Home > Nationwide Trust Company, FSB > Securities
Nationwide Trust Company, FSB, Securities
| 2023-12-31 | Rank | |
| Total securities | $107,243,000 | 1,635 |
| U.S. Government securities | $107,243,000 | 1,095 |
| U.S. Treasury securities | $98,000 | 2,748 |
| U.S. Government agency obligations | $107,145,000 | 924 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $0 | 2,337 |
| 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 | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $98,000 | 3,926 |
| Mortgage-backed securities | $107,145,000 | 739 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,028,000 | 2,562 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $102,117,000 | 245 |
| 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) | $107,243,000 | 1,445 |
| Total debt securities | $107,243,000 | 1,622 |
| 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 | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $97,866,000 | 1,716 |
| U.S. Government securities | $97,866,000 | 1,169 |
| U.S. Treasury securities | $95,000 | 2,803 |
| U.S. Government agency obligations | $97,771,000 | 983 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,000 | 3,938 |
| Mortgage-backed securities | $97,771,000 | 785 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,246,000 | 2,533 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $92,525,000 | 256 |
| 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) | $97,866,000 | 1,517 |
| Total debt securities | $97,866,000 | 1,703 |
| 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 | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $99,407,000 | 1,739 |
| U.S. Government securities | $99,407,000 | 1,203 |
| U.S. Treasury securities | $95,000 | 2,825 |
| U.S. Government agency obligations | $99,312,000 | 1,011 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,000 | 3,942 |
| Mortgage-backed securities | $99,312,000 | 798 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,221,000 | 2,685 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $95,091,000 | 251 |
| 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) | $99,407,000 | 1,534 |
| Total debt securities | $99,407,000 | 1,722 |
| 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 | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $101,727,000 | 1,785 |
| U.S. Government securities | $101,727,000 | 1,242 |
| U.S. Treasury securities | $97,000 | 2,895 |
| U.S. Government agency obligations | $101,630,000 | 992 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $97,000 | 3,962 |
| Mortgage-backed securities | $101,630,000 | 823 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,519,000 | 3,007 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $99,111,000 | 259 |
| 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) | $101,727,000 | 1,571 |
| Total debt securities | $101,727,000 | 1,766 |
| 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 | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $103,771,000 | 1,791 |
| U.S. Government securities | $103,771,000 | 1,216 |
| U.S. Treasury securities | $94,000 | 2,934 |
| U.S. Government agency obligations | $103,677,000 | 974 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $94,000 | 3,939 |
| Mortgage-backed securities | $103,677,000 | 816 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,008,000 | 2,947 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $100,669,000 | 258 |
| 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) | $103,771,000 | 1,575 |
| Total debt securities | $103,771,000 | 1,776 |
| 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 | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $107,295,000 | 1,753 |
| U.S. Government securities | $107,295,000 | 1,210 |
| U.S. Treasury securities | $93,000 | 2,950 |
| U.S. Government agency obligations | $107,202,000 | 959 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,000 | 3,966 |
| Mortgage-backed securities | $107,202,000 | 798 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,337,000 | 2,929 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $103,865,000 | 260 |
| 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) | $107,295,000 | 1,547 |
| Total debt securities | $107,296,000 | 1,737 |
| 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 | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $117,126,000 | 1,667 |
| U.S. Government securities | $117,126,000 | 1,141 |
| U.S. Treasury securities | $97,000 | 2,913 |
| U.S. Government agency obligations | $117,029,000 | 921 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $97,000 | 3,989 |
| Mortgage-backed securities | $117,029,000 | 778 |
| Certificates of participation in pools of residential mortgages | $3,791,000 | 2,972 |
| Issued or guaranteed by U.S. | $3,791,000 | 2,885 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $113,238,000 | 288 |
| CMOs issued by government agencies or sponsored agencies | $113,238,000 | 251 |
| 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) | $117,126,000 | 1,502 |
| Total debt securities | $117,126,000 | 1,656 |
| 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 | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $114,256,000 | 1,665 |
| U.S. Government securities | $114,256,000 | 1,135 |
| U.S. Treasury securities | $100,000 | 2,656 |
| U.S. Government agency obligations | $114,156,000 | 945 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 4,007 |
| Mortgage-backed securities | $114,156,000 | 796 |
| Certificates of participation in pools of residential mortgages | $4,737,000 | 2,836 |
| Issued or guaranteed by U.S. | $4,737,000 | 2,759 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $109,419,000 | 299 |
| CMOs issued by government agencies or sponsored agencies | $109,419,000 | 267 |
| 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) | $114,256,000 | 1,522 |
| Total debt securities | $114,256,000 | 1,650 |
| 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 | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $122,001,000 | 1,530 |
| U.S. Government securities | $122,001,000 | 1,007 |
| U.S. Treasury securities | $105,000 | 2,195 |
| U.S. Government agency obligations | $121,896,000 | 887 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $105,000 | 4,033 |
| Mortgage-backed securities | $121,896,000 | 758 |
| Certificates of participation in pools of residential mortgages | $5,807,000 | 2,706 |
| Issued or guaranteed by U.S. | $5,807,000 | 2,625 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $116,089,000 | 281 |
| CMOs issued by government agencies or sponsored agencies | $116,089,000 | 257 |
| 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) | $122,001,000 | 1,419 |
| Total debt securities | $122,001,000 | 1,513 |
| 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 | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $118,208,000 | 1,506 |
| U.S. Government securities | $118,208,000 | 969 |
| U.S. Treasury securities | $106,000 | 1,989 |
| U.S. Government agency obligations | $118,102,000 | 882 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $106,000 | 4,067 |
| Mortgage-backed securities | $118,102,000 | 735 |
| Certificates of participation in pools of residential mortgages | $7,087,000 | 2,580 |
| Issued or guaranteed by U.S. | $7,087,000 | 2,509 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $111,015,000 | 287 |
| CMOs issued by government agencies or sponsored agencies | $111,015,000 | 263 |
| 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) | $118,208,000 | 1,398 |
| Total debt securities | $118,208,000 | 1,488 |
| 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 | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $118,090,000 | 1,457 |
| U.S. Government securities | $118,090,000 | 917 |
| U.S. Treasury securities | $106,000 | 1,894 |
| U.S. Government agency obligations | $117,984,000 | 844 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $106,000 | 4,107 |
| Mortgage-backed securities | $117,984,000 | 708 |
| Certificates of participation in pools of residential mortgages | $8,304,000 | 2,427 |
| Issued or guaranteed by U.S. | $8,304,000 | 2,356 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $109,680,000 | 272 |
| CMOs issued by government agencies or sponsored agencies | $109,680,000 | 255 |
| 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) | $118,090,000 | 1,347 |
| Total debt securities | $118,090,000 | 1,444 |
| 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 | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $119,414,000 | 1,343 |
| U.S. Government securities | $119,414,000 | 838 |
| U.S. Treasury securities | $105,000 | 1,613 |
| U.S. Government agency obligations | $119,309,000 | 783 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $105,000 | 4,125 |
| Mortgage-backed securities | $119,309,000 | 663 |
| Certificates of participation in pools of residential mortgages | $9,840,000 | 2,218 |
| Issued or guaranteed by U.S. | $9,840,000 | 2,155 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $109,469,000 | 263 |
| CMOs issued by government agencies or sponsored agencies | $109,469,000 | 244 |
| 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) | $119,414,000 | 1,248 |
| Total debt securities | $119,415,000 | 1,330 |
| 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 | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $114,096,000 | 1,280 |
| U.S. Government securities | $114,096,000 | 795 |
| U.S. Treasury securities | $110,000 | 1,175 |
| U.S. Government agency obligations | $113,986,000 | 756 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,000 | 4,146 |
| Mortgage-backed securities | $113,986,000 | 632 |
| Certificates of participation in pools of residential mortgages | $10,650,000 | 2,030 |
| Issued or guaranteed by U.S. | $10,650,000 | 1,976 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $103,336,000 | 269 |
| CMOs issued by government agencies or sponsored agencies | $103,336,000 | 252 |
| 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) | $114,096,000 | 1,195 |
| Total debt securities | $114,096,000 | 1,261 |
| 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 | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $116,557,000 | 1,212 |
| U.S. Government securities | $116,557,000 | 740 |
| U.S. Treasury securities | $110,000 | 1,192 |
| U.S. Government agency obligations | $116,447,000 | 699 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,000 | 4,164 |
| Mortgage-backed securities | $116,447,000 | 600 |
| Certificates of participation in pools of residential mortgages | $11,676,000 | 1,930 |
| Issued or guaranteed by U.S. | $11,676,000 | 1,876 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $104,771,000 | 262 |
| CMOs issued by government agencies or sponsored agencies | $104,771,000 | 243 |
| 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) | $116,557,000 | 1,117 |
| Total debt securities | $116,557,000 | 1,192 |
| 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 | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $117,168,000 | 1,162 |
| U.S. Government securities | $117,168,000 | 715 |
| U.S. Treasury securities | $110,000 | 1,234 |
| U.S. Government agency obligations | $117,058,000 | 678 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,254 |
| Mortgage-backed securities | $117,058,000 | 595 |
| Certificates of participation in pools of residential mortgages | $12,992,000 | 1,803 |
| Issued or guaranteed by U.S. | $12,992,000 | 1,753 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $104,066,000 | 260 |
| CMOs issued by government agencies or sponsored agencies | $104,066,000 | 241 |
| 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) | $117,168,000 | 1,057 |
| Total debt securities | $117,168,000 | 1,144 |
| 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 | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $118,417,000 | 1,114 |
| U.S. Government securities | $118,417,000 | 721 |
| U.S. Treasury securities | $110,000 | 1,279 |
| U.S. Government agency obligations | $118,307,000 | 681 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,281 |
| Mortgage-backed securities | $118,307,000 | 594 |
| Certificates of participation in pools of residential mortgages | $14,085,000 | 1,713 |
| Issued or guaranteed by U.S. | $14,085,000 | 1,665 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $104,222,000 | 268 |
| CMOs issued by government agencies or sponsored agencies | $104,222,000 | 246 |
| 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) | $118,417,000 | 1,004 |
| Total debt securities | $118,417,000 | 1,100 |
| 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 | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $117,040,000 | 1,111 |
| U.S. Government securities | $117,040,000 | 744 |
| U.S. Treasury securities | $110,000 | 1,345 |
| U.S. Government agency obligations | $116,930,000 | 699 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,345 |
| Mortgage-backed securities | $116,930,000 | 589 |
| Certificates of participation in pools of residential mortgages | $17,722,000 | 1,434 |
| Issued or guaranteed by U.S. | $17,722,000 | 1,395 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $99,208,000 | 273 |
| CMOs issued by government agencies or sponsored agencies | $99,208,000 | 254 |
| 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) | $117,040,000 | 1,004 |
| Total debt securities | $117,040,000 | 1,096 |
| 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 | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $113,072,000 | 1,137 |
| U.S. Government securities | $113,072,000 | 757 |
| U.S. Treasury securities | $110,000 | 1,409 |
| U.S. Government agency obligations | $112,962,000 | 713 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,426 |
| Mortgage-backed securities | $112,962,000 | 585 |
| Certificates of participation in pools of residential mortgages | $9,507,000 | 2,025 |
| Issued or guaranteed by U.S. | $9,507,000 | 1,966 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $103,455,000 | 259 |
| CMOs issued by government agencies or sponsored agencies | $103,455,000 | 244 |
| 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) | $113,072,000 | 1,022 |
| Total debt securities | $113,072,000 | 1,119 |
| 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 | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $103,418,000 | 1,230 |
| U.S. Government securities | $103,418,000 | 836 |
| U.S. Treasury securities | $110,000 | 1,446 |
| U.S. Government agency obligations | $103,308,000 | 786 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,470 |
| Mortgage-backed securities | $103,308,000 | 621 |
| Certificates of participation in pools of residential mortgages | $10,355,000 | 1,941 |
| Issued or guaranteed by U.S. | $10,355,000 | 1,905 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $92,953,000 | 283 |
| CMOs issued by government agencies or sponsored agencies | $92,953,000 | 263 |
| 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) | $103,418,000 | 1,114 |
| Total debt securities | $103,418,000 | 1,209 |
| 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 | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $108,170,000 | 1,200 |
| U.S. Government securities | $108,170,000 | 806 |
| U.S. Treasury securities | $110,000 | 1,496 |
| U.S. Government agency obligations | $108,060,000 | 754 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,517 |
| Mortgage-backed securities | $108,060,000 | 596 |
| Certificates of participation in pools of residential mortgages | $10,935,000 | 1,892 |
| Issued or guaranteed by U.S. | $10,935,000 | 1,852 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $97,125,000 | 268 |
| CMOs issued by government agencies or sponsored agencies | $97,125,000 | 252 |
| 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) | $108,170,000 | 1,072 |
| Total debt securities | $108,170,000 | 1,179 |
| 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 | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $91,519,000 | 1,394 |
| U.S. Government securities | $71,144,000 | 1,142 |
| U.S. Treasury securities | $110,000 | 1,496 |
| U.S. Government agency obligations | $71,034,000 | 1,081 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,567 |
| Mortgage-backed securities | $71,034,000 | 818 |
| Certificates of participation in pools of residential mortgages | $11,360,000 | 1,867 |
| Issued or guaranteed by U.S. | $11,360,000 | 1,843 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $59,674,000 | 366 |
| CMOs issued by government agencies or sponsored agencies | $59,674,000 | 347 |
| 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) | $71,144,000 | 1,534 |
| Total debt securities | $71,144,000 | 1,647 |
| 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 | $815,111,000 | 223 |
| U.S. Government securities | $504,858,000 | 253 |
| U.S. Treasury securities | $109,000 | 1,482 |
| U.S. Government agency obligations | $504,749,000 | 239 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $310,253,000 | 71 |
| Privately issued residential mortgage-backed securities | $2,506,000 | 218 |
| Commercial mortgage-backed securities - Total | $17,020,000 | 61 |
| Asset backed securities | $138,781,000 | 44 |
| Structured financial products - Total | $146,151,000 | 26 |
| Other domestic debt securities - All other | $5,795,000 | 564 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $474,787,000 | 169 |
| Mortgage-backed securities | $524,275,000 | 207 |
| Certificates of participation in pools of residential mortgages | $463,747,000 | 124 |
| Issued or guaranteed by U.S. | $463,747,000 | 124 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $43,508,000 | 429 |
| CMOs issued by government agencies or sponsored agencies | $41,002,000 | 418 |
| Privately issued | $2,506,000 | 183 |
| Commercial mortgage-backed securities | $17,020,000 | 476 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $17,020,000 | 289 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $815,111,000 | 194 |
| Total debt securities | $815,112,000 | 218 |
| Structured notes | ||
| Amortized cost | $5,656,000 | 208 |
| Fair value | $5,912,000 | 189 |
| 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 | $921,174,000 | 203 |
| U.S. Government securities | $541,456,000 | 243 |
| U.S. Treasury securities | $110,000 | 1,453 |
| U.S. Government agency obligations | $541,346,000 | 229 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $379,718,000 | 58 |
| Privately issued residential mortgage-backed securities | $2,669,000 | 362 |
| Commercial mortgage-backed securities - Total | $17,160,000 | 60 |
| Asset backed securities | $149,652,000 | 41 |
| Structured financial products - Total | $204,486,000 | 21 |
| Other domestic debt securities - All other | $5,751,000 | 575 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $394,641,000 | 191 |
| Mortgage-backed securities | $561,175,000 | 197 |
| Certificates of participation in pools of residential mortgages | $496,102,000 | 123 |
| Issued or guaranteed by U.S. | $496,102,000 | 122 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $47,913,000 | 405 |
| CMOs issued by government agencies or sponsored agencies | $45,244,000 | 396 |
| Privately issued | $2,669,000 | 183 |
| Commercial mortgage-backed securities | $17,160,000 | 459 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $17,160,000 | 275 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $921,174,000 | 179 |
| Total debt securities | $921,174,000 | 199 |
| Structured notes | ||
| Amortized cost | $5,945,000 | 198 |
| Fair value | $6,226,000 | 178 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $2,264,521,000 | 111 |
| U.S. Government securities | $568,206,000 | 227 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $568,206,000 | 217 |
| Securities issued by states & political subdivisions | $12,816,000 | 2,321 |
| Other domestic debt securities | $1,590,895,000 | 23 |
| Privately issued residential mortgage-backed securities | $2,921,000 | 190 |
| Commercial mortgage-backed securities - Total | $198,634,000 | 23 |
| Asset backed securities | $325,671,000 | 27 |
| Structured financial products - Total | $453,375,000 | 14 |
| Other domestic debt securities - All other | $610,294,000 | 20 |
| Foreign debt securities | $92,604,000 | 23 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $460,051,000 | 173 |
| Mortgage-backed securities | $769,761,000 | 157 |
| Certificates of participation in pools of residential mortgages | $518,415,000 | 119 |
| Issued or guaranteed by U.S. | $518,415,000 | 118 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $52,712,000 | 386 |
| CMOs issued by government agencies or sponsored agencies | $49,791,000 | 377 |
| Privately issued | $2,921,000 | 178 |
| Commercial mortgage-backed securities | $198,634,000 | 102 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $198,634,000 | 74 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $2,264,521,000 | 94 |
| Total debt securities | $2,264,521,000 | 110 |
| Structured notes | ||
| Amortized cost | $6,282,000 | 183 |
| Fair value | $6,571,000 | 172 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $2,151,124,000 | 113 |
| U.S. Government securities | $559,413,000 | 223 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $559,413,000 | 216 |
| Securities issued by states & political subdivisions | $19,371,000 | 1,866 |
| Other domestic debt securities | $1,491,231,000 | 24 |
| Privately issued residential mortgage-backed securities | $3,062,000 | 183 |
| Commercial mortgage-backed securities - Total | $200,680,000 | 22 |
| Asset backed securities | $241,942,000 | 29 |
| Structured financial products - Total | $486,666,000 | 13 |
| Other domestic debt securities - All other | $558,881,000 | 20 |
| Foreign debt securities | $81,109,000 | 24 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $490,306,000 | 167 |
| Mortgage-backed securities | $763,155,000 | 154 |
| Certificates of participation in pools of residential mortgages | $504,693,000 | 117 |
| Issued or guaranteed by U.S. | $504,693,000 | 115 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $57,782,000 | 365 |
| CMOs issued by government agencies or sponsored agencies | $54,720,000 | 354 |
| Privately issued | $3,062,000 | 172 |
| Commercial mortgage-backed securities | $200,680,000 | 100 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $200,680,000 | 73 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $2,151,124,000 | 96 |
| Total debt securities | $2,151,124,000 | 112 |
| Structured notes | ||
| Amortized cost | $7,011,000 | 161 |
| Fair value | $7,362,000 | 158 |
| 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 | $1,998,570,000 | 116 |
| U.S. Government securities | $562,829,000 | 228 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $562,829,000 | 218 |
| Securities issued by states & political subdivisions | $22,781,000 | 1,683 |
| Other domestic debt securities | $1,336,632,000 | 24 |
| Privately issued residential mortgage-backed securities | $3,187,000 | 181 |
| Commercial mortgage-backed securities - Total | $147,211,000 | 26 |
| Asset backed securities | $210,625,000 | 31 |
| Structured financial products - Total | $466,441,000 | 13 |
| Other domestic debt securities - All other | $509,168,000 | 21 |
| Foreign debt securities | $76,328,000 | 24 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $521,854,000 | 153 |
| Mortgage-backed securities | $713,227,000 | 162 |
| Certificates of participation in pools of residential mortgages | $502,053,000 | 118 |
| Issued or guaranteed by U.S. | $502,053,000 | 117 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $63,963,000 | 343 |
| CMOs issued by government agencies or sponsored agencies | $60,776,000 | 331 |
| Privately issued | $3,187,000 | 171 |
| Commercial mortgage-backed securities | $147,211,000 | 116 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $147,211,000 | 83 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $1,998,570,000 | 101 |
| Total debt securities | $1,998,572,000 | 114 |
| Structured notes | ||
| Amortized cost | $7,273,000 | 167 |
| Fair value | $7,656,000 | 162 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $2,024,486,000 | 114 |
| U.S. Government securities | $576,036,000 | 222 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $576,036,000 | 215 |
| Securities issued by states & political subdivisions | $26,418,000 | 1,493 |
| Other domestic debt securities | $1,346,020,000 | 25 |
| Privately issued residential mortgage-backed securities | $3,399,000 | 188 |
| Commercial mortgage-backed securities - Total | $152,173,000 | 25 |
| Asset backed securities | $217,402,000 | 32 |
| Structured financial products - Total | $465,764,000 | 13 |
| Other domestic debt securities - All other | $507,282,000 | 20 |
| Foreign debt securities | $76,012,000 | 25 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $389,259,000 | 197 |
| Mortgage-backed securities | $731,608,000 | 160 |
| Certificates of participation in pools of residential mortgages | $508,975,000 | 122 |
| Issued or guaranteed by U.S. | $508,975,000 | 121 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $70,460,000 | 331 |
| CMOs issued by government agencies or sponsored agencies | $67,061,000 | 319 |
| Privately issued | $3,399,000 | 177 |
| Commercial mortgage-backed securities | $152,173,000 | 110 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $152,173,000 | 83 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $2,024,486,000 | 96 |
| Total debt securities | $2,024,486,000 | 113 |
| Structured notes | ||
| Amortized cost | $7,838,000 | 173 |
| Fair value | $8,219,000 | 160 |
| 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 | $1,963,336,000 | 115 |
| U.S. Government securities | $590,589,000 | 215 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $590,589,000 | 209 |
| Securities issued by states & political subdivisions | $28,906,000 | 1,379 |
| Other domestic debt securities | $1,283,470,000 | 27 |
| Privately issued residential mortgage-backed securities | $3,447,000 | 193 |
| Commercial mortgage-backed securities - Total | $124,889,000 | 28 |
| Asset backed securities | $225,683,000 | 34 |
| Structured financial products - Total | $493,873,000 | 13 |
| Other domestic debt securities - All other | $435,578,000 | 23 |
| Foreign debt securities | $60,371,000 | 32 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $403,463,000 | 193 |
| Mortgage-backed securities | $718,925,000 | 163 |
| Certificates of participation in pools of residential mortgages | $517,149,000 | 121 |
| Issued or guaranteed by U.S. | $517,149,000 | 120 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $76,887,000 | 313 |
| CMOs issued by government agencies or sponsored agencies | $73,440,000 | 297 |
| Privately issued | $3,447,000 | 183 |
| Commercial mortgage-backed securities | $124,889,000 | 119 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $124,889,000 | 87 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $1,963,336,000 | 94 |
| Total debt securities | $1,963,336,000 | 112 |
| Structured notes | ||
| Amortized cost | $8,030,000 | 174 |
| Fair value | $8,433,000 | 169 |
| 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 | $1,821,629,000 | 119 |
| U.S. Government securities | $623,834,000 | 205 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $623,834,000 | 199 |
| Securities issued by states & political subdivisions | $32,527,000 | 1,235 |
| Other domestic debt securities | $1,129,334,000 | 28 |
| Privately issued residential mortgage-backed securities | $3,720,000 | 198 |
| Commercial mortgage-backed securities - Total | $137,299,000 | 27 |
| Asset backed securities | $184,716,000 | 35 |
| Structured financial products - Total | $478,159,000 | 13 |
| Other domestic debt securities - All other | $325,440,000 | 28 |
| Foreign debt securities | $35,934,000 | 37 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $418,249,000 | 183 |
| Mortgage-backed securities | $764,853,000 | 149 |
| Certificates of participation in pools of residential mortgages | $544,692,000 | 112 |
| Issued or guaranteed by U.S. | $544,692,000 | 111 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $82,862,000 | 294 |
| CMOs issued by government agencies or sponsored agencies | $79,142,000 | 279 |
| Privately issued | $3,720,000 | 186 |
| Commercial mortgage-backed securities | $137,299,000 | 107 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $137,299,000 | 78 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $1,821,629,000 | 99 |
| Total debt securities | $1,821,629,000 | 117 |
| Structured notes | ||
| Amortized cost | $8,415,000 | 163 |
| Fair value | $8,831,000 | 155 |
| 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 | $1,986,304,000 | 114 |
| U.S. Government securities | $699,409,000 | 178 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $699,409,000 | 172 |
| Securities issued by states & political subdivisions | $36,271,000 | 1,119 |
| Other domestic debt securities | $1,209,168,000 | 31 |
| Privately issued residential mortgage-backed securities | $14,194,000 | 110 |
| Commercial mortgage-backed securities - Total | $166,008,000 | 24 |
| Asset backed securities | $205,244,000 | 32 |
| Structured financial products - Total | $481,066,000 | 13 |
| Other domestic debt securities - All other | $342,656,000 | 31 |
| Foreign debt securities | $41,456,000 | 38 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $412,350,000 | 179 |
| Mortgage-backed securities | $879,611,000 | 133 |
| Certificates of participation in pools of residential mortgages | $573,392,000 | 104 |
| Issued or guaranteed by U.S. | $573,392,000 | 102 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $140,211,000 | 215 |
| CMOs issued by government agencies or sponsored agencies | $126,017,000 | 220 |
| Privately issued | $14,194,000 | 106 |
| Commercial mortgage-backed securities | $166,008,000 | 94 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $166,008,000 | 69 |
| Held to maturity securities (book value) | $569,000 | 1,875 |
| Available-for-sale securities (fair market value) | $1,985,735,000 | 92 |
| Total debt securities | $1,986,304,000 | 111 |
| Structured notes | ||
| Amortized cost | $8,732,000 | 155 |
| Fair value | $9,159,000 | 149 |
| 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 | $1,954,456,000 | 115 |
| U.S. Government securities | $723,591,000 | 177 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $723,591,000 | 170 |
| Securities issued by states & political subdivisions | $36,569,000 | 1,102 |
| Other domestic debt securities | $1,167,928,000 | 31 |
| Privately issued residential mortgage-backed securities | $16,004,000 | 111 |
| Commercial mortgage-backed securities - Total | $219,749,000 | 23 |
| Asset backed securities | $211,929,000 | 34 |
| Structured financial products - Total | $438,787,000 | 13 |
| Other domestic debt securities - All other | $281,459,000 | 38 |
| Foreign debt securities | $26,368,000 | 47 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $523,119,000 | 151 |
| Mortgage-backed securities | $959,344,000 | 130 |
| Certificates of participation in pools of residential mortgages | $569,038,000 | 104 |
| Issued or guaranteed by U.S. | $569,038,000 | 103 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $170,557,000 | 193 |
| CMOs issued by government agencies or sponsored agencies | $154,553,000 | 193 |
| Privately issued | $16,004,000 | 100 |
| Commercial mortgage-backed securities | $219,749,000 | 77 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $219,749,000 | 61 |
| Held to maturity securities (book value) | $925,000 | 1,831 |
| Available-for-sale securities (fair market value) | $1,953,531,000 | 95 |
| Total debt securities | $1,954,456,000 | 114 |
| Structured notes | ||
| Amortized cost | $9,381,000 | 164 |
| Fair value | $9,863,000 | 156 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $2,007,899,000 | 111 |
| U.S. Government securities | $926,937,000 | 148 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $926,937,000 | 143 |
| Securities issued by states & political subdivisions | $36,696,000 | 1,087 |
| Other domestic debt securities | $1,044,266,000 | 33 |
| Privately issued residential mortgage-backed securities | $12,638,000 | 123 |
| Commercial mortgage-backed securities - Total | $178,026,000 | 25 |
| Asset backed securities | $140,081,000 | 39 |
| Structured financial products - Total | $448,792,000 | 13 |
| Other domestic debt securities - All other | $264,729,000 | 39 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $523,119,000 | 151 |
| Mortgage-backed securities | $1,117,601,000 | 112 |
| Certificates of participation in pools of residential mortgages | $616,585,000 | 99 |
| Issued or guaranteed by U.S. | $616,585,000 | 98 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $322,990,000 | 130 |
| CMOs issued by government agencies or sponsored agencies | $310,352,000 | 122 |
| Privately issued | $12,638,000 | 117 |
| Commercial mortgage-backed securities | $178,026,000 | 81 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $178,026,000 | 62 |
| Held to maturity securities (book value) | $935,000 | 1,864 |
| Available-for-sale securities (fair market value) | $2,006,964,000 | 89 |
| Total debt securities | $2,007,899,000 | 109 |
| Structured notes | ||
| Amortized cost | $524,568,000 | 4 |
| Fair value | $518,864,000 | 4 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $2,043,531,000 | 109 |
| U.S. Government securities | $1,112,701,000 | 130 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,112,701,000 | 123 |
| Securities issued by states & political subdivisions | $39,492,000 | 1,015 |
| Other domestic debt securities | $891,338,000 | 38 |
| Privately issued residential mortgage-backed securities | $13,583,000 | 113 |
| Commercial mortgage-backed securities - Total | $171,350,000 | 25 |
| Asset backed securities | $73,810,000 | 56 |
| Structured financial products - Total | $378,790,000 | 14 |
| Other domestic debt securities - All other | $253,805,000 | 41 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $543,213,000 | 145 |
| Mortgage-backed securities | $1,297,634,000 | 101 |
| Certificates of participation in pools of residential mortgages | $638,489,000 | 98 |
| Issued or guaranteed by U.S. | $638,489,000 | 97 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $487,795,000 | 97 |
| CMOs issued by government agencies or sponsored agencies | $474,212,000 | 93 |
| Privately issued | $13,583,000 | 107 |
| Commercial mortgage-backed securities | $171,350,000 | 78 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $171,350,000 | 61 |
| Held to maturity securities (book value) | $945,000 | 1,900 |
| Available-for-sale securities (fair market value) | $2,042,586,000 | 88 |
| Total debt securities | $2,043,532,000 | 107 |
| Structured notes | ||
| Amortized cost | $448,870,000 | 5 |
| Fair value | $445,285,000 | 5 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $2,137,224,000 | 104 |
| U.S. Government securities | $1,243,756,000 | 118 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $1,243,756,000 | 109 |
| Securities issued by states & political subdivisions | $40,822,000 | 982 |
| Other domestic debt securities | $852,646,000 | 35 |
| Privately issued residential mortgage-backed securities | $14,681,000 | 105 |
| Commercial mortgage-backed securities - Total | $212,222,000 | 24 |
| Asset backed securities | $65,702,000 | 57 |
| Structured financial products - Total | $321,969,000 | 14 |
| Other domestic debt securities - All other | $238,072,000 | 40 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $566,755,000 | 132 |
| Mortgage-backed securities | $1,470,659,000 | 85 |
| Certificates of participation in pools of residential mortgages | $671,172,000 | 90 |
| Issued or guaranteed by U.S. | $671,172,000 | 89 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $587,265,000 | 81 |
| CMOs issued by government agencies or sponsored agencies | $572,584,000 | 77 |
| Privately issued | $14,681,000 | 100 |
| Commercial mortgage-backed securities | $212,222,000 | 70 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $212,222,000 | 55 |
| Held to maturity securities (book value) | $956,000 | 1,906 |
| Available-for-sale securities (fair market value) | $2,136,268,000 | 84 |
| Total debt securities | $2,137,223,000 | 104 |
| Structured notes | ||
| Amortized cost | $370,279,000 | 5 |
| Fair value | $368,797,000 | 5 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $2,261,555,000 | 99 |
| U.S. Government securities | $1,320,071,000 | 113 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $1,320,071,000 | 106 |
| Securities issued by states & political subdivisions | $40,876,000 | 954 |
| Other domestic debt securities | $900,608,000 | 36 |
| Privately issued residential mortgage-backed securities | $6,161,000 | 166 |
| Commercial mortgage-backed securities - Total | $248,376,000 | 22 |
| Asset backed securities | $65,974,000 | 57 |
| Structured financial products - Total | $337,912,000 | 15 |
| Other domestic debt securities - All other | $242,185,000 | 42 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $595,512,000 | 133 |
| Mortgage-backed securities | $1,574,608,000 | 82 |
| Certificates of participation in pools of residential mortgages | $713,167,000 | 88 |
| Issued or guaranteed by U.S. | $713,167,000 | 87 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $613,065,000 | 83 |
| CMOs issued by government agencies or sponsored agencies | $606,904,000 | 78 |
| Privately issued | $6,161,000 | 158 |
| Commercial mortgage-backed securities | $248,376,000 | 57 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $248,376,000 | 47 |
| Held to maturity securities (book value) | $949,000 | 1,939 |
| Available-for-sale securities (fair market value) | $2,260,606,000 | 82 |
| Total debt securities | $2,261,557,000 | 99 |
| Structured notes | ||
| Amortized cost | $376,916,000 | 6 |
| Fair value | $375,903,000 | 6 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $2,302,809,000 | 98 |
| U.S. Government securities | $1,408,067,000 | 106 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $1,408,067,000 | 99 |
| Securities issued by states & political subdivisions | $42,632,000 | 913 |
| Other domestic debt securities | $852,110,000 | 36 |
| Privately issued residential mortgage-backed securities | $6,578,000 | 164 |
| Commercial mortgage-backed securities - Total | $267,971,000 | 22 |
| Asset backed securities | $71,101,000 | 50 |
| Structured financial products - Total | $252,018,000 | 18 |
| Other domestic debt securities - All other | $254,442,000 | 36 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $634,770,000 | 128 |
| Mortgage-backed securities | $1,682,616,000 | 81 |
| Certificates of participation in pools of residential mortgages | $757,784,000 | 87 |
| Issued or guaranteed by U.S. | $757,784,000 | 86 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $656,861,000 | 77 |
| CMOs issued by government agencies or sponsored agencies | $650,283,000 | 71 |
| Privately issued | $6,578,000 | 155 |
| Commercial mortgage-backed securities | $267,971,000 | 56 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $267,971,000 | 45 |
| Held to maturity securities (book value) | $960,000 | 1,938 |
| Available-for-sale securities (fair market value) | $2,301,849,000 | 78 |
| Total debt securities | $2,302,807,000 | 98 |
| Structured notes | ||
| Amortized cost | $291,199,000 | 10 |
| Fair value | $290,685,000 | 10 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $2,084,486,000 | 106 |
| U.S. Government securities | $1,349,385,000 | 108 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $1,349,385,000 | 103 |
| Securities issued by states & political subdivisions | $42,601,000 | 912 |
| Other domestic debt securities | $692,500,000 | 39 |
| Privately issued residential mortgage-backed securities | $7,141,000 | 158 |
| Commercial mortgage-backed securities - Total | $237,054,000 | 21 |
| Asset backed securities | $51,963,000 | 55 |
| Structured financial products - Total | $201,843,000 | 19 |
| Other domestic debt securities - All other | $194,499,000 | 46 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $664,986,000 | 124 |
| Mortgage-backed securities | $1,593,580,000 | 85 |
| Certificates of participation in pools of residential mortgages | $663,864,000 | 89 |
| Issued or guaranteed by U.S. | $663,864,000 | 88 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $692,662,000 | 77 |
| CMOs issued by government agencies or sponsored agencies | $685,521,000 | 72 |
| Privately issued | $7,141,000 | 149 |
| Commercial mortgage-backed securities | $237,054,000 | 57 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $237,054,000 | 44 |
| Held to maturity securities (book value) | $971,000 | 1,956 |
| Available-for-sale securities (fair market value) | $2,083,515,000 | 83 |
| Total debt securities | $2,084,487,000 | 105 |
| Structured notes | ||
| Amortized cost | $232,224,000 | 11 |
| Fair value | $230,412,000 | 11 |
| 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 | $2,227,886,000 | 94 |
| U.S. Government securities | $1,587,162,000 | 98 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $1,587,162,000 | 90 |
| Securities issued by states & political subdivisions | $42,406,000 | 910 |
| Other domestic debt securities | $598,318,000 | 44 |
| Privately issued residential mortgage-backed securities | $7,765,000 | 167 |
| Commercial mortgage-backed securities - Total | $248,963,000 | 20 |
| Asset backed securities | $52,073,000 | 56 |
| Structured financial products - Total | $134,929,000 | 19 |
| Other domestic debt securities - All other | $154,588,000 | 60 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $710,006,000 | 117 |
| Mortgage-backed securities | $1,843,890,000 | 71 |
| Certificates of participation in pools of residential mortgages | $818,770,000 | 77 |
| Issued or guaranteed by U.S. | $818,770,000 | 76 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $776,157,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $768,392,000 | 65 |
| Privately issued | $7,765,000 | 159 |
| Commercial mortgage-backed securities | $248,963,000 | 53 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $248,963,000 | 41 |
| Held to maturity securities (book value) | $983,000 | 1,979 |
| Available-for-sale securities (fair market value) | $2,226,903,000 | 76 |
| Total debt securities | $2,227,885,000 | 94 |
| Structured notes | ||
| Amortized cost | $163,925,000 | 17 |
| Fair value | $163,489,000 | 17 |
| 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 | $2,451,296,000 | 88 |
| U.S. Government securities | $1,792,651,000 | 90 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $1,792,651,000 | 85 |
| Securities issued by states & political subdivisions | $42,418,000 | 908 |
| Other domestic debt securities | $616,227,000 | 43 |
| Privately issued residential mortgage-backed securities | $8,469,000 | 164 |
| Commercial mortgage-backed securities - Total | $252,776,000 | 19 |
| Asset backed securities | $52,061,000 | 55 |
| Structured financial products - Total | $137,035,000 | 20 |
| Other domestic debt securities - All other | $165,886,000 | 56 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $773,853,000 | 116 |
| Mortgage-backed securities | $2,053,896,000 | 71 |
| Certificates of participation in pools of residential mortgages | $976,225,000 | 74 |
| Issued or guaranteed by U.S. | $976,225,000 | 73 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $824,895,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $816,426,000 | 66 |
| Privately issued | $8,469,000 | 158 |
| Commercial mortgage-backed securities | $252,776,000 | 51 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $252,776,000 | 38 |
| Held to maturity securities (book value) | $867,000 | 2,021 |
| Available-for-sale securities (fair market value) | $2,450,429,000 | 73 |
| Total debt securities | $2,451,296,000 | 85 |
| Structured notes | ||
| Amortized cost | $165,873,000 | 16 |
| Fair value | $165,590,000 | 17 |
| 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 | $2,802,615,000 | 75 |
| U.S. Government securities | $1,857,332,000 | 86 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $1,857,332,000 | 82 |
| Securities issued by states & political subdivisions | $42,069,000 | 921 |
| Other domestic debt securities | $903,214,000 | 40 |
| Privately issued residential mortgage-backed securities | $22,390,000 | 92 |
| Commercial mortgage-backed securities - Total | $259,063,000 | 19 |
| Asset backed securities | $38,526,000 | 72 |
| Structured financial products - Total | $409,194,000 | 13 |
| Other domestic debt securities - All other | $174,041,000 | 55 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $809,403,000 | 113 |
| Mortgage-backed securities | $2,138,785,000 | 66 |
| Certificates of participation in pools of residential mortgages | $997,477,000 | 73 |
| Issued or guaranteed by U.S. | $997,477,000 | 72 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $882,245,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $859,855,000 | 61 |
| Privately issued | $22,390,000 | 87 |
| Commercial mortgage-backed securities | $259,063,000 | 50 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $259,063,000 | 36 |
| Held to maturity securities (book value) | $879,000 | 2,029 |
| Available-for-sale securities (fair market value) | $2,801,736,000 | 65 |
| Total debt securities | $2,802,616,000 | 74 |
| Structured notes | ||
| Amortized cost | $438,777,000 | 6 |
| Fair value | $437,707,000 | 7 |
| 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 | $2,921,611,000 | 74 |
| U.S. Government securities | $1,929,392,000 | 82 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,929,392,000 | 78 |
| Securities issued by states & political subdivisions | $41,591,000 | 926 |
| Other domestic debt securities | $950,628,000 | 40 |
| Privately issued residential mortgage-backed securities | $23,618,000 | 96 |
| Commercial mortgage-backed securities - Total | $264,858,000 | 19 |
| Asset backed securities | $58,326,000 | 63 |
| Structured financial products - Total | $412,517,000 | 14 |
| Other domestic debt securities - All other | $191,309,000 | 55 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $842,595,000 | 111 |
| Mortgage-backed securities | $2,217,758,000 | 65 |
| Certificates of participation in pools of residential mortgages | $1,027,926,000 | 70 |
| Issued or guaranteed by U.S. | $1,027,926,000 | 67 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $924,974,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $901,356,000 | 61 |
| Privately issued | $23,618,000 | 91 |
| Commercial mortgage-backed securities | $264,858,000 | 48 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $264,858,000 | 34 |
| Held to maturity securities (book value) | $890,000 | 2,020 |
| Available-for-sale securities (fair market value) | $2,920,721,000 | 64 |
| Total debt securities | $2,921,611,000 | 73 |
| Structured notes | ||
| Amortized cost | $485,551,000 | 6 |
| Fair value | $484,272,000 | 6 |
| 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 | $2,867,251,000 | 75 |
| U.S. Government securities | $2,008,958,000 | 79 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,008,958,000 | 75 |
| Securities issued by states & political subdivisions | $42,401,000 | 905 |
| Other domestic debt securities | $815,892,000 | 42 |
| Privately issued residential mortgage-backed securities | $16,128,000 | 120 |
| Commercial mortgage-backed securities - Total | $267,837,000 | 19 |
| Asset backed securities | $57,117,000 | 65 |
| Structured financial products - Total | $314,621,000 | 19 |
| Other domestic debt securities - All other | $160,189,000 | 61 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $922,735,000 | 104 |
| Mortgage-backed securities | $2,292,811,000 | 64 |
| Certificates of participation in pools of residential mortgages | $1,050,355,000 | 69 |
| Issued or guaranteed by U.S. | $1,050,355,000 | 67 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $974,619,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $958,491,000 | 58 |
| Privately issued | $16,128,000 | 111 |
| Commercial mortgage-backed securities | $267,837,000 | 46 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $267,837,000 | 34 |
| Held to maturity securities (book value) | $896,000 | 2,002 |
| Available-for-sale securities (fair market value) | $2,866,355,000 | 65 |
| Total debt securities | $2,867,252,000 | 74 |
| Structured notes | ||
| Amortized cost | $343,795,000 | 10 |
| Fair value | $342,909,000 | 10 |
| 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 | $2,940,729,000 | 75 |
| U.S. Government securities | $2,110,076,000 | 72 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $2,110,076,000 | 69 |
| Securities issued by states & political subdivisions | $42,581,000 | 888 |
| Other domestic debt securities | $788,072,000 | 42 |
| Privately issued residential mortgage-backed securities | $26,454,000 | 94 |
| Commercial mortgage-backed securities - Total | $270,461,000 | 19 |
| Asset backed securities | $48,415,000 | 71 |
| Structured financial products - Total | $277,251,000 | 18 |
| Other domestic debt securities - All other | $165,491,000 | 59 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $963,323,000 | 94 |
| Mortgage-backed securities | $2,406,878,000 | 64 |
| Certificates of participation in pools of residential mortgages | $1,121,336,000 | 66 |
| Issued or guaranteed by U.S. | $1,121,336,000 | 64 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,015,081,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $988,627,000 | 58 |
| Privately issued | $26,454,000 | 89 |
| Commercial mortgage-backed securities | $270,461,000 | 43 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $270,461,000 | 32 |
| Held to maturity securities (book value) | $914,000 | 1,948 |
| Available-for-sale securities (fair market value) | $2,939,815,000 | 64 |
| Total debt securities | $2,940,728,000 | 74 |
| Structured notes | ||
| Amortized cost | $303,422,000 | 10 |
| Fair value | $305,766,000 | 9 |
| 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 | $3,148,611,000 | 73 |
| U.S. Government securities | $2,325,597,000 | 72 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $2,325,597,000 | 69 |
| Securities issued by states & political subdivisions | $43,882,000 | 844 |
| Other domestic debt securities | $779,132,000 | 41 |
| Privately issued residential mortgage-backed securities | $25,375,000 | 106 |
| Commercial mortgage-backed securities - Total | $278,010,000 | 19 |
| Asset backed securities | $307,031,000 | 35 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $168,716,000 | 60 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,070,858,000 | 87 |
| Mortgage-backed securities | $2,628,868,000 | 62 |
| Certificates of participation in pools of residential mortgages | $1,239,675,000 | 59 |
| Issued or guaranteed by U.S. | $1,239,675,000 | 57 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,111,183,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $1,085,808,000 | 60 |
| Privately issued | $25,375,000 | 101 |
| Commercial mortgage-backed securities | $278,010,000 | 42 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $278,010,000 | 31 |
| Held to maturity securities (book value) | $938,000 | 1,926 |
| Available-for-sale securities (fair market value) | $3,147,673,000 | 64 |
| Total debt securities | $3,148,611,000 | 72 |
| Structured notes | ||
| Amortized cost | $304,417,000 | 7 |
| Fair value | $307,031,000 | 7 |
| 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 | $3,094,298,000 | 69 |
| U.S. Government securities | $2,299,149,000 | 71 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $2,299,149,000 | 69 |
| Securities issued by states & political subdivisions | $44,403,000 | 814 |
| Other domestic debt securities | $750,746,000 | 42 |
| Privately issued residential mortgage-backed securities | $17,517,000 | 143 |
| Commercial mortgage-backed securities - Total | $281,213,000 | 17 |
| Asset backed securities | $283,520,000 | 36 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $168,496,000 | 60 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $961,239,000 | 95 |
| Mortgage-backed securities | $2,597,763,000 | 61 |
| Certificates of participation in pools of residential mortgages | $1,369,386,000 | 54 |
| Issued or guaranteed by U.S. | $1,369,386,000 | 53 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $947,164,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $929,647,000 | 64 |
| Privately issued | $17,517,000 | 136 |
| Commercial mortgage-backed securities | $281,213,000 | 39 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $281,213,000 | 29 |
| Held to maturity securities (book value) | $942,000 | 1,949 |
| Available-for-sale securities (fair market value) | $3,093,356,000 | 60 |
| Total debt securities | $3,094,298,000 | 68 |
| Structured notes | ||
| Amortized cost | $281,033,000 | 10 |
| Fair value | $283,520,000 | 10 |
| 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 | $3,103,898,000 | 72 |
| U.S. Government securities | $2,482,342,000 | 71 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $2,482,342,000 | 70 |
| Securities issued by states & political subdivisions | $44,455,000 | 789 |
| Other domestic debt securities | $577,101,000 | 48 |
| Privately issued residential mortgage-backed securities | $18,751,000 | 143 |
| Commercial mortgage-backed securities - Total | $222,087,000 | 22 |
| Asset backed securities | $198,467,000 | 44 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $137,796,000 | 68 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,114,726,000 | 84 |
| Mortgage-backed securities | $2,723,063,000 | 59 |
| Certificates of participation in pools of residential mortgages | $1,789,835,000 | 47 |
| Issued or guaranteed by U.S. | $1,789,835,000 | 46 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $711,141,000 | 81 |
| CMOs issued by government agencies or sponsored agencies | $692,390,000 | 74 |
| Privately issued | $18,751,000 | 137 |
| Commercial mortgage-backed securities | $222,087,000 | 44 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $222,087,000 | 33 |
| Held to maturity securities (book value) | $942,000 | 1,980 |
| Available-for-sale securities (fair market value) | $3,102,956,000 | 63 |
| Total debt securities | $3,103,898,000 | 72 |
| Structured notes | ||
| Amortized cost | $196,667,000 | 12 |
| Fair value | $198,467,000 | 12 |
| 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 | $3,257,489,000 | 69 |
| U.S. Government securities | $2,693,597,000 | 67 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $2,693,597,000 | 66 |
| Securities issued by states & political subdivisions | $43,906,000 | 772 |
| Other domestic debt securities | $519,986,000 | 51 |
| Privately issued residential mortgage-backed securities | $19,401,000 | 151 |
| Commercial mortgage-backed securities - Total | $218,109,000 | 23 |
| Asset backed securities | $172,853,000 | 42 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $109,623,000 | 83 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $878,875,000 | 98 |
| Mortgage-backed securities | $2,930,989,000 | 59 |
| Certificates of participation in pools of residential mortgages | $1,986,063,000 | 42 |
| Issued or guaranteed by U.S. | $1,986,063,000 | 41 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $726,817,000 | 78 |
| CMOs issued by government agencies or sponsored agencies | $707,416,000 | 72 |
| Privately issued | $19,401,000 | 146 |
| Commercial mortgage-backed securities | $218,109,000 | 39 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $218,109,000 | 29 |
| Held to maturity securities (book value) | $942,000 | 1,992 |
| Available-for-sale securities (fair market value) | $3,256,547,000 | 61 |
| Total debt securities | $3,257,489,000 | 69 |
| Structured notes | ||
| Amortized cost | $171,629,000 | 14 |
| Fair value | $172,853,000 | 13 |
| 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 | $3,164,527,000 | 68 |
| U.S. Government securities | $2,728,923,000 | 66 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $2,728,923,000 | 66 |
| Securities issued by states & political subdivisions | $43,471,000 | 745 |
| Other domestic debt securities | $392,133,000 | 60 |
| Privately issued residential mortgage-backed securities | $21,741,000 | 143 |
| Commercial mortgage-backed securities - Total | $216,535,000 | 23 |
| Asset backed securities | $97,787,000 | 49 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $56,070,000 | 122 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,001,792,000 | 88 |
| Mortgage-backed securities | $2,967,080,000 | 58 |
| Certificates of participation in pools of residential mortgages | $2,049,361,000 | 43 |
| Issued or guaranteed by U.S. | $2,049,361,000 | 42 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $701,184,000 | 88 |
| CMOs issued by government agencies or sponsored agencies | $679,443,000 | 77 |
| Privately issued | $21,741,000 | 138 |
| Commercial mortgage-backed securities | $216,535,000 | 35 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $216,535,000 | 28 |
| Held to maturity securities (book value) | $1,000,000 | 2,007 |
| Available-for-sale securities (fair market value) | $3,163,527,000 | 61 |
| Total debt securities | $3,164,527,000 | 68 |
| Structured notes | ||
| Amortized cost | $96,666,000 | 37 |
| Fair value | $97,787,000 | 36 |
| 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 | $2,959,804,000 | 72 |
| U.S. Government securities | $2,548,150,000 | 68 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,548,150,000 | 68 |
| Securities issued by states & political subdivisions | $43,437,000 | 725 |
| Other domestic debt securities | $368,217,000 | 72 |
| Privately issued residential mortgage-backed securities | $237,932,000 | 42 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $54,901,000 | 119 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,785,962,000 | 59 |
| Certificates of participation in pools of residential mortgages | $1,934,639,000 | 46 |
| Issued or guaranteed by U.S. | $1,933,860,000 | 46 |
| Privately issued | $779,000 | 70 |
| Collaterized mortgage obligations | $851,323,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $614,170,000 | 76 |
| Privately issued | $237,153,000 | 42 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $982,000 | 2,113 |
| Available-for-sale securities (fair market value) | $2,958,822,000 | 67 |
| Total debt securities | $2,959,804,000 | 72 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $2,807,876,000 | 74 |
| U.S. Government securities | $2,435,476,000 | 69 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,435,476,000 | 68 |
| Securities issued by states & political subdivisions | $42,921,000 | 683 |
| Other domestic debt securities | $329,479,000 | 81 |
| Privately issued residential mortgage-backed securities | $230,268,000 | 48 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $55,168,000 | 118 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,665,622,000 | 59 |
| Certificates of participation in pools of residential mortgages | $1,920,248,000 | 45 |
| Issued or guaranteed by U.S. | $1,919,421,000 | 44 |
| Privately issued | $827,000 | 80 |
| Collaterized mortgage obligations | $745,374,000 | 77 |
| CMOs issued by government agencies or sponsored agencies | $515,933,000 | 83 |
| Privately issued | $229,441,000 | 46 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,001,000 | 2,124 |
| Available-for-sale securities (fair market value) | $2,806,875,000 | 68 |
| Total debt securities | $2,807,876,000 | 74 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $2,608,244,000 | 81 |
| U.S. Government securities | $2,316,894,000 | 73 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,316,894,000 | 70 |
| Securities issued by states & political subdivisions | $41,544,000 | 656 |
| Other domestic debt securities | $249,806,000 | 95 |
| Privately issued residential mortgage-backed securities | $189,784,000 | 53 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $35,442,000 | 152 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,506,556,000 | 63 |
| Certificates of participation in pools of residential mortgages | $1,829,142,000 | 48 |
| Issued or guaranteed by U.S. | $1,828,187,000 | 47 |
| Privately issued | $955,000 | 77 |
| Collaterized mortgage obligations | $677,414,000 | 80 |
| CMOs issued by government agencies or sponsored agencies | $488,585,000 | 86 |
| Privately issued | $188,829,000 | 53 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $990,000 | 2,161 |
| Available-for-sale securities (fair market value) | $2,607,254,000 | 73 |
| Total debt securities | $2,608,244,000 | 81 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $2,576,221,000 | 89 |
| U.S. Government securities | $2,343,040,000 | 73 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,343,040,000 | 71 |
| Securities issued by states & political subdivisions | $40,149,000 | 669 |
| Other domestic debt securities | $193,032,000 | 113 |
| Privately issued residential mortgage-backed securities | $187,637,000 | 56 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,395,000 | 580 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,530,556,000 | 64 |
| Certificates of participation in pools of residential mortgages | $1,887,851,000 | 48 |
| Issued or guaranteed by U.S. | $1,886,850,000 | 47 |
| Privately issued | $1,001,000 | 78 |
| Collaterized mortgage obligations | $642,705,000 | 78 |
| CMOs issued by government agencies or sponsored agencies | $456,069,000 | 86 |
| Privately issued | $186,636,000 | 54 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,053,000 | 2,125 |
| Available-for-sale securities (fair market value) | $2,575,168,000 | 74 |
| Total debt securities | $2,576,221,000 | 89 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $2,755,741,000 | 80 |
| U.S. Government securities | $2,519,001,000 | 71 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,519,001,000 | 66 |
| Securities issued by states & political subdivisions | $39,556,000 | 660 |
| Other domestic debt securities | $197,184,000 | 103 |
| Privately issued residential mortgage-backed securities | $192,755,000 | 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 | $4,429,000 | 661 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,711,655,000 | 54 |
| Certificates of participation in pools of residential mortgages | $2,058,956,000 | 40 |
| Issued or guaranteed by U.S. | $2,057,906,000 | 39 |
| Privately issued | $1,050,000 | 78 |
| Collaterized mortgage obligations | $652,699,000 | 77 |
| CMOs issued by government agencies or sponsored agencies | $460,994,000 | 82 |
| Privately issued | $191,705,000 | 55 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $853,000 | 2,232 |
| Available-for-sale securities (fair market value) | $2,754,888,000 | 71 |
| Total debt securities | $2,755,741,000 | 80 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $2,804,285,000 | 75 |
| U.S. Government securities | $2,557,598,000 | 65 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,557,598,000 | 61 |
| Securities issued by states & political subdivisions | $43,094,000 | 558 |
| Other domestic debt securities | $203,593,000 | 99 |
| Privately issued residential mortgage-backed securities | $199,466,000 | 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 | $4,127,000 | 692 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,756,962,000 | 53 |
| Certificates of participation in pools of residential mortgages | $2,089,585,000 | 41 |
| Issued or guaranteed by U.S. | $2,088,541,000 | 41 |
| Privately issued | $1,044,000 | 81 |
| Collaterized mortgage obligations | $667,377,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $468,955,000 | 75 |
| Privately issued | $198,422,000 | 52 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $2,804,285,000 | 67 |
| Total debt securities | $2,804,285,000 | 74 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $2,761,378,000 | 73 |
| U.S. Government securities | $2,544,360,000 | 68 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,544,360,000 | 63 |
| Securities issued by states & political subdivisions | $41,936,000 | 546 |
| Other domestic debt securities | $175,082,000 | 108 |
| Privately issued residential mortgage-backed securities | $171,595,000 | 60 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,487,000 | 738 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,715,851,000 | 53 |
| Certificates of participation in pools of residential mortgages | $2,075,418,000 | 39 |
| Issued or guaranteed by U.S. | $2,074,296,000 | 39 |
| Privately issued | $1,122,000 | 79 |
| Collaterized mortgage obligations | $640,433,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $469,960,000 | 74 |
| Privately issued | $170,473,000 | 59 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 3,192 |
| Available-for-sale securities (fair market value) | $2,761,377,000 | 64 |
| Total debt securities | $2,761,378,000 | 74 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $2,552,523,000 | 74 |
| U.S. Government securities | $2,381,244,000 | 67 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,381,244,000 | 64 |
| Securities issued by states & political subdivisions | $41,634,000 | 543 |
| Other domestic debt securities | $129,645,000 | 141 |
| Privately issued residential mortgage-backed securities | $116,042,000 | 90 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,609,000 | 748 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,497,181,000 | 56 |
| Certificates of participation in pools of residential mortgages | $1,953,003,000 | 41 |
| Issued or guaranteed by U.S. | $1,951,688,000 | 40 |
| Privately issued | $1,315,000 | 83 |
| Collaterized mortgage obligations | $544,178,000 | 82 |
| CMOs issued by government agencies or sponsored agencies | $429,451,000 | 76 |
| Privately issued | $114,727,000 | 84 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 3,242 |
| Available-for-sale securities (fair market value) | $2,552,522,000 | 64 |
| Total debt securities | $2,552,523,000 | 74 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $2,401,911,000 | 81 |
| U.S. Government securities | $2,232,168,000 | 71 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,232,168,000 | 70 |
| Securities issued by states & political subdivisions | $41,956,000 | 538 |
| Other domestic debt securities | $127,787,000 | 150 |
| Privately issued residential mortgage-backed securities | $114,227,000 | 94 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,579,000 | 754 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,346,289,000 | 60 |
| Certificates of participation in pools of residential mortgages | $1,847,455,000 | 46 |
| Issued or guaranteed by U.S. | $1,846,157,000 | 45 |
| Privately issued | $1,298,000 | 85 |
| Collaterized mortgage obligations | $498,834,000 | 84 |
| CMOs issued by government agencies or sponsored agencies | $385,905,000 | 75 |
| Privately issued | $112,929,000 | 90 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $2,401,911,000 | 69 |
| Total debt securities | $2,401,911,000 | 82 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $2,326,677,000 | 90 |
| U.S. Government securities | $2,144,025,000 | 77 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,144,025,000 | 75 |
| Securities issued by states & political subdivisions | $42,808,000 | 513 |
| Other domestic debt securities | $139,844,000 | 147 |
| Privately issued residential mortgage-backed securities | $115,147,000 | 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 | $14,728,000 | 277 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,259,065,000 | 64 |
| Certificates of participation in pools of residential mortgages | $1,813,412,000 | 47 |
| Issued or guaranteed by U.S. | $1,812,238,000 | 46 |
| Privately issued | $1,174,000 | 96 |
| Collaterized mortgage obligations | $445,653,000 | 92 |
| CMOs issued by government agencies or sponsored agencies | $331,680,000 | 84 |
| Privately issued | $113,973,000 | 98 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,590,000 | 1,041 |
| Available-for-sale securities (fair market value) | $2,315,087,000 | 75 |
| Total debt securities | $2,326,677,000 | 89 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $1,854,850,000 | 109 |
| U.S. Government securities | $1,678,721,000 | 88 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,678,721,000 | 84 |
| Securities issued by states & political subdivisions | $40,728,000 | 512 |
| Other domestic debt securities | $135,401,000 | 159 |
| Privately issued residential mortgage-backed securities | $110,381,000 | 111 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,104,000 | 284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,788,994,000 | 75 |
| Certificates of participation in pools of residential mortgages | $1,351,380,000 | 60 |
| Issued or guaranteed by U.S. | $1,350,112,000 | 58 |
| Privately issued | $1,268,000 | 98 |
| Collaterized mortgage obligations | $437,614,000 | 92 |
| CMOs issued by government agencies or sponsored agencies | $328,501,000 | 87 |
| Privately issued | $109,113,000 | 106 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,787,000 | 992 |
| Available-for-sale securities (fair market value) | $1,842,063,000 | 90 |
| Total debt securities | $1,854,850,000 | 108 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $1,793,520,000 | 109 |
| U.S. Government securities | $1,622,340,000 | 87 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,622,340,000 | 84 |
| Securities issued by states & political subdivisions | $39,846,000 | 501 |
| Other domestic debt securities | $131,334,000 | 164 |
| Privately issued residential mortgage-backed securities | $111,493,000 | 119 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,175,000 | 355 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,733,725,000 | 75 |
| Certificates of participation in pools of residential mortgages | $1,289,119,000 | 59 |
| Issued or guaranteed by U.S. | $1,288,198,000 | 57 |
| Privately issued | $921,000 | 122 |
| Collaterized mortgage obligations | $444,606,000 | 94 |
| CMOs issued by government agencies or sponsored agencies | $334,034,000 | 83 |
| Privately issued | $110,572,000 | 114 |
| 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) | $9,470,000 | 1,200 |
| Available-for-sale securities (fair market value) | $1,784,050,000 | 90 |
| Total debt securities | $1,793,520,000 | 105 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $1,669,218,000 | 105 |
| U.S. Government securities | $1,499,735,000 | 88 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,499,735,000 | 86 |
| Securities issued by states & political subdivisions | $37,779,000 | 517 |
| Other domestic debt securities | $131,704,000 | 161 |
| Privately issued residential mortgage-backed securities | $115,713,000 | 117 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,716,000 | 469 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,615,339,000 | 77 |
| Certificates of participation in pools of residential mortgages | $1,176,708,000 | 64 |
| Issued or guaranteed by U.S. | $1,174,910,000 | 62 |
| Privately issued | $1,798,000 | 95 |
| Collaterized mortgage obligations | $438,631,000 | 97 |
| CMOs issued by government agencies or sponsored agencies | $324,716,000 | 85 |
| Privately issued | $113,915,000 | 110 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,089,000 | 1,612 |
| Available-for-sale securities (fair market value) | $1,664,129,000 | 87 |
| Total debt securities | $1,669,218,000 | 103 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $1,375,906,000 | 112 |
| U.S. Government securities | $1,190,119,000 | 95 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,190,119,000 | 94 |
| Securities issued by states & political subdivisions | $35,726,000 | 534 |
| Other domestic debt securities | $150,061,000 | 150 |
| Privately issued residential mortgage-backed securities | $136,241,000 | 108 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,587,000 | 587 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,326,254,000 | 86 |
| Certificates of participation in pools of residential mortgages | $877,039,000 | 75 |
| Issued or guaranteed by U.S. | $874,787,000 | 72 |
| Privately issued | $2,252,000 | 94 |
| Collaterized mortgage obligations | $449,215,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $315,226,000 | 79 |
| Privately issued | $133,989,000 | 102 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $1,375,906,000 | 97 |
| Total debt securities | $1,375,906,000 | 109 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $1,045,614,000 | 149 |
| U.S. Government securities | $678,583,000 | 154 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $678,583,000 | 151 |
| Securities issued by states & political subdivisions | $39,959,000 | 482 |
| Other domestic debt securities | $327,072,000 | 95 |
| Privately issued residential mortgage-backed securities | $295,365,000 | 73 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,600,000 | 651 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $973,843,000 | 106 |
| Certificates of participation in pools of residential mortgages | $389,184,000 | 127 |
| Issued or guaranteed by U.S. | $358,494,000 | 131 |
| Privately issued | $30,690,000 | 38 |
| Collaterized mortgage obligations | $584,659,000 | 78 |
| CMOs issued by government agencies or sponsored agencies | $319,984,000 | 81 |
| Privately issued | $264,675,000 | 69 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $1,045,614,000 | 124 |
| Total debt securities | $1,045,614,000 | 144 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $916,080,000 | 170 |
| U.S. Government securities | $549,676,000 | 183 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $549,676,000 | 178 |
| Securities issued by states & political subdivisions | $23,827,000 | 906 |
| Other domestic debt securities | $342,577,000 | 95 |
| Privately issued residential mortgage-backed securities | $308,931,000 | 75 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,259,000 | 603 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $858,499,000 | 120 |
| Certificates of participation in pools of residential mortgages | $333,982,000 | 153 |
| Issued or guaranteed by U.S. | $291,983,000 | 162 |
| Privately issued | $41,999,000 | 37 |
| Collaterized mortgage obligations | $524,517,000 | 86 |
| CMOs issued by government agencies or sponsored agencies | $257,585,000 | 96 |
| Privately issued | $266,932,000 | 70 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,812,000 | 2,041 |
| Available-for-sale securities (fair market value) | $913,268,000 | 149 |
| Total debt securities | $916,080,000 | 165 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $624,076,000 | 215 |
| U.S. Government securities | $364,063,000 | 252 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $364,063,000 | 246 |
| Securities issued by states & political subdivisions | $19,801,000 | 1,088 |
| Other domestic debt securities | $240,212,000 | 121 |
| Privately issued residential mortgage-backed securities | $204,385,000 | 91 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,906,000 | 246 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $568,342,000 | 155 |
| Certificates of participation in pools of residential mortgages | $342,037,000 | 141 |
| Issued or guaranteed by U.S. | $304,542,000 | 147 |
| Privately issued | $37,495,000 | 38 |
| Collaterized mortgage obligations | $226,305,000 | 153 |
| CMOs issued by government agencies or sponsored agencies | $59,415,000 | 277 |
| Privately issued | $166,890,000 | 90 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,586,000 | 2,160 |
| Available-for-sale securities (fair market value) | $621,490,000 | 184 |
| Total debt securities | $624,076,000 | 213 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $551,451,000 | 248 |
| U.S. Government securities | $347,259,000 | 267 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $347,259,000 | 257 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $204,192,000 | 134 |
| Privately issued residential mortgage-backed securities | $176,686,000 | 100 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,735,000 | 344 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $523,841,000 | 159 |
| Certificates of participation in pools of residential mortgages | $342,400,000 | 138 |
| Issued or guaranteed by U.S. | $301,925,000 | 145 |
| Privately issued | $40,475,000 | 40 |
| Collaterized mortgage obligations | $181,441,000 | 178 |
| CMOs issued by government agencies or sponsored agencies | $45,230,000 | 322 |
| Privately issued | $136,211,000 | 96 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,809,000 | 2,146 |
| Available-for-sale securities (fair market value) | $548,642,000 | 207 |
| Total debt securities | $551,451,000 | 241 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $451,089,000 | 297 |
| U.S. Government securities | $358,266,000 | 267 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $358,266,000 | 256 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $92,823,000 | 207 |
| Privately issued residential mortgage-backed securities | $88,194,000 | 140 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,629,000 | 652 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $446,359,000 | 180 |
| Certificates of participation in pools of residential mortgages | $354,733,000 | 134 |
| Issued or guaranteed by U.S. | $312,482,000 | 140 |
| Privately issued | $42,251,000 | 45 |
| Collaterized mortgage obligations | $91,626,000 | 281 |
| CMOs issued by government agencies or sponsored agencies | $45,683,000 | 325 |
| Privately issued | $45,943,000 | 187 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,628,000 | 1,819 |
| Available-for-sale securities (fair market value) | $446,461,000 | 254 |
| Total debt securities | $451,089,000 | 286 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $480,920,000 | 282 |
| U.S. Government securities | $389,285,000 | 250 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $389,285,000 | 243 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $91,635,000 | 208 |
| Privately issued residential mortgage-backed securities | $58,576,000 | 174 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $33,059,000 | 165 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $436,273,000 | 183 |
| Certificates of participation in pools of residential mortgages | $373,685,000 | 132 |
| Issued or guaranteed by U.S. | $330,062,000 | 136 |
| Privately issued | $43,623,000 | 44 |
| Collaterized mortgage obligations | $62,588,000 | 349 |
| CMOs issued by government agencies or sponsored agencies | $47,635,000 | 308 |
| Privately issued | $14,953,000 | 311 |
| 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) | $43,000 | 3,678 |
| Available-for-sale securities (fair market value) | $480,877,000 | 239 |
| Total debt securities | $480,920,000 | 272 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $269,077,000 | 470 |
| U.S. Government securities | $148,045,000 | 621 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $148,045,000 | 608 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $121,032,000 | 177 |
| Privately issued residential mortgage-backed securities | $74,312,000 | 148 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $46,720,000 | 133 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $222,255,000 | 298 |
| Certificates of participation in pools of residential mortgages | $167,628,000 | 251 |
| Issued or guaranteed by U.S. | $147,943,000 | 270 |
| Privately issued | $19,685,000 | 48 |
| Collaterized mortgage obligations | $54,627,000 | 392 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $54,627,000 | 162 |
| 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) | $269,077,000 | 399 |
| Total debt securities | $269,077,000 | 456 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $107,295,000 | 1,170 |
| U.S. Government securities | $24,708,000 | 3,216 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,708,000 | 3,128 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $82,587,000 | 226 |
| Privately issued residential mortgage-backed securities | $65,461,000 | 162 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,126,000 | 281 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $90,066,000 | 600 |
| Certificates of participation in pools of residential mortgages | $24,605,000 | 1,129 |
| Issued or guaranteed by U.S. | $24,605,000 | 1,120 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $65,461,000 | 337 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $65,461,000 | 149 |
| 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) | $485,000 | 3,254 |
| Available-for-sale securities (fair market value) | $106,810,000 | 996 |
| Total debt securities | $107,295,000 | 1,138 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $67,062,000 | 1,787 |
| U.S. Government securities | $101,000 | 8,368 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $101,000 | 8,272 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $66,961,000 | 243 |
| Privately issued residential mortgage-backed securities | $44,781,000 | 192 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $22,180,000 | 242 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $44,781,000 | 1,020 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $44,781,000 | 429 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $44,781,000 | 181 |
| 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) | $22,180,000 | 814 |
| Available-for-sale securities (fair market value) | $44,882,000 | 2,200 |
| Total debt securities | $67,062,000 | 1,752 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $51,642,000 | 2,294 |
| U.S. Government securities | $102,000 | 8,409 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $102,000 | 8,316 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $51,540,000 | 286 |
| Privately issued residential mortgage-backed securities | $39,334,000 | 205 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,206,000 | 374 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $39,334,000 | 1,138 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $39,334,000 | 468 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $39,334,000 | 194 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,308,000 | 1,238 |
| Available-for-sale securities (fair market value) | $39,334,000 | 2,496 |
| Total debt securities | $51,642,000 | 2,245 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $50,204,000 | 2,365 |
| U.S. Government securities | $104,000 | 8,455 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $104,000 | 8,360 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $50,100,000 | 301 |
| Privately issued residential mortgage-backed securities | $35,303,000 | 215 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,797,000 | 334 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $35,303,000 | 1,234 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $35,303,000 | 499 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $35,303,000 | 205 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,901,000 | 1,129 |
| Available-for-sale securities (fair market value) | $35,303,000 | 2,695 |
| Total debt securities | $50,204,000 | 2,320 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $39,965,000 | 2,824 |
| U.S. Government securities | $105,000 | 8,494 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $105,000 | 8,409 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $39,860,000 | 338 |
| Privately issued residential mortgage-backed securities | $28,919,000 | 225 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,941,000 | 436 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $28,919,000 | 1,428 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $28,919,000 | 544 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $28,919,000 | 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) | $11,046,000 | 1,364 |
| Available-for-sale securities (fair market value) | $28,919,000 | 3,146 |
| Total debt securities | $39,965,000 | 2,779 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $30,526,000 | 3,537 |
| U.S. Government securities | $108,000 | 8,523 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $108,000 | 8,429 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $30,418,000 | 401 |
| Privately issued residential mortgage-backed securities | $26,709,000 | 250 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,709,000 | 904 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $26,709,000 | 1,541 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $26,709,000 | 592 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $26,709,000 | 236 |
| 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) | $3,817,000 | 2,207 |
| Available-for-sale securities (fair market value) | $26,709,000 | 3,362 |
| Total debt securities | $30,526,000 | 3,489 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $22,714,000 | 4,370 |
| U.S. Government securities | $105,000 | 8,590 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $105,000 | 8,493 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $22,609,000 | 492 |
| Privately issued residential mortgage-backed securities | $20,689,000 | 277 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,920,000 | 1,395 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,689,000 | 1,864 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $20,689,000 | 699 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $20,689,000 | 259 |
| 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) | $22,714,000 | 3,787 |
| Total debt securities | $22,714,000 | 4,313 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $22,751,000 | 4,393 |
| U.S. Government securities | $108,000 | 8,616 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $108,000 | 8,527 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $22,643,000 | 518 |
| Privately issued residential mortgage-backed securities | $20,472,000 | 279 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,171,000 | 1,347 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,472,000 | 1,910 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $20,472,000 | 728 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $20,472,000 | 256 |
| 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) | $22,751,000 | 3,803 |
| Total debt securities | $22,751,000 | 4,322 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $23,902,000 | 4,233 |
| U.S. Government securities | $109,000 | 8,661 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $109,000 | 8,566 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $23,793,000 | 495 |
| Privately issued residential mortgage-backed securities | $19,420,000 | 260 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,373,000 | 927 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,420,000 | 1,965 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $19,420,000 | 749 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $19,420,000 | 240 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 4,516 |
| Available-for-sale securities (fair market value) | $23,901,000 | 3,655 |
| Total debt securities | $23,902,000 | 4,161 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $23,799,000 | 4,318 |
| U.S. Government securities | $105,000 | 8,729 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $105,000 | 8,631 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $23,694,000 | 486 |
| Privately issued residential mortgage-backed securities | $18,582,000 | 257 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,112,000 | 877 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,582,000 | 2,082 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $18,582,000 | 775 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $18,582,000 | 239 |
| 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) | $23,799,000 | 3,744 |
| Total debt securities | $23,799,000 | 4,245 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $22,594,000 | 4,435 |
| U.S. Government securities | $112,000 | 8,744 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $112,000 | 8,642 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $22,482,000 | 533 |
| Privately issued residential mortgage-backed securities | $17,261,000 | 284 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,221,000 | 936 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,261,000 | 2,223 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $17,261,000 | 833 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $17,261,000 | 265 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 4,607 |
| Available-for-sale securities (fair market value) | $22,593,000 | 3,857 |
| Total debt securities | $22,594,000 | 4,358 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $16,985,000 | 5,267 |
| U.S. Government securities | $8,882,000 | 6,062 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,882,000 | 5,890 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $8,103,000 | 966 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,103,000 | 747 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,773,000 | 3,214 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $8,773,000 | 1,211 |
| CMOs issued by government agencies or sponsored agencies | $8,773,000 | 1,117 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $59,000 | 4,468 |
| Available-for-sale securities (fair market value) | $16,926,000 | 4,603 |
| Total debt securities | $16,985,000 | 5,184 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $15,804,000 | 5,389 |
| U.S. Government securities | $9,126,000 | 5,845 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,126,000 | 5,671 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $6,678,000 | 1,136 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,678,000 | 913 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,015,000 | 3,150 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $9,015,000 | 1,198 |
| CMOs issued by government agencies or sponsored agencies | $9,015,000 | 1,113 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $15,804,000 | 4,718 |
| Total debt securities | $15,804,000 | 5,303 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $14,032,000 | 5,669 |
| U.S. Government securities | $8,192,000 | 6,057 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,192,000 | 5,877 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $5,840,000 | 1,267 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,840,000 | 1,018 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,078,000 | 3,385 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $8,078,000 | 1,368 |
| CMOs issued by government agencies or sponsored agencies | $8,078,000 | 1,273 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $63,000 | 4,515 |
| Available-for-sale securities (fair market value) | $13,969,000 | 4,957 |
| Total debt securities | $14,032,000 | 5,569 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $15,859,000 | 5,348 |
| U.S. Government securities | $8,019,000 | 6,135 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,019,000 | 5,948 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $7,840,000 | 1,081 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,840,000 | 851 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,908,000 | 3,437 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $7,908,000 | 1,430 |
| CMOs issued by government agencies or sponsored agencies | $7,908,000 | 1,336 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $66,000 | 4,560 |
| Available-for-sale securities (fair market value) | $15,793,000 | 4,639 |
| Total debt securities | $15,859,000 | 5,249 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $15,464,000 | 5,381 |
| U.S. Government securities | $8,097,000 | 6,124 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,097,000 | 5,925 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $7,367,000 | 1,127 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,367,000 | 897 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,986,000 | 3,380 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $7,986,000 | 1,425 |
| CMOs issued by government agencies or sponsored agencies | $7,986,000 | 1,327 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $78,000 | 4,629 |
| Available-for-sale securities (fair market value) | $15,386,000 | 4,663 |
| Total debt securities | $15,464,000 | 5,288 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $6,725,000 | 7,408 |
| U.S. Government securities | $5,268,000 | 7,116 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,268,000 | 6,879 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $1,457,000 | 2,591 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,457,000 | 2,214 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,168,000 | 3,928 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $5,168,000 | 1,828 |
| CMOs issued by government agencies or sponsored agencies | $5,168,000 | 1,703 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $6,725,000 | 6,484 |
| Total debt securities | $6,725,000 | 7,303 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $9,546,000 | 6,936 |
| U.S. Government securities | $5,140,000 | 7,686 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,140,000 | 7,333 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $4,406,000 | 1,290 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,406,000 | 1,080 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,039,000 | 3,372 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $5,039,000 | 1,496 |
| CMOs issued by government agencies or sponsored agencies | $5,039,000 | 1,370 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $9,546,000 | 5,846 |
| Total debt securities | $9,546,000 | 6,798 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $3,072,000 | 9,308 |
| U.S. Government securities | $2,536,000 | 9,114 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,536,000 | 8,654 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $536,000 | 2,755 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $536,000 | 2,332 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,436,000 | 4,797 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $2,436,000 | 2,264 |
| CMOs issued by government agencies or sponsored agencies | $2,436,000 | 2,128 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $3,072,000 | 8,060 |
| Total debt securities | $3,072,000 | 9,198 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $3,886,000 | 9,168 |
| U.S. Government securities | $2,725,000 | 9,130 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,725,000 | 8,374 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $1,161,000 | 2,059 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,161,000 | 1,696 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,621,000 | 4,960 |
| Certificates of participation in pools of residential mortgages | $2,621,000 | 4,026 |
| Issued or guaranteed by U.S. | $2,621,000 | 4,006 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,265,000 | 5,224 |
| Available-for-sale securities (fair market value) | $2,621,000 | 8,251 |
| Total debt securities | $3,886,000 | 9,043 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |