Home > Middlesex Savings Bank > Securities
Middlesex Savings Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $1,842,597,000 | 158 |
| U.S. Government securities | $1,242,969,000 | 159 |
| U.S. Treasury securities | $43,084,000 | 524 |
| U.S. Government agency obligations | $1,199,885,000 | 144 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $543,299,000 | 85 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $543,299,000 | 21 |
| Foreign debt securities | $9,602,000 | 75 |
| 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 | $797,413,000 | 183 |
| Mortgage-backed securities | $544,824,000 | 224 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $105,820,000 | 484 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $439,004,000 | 102 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $1,795,870,000 | 128 |
| Total debt securities | $1,795,870,000 | 159 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $1,920,769,000 | 150 |
| U.S. Government securities | $1,315,684,000 | 154 |
| U.S. Treasury securities | $81,929,000 | 307 |
| U.S. Government agency obligations | $1,233,755,000 | 140 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $550,307,000 | 85 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $550,307,000 | 20 |
| Foreign debt securities | $9,451,000 | 72 |
| 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 | $788,596,000 | 176 |
| Mortgage-backed securities | $548,069,000 | 223 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $102,673,000 | 487 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $445,396,000 | 97 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $1,875,442,000 | 124 |
| Total debt securities | $1,875,442,000 | 151 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $2,002,912,000 | 149 |
| U.S. Government securities | $1,385,754,000 | 151 |
| U.S. Treasury securities | $101,127,000 | 267 |
| U.S. Government agency obligations | $1,284,627,000 | 142 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $557,647,000 | 82 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $557,647,000 | 22 |
| Foreign debt securities | $9,383,000 | 77 |
| 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 | $789,348,000 | 179 |
| Mortgage-backed securities | $574,937,000 | 214 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $110,534,000 | 473 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $464,403,000 | 91 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $1,952,784,000 | 119 |
| Total debt securities | $1,952,784,000 | 147 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $2,132,455,000 | 150 |
| U.S. Government securities | $1,480,282,000 | 152 |
| U.S. Treasury securities | $150,376,000 | 205 |
| U.S. Government agency obligations | $1,329,906,000 | 136 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $593,072,000 | 83 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $593,072,000 | 21 |
| Foreign debt securities | $9,428,000 | 69 |
| 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 | $533,695,000 | 224 |
| Mortgage-backed securities | $602,125,000 | 221 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $115,449,000 | 479 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $486,676,000 | 92 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $2,082,782,000 | 120 |
| Total debt securities | $2,082,782,000 | 148 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $2,143,771,000 | 157 |
| U.S. Government securities | $1,479,983,000 | 161 |
| U.S. Treasury securities | $148,599,000 | 223 |
| U.S. Government agency obligations | $1,331,384,000 | 143 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $603,995,000 | 85 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $603,995,000 | 23 |
| Foreign debt securities | $9,339,000 | 74 |
| 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 | $83,020,000 | 860 |
| Mortgage-backed securities | $615,436,000 | 225 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $116,370,000 | 483 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $499,066,000 | 96 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $2,093,317,000 | 129 |
| Total debt securities | $2,093,317,000 | 157 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $2,220,845,000 | 157 |
| U.S. Government securities | $1,532,963,000 | 159 |
| U.S. Treasury securities | $147,554,000 | 228 |
| U.S. Government agency obligations | $1,385,409,000 | 145 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $618,510,000 | 76 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $618,510,000 | 22 |
| Foreign debt securities | $9,261,000 | 73 |
| 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 | $72,900,000 | 905 |
| Mortgage-backed securities | $644,630,000 | 223 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $118,841,000 | 478 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $525,789,000 | 96 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $2,160,734,000 | 131 |
| Total debt securities | $2,160,734,000 | 154 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $2,349,173,000 | 154 |
| U.S. Government securities | $1,611,149,000 | 154 |
| U.S. Treasury securities | $149,037,000 | 213 |
| U.S. Government agency obligations | $1,462,112,000 | 143 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $668,314,000 | 67 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $668,314,000 | 21 |
| Foreign debt securities | $9,506,000 | 78 |
| 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 | $75,620,000 | 872 |
| Mortgage-backed securities | $685,009,000 | 221 |
| Certificates of participation in pools of residential mortgages | $130,254,000 | 459 |
| Issued or guaranteed by U.S. | $130,254,000 | 454 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $554,755,000 | 109 |
| CMOs issued by government agencies or sponsored agencies | $554,755,000 | 98 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $2,288,969,000 | 131 |
| Total debt securities | $2,288,968,000 | 154 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $2,433,935,000 | 149 |
| U.S. Government securities | $1,646,262,000 | 152 |
| U.S. Treasury securities | $150,112,000 | 183 |
| U.S. Government agency obligations | $1,496,150,000 | 140 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $713,733,000 | 60 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $713,733,000 | 20 |
| Foreign debt securities | $9,652,000 | 79 |
| 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 | $78,001,000 | 809 |
| Mortgage-backed securities | $680,131,000 | 224 |
| Certificates of participation in pools of residential mortgages | $87,918,000 | 643 |
| Issued or guaranteed by U.S. | $87,918,000 | 636 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $592,213,000 | 106 |
| CMOs issued by government agencies or sponsored agencies | $592,213,000 | 94 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $2,369,647,000 | 130 |
| Total debt securities | $2,369,648,000 | 150 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $2,391,780,000 | 156 |
| U.S. Government securities | $1,615,963,000 | 153 |
| U.S. Treasury securities | $79,252,000 | 230 |
| U.S. Government agency obligations | $1,536,711,000 | 142 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $693,634,000 | 62 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $693,634,000 | 22 |
| Foreign debt securities | $10,084,000 | 75 |
| 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 | $82,710,000 | 769 |
| Mortgage-backed securities | $690,570,000 | 219 |
| Certificates of participation in pools of residential mortgages | $72,322,000 | 733 |
| Issued or guaranteed by U.S. | $72,322,000 | 721 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $618,248,000 | 102 |
| CMOs issued by government agencies or sponsored agencies | $618,248,000 | 93 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $2,319,681,000 | 137 |
| Total debt securities | $2,319,682,000 | 155 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $2,267,250,000 | 156 |
| U.S. Government securities | $1,517,584,000 | 156 |
| U.S. Treasury securities | $79,735,000 | 184 |
| U.S. Government agency obligations | $1,437,849,000 | 145 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $671,231,000 | 57 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $671,231,000 | 20 |
| Foreign debt securities | $5,055,000 | 81 |
| 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 | $85,172,000 | 741 |
| Mortgage-backed securities | $613,906,000 | 230 |
| Certificates of participation in pools of residential mortgages | $82,375,000 | 638 |
| Issued or guaranteed by U.S. | $82,375,000 | 627 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $531,531,000 | 106 |
| CMOs issued by government agencies or sponsored agencies | $531,531,000 | 98 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $2,193,870,000 | 138 |
| Total debt securities | $2,193,870,000 | 159 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $2,109,066,000 | 152 |
| U.S. Government securities | $1,405,402,000 | 154 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $1,405,402,000 | 144 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $619,797,000 | 56 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $619,797,000 | 24 |
| Foreign debt securities | $5,084,000 | 83 |
| 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 | $72,044,000 | 831 |
| Mortgage-backed securities | $537,277,000 | 245 |
| Certificates of participation in pools of residential mortgages | $95,364,000 | 542 |
| Issued or guaranteed by U.S. | $95,364,000 | 532 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $441,913,000 | 119 |
| CMOs issued by government agencies or sponsored agencies | $441,913,000 | 112 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $2,030,283,000 | 139 |
| Total debt securities | $2,030,281,000 | 157 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $1,973,599,000 | 150 |
| U.S. Government securities | $1,318,340,000 | 152 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $1,318,340,000 | 143 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $567,140,000 | 57 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $567,140,000 | 26 |
| Foreign debt securities | $5,044,000 | 88 |
| 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 | $62,277,000 | 909 |
| Mortgage-backed securities | $570,823,000 | 219 |
| Certificates of participation in pools of residential mortgages | $111,564,000 | 455 |
| Issued or guaranteed by U.S. | $111,564,000 | 446 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $459,259,000 | 110 |
| CMOs issued by government agencies or sponsored agencies | $459,259,000 | 105 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $1,890,524,000 | 135 |
| Total debt securities | $1,890,524,000 | 153 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $1,740,286,000 | 152 |
| U.S. Government securities | $1,193,937,000 | 159 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $1,193,937,000 | 148 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $457,670,000 | 62 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $457,670,000 | 26 |
| Foreign debt securities | $5,138,000 | 81 |
| 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 | $85,843,000 | 689 |
| Mortgage-backed securities | $635,925,000 | 200 |
| Certificates of participation in pools of residential mortgages | $134,424,000 | 361 |
| Issued or guaranteed by U.S. | $134,424,000 | 357 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $501,501,000 | 105 |
| CMOs issued by government agencies or sponsored agencies | $501,501,000 | 99 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $1,656,745,000 | 145 |
| Total debt securities | $1,656,745,000 | 155 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $1,590,434,000 | 152 |
| U.S. Government securities | $1,035,281,000 | 163 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $1,035,281,000 | 155 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $464,376,000 | 59 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $464,376,000 | 26 |
| Foreign debt securities | $10,135,000 | 68 |
| 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 | $90,653,000 | 648 |
| Mortgage-backed securities | $682,495,000 | 186 |
| Certificates of participation in pools of residential mortgages | $163,382,000 | 295 |
| Issued or guaranteed by U.S. | $163,382,000 | 293 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $519,113,000 | 100 |
| CMOs issued by government agencies or sponsored agencies | $519,113,000 | 97 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $1,509,792,000 | 143 |
| Total debt securities | $1,509,792,000 | 155 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $1,439,070,000 | 158 |
| U.S. Government securities | $878,597,000 | 174 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $878,597,000 | 163 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $472,975,000 | 56 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $472,975,000 | 26 |
| Foreign debt securities | $10,121,000 | 66 |
| 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 | $67,826,000 | 812 |
| Mortgage-backed securities | $728,284,000 | 179 |
| Certificates of participation in pools of residential mortgages | $220,291,000 | 231 |
| Issued or guaranteed by U.S. | $220,291,000 | 229 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $507,993,000 | 102 |
| CMOs issued by government agencies or sponsored agencies | $507,993,000 | 99 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $1,361,693,000 | 151 |
| Total debt securities | $1,361,693,000 | 159 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $1,289,096,000 | 171 |
| U.S. Government securities | $799,666,000 | 188 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $799,666,000 | 178 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $418,664,000 | 60 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $418,664,000 | 27 |
| Foreign debt securities | $4,916,000 | 89 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,514,000 | 778 |
| Mortgage-backed securities | $649,990,000 | 188 |
| Certificates of participation in pools of residential mortgages | $225,432,000 | 229 |
| Issued or guaranteed by U.S. | $225,432,000 | 226 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $424,558,000 | 115 |
| CMOs issued by government agencies or sponsored agencies | $424,558,000 | 111 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $1,223,246,000 | 157 |
| Total debt securities | $1,223,245,000 | 172 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $1,385,653,000 | 157 |
| U.S. Government securities | $876,291,000 | 174 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $876,291,000 | 163 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $430,977,000 | 62 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $430,977,000 | 25 |
| Foreign debt securities | $5,004,000 | 81 |
| 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 | $71,491,000 | 714 |
| Mortgage-backed securities | $656,780,000 | 187 |
| Certificates of participation in pools of residential mortgages | $238,928,000 | 216 |
| Issued or guaranteed by U.S. | $238,928,000 | 213 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $417,852,000 | 118 |
| CMOs issued by government agencies or sponsored agencies | $417,852,000 | 114 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $1,312,272,000 | 148 |
| Total debt securities | $1,312,273,000 | 164 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $1,397,564,000 | 154 |
| U.S. Government securities | $921,289,000 | 167 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $921,289,000 | 158 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $398,628,000 | 66 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $398,628,000 | 25 |
| Foreign debt securities | $4,988,000 | 82 |
| 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 | $72,983,000 | 711 |
| Mortgage-backed securities | $646,908,000 | 183 |
| Certificates of participation in pools of residential mortgages | $262,847,000 | 182 |
| Issued or guaranteed by U.S. | $262,847,000 | 180 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $384,061,000 | 123 |
| CMOs issued by government agencies or sponsored agencies | $384,061,000 | 118 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $1,324,905,000 | 148 |
| Total debt securities | $1,324,906,000 | 159 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $1,366,447,000 | 158 |
| U.S. Government securities | $913,166,000 | 174 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $913,166,000 | 164 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $386,267,000 | 66 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $386,267,000 | 26 |
| Foreign debt securities | $4,976,000 | 85 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,464,000 | 652 |
| Mortgage-backed securities | $593,986,000 | 189 |
| Certificates of participation in pools of residential mortgages | $245,255,000 | 197 |
| Issued or guaranteed by U.S. | $245,255,000 | 197 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $348,731,000 | 128 |
| CMOs issued by government agencies or sponsored agencies | $348,731,000 | 122 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $1,304,409,000 | 147 |
| Total debt securities | $1,304,409,000 | 161 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $1,330,022,000 | 158 |
| U.S. Government securities | $861,410,000 | 181 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $861,410,000 | 169 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $402,696,000 | 59 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $402,696,000 | 24 |
| Foreign debt securities | $4,938,000 | 89 |
| 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 | $80,783,000 | 662 |
| Mortgage-backed securities | $519,151,000 | 205 |
| Certificates of participation in pools of residential mortgages | $182,255,000 | 242 |
| Issued or guaranteed by U.S. | $182,255,000 | 241 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $336,896,000 | 130 |
| CMOs issued by government agencies or sponsored agencies | $336,896,000 | 123 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $1,269,044,000 | 147 |
| Total debt securities | $1,269,043,000 | 163 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $1,369,779,000 | 155 |
| U.S. Government securities | $884,829,000 | 175 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $884,829,000 | 163 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $422,064,000 | 58 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $422,064,000 | 27 |
| Foreign debt securities | $4,825,000 | 89 |
| Equity securities | $58,061,000 | 11 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,970,000 | 658 |
| Mortgage-backed securities | $434,386,000 | 227 |
| Certificates of participation in pools of residential mortgages | $116,866,000 | 357 |
| Issued or guaranteed by U.S. | $116,866,000 | 353 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $317,520,000 | 136 |
| CMOs issued by government agencies or sponsored agencies | $317,520,000 | 130 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $1,369,779,000 | 144 |
| Total debt securities | $1,311,719,000 | 160 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $1,295,158,000 | 163 |
| U.S. Government securities | $810,609,000 | 182 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $810,609,000 | 171 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $418,603,000 | 56 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $418,603,000 | 25 |
| Foreign debt securities | $4,886,000 | 87 |
| Equity securities | $61,060,000 | 10 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,329,000 | 728 |
| Mortgage-backed securities | $373,424,000 | 239 |
| Certificates of participation in pools of residential mortgages | $69,107,000 | 536 |
| Issued or guaranteed by U.S. | $69,107,000 | 534 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $304,317,000 | 135 |
| CMOs issued by government agencies or sponsored agencies | $304,317,000 | 131 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $1,295,158,000 | 143 |
| Total debt securities | $1,234,097,000 | 167 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $1,228,087,000 | 169 |
| U.S. Government securities | $785,303,000 | 188 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $785,303,000 | 178 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $381,550,000 | 57 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $381,550,000 | 26 |
| Foreign debt securities | $4,887,000 | 86 |
| Equity securities | $56,347,000 | 12 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,306,000 | 823 |
| Mortgage-backed securities | $392,577,000 | 236 |
| Certificates of participation in pools of residential mortgages | $74,291,000 | 515 |
| Issued or guaranteed by U.S. | $74,291,000 | 508 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $318,286,000 | 130 |
| CMOs issued by government agencies or sponsored agencies | $318,286,000 | 126 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $1,228,087,000 | 147 |
| Total debt securities | $1,171,740,000 | 169 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $1,290,970,000 | 163 |
| U.S. Government securities | $820,298,000 | 178 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $820,298,000 | 167 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $406,613,000 | 54 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $406,613,000 | 25 |
| Foreign debt securities | $4,890,000 | 91 |
| Equity securities | $59,169,000 | 12 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,035,000 | 898 |
| Mortgage-backed securities | $412,109,000 | 229 |
| Certificates of participation in pools of residential mortgages | $80,637,000 | 502 |
| Issued or guaranteed by U.S. | $80,637,000 | 501 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $331,472,000 | 126 |
| CMOs issued by government agencies or sponsored agencies | $331,472,000 | 122 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $1,290,970,000 | 142 |
| Total debt securities | $1,231,801,000 | 168 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $1,340,623,000 | 155 |
| U.S. Government securities | $852,922,000 | 169 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $852,922,000 | 156 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $422,403,000 | 50 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $422,403,000 | 25 |
| Foreign debt securities | $4,977,000 | 87 |
| Equity securities | $60,321,000 | 30 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,769,000 | 899 |
| Mortgage-backed securities | $427,808,000 | 222 |
| Certificates of participation in pools of residential mortgages | $84,926,000 | 480 |
| Issued or guaranteed by U.S. | $84,926,000 | 479 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $342,882,000 | 121 |
| CMOs issued by government agencies or sponsored agencies | $342,882,000 | 116 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $1,340,623,000 | 135 |
| Total debt securities | $1,280,302,000 | 157 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $1,327,857,000 | 150 |
| U.S. Government securities | $827,013,000 | 168 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $827,013,000 | 159 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $435,113,000 | 51 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $435,113,000 | 24 |
| Foreign debt securities | $5,053,000 | 87 |
| Equity securities | $60,678,000 | 26 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,987,000 | 889 |
| Mortgage-backed securities | $419,912,000 | 226 |
| Certificates of participation in pools of residential mortgages | $64,203,000 | 604 |
| Issued or guaranteed by U.S. | $64,203,000 | 604 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $355,709,000 | 115 |
| CMOs issued by government agencies or sponsored agencies | $355,709,000 | 109 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $1,327,857,000 | 128 |
| Total debt securities | $1,267,179,000 | 157 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $1,349,214,000 | 150 |
| U.S. Government securities | $836,378,000 | 170 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $836,378,000 | 162 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $436,868,000 | 54 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $436,868,000 | 24 |
| Foreign debt securities | $15,053,000 | 54 |
| Equity securities | $60,915,000 | 23 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,025,000 | 882 |
| Mortgage-backed securities | $438,952,000 | 224 |
| Certificates of participation in pools of residential mortgages | $67,805,000 | 596 |
| Issued or guaranteed by U.S. | $67,805,000 | 596 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $371,147,000 | 115 |
| CMOs issued by government agencies or sponsored agencies | $371,147,000 | 107 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $1,349,214,000 | 129 |
| Total debt securities | $1,288,299,000 | 156 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $1,349,012,000 | 150 |
| U.S. Government securities | $849,967,000 | 164 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $849,967,000 | 156 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $419,291,000 | 53 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $419,291,000 | 24 |
| Foreign debt securities | $15,025,000 | 51 |
| Equity securities | $64,729,000 | 27 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,477,000 | 876 |
| Mortgage-backed securities | $462,657,000 | 223 |
| Certificates of participation in pools of residential mortgages | $78,349,000 | 531 |
| Issued or guaranteed by U.S. | $78,349,000 | 530 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $384,308,000 | 113 |
| CMOs issued by government agencies or sponsored agencies | $384,308,000 | 105 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $1,349,012,000 | 127 |
| Total debt securities | $1,284,283,000 | 158 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $1,387,118,000 | 140 |
| U.S. Government securities | $886,116,000 | 154 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $886,116,000 | 147 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $422,829,000 | 52 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $422,829,000 | 22 |
| Foreign debt securities | $15,005,000 | 55 |
| Equity securities | $63,168,000 | 30 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,745,000 | 850 |
| Mortgage-backed securities | $484,098,000 | 211 |
| Certificates of participation in pools of residential mortgages | $87,116,000 | 480 |
| Issued or guaranteed by U.S. | $87,116,000 | 479 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $396,982,000 | 111 |
| CMOs issued by government agencies or sponsored agencies | $396,982,000 | 103 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $1,387,118,000 | 118 |
| Total debt securities | $1,323,950,000 | 148 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $1,337,885,000 | 140 |
| U.S. Government securities | $841,414,000 | 155 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $841,414,000 | 149 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $410,934,000 | 58 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $410,934,000 | 26 |
| Foreign debt securities | $20,013,000 | 49 |
| Equity securities | $65,524,000 | 29 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,787,000 | 844 |
| Mortgage-backed securities | $511,429,000 | 198 |
| Certificates of participation in pools of residential mortgages | $95,647,000 | 442 |
| Issued or guaranteed by U.S. | $95,647,000 | 441 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $415,782,000 | 106 |
| CMOs issued by government agencies or sponsored agencies | $415,782,000 | 97 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $1,337,885,000 | 119 |
| Total debt securities | $1,272,361,000 | 150 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $1,194,774,000 | 160 |
| U.S. Government securities | $736,372,000 | 170 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $736,372,000 | 165 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $373,122,000 | 66 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $373,122,000 | 27 |
| Foreign debt securities | $20,031,000 | 51 |
| Equity securities | $65,249,000 | 29 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,534,000 | 832 |
| Mortgage-backed securities | $441,038,000 | 216 |
| Certificates of participation in pools of residential mortgages | $104,996,000 | 407 |
| Issued or guaranteed by U.S. | $104,996,000 | 406 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $336,042,000 | 126 |
| CMOs issued by government agencies or sponsored agencies | $336,042,000 | 118 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $1,194,774,000 | 131 |
| Total debt securities | $1,129,525,000 | 163 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $1,236,480,000 | 158 |
| U.S. Government securities | $794,201,000 | 169 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $794,201,000 | 163 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $357,949,000 | 67 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $357,949,000 | 30 |
| Foreign debt securities | $20,047,000 | 47 |
| Equity securities | $64,283,000 | 29 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,440,000 | 826 |
| Mortgage-backed securities | $415,861,000 | 222 |
| Certificates of participation in pools of residential mortgages | $111,827,000 | 382 |
| Issued or guaranteed by U.S. | $111,827,000 | 381 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $304,034,000 | 137 |
| CMOs issued by government agencies or sponsored agencies | $304,034,000 | 127 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $1,236,480,000 | 131 |
| Total debt securities | $1,172,197,000 | 160 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $1,273,176,000 | 149 |
| U.S. Government securities | $845,753,000 | 155 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $845,753,000 | 149 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $343,390,000 | 65 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $343,390,000 | 30 |
| Foreign debt securities | $20,031,000 | 48 |
| Equity securities | $64,002,000 | 28 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,384,000 | 823 |
| Mortgage-backed securities | $433,799,000 | 211 |
| Certificates of participation in pools of residential mortgages | $117,853,000 | 369 |
| Issued or guaranteed by U.S. | $117,853,000 | 368 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $315,946,000 | 134 |
| CMOs issued by government agencies or sponsored agencies | $315,946,000 | 123 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $1,273,176,000 | 124 |
| Total debt securities | $1,209,174,000 | 154 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $1,121,949,000 | 159 |
| U.S. Government securities | $707,765,000 | 176 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $707,765,000 | 168 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $315,929,000 | 69 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $315,929,000 | 31 |
| Foreign debt securities | $35,085,000 | 43 |
| Equity securities | $63,170,000 | 30 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,775,000 | 1,065 |
| Mortgage-backed securities | $389,398,000 | 228 |
| Certificates of participation in pools of residential mortgages | $126,091,000 | 339 |
| Issued or guaranteed by U.S. | $126,091,000 | 338 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $263,307,000 | 143 |
| CMOs issued by government agencies or sponsored agencies | $263,307,000 | 132 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $1,121,949,000 | 133 |
| Total debt securities | $1,058,779,000 | 166 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $1,208,330,000 | 150 |
| U.S. Government securities | $763,608,000 | 165 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $763,608,000 | 161 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $351,066,000 | 62 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $351,066,000 | 29 |
| Foreign debt securities | $35,162,000 | 42 |
| Equity securities | $58,494,000 | 34 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,267,000 | 1,065 |
| Mortgage-backed securities | $422,443,000 | 218 |
| Certificates of participation in pools of residential mortgages | $140,500,000 | 317 |
| Issued or guaranteed by U.S. | $140,500,000 | 316 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $281,943,000 | 142 |
| CMOs issued by government agencies or sponsored agencies | $281,943,000 | 131 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $1,208,330,000 | 126 |
| Total debt securities | $1,149,836,000 | 152 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $1,271,819,000 | 145 |
| U.S. Government securities | $889,990,000 | 142 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $889,990,000 | 137 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $286,847,000 | 71 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $286,847,000 | 33 |
| Foreign debt securities | $35,193,000 | 42 |
| Equity securities | $59,789,000 | 30 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,977,000 | 956 |
| Mortgage-backed securities | $462,958,000 | 210 |
| Certificates of participation in pools of residential mortgages | $161,858,000 | 279 |
| Issued or guaranteed by U.S. | $161,858,000 | 277 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $301,100,000 | 136 |
| CMOs issued by government agencies or sponsored agencies | $301,100,000 | 124 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $1,271,819,000 | 121 |
| Total debt securities | $1,212,030,000 | 146 |
| Structured notes | ||
| Amortized cost | $25,000,000 | 134 |
| Fair value | $25,034,000 | 134 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $1,353,359,000 | 140 |
| U.S. Government securities | $998,312,000 | 131 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $998,312,000 | 126 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $251,347,000 | 77 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $251,347,000 | 34 |
| Foreign debt securities | $45,169,000 | 37 |
| Equity securities | $58,531,000 | 35 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,547,000 | 940 |
| Mortgage-backed securities | $485,958,000 | 202 |
| Certificates of participation in pools of residential mortgages | $173,021,000 | 262 |
| Issued or guaranteed by U.S. | $173,021,000 | 261 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $312,937,000 | 134 |
| CMOs issued by government agencies or sponsored agencies | $312,937,000 | 124 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $1,353,359,000 | 116 |
| Total debt securities | $1,294,828,000 | 144 |
| Structured notes | ||
| Amortized cost | $25,000,000 | 134 |
| Fair value | $25,064,000 | 132 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $1,280,567,000 | 145 |
| U.S. Government securities | $933,882,000 | 136 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $933,882,000 | 131 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $243,348,000 | 84 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $243,348,000 | 36 |
| Foreign debt securities | $45,244,000 | 38 |
| Equity securities | $58,093,000 | 34 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,182,000 | 916 |
| Mortgage-backed securities | $494,651,000 | 201 |
| Certificates of participation in pools of residential mortgages | $183,691,000 | 245 |
| Issued or guaranteed by U.S. | $183,691,000 | 244 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $310,960,000 | 137 |
| CMOs issued by government agencies or sponsored agencies | $310,960,000 | 127 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $1,280,567,000 | 120 |
| Total debt securities | $1,222,474,000 | 147 |
| Structured notes | ||
| Amortized cost | $25,000,000 | 153 |
| Fair value | $25,095,000 | 148 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $1,251,672,000 | 147 |
| U.S. Government securities | $914,349,000 | 136 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $914,349,000 | 132 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $248,668,000 | 86 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $248,668,000 | 37 |
| Foreign debt securities | $45,351,000 | 38 |
| Equity securities | $43,304,000 | 44 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,002,000 | 916 |
| Mortgage-backed securities | $519,181,000 | 190 |
| Certificates of participation in pools of residential mortgages | $196,734,000 | 233 |
| Issued or guaranteed by U.S. | $196,734,000 | 232 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $322,447,000 | 135 |
| CMOs issued by government agencies or sponsored agencies | $322,447,000 | 125 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $1,251,672,000 | 119 |
| Total debt securities | $1,208,368,000 | 149 |
| Structured notes | ||
| Amortized cost | $25,000,000 | 168 |
| Fair value | $25,120,000 | 162 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $1,267,132,000 | 145 |
| U.S. Government securities | $917,485,000 | 137 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $917,485,000 | 134 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $256,935,000 | 85 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $256,935,000 | 39 |
| Foreign debt securities | $50,391,000 | 36 |
| Equity securities | $42,321,000 | 45 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,450,000 | 906 |
| Mortgage-backed securities | $542,456,000 | 181 |
| Certificates of participation in pools of residential mortgages | $206,987,000 | 231 |
| Issued or guaranteed by U.S. | $206,987,000 | 230 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $335,469,000 | 134 |
| CMOs issued by government agencies or sponsored agencies | $335,469,000 | 126 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $1,267,132,000 | 120 |
| Total debt securities | $1,224,811,000 | 148 |
| Structured notes | ||
| Amortized cost | $50,000,000 | 81 |
| Fair value | $50,151,000 | 76 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $1,214,429,000 | 148 |
| U.S. Government securities | $862,808,000 | 146 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $862,808,000 | 144 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $254,735,000 | 87 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $254,735,000 | 40 |
| Foreign debt securities | $55,353,000 | 36 |
| Equity securities | $41,533,000 | 51 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,034,000 | 894 |
| Mortgage-backed securities | $512,400,000 | 185 |
| Certificates of participation in pools of residential mortgages | $221,079,000 | 215 |
| Issued or guaranteed by U.S. | $221,079,000 | 214 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $291,321,000 | 142 |
| CMOs issued by government agencies or sponsored agencies | $291,321,000 | 133 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $1,214,429,000 | 118 |
| Total debt securities | $1,172,896,000 | 149 |
| Structured notes | ||
| Amortized cost | $50,000,000 | 80 |
| Fair value | $50,301,000 | 73 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $1,273,227,000 | 142 |
| U.S. Government securities | $915,813,000 | 138 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $915,813,000 | 135 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $265,161,000 | 84 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $265,161,000 | 39 |
| Foreign debt securities | $55,491,000 | 38 |
| Equity securities | $36,762,000 | 56 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,890,000 | 864 |
| Mortgage-backed securities | $549,788,000 | 174 |
| Certificates of participation in pools of residential mortgages | $245,984,000 | 195 |
| Issued or guaranteed by U.S. | $245,984,000 | 194 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $303,804,000 | 138 |
| CMOs issued by government agencies or sponsored agencies | $303,804,000 | 128 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $1,273,227,000 | 114 |
| Total debt securities | $1,236,465,000 | 144 |
| Structured notes | ||
| Amortized cost | $50,000,000 | 74 |
| Fair value | $50,379,000 | 69 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $1,282,759,000 | 139 |
| U.S. Government securities | $928,877,000 | 136 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $928,877,000 | 134 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $265,373,000 | 81 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $265,373,000 | 39 |
| Foreign debt securities | $55,469,000 | 36 |
| Equity securities | $33,040,000 | 56 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,865,000 | 827 |
| Mortgage-backed securities | $588,028,000 | 165 |
| Certificates of participation in pools of residential mortgages | $282,498,000 | 163 |
| Issued or guaranteed by U.S. | $282,498,000 | 162 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $305,530,000 | 142 |
| CMOs issued by government agencies or sponsored agencies | $305,530,000 | 134 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $1,282,759,000 | 120 |
| Total debt securities | $1,249,719,000 | 144 |
| Structured notes | ||
| Amortized cost | $50,000,000 | 70 |
| Fair value | $50,392,000 | 66 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $1,372,141,000 | 134 |
| U.S. Government securities | $1,016,352,000 | 126 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $1,016,352,000 | 124 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $273,211,000 | 79 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $273,211,000 | 40 |
| Foreign debt securities | $55,756,000 | 34 |
| Equity securities | $26,822,000 | 73 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,861,000 | 761 |
| Mortgage-backed securities | $663,928,000 | 152 |
| Certificates of participation in pools of residential mortgages | $334,179,000 | 148 |
| Issued or guaranteed by U.S. | $334,179,000 | 147 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $329,749,000 | 136 |
| CMOs issued by government agencies or sponsored agencies | $329,749,000 | 126 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $1,372,141,000 | 117 |
| Total debt securities | $1,345,319,000 | 135 |
| Structured notes | ||
| Amortized cost | $65,000,000 | 46 |
| Fair value | $65,428,000 | 46 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $1,442,337,000 | 129 |
| U.S. Government securities | $1,077,974,000 | 121 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $1,077,974,000 | 118 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $281,570,000 | 75 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $281,570,000 | 36 |
| Foreign debt securities | $55,993,000 | 33 |
| Equity securities | $26,800,000 | 67 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,063,000 | 733 |
| Mortgage-backed securities | $735,169,000 | 139 |
| Certificates of participation in pools of residential mortgages | $380,534,000 | 132 |
| Issued or guaranteed by U.S. | $380,534,000 | 131 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $354,635,000 | 129 |
| CMOs issued by government agencies or sponsored agencies | $354,635,000 | 118 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $1,442,337,000 | 107 |
| Total debt securities | $1,415,537,000 | 129 |
| Structured notes | ||
| Amortized cost | $65,000,000 | 43 |
| Fair value | $65,402,000 | 43 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $1,471,445,000 | 131 |
| U.S. Government securities | $1,118,648,000 | 121 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $1,118,648,000 | 119 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $274,908,000 | 81 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $274,908,000 | 37 |
| Foreign debt securities | $51,075,000 | 36 |
| Equity securities | $26,814,000 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,585,000 | 711 |
| Mortgage-backed securities | $800,389,000 | 138 |
| Certificates of participation in pools of residential mortgages | $441,143,000 | 128 |
| Issued or guaranteed by U.S. | $441,143,000 | 126 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $359,246,000 | 134 |
| CMOs issued by government agencies or sponsored agencies | $359,246,000 | 121 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $1,471,445,000 | 109 |
| Total debt securities | $1,444,631,000 | 132 |
| Structured notes | ||
| Amortized cost | $90,000,000 | 28 |
| Fair value | $90,534,000 | 28 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $1,542,012,000 | 123 |
| U.S. Government securities | $1,195,986,000 | 118 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $1,195,986,000 | 112 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $284,204,000 | 80 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $284,204,000 | 37 |
| Foreign debt securities | $35,708,000 | 41 |
| Equity securities | $26,114,000 | 65 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,816,000 | 724 |
| Mortgage-backed securities | $807,152,000 | 132 |
| Certificates of participation in pools of residential mortgages | $487,276,000 | 124 |
| Issued or guaranteed by U.S. | $487,276,000 | 123 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $319,876,000 | 148 |
| CMOs issued by government agencies or sponsored agencies | $319,876,000 | 137 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $1,542,012,000 | 104 |
| Total debt securities | $1,515,898,000 | 126 |
| Structured notes | ||
| Amortized cost | $125,000,000 | 19 |
| Fair value | $125,938,000 | 19 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $1,540,552,000 | 130 |
| U.S. Government securities | $1,271,880,000 | 118 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $1,271,880,000 | 110 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $228,144,000 | 93 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $228,144,000 | 51 |
| Foreign debt securities | $25,260,000 | 42 |
| Equity securities | $15,268,000 | 105 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,633,000 | 668 |
| Mortgage-backed securities | $898,132,000 | 125 |
| Certificates of participation in pools of residential mortgages | $537,042,000 | 113 |
| Issued or guaranteed by U.S. | $537,042,000 | 112 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $361,090,000 | 139 |
| CMOs issued by government agencies or sponsored agencies | $361,090,000 | 125 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $1,540,552,000 | 108 |
| Total debt securities | $1,525,284,000 | 131 |
| Structured notes | ||
| Amortized cost | $154,986,000 | 17 |
| Fair value | $155,770,000 | 16 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $1,582,303,000 | 118 |
| U.S. Government securities | $1,365,809,000 | 111 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $1,365,809,000 | 104 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $191,268,000 | 108 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $191,268,000 | 57 |
| Foreign debt securities | $15,283,000 | 42 |
| Equity securities | $9,943,000 | 145 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $94,426,000 | 616 |
| Mortgage-backed securities | $943,511,000 | 119 |
| Certificates of participation in pools of residential mortgages | $591,320,000 | 103 |
| Issued or guaranteed by U.S. | $591,320,000 | 103 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $352,191,000 | 136 |
| CMOs issued by government agencies or sponsored agencies | $352,191,000 | 122 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $1,582,303,000 | 104 |
| Total debt securities | $1,572,360,000 | 119 |
| Structured notes | ||
| Amortized cost | $194,986,000 | 8 |
| Fair value | $196,157,000 | 8 |
| 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 | $1,556,386,000 | 120 |
| U.S. Government securities | $1,355,194,000 | 111 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $1,355,194,000 | 106 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $175,734,000 | 118 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $175,734,000 | 61 |
| Foreign debt securities | $15,297,000 | 46 |
| Equity securities | $10,161,000 | 147 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $97,007,000 | 589 |
| Mortgage-backed securities | $971,747,000 | 118 |
| Certificates of participation in pools of residential mortgages | $650,625,000 | 96 |
| Issued or guaranteed by U.S. | $650,625,000 | 94 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $321,122,000 | 143 |
| CMOs issued by government agencies or sponsored agencies | $321,122,000 | 126 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $1,556,386,000 | 104 |
| Total debt securities | $1,546,225,000 | 122 |
| Structured notes | ||
| Amortized cost | $199,956,000 | 8 |
| Fair value | $200,745,000 | 7 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $1,524,701,000 | 124 |
| U.S. Government securities | $1,317,088,000 | 110 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $1,317,088,000 | 107 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $182,241,000 | 113 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $182,241,000 | 58 |
| Foreign debt securities | $15,293,000 | 42 |
| Equity securities | $10,079,000 | 152 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $97,224,000 | 599 |
| Mortgage-backed securities | $973,631,000 | 114 |
| Certificates of participation in pools of residential mortgages | $693,201,000 | 93 |
| Issued or guaranteed by U.S. | $693,201,000 | 91 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $280,430,000 | 153 |
| CMOs issued by government agencies or sponsored agencies | $280,430,000 | 135 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $1,524,701,000 | 106 |
| Total debt securities | $1,514,622,000 | 125 |
| Structured notes | ||
| Amortized cost | $174,970,000 | 15 |
| Fair value | $174,984,000 | 16 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $1,568,892,000 | 124 |
| U.S. Government securities | $1,368,029,000 | 109 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $1,368,029,000 | 106 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $175,468,000 | 117 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $175,468,000 | 59 |
| Foreign debt securities | $15,392,000 | 40 |
| Equity securities | $10,003,000 | 153 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $98,353,000 | 587 |
| Mortgage-backed securities | $1,019,426,000 | 111 |
| Certificates of participation in pools of residential mortgages | $728,122,000 | 91 |
| Issued or guaranteed by U.S. | $728,122,000 | 88 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $291,304,000 | 148 |
| CMOs issued by government agencies or sponsored agencies | $291,304,000 | 127 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $1,568,892,000 | 106 |
| Total debt securities | $1,558,889,000 | 124 |
| Structured notes | ||
| Amortized cost | $174,929,000 | 14 |
| Fair value | $175,555,000 | 13 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $1,636,036,000 | 116 |
| U.S. Government securities | $1,438,271,000 | 103 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $1,438,271,000 | 99 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $187,669,000 | 112 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $187,669,000 | 53 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $10,096,000 | 149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,136,000 | 662 |
| Mortgage-backed securities | $1,054,237,000 | 107 |
| Certificates of participation in pools of residential mortgages | $743,935,000 | 87 |
| Issued or guaranteed by U.S. | $743,935,000 | 85 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $310,302,000 | 138 |
| CMOs issued by government agencies or sponsored agencies | $310,302,000 | 112 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $1,636,036,000 | 97 |
| Total debt securities | $1,625,940,000 | 115 |
| Structured notes | ||
| Amortized cost | $174,927,000 | 12 |
| Fair value | $175,654,000 | 11 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $1,590,032,000 | 114 |
| U.S. Government securities | $1,422,800,000 | 97 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $1,422,800,000 | 93 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $162,087,000 | 119 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $162,087,000 | 57 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $5,145,000 | 255 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,004,000 | 639 |
| Mortgage-backed securities | $1,017,274,000 | 101 |
| Certificates of participation in pools of residential mortgages | $782,677,000 | 82 |
| Issued or guaranteed by U.S. | $782,677,000 | 80 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $234,597,000 | 164 |
| CMOs issued by government agencies or sponsored agencies | $234,597,000 | 132 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $1,590,032,000 | 94 |
| Total debt securities | $1,584,887,000 | 112 |
| Structured notes | ||
| Amortized cost | $244,870,000 | 7 |
| Fair value | $246,289,000 | 7 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $1,573,993,000 | 115 |
| U.S. Government securities | $1,434,824,000 | 91 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $1,434,824,000 | 89 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $134,019,000 | 131 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $134,019,000 | 59 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $5,150,000 | 257 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,468,000 | 611 |
| Mortgage-backed securities | $1,099,784,000 | 95 |
| Certificates of participation in pools of residential mortgages | $848,485,000 | 76 |
| Issued or guaranteed by U.S. | $848,485,000 | 75 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $251,299,000 | 151 |
| CMOs issued by government agencies or sponsored agencies | $251,299,000 | 117 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $1,573,993,000 | 94 |
| Total debt securities | $1,568,843,000 | 115 |
| Structured notes | ||
| Amortized cost | $259,877,000 | 8 |
| Fair value | $261,714,000 | 8 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $1,449,677,000 | 117 |
| U.S. Government securities | $1,313,021,000 | 97 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $1,313,021,000 | 96 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $131,446,000 | 140 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $131,446,000 | 61 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $5,210,000 | 254 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,759,000 | 592 |
| Mortgage-backed securities | $1,145,734,000 | 88 |
| Certificates of participation in pools of residential mortgages | $852,290,000 | 74 |
| Issued or guaranteed by U.S. | $852,290,000 | 73 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $293,444,000 | 140 |
| CMOs issued by government agencies or sponsored agencies | $293,444,000 | 103 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $1,449,677,000 | 98 |
| Total debt securities | $1,444,467,000 | 116 |
| Structured notes | ||
| Amortized cost | $79,950,000 | 35 |
| Fair value | $79,945,000 | 35 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $1,481,754,000 | 117 |
| U.S. Government securities | $1,347,159,000 | 93 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $1,347,159,000 | 91 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $129,395,000 | 147 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $129,395,000 | 62 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $5,200,000 | 272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $85,296,000 | 667 |
| Mortgage-backed securities | $1,250,748,000 | 88 |
| Certificates of participation in pools of residential mortgages | $914,642,000 | 73 |
| Issued or guaranteed by U.S. | $914,642,000 | 72 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $336,106,000 | 121 |
| CMOs issued by government agencies or sponsored agencies | $336,106,000 | 86 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $1,481,754,000 | 101 |
| Total debt securities | $1,476,554,000 | 115 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $1,472,754,000 | 121 |
| U.S. Government securities | $1,341,906,000 | 99 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $1,341,906,000 | 96 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $125,712,000 | 157 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $125,712,000 | 64 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $5,136,000 | 315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,297,000 | 616 |
| Mortgage-backed securities | $1,269,483,000 | 92 |
| Certificates of participation in pools of residential mortgages | $946,318,000 | 73 |
| Issued or guaranteed by U.S. | $946,318,000 | 71 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $323,165,000 | 129 |
| CMOs issued by government agencies or sponsored agencies | $323,165,000 | 88 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $1,472,754,000 | 102 |
| Total debt securities | $1,467,618,000 | 121 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $1,466,337,000 | 124 |
| U.S. Government securities | $1,344,352,000 | 101 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $1,344,352,000 | 97 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $116,948,000 | 179 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $116,948,000 | 65 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $5,037,000 | 350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $89,008,000 | 635 |
| Mortgage-backed securities | $1,303,132,000 | 94 |
| Certificates of participation in pools of residential mortgages | $952,291,000 | 72 |
| Issued or guaranteed by U.S. | $952,291,000 | 71 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $350,841,000 | 116 |
| CMOs issued by government agencies or sponsored agencies | $350,841,000 | 79 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $1,466,337,000 | 102 |
| Total debt securities | $1,461,300,000 | 122 |
| 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 | $1,443,440,000 | 126 |
| U.S. Government securities | $1,353,690,000 | 98 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $1,353,690,000 | 95 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $84,909,000 | 213 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $84,909,000 | 76 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $4,841,000 | 369 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $101,593,000 | 572 |
| Mortgage-backed securities | $1,308,218,000 | 95 |
| Certificates of participation in pools of residential mortgages | $958,954,000 | 73 |
| Issued or guaranteed by U.S. | $958,954,000 | 72 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $349,264,000 | 121 |
| CMOs issued by government agencies or sponsored agencies | $349,264,000 | 81 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $1,443,440,000 | 106 |
| Total debt securities | $1,438,599,000 | 122 |
| 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 | $1,441,201,000 | 114 |
| U.S. Government securities | $1,395,788,000 | 90 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $1,395,788,000 | 88 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $40,483,000 | 342 |
| 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 | $40,483,000 | 127 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $4,930,000 | 331 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $111,449,000 | 523 |
| Mortgage-backed securities | $1,308,511,000 | 94 |
| Certificates of participation in pools of residential mortgages | $1,008,326,000 | 72 |
| Issued or guaranteed by U.S. | $1,008,326,000 | 68 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $300,185,000 | 133 |
| CMOs issued by government agencies or sponsored agencies | $300,185,000 | 87 |
| 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) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $1,441,201,000 | 98 |
| Total debt securities | $1,436,271,000 | 111 |
| 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 | $1,346,060,000 | 115 |
| U.S. Government securities | $1,299,409,000 | 88 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $1,299,409,000 | 87 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $41,330,000 | 349 |
| 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 | $41,330,000 | 126 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $5,321,000 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $108,875,000 | 531 |
| Mortgage-backed securities | $1,274,249,000 | 88 |
| Certificates of participation in pools of residential mortgages | $963,111,000 | 71 |
| Issued or guaranteed by U.S. | $963,111,000 | 68 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $311,138,000 | 122 |
| CMOs issued by government agencies or sponsored agencies | $311,138,000 | 80 |
| 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) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $1,346,060,000 | 98 |
| Total debt securities | $1,340,739,000 | 114 |
| 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 | $1,434,441,000 | 110 |
| U.S. Government securities | $1,370,421,000 | 90 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $1,370,421,000 | 89 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $58,853,000 | 296 |
| 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 | $58,853,000 | 111 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $5,167,000 | 457 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,128,000 | 592 |
| Mortgage-backed securities | $1,325,075,000 | 84 |
| Certificates of participation in pools of residential mortgages | $1,008,864,000 | 69 |
| Issued or guaranteed by U.S. | $1,008,864,000 | 67 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $316,211,000 | 126 |
| CMOs issued by government agencies or sponsored agencies | $316,211,000 | 85 |
| 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) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $1,434,441,000 | 95 |
| Total debt securities | $1,429,274,000 | 110 |
| 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 | $1,595,676,000 | 115 |
| U.S. Government securities | $1,527,689,000 | 88 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $1,527,689,000 | 88 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $62,484,000 | 283 |
| 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 | $62,484,000 | 111 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $5,503,000 | 486 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,032,000 | 544 |
| Mortgage-backed securities | $1,462,373,000 | 85 |
| Certificates of participation in pools of residential mortgages | $1,142,622,000 | 69 |
| Issued or guaranteed by U.S. | $1,142,622,000 | 66 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $319,751,000 | 127 |
| CMOs issued by government agencies or sponsored agencies | $319,751,000 | 80 |
| 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) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $1,595,676,000 | 99 |
| Total debt securities | $1,590,173,000 | 114 |
| 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 | $1,367,972,000 | 126 |
| U.S. Government securities | $1,283,825,000 | 101 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $1,283,825,000 | 100 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $78,568,000 | 238 |
| 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 | $78,568,000 | 98 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $5,579,000 | 445 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $108,371,000 | 503 |
| Mortgage-backed securities | $978,247,000 | 106 |
| Certificates of participation in pools of residential mortgages | $819,447,000 | 75 |
| Issued or guaranteed by U.S. | $819,447,000 | 71 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $158,800,000 | 198 |
| CMOs issued by government agencies or sponsored agencies | $158,800,000 | 142 |
| 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) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $1,367,972,000 | 107 |
| Total debt securities | $1,362,393,000 | 125 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $1,256,576,000 | 140 |
| U.S. Government securities | $1,164,353,000 | 109 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $1,164,353,000 | 107 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $86,567,000 | 219 |
| 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 | $86,567,000 | 86 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $5,656,000 | 413 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $101,185,000 | 521 |
| Mortgage-backed securities | $795,134,000 | 119 |
| Certificates of participation in pools of residential mortgages | $715,475,000 | 81 |
| Issued or guaranteed by U.S. | $715,475,000 | 77 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $79,659,000 | 311 |
| CMOs issued by government agencies or sponsored agencies | $79,659,000 | 210 |
| 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) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $1,256,576,000 | 118 |
| Total debt securities | $1,250,920,000 | 137 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $1,286,177,000 | 142 |
| U.S. Government securities | $1,206,057,000 | 115 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $1,206,057,000 | 110 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $74,462,000 | 239 |
| 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 | $74,462,000 | 95 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $5,658,000 | 416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,007,000 | 635 |
| Mortgage-backed securities | $820,312,000 | 124 |
| Certificates of participation in pools of residential mortgages | $740,800,000 | 83 |
| Issued or guaranteed by U.S. | $740,800,000 | 81 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $79,512,000 | 305 |
| CMOs issued by government agencies or sponsored agencies | $79,512,000 | 216 |
| 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) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $1,286,177,000 | 124 |
| Total debt securities | $1,280,519,000 | 140 |
| 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 | $1,308,289,000 | 142 |
| U.S. Government securities | $1,242,563,000 | 114 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $1,242,563,000 | 110 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $60,986,000 | 260 |
| 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 | $60,986,000 | 115 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $4,740,000 | 491 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $85,321,000 | 612 |
| Mortgage-backed securities | $770,995,000 | 127 |
| Certificates of participation in pools of residential mortgages | $690,447,000 | 88 |
| Issued or guaranteed by U.S. | $690,447,000 | 85 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $80,548,000 | 298 |
| CMOs issued by government agencies or sponsored agencies | $80,548,000 | 213 |
| 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) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $1,308,289,000 | 122 |
| Total debt securities | $1,303,549,000 | 141 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $1,342,526,000 | 143 |
| U.S. Government securities | $1,291,922,000 | 119 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $1,291,922,000 | 114 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $45,855,000 | 293 |
| 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 | $45,855,000 | 135 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $4,749,000 | 492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,158,000 | 623 |
| Mortgage-backed securities | $777,263,000 | 129 |
| Certificates of participation in pools of residential mortgages | $696,378,000 | 88 |
| Issued or guaranteed by U.S. | $696,378,000 | 85 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $80,885,000 | 301 |
| CMOs issued by government agencies or sponsored agencies | $80,885,000 | 221 |
| 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) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $1,342,526,000 | 125 |
| Total debt securities | $1,337,777,000 | 140 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $1,328,963,000 | 146 |
| U.S. Government securities | $1,288,430,000 | 120 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $1,288,430,000 | 115 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $35,853,000 | 346 |
| 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 | $35,853,000 | 170 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $4,680,000 | 491 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,887,000 | 673 |
| Mortgage-backed securities | $710,031,000 | 140 |
| Certificates of participation in pools of residential mortgages | $628,649,000 | 97 |
| Issued or guaranteed by U.S. | $628,649,000 | 94 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $81,382,000 | 296 |
| CMOs issued by government agencies or sponsored agencies | $81,382,000 | 226 |
| 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) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $1,328,963,000 | 126 |
| Total debt securities | $1,324,283,000 | 145 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $1,390,383,000 | 142 |
| U.S. Government securities | $1,337,102,000 | 115 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $1,337,102,000 | 112 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $35,589,000 | 344 |
| 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 | $35,589,000 | 167 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $17,692,000 | 175 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,394,000 | 711 |
| Mortgage-backed securities | $729,864,000 | 139 |
| Certificates of participation in pools of residential mortgages | $648,421,000 | 98 |
| Issued or guaranteed by U.S. | $648,421,000 | 93 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $81,443,000 | 294 |
| CMOs issued by government agencies or sponsored agencies | $81,443,000 | 220 |
| 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) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $1,390,383,000 | 124 |
| Total debt securities | $1,372,692,000 | 141 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $1,312,090,000 | 147 |
| U.S. Government securities | $1,273,870,000 | 117 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $1,273,870,000 | 114 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $25,339,000 | 430 |
| 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 | $25,339,000 | 219 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $12,881,000 | 226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,108,000 | 777 |
| Mortgage-backed securities | $723,170,000 | 143 |
| Certificates of participation in pools of residential mortgages | $639,857,000 | 101 |
| Issued or guaranteed by U.S. | $639,857,000 | 96 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $83,313,000 | 290 |
| CMOs issued by government agencies or sponsored agencies | $83,313,000 | 214 |
| 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) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $1,312,090,000 | 127 |
| Total debt securities | $1,299,209,000 | 145 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $1,211,983,000 | 160 |
| U.S. Government securities | $1,174,740,000 | 124 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $1,174,740,000 | 121 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $25,298,000 | 443 |
| 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 | $25,298,000 | 225 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $11,945,000 | 255 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,181,000 | 741 |
| Mortgage-backed securities | $662,004,000 | 153 |
| Certificates of participation in pools of residential mortgages | $576,442,000 | 112 |
| Issued or guaranteed by U.S. | $576,442,000 | 108 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $85,562,000 | 288 |
| CMOs issued by government agencies or sponsored agencies | $85,562,000 | 215 |
| 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) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $1,211,983,000 | 138 |
| Total debt securities | $1,200,037,000 | 158 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $1,213,823,000 | 161 |
| U.S. Government securities | $1,177,371,000 | 124 |
| U.S. Treasury securities | $19,942,000 | 200 |
| U.S. Government agency obligations | $1,157,429,000 | 122 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $25,663,000 | 443 |
| 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 | $25,663,000 | 227 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $10,789,000 | 283 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,153,000 | 681 |
| Mortgage-backed securities | $663,504,000 | 157 |
| Certificates of participation in pools of residential mortgages | $572,908,000 | 117 |
| Issued or guaranteed by U.S. | $572,908,000 | 113 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $90,596,000 | 279 |
| CMOs issued by government agencies or sponsored agencies | $90,596,000 | 215 |
| 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) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $1,213,823,000 | 139 |
| Total debt securities | $1,203,034,000 | 158 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $1,243,122,000 | 165 |
| U.S. Government securities | $1,205,716,000 | 129 |
| U.S. Treasury securities | $29,856,000 | 151 |
| U.S. Government agency obligations | $1,175,860,000 | 124 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $30,672,000 | 399 |
| 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 | $30,672,000 | 203 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $6,734,000 | 401 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,195,000 | 713 |
| Mortgage-backed securities | $678,756,000 | 159 |
| Certificates of participation in pools of residential mortgages | $576,195,000 | 116 |
| Issued or guaranteed by U.S. | $576,195,000 | 112 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $102,561,000 | 267 |
| CMOs issued by government agencies or sponsored agencies | $102,561,000 | 208 |
| 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) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $1,243,122,000 | 142 |
| Total debt securities | $1,236,388,000 | 162 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $1,212,111,000 | 169 |
| U.S. Government securities | $1,174,873,000 | 134 |
| U.S. Treasury securities | $29,758,000 | 158 |
| U.S. Government agency obligations | $1,145,115,000 | 133 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $30,606,000 | 408 |
| 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 | $30,606,000 | 211 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $6,632,000 | 415 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,746,000 | 673 |
| Mortgage-backed securities | $724,792,000 | 158 |
| Certificates of participation in pools of residential mortgages | $608,478,000 | 113 |
| Issued or guaranteed by U.S. | $608,478,000 | 111 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $116,314,000 | 255 |
| CMOs issued by government agencies or sponsored agencies | $116,314,000 | 198 |
| 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) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $1,212,111,000 | 144 |
| Total debt securities | $1,205,479,000 | 166 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $1,235,346,000 | 164 |
| U.S. Government securities | $1,195,157,000 | 138 |
| U.S. Treasury securities | $29,764,000 | 161 |
| U.S. Government agency obligations | $1,165,393,000 | 137 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $32,889,000 | 398 |
| 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 | $32,889,000 | 208 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $7,300,000 | 425 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,031,000 | 632 |
| Mortgage-backed securities | $751,923,000 | 158 |
| Certificates of participation in pools of residential mortgages | $627,314,000 | 112 |
| Issued or guaranteed by U.S. | $627,314,000 | 110 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $124,609,000 | 253 |
| CMOs issued by government agencies or sponsored agencies | $124,609,000 | 194 |
| 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) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $1,235,346,000 | 144 |
| Total debt securities | $1,228,046,000 | 164 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $1,234,799,000 | 164 |
| U.S. Government securities | $1,187,437,000 | 138 |
| U.S. Treasury securities | $29,828,000 | 166 |
| U.S. Government agency obligations | $1,157,609,000 | 135 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $33,021,000 | 388 |
| 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 | $33,021,000 | 208 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $14,341,000 | 251 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,508,000 | 746 |
| Mortgage-backed securities | $767,868,000 | 151 |
| Certificates of participation in pools of residential mortgages | $630,702,000 | 113 |
| Issued or guaranteed by U.S. | $630,702,000 | 110 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $137,166,000 | 232 |
| CMOs issued by government agencies or sponsored agencies | $137,166,000 | 185 |
| 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) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $1,234,799,000 | 143 |
| Total debt securities | $1,220,458,000 | 164 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $1,188,790,000 | 170 |
| U.S. Government securities | $1,136,198,000 | 142 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $1,136,198,000 | 137 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $32,419,000 | 397 |
| 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 | $32,419,000 | 218 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $20,173,000 | 187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,701,000 | 671 |
| Mortgage-backed securities | $720,895,000 | 161 |
| Certificates of participation in pools of residential mortgages | $569,603,000 | 125 |
| Issued or guaranteed by U.S. | $569,603,000 | 122 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $151,292,000 | 223 |
| CMOs issued by government agencies or sponsored agencies | $151,292,000 | 179 |
| 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) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $1,188,790,000 | 152 |
| Total debt securities | $1,168,617,000 | 170 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $1,218,374,000 | 171 |
| U.S. Government securities | $1,148,517,000 | 141 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $1,148,517,000 | 134 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $48,577,000 | 314 |
| Privately issued residential mortgage-backed securities | $218,000 | 990 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $48,359,000 | 161 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $21,280,000 | 205 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,921,000 | 628 |
| Mortgage-backed securities | $811,909,000 | 150 |
| Certificates of participation in pools of residential mortgages | $627,883,000 | 116 |
| Issued or guaranteed by U.S. | $627,883,000 | 111 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $184,026,000 | 205 |
| CMOs issued by government agencies or sponsored agencies | $183,808,000 | 157 |
| Privately issued | $218,000 | 911 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $1,218,374,000 | 148 |
| Total debt securities | $1,197,094,000 | 172 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $1,311,809,000 | 161 |
| U.S. Government securities | $1,238,506,000 | 136 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $1,238,506,000 | 129 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $51,788,000 | 283 |
| Privately issued residential mortgage-backed securities | $460,000 | 750 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $51,328,000 | 172 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $21,515,000 | 200 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,739,000 | 680 |
| Mortgage-backed securities | $875,840,000 | 142 |
| Certificates of participation in pools of residential mortgages | $681,581,000 | 110 |
| Issued or guaranteed by U.S. | $681,581,000 | 106 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $194,259,000 | 186 |
| CMOs issued by government agencies or sponsored agencies | $193,799,000 | 158 |
| Privately issued | $460,000 | 650 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $1,311,809,000 | 138 |
| Total debt securities | $1,290,294,000 | 161 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $1,431,416,000 | 145 |
| U.S. Government securities | $1,350,945,000 | 127 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $1,350,945,000 | 120 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $61,822,000 | 260 |
| Privately issued residential mortgage-backed securities | $886,000 | 683 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $60,936,000 | 164 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $18,649,000 | 247 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,277,000 | 597 |
| Mortgage-backed securities | $882,281,000 | 143 |
| Certificates of participation in pools of residential mortgages | $687,398,000 | 107 |
| Issued or guaranteed by U.S. | $687,398,000 | 104 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $194,883,000 | 185 |
| CMOs issued by government agencies or sponsored agencies | $193,997,000 | 162 |
| Privately issued | $886,000 | 603 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $1,431,416,000 | 127 |
| Total debt securities | $1,412,767,000 | 143 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $1,491,115,000 | 141 |
| U.S. Government securities | $1,388,647,000 | 123 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $1,388,647,000 | 116 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $79,711,000 | 214 |
| Privately issued residential mortgage-backed securities | $2,304,000 | 507 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $77,407,000 | 121 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $22,757,000 | 214 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,504,000 | 520 |
| Mortgage-backed securities | $809,654,000 | 147 |
| Certificates of participation in pools of residential mortgages | $632,452,000 | 109 |
| Issued or guaranteed by U.S. | $632,452,000 | 107 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $177,202,000 | 207 |
| CMOs issued by government agencies or sponsored agencies | $174,898,000 | 188 |
| Privately issued | $2,304,000 | 452 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $1,491,115,000 | 124 |
| Total debt securities | $1,468,358,000 | 141 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $1,574,242,000 | 137 |
| U.S. Government securities | $1,441,886,000 | 121 |
| U.S. Treasury securities | $10,036,000 | 431 |
| U.S. Government agency obligations | $1,431,850,000 | 116 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $107,537,000 | 175 |
| Privately issued residential mortgage-backed securities | $5,527,000 | 387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $102,010,000 | 96 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $24,819,000 | 180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,457,000 | 463 |
| Mortgage-backed securities | $895,589,000 | 135 |
| Certificates of participation in pools of residential mortgages | $715,275,000 | 97 |
| Issued or guaranteed by U.S. | $715,275,000 | 95 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $180,314,000 | 213 |
| CMOs issued by government agencies or sponsored agencies | $174,787,000 | 194 |
| Privately issued | $5,527,000 | 342 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $1,574,242,000 | 124 |
| Total debt securities | $1,549,423,000 | 139 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $1,468,123,000 | 142 |
| U.S. Government securities | $1,312,639,000 | 123 |
| U.S. Treasury securities | $10,148,000 | 444 |
| U.S. Government agency obligations | $1,302,491,000 | 121 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $130,127,000 | 143 |
| Privately issued residential mortgage-backed securities | $16,831,000 | 224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $113,296,000 | 86 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $25,357,000 | 192 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $117,175,000 | 404 |
| Mortgage-backed securities | $952,829,000 | 127 |
| Certificates of participation in pools of residential mortgages | $696,839,000 | 95 |
| Issued or guaranteed by U.S. | $696,839,000 | 93 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $255,990,000 | 153 |
| CMOs issued by government agencies or sponsored agencies | $239,159,000 | 139 |
| Privately issued | $16,831,000 | 198 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $1,468,123,000 | 127 |
| Total debt securities | $1,442,766,000 | 142 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $1,225,420,000 | 147 |
| U.S. Government securities | $846,392,000 | 149 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $846,392,000 | 142 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $355,655,000 | 80 |
| Privately issued residential mortgage-backed securities | $163,303,000 | 73 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $192,352,000 | 48 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $23,373,000 | 185 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,824,000 | 448 |
| Mortgage-backed securities | $873,794,000 | 129 |
| Certificates of participation in pools of residential mortgages | $431,856,000 | 128 |
| Issued or guaranteed by U.S. | $431,856,000 | 127 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $441,938,000 | 95 |
| CMOs issued by government agencies or sponsored agencies | $278,635,000 | 115 |
| Privately issued | $163,303,000 | 63 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $1,225,420,000 | 131 |
| Total debt securities | $1,202,047,000 | 149 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $1,019,583,000 | 166 |
| U.S. Government securities | $623,463,000 | 176 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $623,463,000 | 166 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $364,007,000 | 74 |
| Privately issued residential mortgage-backed securities | $207,891,000 | 55 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $156,116,000 | 67 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $32,113,000 | 192 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $92,920,000 | 455 |
| Mortgage-backed securities | $657,281,000 | 130 |
| Certificates of participation in pools of residential mortgages | $177,544,000 | 218 |
| Issued or guaranteed by U.S. | $177,544,000 | 216 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $479,737,000 | 85 |
| CMOs issued by government agencies or sponsored agencies | $271,846,000 | 109 |
| Privately issued | $207,891,000 | 48 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $1,019,583,000 | 137 |
| Total debt securities | $987,470,000 | 164 |
| 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 | $753,174,000 | 213 |
| U.S. Government securities | $457,496,000 | 236 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $457,496,000 | 216 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $264,755,000 | 97 |
| Privately issued residential mortgage-backed securities | $213,883,000 | 57 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $50,872,000 | 207 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $30,923,000 | 206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,740,000 | 535 |
| Mortgage-backed securities | $548,723,000 | 165 |
| Certificates of participation in pools of residential mortgages | $84,636,000 | 401 |
| Issued or guaranteed by U.S. | $84,636,000 | 394 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $464,087,000 | 92 |
| CMOs issued by government agencies or sponsored agencies | $250,204,000 | 121 |
| Privately issued | $213,883,000 | 48 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $753,174,000 | 172 |
| Total debt securities | $722,251,000 | 212 |
| 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 | $830,155,000 | 185 |
| U.S. Government securities | $501,054,000 | 229 |
| U.S. Treasury securities | $28,015,000 | 501 |
| U.S. Government agency obligations | $473,039,000 | 210 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $276,053,000 | 88 |
| Privately issued residential mortgage-backed securities | $243,276,000 | 54 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $32,777,000 | 235 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $53,048,000 | 121 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,047,000 | 1,062 |
| Mortgage-backed securities | $594,129,000 | 157 |
| Certificates of participation in pools of residential mortgages | $139,539,000 | 299 |
| Issued or guaranteed by U.S. | $139,539,000 | 290 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $454,590,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $211,314,000 | 135 |
| Privately issued | $243,276,000 | 43 |
| 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) | $69,882,000 | 411 |
| Available-for-sale securities (fair market value) | $760,273,000 | 155 |
| Total debt securities | $777,107,000 | 192 |
| 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 | $594,997,000 | 242 |
| U.S. Government securities | $490,946,000 | 240 |
| U.S. Treasury securities | $51,051,000 | 376 |
| U.S. Government agency obligations | $439,895,000 | 221 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $63,897,000 | 174 |
| 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 | $63,897,000 | 97 |
| Foreign debt securities | $2,000,000 | 82 |
| Equity securities | $38,154,000 | 133 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,000,000 | 1,329 |
| Mortgage-backed securities | $295,352,000 | 265 |
| Certificates of participation in pools of residential mortgages | $145,686,000 | 303 |
| Issued or guaranteed by U.S. | $145,686,000 | 293 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $149,666,000 | 185 |
| CMOs issued by government agencies or sponsored agencies | $149,666,000 | 166 |
| 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) | $167,082,000 | 226 |
| Available-for-sale securities (fair market value) | $427,915,000 | 253 |
| Total debt securities | $556,843,000 | 250 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $488,351,000 | 309 |
| U.S. Government securities | $326,800,000 | 370 |
| U.S. Treasury securities | $71,109,000 | 317 |
| U.S. Government agency obligations | $255,691,000 | 383 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $128,511,000 | 107 |
| 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 | $128,511,000 | 48 |
| Foreign debt securities | $2,008,000 | 105 |
| Equity securities | $31,032,000 | 155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,000,000 | 2,214 |
| Mortgage-backed securities | $111,268,000 | 548 |
| Certificates of participation in pools of residential mortgages | $58,947,000 | 596 |
| Issued or guaranteed by U.S. | $58,947,000 | 584 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $52,321,000 | 391 |
| CMOs issued by government agencies or sponsored agencies | $52,321,000 | 358 |
| 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) | $307,965,000 | 146 |
| Available-for-sale securities (fair market value) | $180,386,000 | 495 |
| Total debt securities | $457,549,000 | 320 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 495 |
| Fair value | $3,989,000 | 500 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $409,154,000 | 380 |
| U.S. Government securities | $230,580,000 | 514 |
| U.S. Treasury securities | $85,241,000 | 313 |
| U.S. Government agency obligations | $145,339,000 | 575 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $137,828,000 | 118 |
| 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 | $137,828,000 | 49 |
| Foreign debt securities | $4,019,000 | 87 |
| Equity securities | $36,727,000 | 111 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000,000 | 5,958 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $341,979,000 | 142 |
| Available-for-sale securities (fair market value) | $67,175,000 | 1,258 |
| Total debt securities | $372,047,000 | 404 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 378 |
| Fair value | $7,868,000 | 389 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $378,961,000 | 415 |
| U.S. Government securities | $217,159,000 | 545 |
| U.S. Treasury securities | $102,084,000 | 340 |
| U.S. Government agency obligations | $115,075,000 | 679 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $128,174,000 | 134 |
| 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 | $128,174,000 | 59 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $33,628,000 | 94 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 7,058 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $335,460,000 | 294 |
| Available-for-sale securities (fair market value) | $43,501,000 | 1,310 |
| Total debt securities | $345,458,000 | 436 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $295,794,000 | 526 |
| U.S. Government securities | $182,833,000 | 658 |
| U.S. Treasury securities | $86,642,000 | 442 |
| U.S. Government agency obligations | $96,191,000 | 800 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $90,087,000 | 187 |
| 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 | $90,087,000 | 90 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $22,874,000 | 170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 7,022 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $272,920,000 | 553 |
| 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 | $137,515,000 | 977 |
| U.S. Government securities | $121,404,000 | 899 |
| U.S. Treasury securities | $73,133,000 | 510 |
| U.S. Government agency obligations | $48,271,000 | 1,434 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $238,000 | 6,013 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $238,000 | 4,608 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $15,873,000 | 198 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 7,115 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $121,642,000 | 1,092 |
| 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 |