 |
| Total debt securities | $3,453,484,000 | 111 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $92,588,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $60,840,000 | 45 |
| 2020-12-31 | Rank | |
| Total securities | $3,278,713,000 | 107 |
| U.S. Government securities | $1,894,284,000 | 119 |
| U.S. Treasury securities | $310,000 | 1,144 |
| U.S. Government agency obligations | $1,893,974,000 | 110 |
| Securities issued by states & political subdivisions | $497,973,000 | 76 |
| Other domestic debt securities | $886,456,000 | 39 |
| Privately issued residential mortgage-backed securities | $823,884,000 | 11 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $62,572,000 | 90 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| 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 | $2,149,798,000 | 63 |
| Mortgage-backed securities | $2,705,854,000 | 82 |
| Certificates of participation in pools of residential mortgages | $1,579,258,000 | 71 |
| Issued or guaranteed by U.S. | $1,579,258,000 | 71 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $823,884,000 | 78 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $823,884,000 | 11 |
| Commercial mortgage-backed securities | $302,712,000 | 119 |
| Commercial mortgage pass-through securities | $302,712,000 | 50 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $994,720,000 | 54 |
| Available-for-sale securities (fair market value) | $2,283,993,000 | 120 |
| Total debt securities | $3,278,713,000 | 106 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $139,589,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $41,318,000 | 58 |
| 2020-09-30 | Rank | |
| Total securities | $3,177,885,000 | 104 |
| U.S. Government securities | $1,714,211,000 | 119 |
| U.S. Treasury securities | $311,000 | 1,156 |
| U.S. Government agency obligations | $1,713,900,000 | 112 |
| Securities issued by states & political subdivisions | $508,565,000 | 67 |
| Other domestic debt securities | $955,109,000 | 37 |
| Privately issued residential mortgage-backed securities | $893,613,000 | 10 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $61,496,000 | 84 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| 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 | $1,862,286,000 | 73 |
| Mortgage-backed securities | $2,594,569,000 | 83 |
| Certificates of participation in pools of residential mortgages | $1,412,755,000 | 73 |
| Issued or guaranteed by U.S. | $1,412,755,000 | 73 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $893,613,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $893,613,000 | 10 |
| Commercial mortgage-backed securities | $288,201,000 | 117 |
| Commercial mortgage pass-through securities | $288,201,000 | 48 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $1,046,162,000 | 51 |
| Available-for-sale securities (fair market value) | $2,131,723,000 | 121 |
| Total debt securities | $3,177,885,000 | 103 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $160,479,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $46,095,000 | 54 |
| 2020-06-30 | Rank | |
| Total securities | $3,205,940,000 | 101 |
| U.S. Government securities | $1,678,366,000 | 119 |
| U.S. Treasury securities | $312,000 | 1,204 |
| U.S. Government agency obligations | $1,678,054,000 | 109 |
| Securities issued by states & political subdivisions | $515,184,000 | 61 |
| Other domestic debt securities | $1,012,390,000 | 33 |
| Privately issued residential mortgage-backed securities | $952,649,000 | 10 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $59,741,000 | 78 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| 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 | $1,955,151,000 | 72 |
| Mortgage-backed securities | $2,617,423,000 | 79 |
| Certificates of participation in pools of residential mortgages | $1,367,844,000 | 69 |
| Issued or guaranteed by U.S. | $1,367,844,000 | 69 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $952,649,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $952,649,000 | 10 |
| Commercial mortgage-backed securities | $296,930,000 | 109 |
| Commercial mortgage pass-through securities | $296,930,000 | 45 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $1,024,174,000 | 50 |
| Available-for-sale securities (fair market value) | $2,181,766,000 | 117 |
| Total debt securities | $3,205,940,000 | 100 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $167,640,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $46,073,000 | 60 |
| 2020-03-31 | Rank | |
| Total securities | $3,200,695,000 | 96 |
| U.S. Government securities | $1,724,408,000 | 120 |
| U.S. Treasury securities | $313,000 | 1,239 |
| U.S. Government agency obligations | $1,724,095,000 | 110 |
| Securities issued by states & political subdivisions | $515,646,000 | 56 |
| Other domestic debt securities | $960,641,000 | 33 |
| Privately issued residential mortgage-backed securities | $905,454,000 | 9 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $55,187,000 | 72 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| 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 | $1,394,591,000 | 88 |
| Mortgage-backed securities | $2,615,290,000 | 81 |
| Certificates of participation in pools of residential mortgages | $1,431,183,000 | 67 |
| Issued or guaranteed by U.S. | $1,431,183,000 | 67 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $905,454,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $905,454,000 | 9 |
| Commercial mortgage-backed securities | $278,653,000 | 117 |
| Commercial mortgage pass-through securities | $278,653,000 | 48 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $1,104,451,000 | 47 |
| Available-for-sale securities (fair market value) | $2,096,244,000 | 115 |
| Total debt securities | $3,200,695,000 | 95 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $154,340,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $46,151,000 | 59 |
| 2019-12-31 | Rank | |
| Total securities | $3,269,142,000 | 93 |
| U.S. Government securities | $1,757,920,000 | 114 |
| U.S. Treasury securities | $304,000 | 1,304 |
| U.S. Government agency obligations | $1,757,616,000 | 105 |
| Securities issued by states & political subdivisions | $520,706,000 | 54 |
| Other domestic debt securities | $990,516,000 | 31 |
| Privately issued residential mortgage-backed securities | $930,142,000 | 10 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $60,374,000 | 71 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| 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 | $1,353,723,000 | 77 |
| Mortgage-backed securities | $2,673,250,000 | 76 |
| Certificates of participation in pools of residential mortgages | $1,456,887,000 | 68 |
| Issued or guaranteed by U.S. | $1,456,887,000 | 68 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $930,142,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $930,142,000 | 10 |
| Commercial mortgage-backed securities | $286,221,000 | 111 |
| Commercial mortgage pass-through securities | $286,221,000 | 43 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $1,142,786,000 | 52 |
| Available-for-sale securities (fair market value) | $2,126,356,000 | 115 |
| Total debt securities | $3,269,142,000 | 92 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $80,585,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $49,938,000 | 35 |
| 2019-09-30 | Rank | |
| Total securities | $3,297,999,000 | 91 |
| U.S. Government securities | $1,784,410,000 | 111 |
| U.S. Treasury securities | $305,000 | 1,363 |
| U.S. Government agency obligations | $1,784,105,000 | 102 |
| Securities issued by states & political subdivisions | $528,495,000 | 55 |
| Other domestic debt securities | $985,094,000 | 31 |
| Privately issued residential mortgage-backed securities | $922,479,000 | 10 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $62,615,000 | 69 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| 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 | $1,419,022,000 | 78 |
| Mortgage-backed securities | $2,690,819,000 | 72 |
| Certificates of participation in pools of residential mortgages | $1,458,855,000 | 65 |
| Issued or guaranteed by U.S. | $1,458,855,000 | 65 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $922,479,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $922,479,000 | 10 |
| Commercial mortgage-backed securities | $309,485,000 | 105 |
| Commercial mortgage pass-through securities | $309,485,000 | 41 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $1,071,920,000 | 58 |
| Available-for-sale securities (fair market value) | $2,226,079,000 | 110 |
| Total debt securities | $3,297,999,000 | 89 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $116,849,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $70,398,000 | 36 |
| 2019-06-30 | Rank | |
| Total securities | $3,257,191,000 | 85 |
| U.S. Government securities | $1,748,881,000 | 113 |
| U.S. Treasury securities | $303,000 | 1,399 |
| U.S. Government agency obligations | $1,748,578,000 | 103 |
| Securities issued by states & political subdivisions | $532,267,000 | 51 |
| Other domestic debt securities | $976,043,000 | 30 |
| Privately issued residential mortgage-backed securities | $912,217,000 | 11 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $63,826,000 | 66 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| 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 | $982,032,000 | 98 |
| Mortgage-backed securities | $2,644,702,000 | 71 |
| Certificates of participation in pools of residential mortgages | $1,414,975,000 | 67 |
| Issued or guaranteed by U.S. | $1,414,975,000 | 67 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $912,217,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $912,217,000 | 11 |
| Commercial mortgage-backed securities | $317,510,000 | 95 |
| Commercial mortgage pass-through securities | $317,510,000 | 39 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $972,753,000 | 59 |
| Available-for-sale securities (fair market value) | $2,284,438,000 | 103 |
| Total debt securities | $3,257,191,000 | 84 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $66,579,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $45,370,000 | 39 |
| 2019-03-31 | Rank | |
| Total securities | $3,472,736,000 | 82 |
| U.S. Government securities | $1,956,220,000 | 104 |
| U.S. Treasury securities | $300,000 | 1,449 |
| U.S. Government agency obligations | $1,955,920,000 | 93 |
| Securities issued by states & political subdivisions | $548,595,000 | 51 |
| Other domestic debt securities | $967,921,000 | 33 |
| Privately issued residential mortgage-backed securities | $901,459,000 | 12 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $66,462,000 | 67 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,107,037,000 | 89 |
| Mortgage-backed securities | $2,839,756,000 | 66 |
| Certificates of participation in pools of residential mortgages | $1,571,715,000 | 62 |
| Issued or guaranteed by U.S. | $1,571,715,000 | 62 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $901,459,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $901,459,000 | 11 |
| Commercial mortgage-backed securities | $366,582,000 | 79 |
| Commercial mortgage pass-through securities | $366,582,000 | 34 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $969,148,000 | 60 |
| Available-for-sale securities (fair market value) | $2,503,588,000 | 95 |
| Total debt securities | $3,472,736,000 | 81 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $34,288,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $29,815,000 | 45 |
| 2018-12-31 | Rank | |
| Total securities | $3,207,392,000 | 87 |
| U.S. Government securities | $1,827,056,000 | 108 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $1,827,056,000 | 96 |
| Securities issued by states & political subdivisions | $564,866,000 | 54 |
| Other domestic debt securities | $815,470,000 | 35 |
| Privately issued residential mortgage-backed securities | $746,997,000 | 14 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $68,473,000 | 63 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,083,941,000 | 94 |
| Mortgage-backed securities | $2,555,781,000 | 73 |
| Certificates of participation in pools of residential mortgages | $1,437,036,000 | 66 |
| Issued or guaranteed by U.S. | $1,437,036,000 | 66 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $746,997,000 | 83 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $746,997,000 | 12 |
| Commercial mortgage-backed securities | $371,748,000 | 74 |
| Commercial mortgage pass-through securities | $371,748,000 | 34 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $822,943,000 | 66 |
| Available-for-sale securities (fair market value) | $2,384,449,000 | 97 |
| Total debt securities | $3,207,391,000 | 86 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $21,230,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $25,406,000 | 48 |
| 2018-09-30 | Rank | |
| Total securities | $3,094,442,000 | 86 |
| U.S. Government securities | $1,774,970,000 | 107 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $1,774,970,000 | 95 |
| Securities issued by states & political subdivisions | $600,810,000 | 52 |
| Other domestic debt securities | $718,662,000 | 41 |
| Privately issued residential mortgage-backed securities | $649,610,000 | 15 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $69,052,000 | 59 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,080,802,000 | 91 |
| Mortgage-backed securities | $2,405,393,000 | 73 |
| Certificates of participation in pools of residential mortgages | $1,378,709,000 | 67 |
| Issued or guaranteed by U.S. | $1,378,709,000 | 67 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $649,610,000 | 88 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $649,610,000 | 14 |
| Commercial mortgage-backed securities | $377,074,000 | 74 |
| Commercial mortgage pass-through securities | $377,074,000 | 32 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $750,500,000 | 68 |
| Available-for-sale securities (fair market value) | $2,343,942,000 | 98 |
| Total debt securities | $3,094,444,000 | 85 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $21,915,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $36,360,000 | 48 |
| 2018-06-30 | Rank | |
| Total securities | $3,063,723,000 | 84 |
| U.S. Government securities | $1,724,582,000 | 106 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $1,724,582,000 | 97 |
| Securities issued by states & political subdivisions | $615,100,000 | 51 |
| Other domestic debt securities | $724,041,000 | 38 |
| Privately issued residential mortgage-backed securities | $654,367,000 | 16 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $69,674,000 | 58 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,130,723,000 | 91 |
| Mortgage-backed securities | $2,359,151,000 | 74 |
| Certificates of participation in pools of residential mortgages | $1,316,562,000 | 69 |
| Issued or guaranteed by U.S. | $1,316,562,000 | 69 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $654,367,000 | 87 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $654,367,000 | 14 |
| Commercial mortgage-backed securities | $388,222,000 | 68 |
| Commercial mortgage pass-through securities | $388,222,000 | 28 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $646,801,000 | 73 |
| Available-for-sale securities (fair market value) | $2,416,922,000 | 93 |
| Total debt securities | $3,063,722,000 | 83 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $18,361,000 | 68 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $31,318,000 | 48 |
| 2018-03-31 | Rank | |
| Total securities | $3,036,773,000 | 83 |
| U.S. Government securities | $1,647,086,000 | 107 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $1,647,086,000 | 97 |
| Securities issued by states & political subdivisions | $651,893,000 | 48 |
| Other domestic debt securities | $737,794,000 | 38 |
| Privately issued residential mortgage-backed securities | $662,479,000 | 16 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $75,315,000 | 58 |
| 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 | $372,828,000 | 203 |
| Mortgage-backed securities | $2,288,093,000 | 75 |
| Certificates of participation in pools of residential mortgages | $1,233,944,000 | 73 |
| Issued or guaranteed by U.S. | $1,233,944,000 | 73 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $662,479,000 | 81 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $662,479,000 | 14 |
| Commercial mortgage-backed securities | $391,670,000 | 63 |
| Commercial mortgage pass-through securities | $391,670,000 | 28 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $526,756,000 | 81 |
| Available-for-sale securities (fair market value) | $2,510,017,000 | 85 |
| Total debt securities | $3,036,774,000 | 82 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $12,970,000 | 72 |
| Revaluation gains on off-balance sheet contracts | $12,970,000 | 60 |
| Revaluation losses on off-balance sheet contracts | $26,087,000 | 49 |
| 2017-12-31 | Rank | |
| Total securities | $3,010,080,000 | 85 |
| U.S. Government securities | $1,567,664,000 | 107 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $1,567,664,000 | 100 |
| Securities issued by states & political subdivisions | $688,137,000 | 48 |
| Other domestic debt securities | $754,279,000 | 38 |
| Privately issued residential mortgage-backed securities | $654,214,000 | 15 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $100,065,000 | 46 |
| 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 | $633,289,000 | 134 |
| Mortgage-backed securities | $2,199,316,000 | 77 |
| Certificates of participation in pools of residential mortgages | $1,154,439,000 | 72 |
| Issued or guaranteed by U.S. | $1,154,439,000 | 71 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $654,214,000 | 81 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $654,214,000 | 13 |
| Commercial mortgage-backed securities | $390,663,000 | 63 |
| Commercial mortgage pass-through securities | $390,663,000 | 28 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $434,403,000 | 98 |
| Available-for-sale securities (fair market value) | $2,575,677,000 | 85 |
| Total debt securities | $3,010,078,000 | 83 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $8,563,000 | 87 |
| Revaluation gains on off-balance sheet contracts | $8,563,000 | 67 |
| Revaluation losses on off-balance sheet contracts | $16,811,000 | 50 |
| 2017-09-30 | Rank | |
| Total securities | $2,893,156,000 | 86 |
| U.S. Government securities | $1,558,874,000 | 106 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $1,558,874,000 | 99 |
| Securities issued by states & political subdivisions | $698,758,000 | 46 |
| Other domestic debt securities | $635,524,000 | 39 |
| Privately issued residential mortgage-backed securities | $534,862,000 | 18 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $100,662,000 | 46 |
| 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 | $549,366,000 | 148 |
| Mortgage-backed securities | $2,069,680,000 | 81 |
| Certificates of participation in pools of residential mortgages | $1,169,196,000 | 67 |
| Issued or guaranteed by U.S. | $1,169,196,000 | 66 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $534,862,000 | 91 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $534,862,000 | 16 |
| Commercial mortgage-backed securities | $365,622,000 | 63 |
| Commercial mortgage pass-through securities | $365,622,000 | 26 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $170,623,000 | 178 |
| Available-for-sale securities (fair market value) | $2,722,533,000 | 77 |
| Total debt securities | $2,893,154,000 | 84 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $15,562,000 | 69 |
| Revaluation gains on off-balance sheet contracts | $15,562,000 | 53 |
| Revaluation losses on off-balance sheet contracts | $15,605,000 | 51 |
| 2017-06-30 | Rank | |
| Total securities | $2,856,426,000 | 89 |
| U.S. Government securities | $1,757,374,000 | 97 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $1,757,374,000 | 88 |
| Securities issued by states & political subdivisions | $722,883,000 | 43 |
| Other domestic debt securities | $376,169,000 | 59 |
| Privately issued residential mortgage-backed securities | $273,952,000 | 23 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $102,217,000 | 48 |
| 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 | $647,246,000 | 131 |
| Mortgage-backed securities | $2,006,255,000 | 81 |
| Certificates of participation in pools of residential mortgages | $1,142,677,000 | 69 |
| Issued or guaranteed by U.S. | $1,142,677,000 | 68 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $501,348,000 | 91 |
| CMOs issued by government agencies or sponsored agencies | $227,396,000 | 145 |
| Privately issued | $273,952,000 | 20 |
| Commercial mortgage-backed securities | $362,230,000 | 65 |
| Commercial mortgage pass-through securities | $362,230,000 | 26 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $2,856,426,000 | 71 |
| Total debt securities | $2,856,427,000 | 88 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $14,916,000 | 70 |
| Revaluation gains on off-balance sheet contracts | $14,916,000 | 57 |
| Revaluation losses on off-balance sheet contracts | $14,865,000 | 53 |
| 2017-03-31 | Rank | |
| Total securities | $2,781,463,000 | 90 |
| U.S. Government securities | $1,691,673,000 | 99 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $1,691,673,000 | 89 |
| Securities issued by states & political subdivisions | $707,832,000 | 42 |
| Other domestic debt securities | $381,958,000 | 57 |
| Privately issued residential mortgage-backed securities | $279,018,000 | 23 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $102,940,000 | 46 |
| 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 | $746,902,000 | 120 |
| Mortgage-backed securities | $1,943,772,000 | 81 |
| Certificates of participation in pools of residential mortgages | $1,106,624,000 | 70 |
| Issued or guaranteed by U.S. | $1,106,624,000 | 69 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $491,802,000 | 92 |
| CMOs issued by government agencies or sponsored agencies | $212,784,000 | 149 |
| Privately issued | $279,018,000 | 20 |
| Commercial mortgage-backed securities | $345,346,000 | 61 |
| Commercial mortgage pass-through securities | $345,346,000 | 24 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $2,781,463,000 | 72 |
| Total debt securities | $2,781,464,000 | 89 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $14,771,000 | 72 |
| Revaluation gains on off-balance sheet contracts | $14,771,000 | 56 |
| Revaluation losses on off-balance sheet contracts | $14,329,000 | 53 |
| 2016-12-31 | Rank | |
| Total securities | $2,751,463,000 | 93 |
| U.S. Government securities | $1,650,569,000 | 98 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,650,569,000 | 91 |
| Securities issued by states & political subdivisions | $707,384,000 | 43 |
| Other domestic debt securities | $393,510,000 | 57 |
| Privately issued residential mortgage-backed securities | $288,562,000 | 24 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $104,948,000 | 48 |
| 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 | $801,709,000 | 110 |
| Mortgage-backed securities | $1,911,479,000 | 81 |
| Certificates of participation in pools of residential mortgages | $1,062,851,000 | 70 |
| Issued or guaranteed by U.S. | $1,062,851,000 | 69 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $501,454,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $212,892,000 | 146 |
| Privately issued | $288,562,000 | 21 |
| Commercial mortgage-backed securities | $347,174,000 | 59 |
| Commercial mortgage pass-through securities | $347,174,000 | 23 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $2,751,463,000 | 72 |
| Total debt securities | $2,751,460,000 | 92 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $14,041,000 | 75 |
| Revaluation gains on off-balance sheet contracts | $14,041,000 | 58 |
| Revaluation losses on off-balance sheet contracts | $13,416,000 | 57 |
| 2016-09-30 | Rank | |
| Total securities | $2,709,270,000 | 92 |
| U.S. Government securities | $1,567,232,000 | 103 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $1,567,232,000 | 97 |
| Securities issued by states & political subdivisions | $716,436,000 | 42 |
| Other domestic debt securities | $425,602,000 | 56 |
| Privately issued residential mortgage-backed securities | $320,035,000 | 22 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $105,567,000 | 47 |
| 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 | $813,421,000 | 113 |
| Mortgage-backed securities | $1,856,218,000 | 80 |
| Certificates of participation in pools of residential mortgages | $1,340,707,000 | 61 |
| Issued or guaranteed by U.S. | $1,340,707,000 | 59 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $515,511,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $195,476,000 | 153 |
| Privately issued | $320,035,000 | 19 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $2,709,270,000 | 73 |
| Total debt securities | $2,709,271,000 | 90 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $23,086,000 | 72 |
| Revaluation gains on off-balance sheet contracts | $23,086,000 | 59 |
| Revaluation losses on off-balance sheet contracts | $24,226,000 | 55 |
| 2016-06-30 | Rank | |
| Total securities | $2,717,565,000 | 90 |
| U.S. Government securities | $1,693,796,000 | 94 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $1,693,796,000 | 89 |
| Securities issued by states & political subdivisions | $666,253,000 | 41 |
| Other domestic debt securities | $357,516,000 | 69 |
| Privately issued residential mortgage-backed securities | $251,316,000 | 24 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $106,200,000 | 47 |
| 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 | $875,076,000 | 105 |
| Mortgage-backed securities | $1,912,931,000 | 79 |
| Certificates of participation in pools of residential mortgages | $1,485,550,000 | 59 |
| Issued or guaranteed by U.S. | $1,485,550,000 | 57 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $427,381,000 | 104 |
| CMOs issued by government agencies or sponsored agencies | $176,065,000 | 175 |
| Privately issued | $251,316,000 | 20 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $2,717,565,000 | 71 |
| Total debt securities | $2,717,565,000 | 90 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $22,157,000 | 76 |
| Revaluation gains on off-balance sheet contracts | $22,157,000 | 62 |
| Revaluation losses on off-balance sheet contracts | $23,317,000 | 60 |
| 2016-03-31 | Rank | |
| Total securities | $2,564,523,000 | 98 |
| U.S. Government securities | $1,682,554,000 | 95 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $1,682,554,000 | 90 |
| Securities issued by states & political subdivisions | $580,581,000 | 44 |
| Other domestic debt securities | $301,388,000 | 74 |
| Privately issued residential mortgage-backed securities | $194,662,000 | 28 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $106,726,000 | 46 |
| 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 | $899,672,000 | 108 |
| Mortgage-backed securities | $1,842,444,000 | 79 |
| Certificates of participation in pools of residential mortgages | $1,474,993,000 | 62 |
| Issued or guaranteed by U.S. | $1,474,993,000 | 60 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $367,451,000 | 121 |
| CMOs issued by government agencies or sponsored agencies | $172,789,000 | 181 |
| Privately issued | $194,662,000 | 24 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $2,564,523,000 | 75 |
| Total debt securities | $2,564,523,000 | 98 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $15,465,000 | 77 |
| Revaluation gains on off-balance sheet contracts | $15,465,000 | 63 |
| Revaluation losses on off-balance sheet contracts | $15,919,000 | 62 |
| 2015-12-31 | Rank | |
| Total securities | $2,429,298,000 | 97 |
| U.S. Government securities | $1,697,365,000 | 91 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,697,365,000 | 85 |
| Securities issued by states & political subdivisions | $465,574,000 | 57 |
| Other domestic debt securities | $266,359,000 | 80 |
| Privately issued residential mortgage-backed securities | $168,690,000 | 29 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $97,669,000 | 48 |
| 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 | $909,452,000 | 105 |
| Mortgage-backed securities | $1,830,811,000 | 78 |
| Certificates of participation in pools of residential mortgages | $1,492,482,000 | 60 |
| Issued or guaranteed by U.S. | $1,492,482,000 | 58 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $338,329,000 | 127 |
| CMOs issued by government agencies or sponsored agencies | $169,639,000 | 183 |
| Privately issued | $168,690,000 | 27 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $2,429,298,000 | 76 |
| Total debt securities | $2,429,297,000 | 97 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $6,522,000 | 98 |
| Revaluation gains on off-balance sheet contracts | $6,522,000 | 72 |
| Revaluation losses on off-balance sheet contracts | $6,046,000 | 75 |
| 2015-09-30 | Rank | |
| Total securities | $2,160,861,000 | 101 |
| U.S. Government securities | $1,527,351,000 | 101 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $1,527,351,000 | 92 |
| Securities issued by states & political subdivisions | $437,538,000 | 63 |
| Other domestic debt securities | $195,972,000 | 89 |
| Privately issued residential mortgage-backed securities | $97,952,000 | 41 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $98,020,000 | 48 |
| 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 | $934,065,000 | 102 |
| Mortgage-backed securities | $1,588,024,000 | 80 |
| Certificates of participation in pools of residential mortgages | $1,369,288,000 | 63 |
| Issued or guaranteed by U.S. | $1,369,288,000 | 61 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $218,736,000 | 165 |
| CMOs issued by government agencies or sponsored agencies | $120,784,000 | 231 |
| Privately issued | $97,952,000 | 39 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $2,160,861,000 | 82 |
| Total debt securities | $2,160,860,000 | 101 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $7,004,000 | 100 |
| Revaluation gains on off-balance sheet contracts | $6,963,000 | 76 |
| Revaluation losses on off-balance sheet contracts | $6,747,000 | 78 |
| 2015-06-30 | Rank | |
| Total securities | $2,038,125,000 | 110 |
| U.S. Government securities | $1,484,864,000 | 103 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $1,484,864,000 | 97 |
| Securities issued by states & political subdivisions | $420,631,000 | 60 |
| Other domestic debt securities | $132,630,000 | 114 |
| Privately issued residential mortgage-backed securities | $30,735,000 | 78 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $101,895,000 | 46 |
| 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 | $979,305,000 | 98 |
| Mortgage-backed securities | $1,477,735,000 | 90 |
| Certificates of participation in pools of residential mortgages | $1,332,135,000 | 61 |
| Issued or guaranteed by U.S. | $1,332,135,000 | 59 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $145,600,000 | 226 |
| CMOs issued by government agencies or sponsored agencies | $114,865,000 | 248 |
| Privately issued | $30,735,000 | 75 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $2,038,125,000 | 89 |
| Total debt securities | $2,038,124,000 | 109 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $873,000 | 186 |
| Revaluation gains on off-balance sheet contracts | $873,000 | 114 |
| Revaluation losses on off-balance sheet contracts | $586,000 | 120 |
| 2015-03-31 | Rank | |
| Total securities | $1,999,969,000 | 111 |
| U.S. Government securities | $1,485,120,000 | 100 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $1,485,120,000 | 95 |
| Securities issued by states & political subdivisions | $396,033,000 | 62 |
| Other domestic debt securities | $118,816,000 | 120 |
| Privately issued residential mortgage-backed securities | $11,881,000 | 119 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $106,935,000 | 43 |
| 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 | $935,067,000 | 105 |
| Mortgage-backed securities | $1,456,748,000 | 91 |
| Certificates of participation in pools of residential mortgages | $1,311,104,000 | 63 |
| Issued or guaranteed by U.S. | $1,311,104,000 | 61 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $145,644,000 | 223 |
| CMOs issued by government agencies or sponsored agencies | $133,763,000 | 223 |
| Privately issued | $11,881,000 | 113 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $282,514,000 | 126 |
| Available-for-sale securities (fair market value) | $1,717,455,000 | 95 |
| Total debt securities | $1,999,969,000 | 110 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $499,000 | 205 |
| Revaluation gains on off-balance sheet contracts | $499,000 | 124 |
| Revaluation losses on off-balance sheet contracts | $427,000 | 131 |
| 2014-12-31 | Rank | |
| Total securities | $1,715,166,000 | 115 |
| U.S. Government securities | $1,184,807,000 | 118 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $1,184,807,000 | 111 |
| Securities issued by states & political subdivisions | $414,095,000 | 60 |
| Other domestic debt securities | $116,264,000 | 121 |
| Privately issued residential mortgage-backed securities | $6,524,000 | 165 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $109,740,000 | 42 |
| 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 | $874,665,000 | 106 |
| Mortgage-backed securities | $1,150,906,000 | 102 |
| Certificates of participation in pools of residential mortgages | $1,019,715,000 | 72 |
| Issued or guaranteed by U.S. | $1,019,715,000 | 71 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $131,191,000 | 241 |
| CMOs issued by government agencies or sponsored agencies | $124,667,000 | 239 |
| Privately issued | $6,524,000 | 156 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $298,138,000 | 119 |
| Available-for-sale securities (fair market value) | $1,417,028,000 | 113 |
| Total debt securities | $1,715,164,000 | 115 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $581,754,000 | 264 |
| U.S. Government securities | $443,620,000 | 255 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $443,620,000 | 249 |
| Securities issued by states & political subdivisions | $110,549,000 | 259 |
| Other domestic debt securities | $27,585,000 | 313 |
| Privately issued residential mortgage-backed securities | $2,909,000 | 274 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $24,676,000 | 82 |
| 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 | $143,043,000 | 474 |
| Mortgage-backed securities | $433,734,000 | 212 |
| Certificates of participation in pools of residential mortgages | $299,739,000 | 160 |
| Issued or guaranteed by U.S. | $299,739,000 | 159 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $133,995,000 | 248 |
| CMOs issued by government agencies or sponsored agencies | $131,086,000 | 240 |
| Privately issued | $2,909,000 | 261 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $89,169,000 | 300 |
| Available-for-sale securities (fair market value) | $492,585,000 | 260 |
| Total debt securities | $581,754,000 | 259 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $460,857,000 | 334 |
| U.S. Government securities | $302,416,000 | 374 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $302,416,000 | 361 |
| Securities issued by states & political subdivisions | $111,799,000 | 258 |
| Other domestic debt securities | $46,642,000 | 226 |
| Privately issued residential mortgage-backed securities | $3,250,000 | 257 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $43,392,000 | 61 |
| 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 | $126,354,000 | 521 |
| Mortgage-backed securities | $292,830,000 | 293 |
| Certificates of participation in pools of residential mortgages | $184,812,000 | 250 |
| Issued or guaranteed by U.S. | $184,812,000 | 249 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $108,018,000 | 282 |
| CMOs issued by government agencies or sponsored agencies | $104,768,000 | 269 |
| Privately issued | $3,250,000 | 248 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $90,769,000 | 292 |
| Available-for-sale securities (fair market value) | $370,088,000 | 355 |
| Total debt securities | $460,847,000 | 325 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $483,535,000 | 316 |
| U.S. Government securities | $322,127,000 | 348 |
| U.S. Treasury securities | $54,998,000 | 91 |
| U.S. Government agency obligations | $267,129,000 | 402 |
| Securities issued by states & political subdivisions | $114,197,000 | 249 |
| Other domestic debt securities | $47,211,000 | 234 |
| Privately issued residential mortgage-backed securities | $3,589,000 | 254 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $43,622,000 | 65 |
| 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 | $163,927,000 | 411 |
| Mortgage-backed securities | $257,234,000 | 322 |
| Certificates of participation in pools of residential mortgages | $188,303,000 | 254 |
| Issued or guaranteed by U.S. | $188,303,000 | 253 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $68,931,000 | 372 |
| CMOs issued by government agencies or sponsored agencies | $65,342,000 | 366 |
| Privately issued | $3,589,000 | 246 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $93,589,000 | 281 |
| Available-for-sale securities (fair market value) | $389,946,000 | 342 |
| Total debt securities | $483,527,000 | 308 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $373,389,000 | 420 |
| U.S. Government securities | $173,782,000 | 608 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $173,782,000 | 583 |
| Securities issued by states & political subdivisions | $115,121,000 | 237 |
| Other domestic debt securities | $84,486,000 | 153 |
| Privately issued residential mortgage-backed securities | $4,429,000 | 247 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $80,057,000 | 50 |
| 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 | $158,720,000 | 420 |
| Mortgage-backed securities | $164,904,000 | 454 |
| Certificates of participation in pools of residential mortgages | $92,392,000 | 487 |
| Issued or guaranteed by U.S. | $92,392,000 | 487 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $72,512,000 | 357 |
| CMOs issued by government agencies or sponsored agencies | $68,083,000 | 347 |
| Privately issued | $4,429,000 | 237 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $96,435,000 | 271 |
| Available-for-sale securities (fair market value) | $276,954,000 | 471 |
| Total debt securities | $373,390,000 | 413 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $340,221,000 | 458 |
| U.S. Government securities | $183,456,000 | 579 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $183,456,000 | 559 |
| Securities issued by states & political subdivisions | $112,967,000 | 245 |
| Other domestic debt securities | $43,798,000 | 269 |
| Privately issued residential mortgage-backed securities | $5,081,000 | 243 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $38,717,000 | 77 |
| 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 | $148,901,000 | 432 |
| Mortgage-backed securities | $174,510,000 | 440 |
| Certificates of participation in pools of residential mortgages | $98,251,000 | 457 |
| Issued or guaranteed by U.S. | $98,251,000 | 457 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $76,259,000 | 350 |
| CMOs issued by government agencies or sponsored agencies | $71,178,000 | 338 |
| Privately issued | $5,081,000 | 230 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $96,057,000 | 257 |
| Available-for-sale securities (fair market value) | $244,164,000 | 551 |
| Total debt securities | $340,221,000 | 448 |
| 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 | $323,474,000 | 468 |
| U.S. Government securities | $217,393,000 | 507 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $217,393,000 | 490 |
| Securities issued by states & political subdivisions | $100,225,000 | 281 |
| Other domestic debt securities | $5,856,000 | 954 |
| Privately issued residential mortgage-backed securities | $5,856,000 | 237 |
| 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 | $142,687,000 | 454 |
| Mortgage-backed securities | $208,777,000 | 385 |
| Certificates of participation in pools of residential mortgages | $127,644,000 | 346 |
| Issued or guaranteed by U.S. | $127,644,000 | 345 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $81,133,000 | 343 |
| CMOs issued by government agencies or sponsored agencies | $75,277,000 | 329 |
| Privately issued | $5,856,000 | 226 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $95,901,000 | 237 |
| Available-for-sale securities (fair market value) | $227,573,000 | 608 |
| Total debt securities | $323,474,000 | 460 |
| 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 | $335,363,000 | 461 |
| U.S. Government securities | $229,615,000 | 488 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $229,615,000 | 473 |
| Securities issued by states & political subdivisions | $95,302,000 | 300 |
| Other domestic debt securities | $10,446,000 | 695 |
| Privately issued residential mortgage-backed securities | $10,446,000 | 189 |
| 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 | $162,688,000 | 412 |
| Mortgage-backed securities | $232,582,000 | 365 |
| Certificates of participation in pools of residential mortgages | $141,914,000 | 329 |
| Issued or guaranteed by U.S. | $141,914,000 | 327 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $90,668,000 | 331 |
| CMOs issued by government agencies or sponsored agencies | $80,222,000 | 331 |
| Privately issued | $10,446,000 | 183 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $95,302,000 | 222 |
| Available-for-sale securities (fair market value) | $240,061,000 | 585 |
| Total debt securities | $335,367,000 | 452 |
| 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 | $408,569,000 | 368 |
| U.S. Government securities | $298,972,000 | 375 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $298,972,000 | 359 |
| Securities issued by states & political subdivisions | $95,956,000 | 288 |
| Other domestic debt securities | $13,641,000 | 579 |
| Privately issued residential mortgage-backed securities | $13,641,000 | 171 |
| 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 | $150,747,000 | 439 |
| Mortgage-backed securities | $255,042,000 | 337 |
| Certificates of participation in pools of residential mortgages | $156,893,000 | 291 |
| Issued or guaranteed by U.S. | $156,893,000 | 289 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $98,149,000 | 317 |
| CMOs issued by government agencies or sponsored agencies | $84,508,000 | 331 |
| Privately issued | $13,641,000 | 166 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $95,956,000 | 220 |
| Available-for-sale securities (fair market value) | $312,613,000 | 432 |
| Total debt securities | $408,568,000 | 362 |
| 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 | $381,798,000 | 402 |
| U.S. Government securities | $270,450,000 | 423 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $270,450,000 | 405 |
| Securities issued by states & political subdivisions | $95,664,000 | 273 |
| Other domestic debt securities | $15,684,000 | 545 |
| Privately issued residential mortgage-backed securities | $15,684,000 | 164 |
| 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 | $149,880,000 | 446 |
| Mortgage-backed securities | $278,001,000 | 324 |
| Certificates of participation in pools of residential mortgages | $173,439,000 | 290 |
| Issued or guaranteed by U.S. | $173,439,000 | 288 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $104,562,000 | 318 |
| CMOs issued by government agencies or sponsored agencies | $88,878,000 | 332 |
| Privately issued | $15,684,000 | 160 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $95,664,000 | 216 |
| Available-for-sale securities (fair market value) | $286,134,000 | 490 |
| Total debt securities | $381,754,000 | 396 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $400,544,000 | 381 |
| U.S. Government securities | $287,294,000 | 390 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $287,294,000 | 375 |
| Securities issued by states & political subdivisions | $95,629,000 | 260 |
| Other domestic debt securities | $17,621,000 | 506 |
| Privately issued residential mortgage-backed securities | $17,621,000 | 160 |
| 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 | $135,430,000 | 483 |
| Mortgage-backed securities | $296,876,000 | 309 |
| Certificates of participation in pools of residential mortgages | $187,188,000 | 265 |
| Issued or guaranteed by U.S. | $187,188,000 | 263 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $109,688,000 | 319 |
| CMOs issued by government agencies or sponsored agencies | $92,067,000 | 338 |
| Privately issued | $17,621,000 | 156 |
| 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) | $95,629,000 | 212 |
| Available-for-sale securities (fair market value) | $304,915,000 | 455 |
| Total debt securities | $400,546,000 | 374 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $416,633,000 | 375 |
| U.S. Government securities | $302,109,000 | 378 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $302,109,000 | 366 |
| Securities issued by states & political subdivisions | $94,480,000 | 252 |
| Other domestic debt securities | $20,044,000 | 459 |
| Privately issued residential mortgage-backed securities | $20,044,000 | 154 |
| 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 | $158,437,000 | 417 |
| Mortgage-backed securities | $313,704,000 | 296 |
| Certificates of participation in pools of residential mortgages | $197,987,000 | 256 |
| Issued or guaranteed by U.S. | $197,987,000 | 254 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $115,717,000 | 327 |
| CMOs issued by government agencies or sponsored agencies | $95,673,000 | 343 |
| Privately issued | $20,044,000 | 149 |
| 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) | $94,480,000 | 216 |
| Available-for-sale securities (fair market value) | $322,153,000 | 440 |
| Total debt securities | $416,633,000 | 369 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $432,500,000 | 354 |
| U.S. Government securities | $314,462,000 | 344 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $314,462,000 | 334 |
| Securities issued by states & political subdivisions | $94,514,000 | 247 |
| Other domestic debt securities | $23,524,000 | 424 |
| Privately issued residential mortgage-backed securities | $23,524,000 | 181 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $136,247,000 | 448 |
| Mortgage-backed securities | $329,507,000 | 278 |
| Certificates of participation in pools of residential mortgages | $206,680,000 | 233 |
| Issued or guaranteed by U.S. | $206,680,000 | 231 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $122,827,000 | 312 |
| CMOs issued by government agencies or sponsored agencies | $99,303,000 | 311 |
| Privately issued | $23,524,000 | 176 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $94,514,000 | 214 |
| Available-for-sale securities (fair market value) | $337,986,000 | 396 |
| Total debt securities | $432,499,000 | 347 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $444,994,000 | 336 |
| U.S. Government securities | $326,510,000 | 322 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $326,510,000 | 314 |
| Securities issued by states & political subdivisions | $92,456,000 | 243 |
| Other domestic debt securities | $26,028,000 | 394 |
| Privately issued residential mortgage-backed securities | $26,028,000 | 181 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $158,369,000 | 382 |
| Mortgage-backed securities | $343,624,000 | 258 |
| Certificates of participation in pools of residential mortgages | $215,097,000 | 216 |
| Issued or guaranteed by U.S. | $215,097,000 | 214 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $128,527,000 | 296 |
| CMOs issued by government agencies or sponsored agencies | $102,499,000 | 301 |
| Privately issued | $26,028,000 | 176 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $92,456,000 | 212 |
| Available-for-sale securities (fair market value) | $352,538,000 | 355 |
| Total debt securities | $444,993,000 | 325 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $452,922,000 | 325 |
| U.S. Government securities | $337,261,000 | 323 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $337,261,000 | 312 |
| Securities issued by states & political subdivisions | $87,318,000 | 246 |
| Other domestic debt securities | $28,343,000 | 361 |
| Privately issued residential mortgage-backed securities | $28,343,000 | 182 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $116,123,000 | 526 |
| Mortgage-backed securities | $356,807,000 | 246 |
| Certificates of participation in pools of residential mortgages | $223,607,000 | 204 |
| Issued or guaranteed by U.S. | $223,607,000 | 201 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $133,200,000 | 269 |
| CMOs issued by government agencies or sponsored agencies | $104,857,000 | 288 |
| Privately issued | $28,343,000 | 176 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $87,318,000 | 218 |
| Available-for-sale securities (fair market value) | $365,604,000 | 353 |
| Total debt securities | $452,922,000 | 316 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $500,184,000 | 300 |
| U.S. Government securities | $369,690,000 | 286 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $369,690,000 | 278 |
| Securities issued by states & political subdivisions | $84,840,000 | 254 |
| Other domestic debt securities | $44,213,000 | 271 |
| Privately issued residential mortgage-backed securities | $44,213,000 | 141 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $1,441,000 | 502 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $146,166,000 | 417 |
| Mortgage-backed securities | $369,789,000 | 233 |
| Certificates of participation in pools of residential mortgages | $219,260,000 | 214 |
| Issued or guaranteed by U.S. | $219,260,000 | 212 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $150,529,000 | 249 |
| CMOs issued by government agencies or sponsored agencies | $106,316,000 | 269 |
| Privately issued | $44,213,000 | 137 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $84,840,000 | 222 |
| Available-for-sale securities (fair market value) | $415,344,000 | 314 |
| Total debt securities | $498,743,000 | 295 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $501,393,000 | 289 |
| U.S. Government securities | $356,567,000 | 284 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $356,567,000 | 272 |
| Securities issued by states & political subdivisions | $84,648,000 | 238 |
| Other domestic debt securities | $59,586,000 | 236 |
| Privately issued residential mortgage-backed securities | $59,586,000 | 118 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $592,000 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $145,682,000 | 404 |
| Mortgage-backed securities | $371,910,000 | 222 |
| Certificates of participation in pools of residential mortgages | $203,629,000 | 213 |
| Issued or guaranteed by U.S. | $203,629,000 | 211 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $168,281,000 | 220 |
| CMOs issued by government agencies or sponsored agencies | $108,695,000 | 261 |
| Privately issued | $59,586,000 | 114 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $84,648,000 | 221 |
| Available-for-sale securities (fair market value) | $416,745,000 | 305 |
| Total debt securities | $500,801,000 | 284 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $498,164,000 | 275 |
| U.S. Government securities | $345,578,000 | 279 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $345,578,000 | 270 |
| Securities issued by states & political subdivisions | $83,161,000 | 232 |
| Other domestic debt securities | $69,425,000 | 209 |
| Privately issued residential mortgage-backed securities | $69,425,000 | 109 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $163,732,000 | 362 |
| Mortgage-backed securities | $319,740,000 | 238 |
| Certificates of participation in pools of residential mortgages | $184,340,000 | 225 |
| Issued or guaranteed by U.S. | $184,340,000 | 222 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $135,400,000 | 264 |
| CMOs issued by government agencies or sponsored agencies | $65,975,000 | 371 |
| Privately issued | $69,425,000 | 103 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $83,161,000 | 227 |
| Available-for-sale securities (fair market value) | $415,003,000 | 283 |
| Total debt securities | $498,174,000 | 267 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $490,979,000 | 279 |
| U.S. Government securities | $327,388,000 | 291 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $327,388,000 | 282 |
| Securities issued by states & political subdivisions | $82,663,000 | 213 |
| Other domestic debt securities | $77,327,000 | 190 |
| Privately issued residential mortgage-backed securities | $77,327,000 | 105 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $3,601,000 | 333 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $139,735,000 | 421 |
| Mortgage-backed securities | $309,511,000 | 235 |
| Certificates of participation in pools of residential mortgages | $200,664,000 | 207 |
| Issued or guaranteed by U.S. | $200,664,000 | 205 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $108,847,000 | 303 |
| CMOs issued by government agencies or sponsored agencies | $31,520,000 | 601 |
| Privately issued | $77,327,000 | 100 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $82,663,000 | 240 |
| Available-for-sale securities (fair market value) | $408,316,000 | 286 |
| Total debt securities | $487,379,000 | 274 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $442,512,000 | 305 |
| U.S. Government securities | $275,588,000 | 356 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $275,588,000 | 342 |
| Securities issued by states & political subdivisions | $83,798,000 | 203 |
| Other domestic debt securities | $83,126,000 | 180 |
| Privately issued residential mortgage-backed securities | $83,126,000 | 105 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $154,216,000 | 402 |
| Mortgage-backed securities | $298,455,000 | 254 |
| Certificates of participation in pools of residential mortgages | $215,329,000 | 203 |
| Issued or guaranteed by U.S. | $215,329,000 | 201 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $83,126,000 | 366 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $83,126,000 | 101 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $83,798,000 | 234 |
| Available-for-sale securities (fair market value) | $358,714,000 | 324 |
| Total debt securities | $442,513,000 | 295 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $515,105,000 | 253 |
| U.S. Government securities | $294,700,000 | 309 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $294,700,000 | 299 |
| Securities issued by states & political subdivisions | $83,321,000 | 200 |
| Other domestic debt securities | $137,084,000 | 143 |
| Privately issued residential mortgage-backed securities | $137,084,000 | 81 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $207,912,000 | 302 |
| Mortgage-backed securities | $371,886,000 | 213 |
| Certificates of participation in pools of residential mortgages | $234,802,000 | 193 |
| Issued or guaranteed by U.S. | $234,802,000 | 192 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $137,084,000 | 244 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $137,084,000 | 78 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $83,321,000 | 226 |
| Available-for-sale securities (fair market value) | $431,784,000 | 266 |
| Total debt securities | $515,107,000 | 249 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $446,035,000 | 302 |
| U.S. Government securities | $248,087,000 | 363 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $248,087,000 | 350 |
| Securities issued by states & political subdivisions | $81,356,000 | 214 |
| Other domestic debt securities | $116,592,000 | 169 |
| Privately issued residential mortgage-backed securities | $116,592,000 | 99 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $264,371,000 | 237 |
| Mortgage-backed securities | $353,930,000 | 231 |
| Certificates of participation in pools of residential mortgages | $237,338,000 | 199 |
| Issued or guaranteed by U.S. | $237,338,000 | 197 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $116,592,000 | 270 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $116,592,000 | 94 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $81,356,000 | 250 |
| Available-for-sale securities (fair market value) | $364,679,000 | 314 |
| Total debt securities | $446,037,000 | 290 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $473,573,000 | 283 |
| U.S. Government securities | $258,829,000 | 349 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $258,829,000 | 337 |
| Securities issued by states & political subdivisions | $81,469,000 | 215 |
| Other domestic debt securities | $133,275,000 | 162 |
| Privately issued residential mortgage-backed securities | $133,275,000 | 95 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $236,664,000 | 270 |
| Mortgage-backed securities | $381,627,000 | 211 |
| Certificates of participation in pools of residential mortgages | $248,352,000 | 190 |
| Issued or guaranteed by U.S. | $248,352,000 | 187 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $133,275,000 | 238 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $133,275,000 | 87 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $81,469,000 | 243 |
| Available-for-sale securities (fair market value) | $392,104,000 | 295 |
| Total debt securities | $473,573,000 | 271 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $440,046,000 | 305 |
| U.S. Government securities | $207,712,000 | 437 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $207,712,000 | 425 |
| Securities issued by states & political subdivisions | $80,815,000 | 205 |
| Other domestic debt securities | $147,256,000 | 156 |
| Privately issued residential mortgage-backed securities | $147,256,000 | 106 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $4,263,000 | 403 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $194,286,000 | 326 |
| Mortgage-backed securities | $343,846,000 | 241 |
| Certificates of participation in pools of residential mortgages | $196,590,000 | 257 |
| Issued or guaranteed by U.S. | $196,590,000 | 251 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $147,256,000 | 229 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $147,256,000 | 97 |
| 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) | $80,815,000 | 239 |
| Available-for-sale securities (fair market value) | $359,231,000 | 319 |
| Total debt securities | $435,779,000 | 296 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $503,922,000 | 265 |
| U.S. Government securities | $423,038,000 | 226 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $423,038,000 | 222 |
| Securities issued by states & political subdivisions | $80,884,000 | 203 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $284,406,000 | 239 |
| Mortgage-backed securities | $412,441,000 | 209 |
| Certificates of participation in pools of residential mortgages | $412,441,000 | 136 |
| Issued or guaranteed by U.S. | $412,441,000 | 132 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $80,884,000 | 237 |
| Available-for-sale securities (fair market value) | $423,038,000 | 264 |
| Total debt securities | $503,921,000 | 260 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $493,700,000 | 263 |
| U.S. Government securities | $416,056,000 | 215 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $416,056,000 | 212 |
| Securities issued by states & political subdivisions | $77,624,000 | 197 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $20,000 | 1,668 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $279,906,000 | 237 |
| Mortgage-backed securities | $416,056,000 | 200 |
| Certificates of participation in pools of residential mortgages | $416,056,000 | 120 |
| Issued or guaranteed by U.S. | $416,056,000 | 116 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $77,624,000 | 242 |
| Available-for-sale securities (fair market value) | $416,076,000 | 259 |
| Total debt securities | $493,681,000 | 261 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $607,610,000 | 228 |
| U.S. Government securities | $422,837,000 | 208 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $422,837,000 | 206 |
| Securities issued by states & political subdivisions | $75,773,000 | 205 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $109,000,000 | 38 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $395,719,000 | 162 |
| Mortgage-backed securities | $422,837,000 | 196 |
| Certificates of participation in pools of residential mortgages | $422,837,000 | 122 |
| Issued or guaranteed by U.S. | $422,837,000 | 117 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $75,773,000 | 246 |
| Available-for-sale securities (fair market value) | $531,837,000 | 217 |
| Total debt securities | $498,610,000 | 259 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $532,899,000 | 258 |
| U.S. Government securities | $453,832,000 | 204 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $453,832,000 | 199 |
| Securities issued by states & political subdivisions | $72,901,000 | 219 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $6,166,000 | 448 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $243,662,000 | 266 |
| Mortgage-backed securities | $453,832,000 | 185 |
| Certificates of participation in pools of residential mortgages | $453,832,000 | 116 |
| Issued or guaranteed by U.S. | $453,832,000 | 110 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $72,901,000 | 244 |
| Available-for-sale securities (fair market value) | $459,998,000 | 245 |
| Total debt securities | $526,733,000 | 251 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $433,054,000 | 298 |
| U.S. Government securities | $349,793,000 | 259 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $349,793,000 | 251 |
| Securities issued by states & political subdivisions | $73,379,000 | 216 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $9,882,000 | 295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $292,008,000 | 230 |
| Mortgage-backed securities | $349,793,000 | 221 |
| Certificates of participation in pools of residential mortgages | $349,793,000 | 140 |
| Issued or guaranteed by U.S. | $349,793,000 | 131 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $73,379,000 | 249 |
| Available-for-sale securities (fair market value) | $359,675,000 | 315 |
| Total debt securities | $423,174,000 | 297 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $466,609,000 | 283 |
| U.S. Government securities | $395,767,000 | 236 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $395,767,000 | 229 |
| Securities issued by states & political subdivisions | $66,230,000 | 240 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $4,612,000 | 492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $310,165,000 | 210 |
| Mortgage-backed securities | $297,234,000 | 241 |
| Certificates of participation in pools of residential mortgages | $297,234,000 | 154 |
| Issued or guaranteed by U.S. | $297,234,000 | 147 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $66,230,000 | 290 |
| Available-for-sale securities (fair market value) | $400,379,000 | 276 |
| Total debt securities | $461,999,000 | 272 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $428,340,000 | 312 |
| U.S. Government securities | $365,675,000 | 262 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $365,675,000 | 251 |
| Securities issued by states & political subdivisions | $62,665,000 | 255 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $264,048,000 | 251 |
| Mortgage-backed securities | $298,492,000 | 237 |
| Certificates of participation in pools of residential mortgages | $298,492,000 | 155 |
| Issued or guaranteed by U.S. | $298,492,000 | 146 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $62,665,000 | 299 |
| Available-for-sale securities (fair market value) | $365,675,000 | 310 |
| Total debt securities | $428,340,000 | 302 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $394,213,000 | 349 |
| U.S. Government securities | $330,672,000 | 292 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $330,672,000 | 284 |
| Securities issued by states & political subdivisions | $61,017,000 | 265 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $2,524,000 | 677 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $258,500,000 | 253 |
| Mortgage-backed securities | $277,555,000 | 258 |
| Certificates of participation in pools of residential mortgages | $277,555,000 | 165 |
| Issued or guaranteed by U.S. | $277,555,000 | 158 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $61,017,000 | 322 |
| Available-for-sale securities (fair market value) | $333,196,000 | 328 |
| Total debt securities | $391,689,000 | 340 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $392,114,000 | 345 |
| U.S. Government securities | $332,461,000 | 295 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $332,461,000 | 286 |
| Securities issued by states & political subdivisions | $59,586,000 | 272 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $67,000 | 1,694 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,861,000 | 255 |
| Mortgage-backed securities | $293,514,000 | 247 |
| Certificates of participation in pools of residential mortgages | $293,514,000 | 166 |
| Issued or guaranteed by U.S. | $293,514,000 | 159 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $59,586,000 | 339 |
| Available-for-sale securities (fair market value) | $332,528,000 | 331 |
| Total debt securities | $392,048,000 | 336 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $383,680,000 | 355 |
| U.S. Government securities | $326,402,000 | 311 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $326,402,000 | 298 |
| Securities issued by states & political subdivisions | $57,278,000 | 280 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $262,241,000 | 248 |
| Mortgage-backed securities | $301,476,000 | 243 |
| Certificates of participation in pools of residential mortgages | $301,476,000 | 167 |
| Issued or guaranteed by U.S. | $301,476,000 | 159 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $57,278,000 | 378 |
| Available-for-sale securities (fair market value) | $326,402,000 | 345 |
| Total debt securities | $383,680,000 | 344 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $351,379,000 | 389 |
| U.S. Government securities | $297,616,000 | 342 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $297,616,000 | 330 |
| Securities issued by states & political subdivisions | $53,746,000 | 299 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $17,000 | 1,883 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $223,085,000 | 285 |
| Mortgage-backed securities | $296,616,000 | 258 |
| Certificates of participation in pools of residential mortgages | $296,616,000 | 174 |
| Issued or guaranteed by U.S. | $296,616,000 | 166 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $54,746,000 | 402 |
| Available-for-sale securities (fair market value) | $296,633,000 | 389 |
| Total debt securities | $351,362,000 | 381 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $347,972,000 | 404 |
| U.S. Government securities | $295,565,000 | 353 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $295,565,000 | 340 |
| Securities issued by states & political subdivisions | $51,065,000 | 322 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $1,342,000 | 955 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $220,221,000 | 288 |
| Mortgage-backed securities | $294,565,000 | 260 |
| Certificates of participation in pools of residential mortgages | $294,565,000 | 179 |
| Issued or guaranteed by U.S. | $294,565,000 | 172 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $52,065,000 | 435 |
| Available-for-sale securities (fair market value) | $295,907,000 | 384 |
| Total debt securities | $346,629,000 | 394 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $355,876,000 | 395 |
| U.S. Government securities | $305,097,000 | 349 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $305,097,000 | 336 |
| Securities issued by states & political subdivisions | $50,767,000 | 324 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $12,000 | 1,965 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $212,477,000 | 300 |
| Mortgage-backed securities | $299,116,000 | 265 |
| Certificates of participation in pools of residential mortgages | $299,116,000 | 182 |
| Issued or guaranteed by U.S. | $299,116,000 | 177 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $51,767,000 | 444 |
| Available-for-sale securities (fair market value) | $304,109,000 | 388 |
| Total debt securities | $355,864,000 | 385 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $263,422,000 | 510 |
| U.S. Government securities | $217,482,000 | 472 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $217,482,000 | 448 |
| Securities issued by states & political subdivisions | $45,928,000 | 369 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $12,000 | 1,978 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $190,990,000 | 312 |
| Mortgage-backed securities | $201,537,000 | 350 |
| Certificates of participation in pools of residential mortgages | $201,537,000 | 242 |
| Issued or guaranteed by U.S. | $201,537,000 | 237 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $46,928,000 | 491 |
| Available-for-sale securities (fair market value) | $216,494,000 | 508 |
| Total debt securities | $263,418,000 | 500 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $250,968,000 | 536 |
| U.S. Government securities | $210,073,000 | 493 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $210,073,000 | 470 |
| Securities issued by states & political subdivisions | $40,390,000 | 427 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $505,000 | 1,387 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $190,436,000 | 307 |
| Mortgage-backed securities | $185,640,000 | 379 |
| Certificates of participation in pools of residential mortgages | $185,640,000 | 263 |
| Issued or guaranteed by U.S. | $185,640,000 | 256 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $41,390,000 | 542 |
| Available-for-sale securities (fair market value) | $209,578,000 | 511 |
| Total debt securities | $250,463,000 | 523 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $248,026,000 | 552 |
| U.S. Government securities | $211,693,000 | 495 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $211,693,000 | 469 |
| Securities issued by states & political subdivisions | $36,149,000 | 478 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $184,000 | 1,724 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $187,429,000 | 316 |
| Mortgage-backed securities | $187,300,000 | 386 |
| Certificates of participation in pools of residential mortgages | $187,300,000 | 266 |
| Issued or guaranteed by U.S. | $187,300,000 | 261 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $37,149,000 | 608 |
| Available-for-sale securities (fair market value) | $210,877,000 | 520 |
| Total debt securities | $247,844,000 | 535 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $247,481,000 | 560 |
| U.S. Government securities | $212,058,000 | 503 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $212,058,000 | 479 |
| Securities issued by states & political subdivisions | $35,411,000 | 492 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $12,000 | 2,080 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $239,914,000 | 259 |
| Mortgage-backed securities | $187,611,000 | 385 |
| Certificates of participation in pools of residential mortgages | $187,611,000 | 271 |
| Issued or guaranteed by U.S. | $187,611,000 | 265 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $36,411,000 | 626 |
| Available-for-sale securities (fair market value) | $211,070,000 | 529 |
| Total debt securities | $247,471,000 | 544 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $255,373,000 | 540 |
| U.S. Government securities | $220,728,000 | 493 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $220,728,000 | 470 |
| Securities issued by states & political subdivisions | $34,633,000 | 507 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $12,000 | 2,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $210,885,000 | 278 |
| Mortgage-backed securities | $196,158,000 | 378 |
| Certificates of participation in pools of residential mortgages | $196,158,000 | 265 |
| Issued or guaranteed by U.S. | $196,158,000 | 259 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $35,633,000 | 626 |
| Available-for-sale securities (fair market value) | $219,740,000 | 513 |
| Total debt securities | $255,362,000 | 528 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $268,056,000 | 527 |
| U.S. Government securities | $234,623,000 | 465 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $234,623,000 | 442 |
| Securities issued by states & political subdivisions | $33,413,000 | 516 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $20,000 | 2,124 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $215,434,000 | 277 |
| Mortgage-backed securities | $210,088,000 | 369 |
| Certificates of participation in pools of residential mortgages | $210,088,000 | 254 |
| Issued or guaranteed by U.S. | $210,088,000 | 247 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $34,413,000 | 653 |
| Available-for-sale securities (fair market value) | $233,643,000 | 497 |
| Total debt securities | $268,038,000 | 503 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $283,028,000 | 523 |
| U.S. Government securities | $250,848,000 | 442 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $250,848,000 | 421 |
| Securities issued by states & political subdivisions | $32,169,000 | 542 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $11,000 | 2,185 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $210,862,000 | 279 |
| Mortgage-backed securities | $224,929,000 | 358 |
| Certificates of participation in pools of residential mortgages | $224,929,000 | 245 |
| Issued or guaranteed by U.S. | $224,929,000 | 238 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $33,169,000 | 654 |
| Available-for-sale securities (fair market value) | $249,859,000 | 495 |
| Total debt securities | $283,022,000 | 504 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $283,629,000 | 518 |
| U.S. Government securities | $249,771,000 | 458 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $249,771,000 | 446 |
| Securities issued by states & political subdivisions | $33,858,000 | 512 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $210,911,000 | 274 |
| Mortgage-backed securities | $223,945,000 | 359 |
| Certificates of participation in pools of residential mortgages | $223,945,000 | 250 |
| Issued or guaranteed by U.S. | $223,945,000 | 243 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $31,698,000 | 678 |
| Available-for-sale securities (fair market value) | $251,931,000 | 503 |
| Total debt securities | $283,633,000 | 499 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $261,913,000 | 548 |
| U.S. Government securities | $227,353,000 | 492 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $227,353,000 | 478 |
| Securities issued by states & political subdivisions | $33,822,000 | 519 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $738,000 | 1,514 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $151,187,000 | 338 |
| Mortgage-backed securities | $201,440,000 | 389 |
| Certificates of participation in pools of residential mortgages | $201,440,000 | 264 |
| Issued or guaranteed by U.S. | $201,440,000 | 256 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $31,666,000 | 660 |
| Available-for-sale securities (fair market value) | $230,247,000 | 534 |
| Total debt securities | $261,178,000 | 534 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $259,728,000 | 542 |
| U.S. Government securities | $226,640,000 | 492 |
| U.S. Treasury securities | $500,000 | 1,919 |
| U.S. Government agency obligations | $226,140,000 | 478 |
| Securities issued by states & political subdivisions | $33,084,000 | 516 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $4,000 | 2,328 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $172,471,000 | 303 |
| Mortgage-backed securities | $196,915,000 | 398 |
| Certificates of participation in pools of residential mortgages | $196,915,000 | 273 |
| Issued or guaranteed by U.S. | $196,915,000 | 264 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $30,856,000 | 653 |
| Available-for-sale securities (fair market value) | $228,872,000 | 520 |
| Total debt securities | $259,729,000 | 527 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $240,497,000 | 576 |
| U.S. Government securities | $208,252,000 | 522 |
| U.S. Treasury securities | $498,000 | 1,984 |
| U.S. Government agency obligations | $207,754,000 | 500 |
| Securities issued by states & political subdivisions | $32,209,000 | 500 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $36,000 | 2,200 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $151,099,000 | 334 |
| Mortgage-backed securities | $178,883,000 | 429 |
| Certificates of participation in pools of residential mortgages | $178,883,000 | 288 |
| Issued or guaranteed by U.S. | $178,883,000 | 282 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $30,066,000 | 660 |
| Available-for-sale securities (fair market value) | $210,431,000 | 551 |
| Total debt securities | $240,464,000 | 552 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $243,656,000 | 545 |
| U.S. Government securities | $210,724,000 | 489 |
| U.S. Treasury securities | $499,000 | 2,101 |
| U.S. Government agency obligations | $210,225,000 | 472 |
| Securities issued by states & political subdivisions | $32,226,000 | 489 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $706,000 | 1,532 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $190,066,000 | 274 |
| Mortgage-backed securities | $185,353,000 | 391 |
| Certificates of participation in pools of residential mortgages | $185,353,000 | 261 |
| Issued or guaranteed by U.S. | $185,353,000 | 257 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $30,124,000 | 657 |
| Available-for-sale securities (fair market value) | $213,532,000 | 522 |
| Total debt securities | $242,955,000 | 528 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $348,451,000 | 360 |
| U.S. Government securities | $295,131,000 | 326 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $295,131,000 | 304 |
| Securities issued by states & political subdivisions | $47,535,000 | 279 |
| Other domestic debt securities | $4,965,000 | 1,438 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,965,000 | 1,158 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $820,000 | 1,424 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $205,546,000 | 246 |
| Mortgage-backed securities | $264,725,000 | 277 |
| Certificates of participation in pools of residential mortgages | $264,725,000 | 181 |
| Issued or guaranteed by U.S. | $264,725,000 | 178 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $31,034,000 | 646 |
| Available-for-sale securities (fair market value) | $317,417,000 | 338 |
| Total debt securities | $347,631,000 | 353 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $76,563,000 | 1,439 |
| U.S. Government securities | $48,330,000 | 1,647 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $48,330,000 | 1,529 |
| Securities issued by states & political subdivisions | $17,904,000 | 880 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $10,329,000 | 498 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,511,000 | 695 |
| Mortgage-backed securities | $36,409,000 | 993 |
| Certificates of participation in pools of residential mortgages | $35,587,000 | 702 |
| Issued or guaranteed by U.S. | $35,587,000 | 695 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $822,000 | 3,029 |
| CMOs issued by government agencies or sponsored agencies | $822,000 | 2,874 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,277,000 | 1,493 |
| Available-for-sale securities (fair market value) | $62,286,000 | 1,377 |
| Total debt securities | $66,234,000 | 1,573 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $77,086,000 | 1,483 |
| U.S. Government securities | $53,360,000 | 1,586 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $53,360,000 | 1,418 |
| Securities issued by states & political subdivisions | $17,863,000 | 901 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $5,863,000 | 741 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,264,000 | 765 |
| Mortgage-backed securities | $41,559,000 | 990 |
| Certificates of participation in pools of residential mortgages | $40,301,000 | 704 |
| Issued or guaranteed by U.S. | $40,301,000 | 697 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,258,000 | 2,826 |
| CMOs issued by government agencies or sponsored agencies | $1,258,000 | 2,683 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,351,000 | 1,644 |
| Available-for-sale securities (fair market value) | $62,735,000 | 1,382 |
| Total debt securities | $71,223,000 | 1,547 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $75,081,000 | 1,573 |
| U.S. Government securities | $52,451,000 | 1,659 |
| U.S. Treasury securities | $968,000 | 5,302 |
| U.S. Government agency obligations | $51,483,000 | 1,441 |
| Securities issued by states & political subdivisions | $15,779,000 | 1,045 |
| Other domestic debt securities | $2,977,000 | 1,441 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,977,000 | 1,168 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $3,874,000 | 989 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,326,000 | 784 |
| Mortgage-backed securities | $51,483,000 | 880 |
| Certificates of participation in pools of residential mortgages | $36,632,000 | 796 |
| Issued or guaranteed by U.S. | $36,632,000 | 786 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $14,851,000 | 919 |
| CMOs issued by government agencies or sponsored agencies | $14,851,000 | 840 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,980,000 | 1,576 |
| Available-for-sale securities (fair market value) | $58,101,000 | 1,505 |
| Total debt securities | $71,207,000 | 1,587 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $77,536,000 | 1,492 |
| U.S. Government securities | $56,156,000 | 1,628 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $56,156,000 | 1,300 |
| Securities issued by states & political subdivisions | $16,406,000 | 849 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $4,974,000 | 800 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,424,000 | 637 |
| Mortgage-backed securities | $52,156,000 | 846 |
| Certificates of participation in pools of residential mortgages | $21,755,000 | 1,161 |
| Issued or guaranteed by U.S. | $21,755,000 | 1,146 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $30,401,000 | 527 |
| CMOs issued by government agencies or sponsored agencies | $30,401,000 | 487 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $28,172,000 | 1,241 |
| Available-for-sale securities (fair market value) | $49,364,000 | 1,628 |
| Total debt securities | $72,562,000 | 1,519 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $70,569,000 | 1,711 |
| U.S. Government securities | $47,853,000 | 2,029 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $47,853,000 | 1,530 |
| Securities issued by states & political subdivisions | $15,563,000 | 882 |
| Other domestic debt securities | $5,022,000 | 898 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,022,000 | 628 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $2,131,000 | 1,409 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,611,000 | 973 |
| Mortgage-backed securities | $43,853,000 | 1,035 |
| Certificates of participation in pools of residential mortgages | $22,538,000 | 1,214 |
| Issued or guaranteed by U.S. | $22,538,000 | 1,195 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $21,315,000 | 680 |
| CMOs issued by government agencies or sponsored agencies | $21,315,000 | 635 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $30,027,000 | 1,349 |
| Available-for-sale securities (fair market value) | $40,542,000 | 2,039 |
| Total debt securities | $68,438,000 | 1,704 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $76,290,000 | 1,658 |
| U.S. Government securities | $54,377,000 | 1,846 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $54,377,000 | 1,329 |
| Securities issued by states & political subdivisions | $15,226,000 | 883 |
| Other domestic debt securities | $6,006,000 | 962 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,006,000 | 701 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $681,000 | 2,750 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,194,000 | 1,040 |
| Mortgage-backed securities | $47,373,000 | 1,017 |
| Certificates of participation in pools of residential mortgages | $19,376,000 | 1,359 |
| Issued or guaranteed by U.S. | $19,376,000 | 1,338 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $27,997,000 | 639 |
| CMOs issued by government agencies or sponsored agencies | $27,997,000 | 591 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $34,553,000 | 1,250 |
| Available-for-sale securities (fair market value) | $41,737,000 | 2,027 |
| Total debt securities | $75,609,000 | 1,623 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $73,376,000 | 1,787 |
| U.S. Government securities | $46,908,000 | 2,239 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $46,908,000 | 1,472 |
| Securities issued by states & political subdivisions | $18,504,000 | 680 |
| Other domestic debt securities | $7,964,000 | 866 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,964,000 | 637 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,520,000 | 1,025 |
| Mortgage-backed securities | $38,839,000 | 1,227 |
| Certificates of participation in pools of residential mortgages | $17,252,000 | 1,531 |
| Issued or guaranteed by U.S. | $17,252,000 | 1,509 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $21,587,000 | 849 |
| CMOs issued by government agencies or sponsored agencies | $21,587,000 | 788 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $46,512,000 | 1,584 |
| Available-for-sale securities (fair market value) | $26,864,000 | 2,146 |
| Total debt securities | $73,376,000 | 1,738 |
| 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 | $71,046,000 | 1,936 |
| U.S. Government securities | $45,888,000 | 2,390 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $45,888,000 | 1,521 |
| Securities issued by states & political subdivisions | $16,750,000 | 782 |
| Other domestic debt securities | $8,408,000 | 982 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,408,000 | 711 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,986,000 | 1,002 |
| Mortgage-backed securities | $41,791,000 | 1,294 |
| Certificates of participation in pools of residential mortgages | $23,726,000 | 1,313 |
| Issued or guaranteed by U.S. | $23,726,000 | 1,292 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $18,065,000 | 1,112 |
| CMOs issued by government agencies or sponsored agencies | $18,065,000 | 1,045 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $71,046,000 | 1,882 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $56,767,000 | 2,387 |
| U.S. Government securities | $43,101,000 | 2,507 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $43,101,000 | 1,578 |
| Securities issued by states & political subdivisions | $8,390,000 | 1,629 |
| Other domestic debt securities | $5,276,000 | 1,629 |
| Privately issued residential mortgage-backed securities | $93,000 | 3,551 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,183,000 | 1,167 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,653,000 | 1,000 |
| Mortgage-backed securities | $38,023,000 | 1,406 |
| Certificates of participation in pools of residential mortgages | $35,868,000 | 974 |
| Issued or guaranteed by U.S. | $35,868,000 | 944 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $2,155,000 | 3,934 |
| CMOs issued by government agencies or sponsored agencies | $2,062,000 | 3,677 |
| Privately issued | $93,000 | 3,047 |
| 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 | $56,767,000 | 2,326 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |