Home > Raymond James Bank > Securities
Raymond James Bank, Securities
| 2025-03-31 | Rank | |
| Total securities | $5,235,003,000 | 77 |
| U.S. Government securities | $5,056,254,000 | 66 |
| U.S. Treasury securities | $20,809,000 | 706 |
| U.S. Government agency obligations | $5,035,445,000 | 57 |
| Securities issued by states & political subdivisions | $1,148,000 | 3,382 |
| Other domestic debt securities | $177,601,000 | 174 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 549 |
| Structured financial products - Total | $177,601,000 | 87 |
| Other domestic debt securities - All other | $0 | 1,818 |
| 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 | $2,722,173,000 | 75 |
| Mortgage-backed securities | $4,895,339,000 | 59 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,826,215,000 | 47 |
| Privately issued | $0 | 189 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,019,996,000 | 66 |
| Privately issued | $0 | 564 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $936,902,000 | 31 |
| Other commercial mortgage-backed securities | $112,226,000 | 116 |
| Held to maturity securities (book value) | $0 | 1,669 |
| Available-for-sale securities (fair market value) | $5,235,003,000 | 63 |
| Total debt securities | $5,235,002,000 | 75 |
| Structured notes | ||
| Amortized cost | $0 | 936 |
| Fair value | $0 | 936 |
| Trading account assets | $1,302,000 | 171 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 157 |
| 2024-12-31 | Rank | |
| Total securities | $751,000 | 4,291 |
| U.S. Government securities | $1,000 | 4,271 |
| U.S. Treasury securities | $174,413,000 | 140 |
| U.S. Government agency obligations | $7 | 4,109 |
| Securities issued by states & political subdivisions | $6,268,364,000 | 6 |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $8,746 | 668 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,957,030,200 | 5 |
| Foreign debt securities | $398,113,000 | 14 |
| Equity securities | $0 | 32 |
| Assets held in trading accounts for TFR Reporters | $12,977 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | $0 | 3,866 |
| Mortgage-backed securities | $0 | 3,818 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,640 |
| Privately issued | $0 | 197 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2 | 2,784 |
| Privately issued | $19,940,608,000 | 8 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,653 |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $0 | 4,128 |
| Total debt securities | $0 | 4,341 |
| Structured notes | ||
| Amortized cost | $0 | 978 |
| Fair value | NA | NA |
| Trading account assets | $0 | 218 |
| Revaluation gains on off-balance sheet contracts | $0 | 2 |
| Revaluation losses on off-balance sheet contracts | $11,921,500 | 79 |
| 2024-09-30 | Rank | |
| Total securities | $6,058,417,000 | 72 |
| U.S. Government securities | $5,841,692,000 | 61 |
| U.S. Treasury securities | $204,615,000 | 121 |
| U.S. Government agency obligations | $5,637,077,000 | 53 |
| Securities issued by states & political subdivisions | $1,187,000 | 3,449 |
| Other domestic debt securities | $215,538,000 | 151 |
| Privately issued residential mortgage-backed securities | $0 | 713 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 561 |
| Structured financial products - Total | $215,538,000 | 77 |
| Other domestic debt securities - All other | $0 | 1,835 |
| 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 | $3,473,589,000 | 62 |
| Mortgage-backed securities | $5,378,731,000 | 57 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,196,999,000 | 47 |
| Privately issued | $0 | 200 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,108,266,000 | 60 |
| Privately issued | $0 | 568 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $956,463,000 | 29 |
| Other commercial mortgage-backed securities | $117,003,000 | 119 |
| Held to maturity securities (book value) | $0 | 1,702 |
| Available-for-sale securities (fair market value) | $6,058,417,000 | 55 |
| Total debt securities | $6,058,417,000 | 71 |
| Structured notes | ||
| Amortized cost | $0 | 1,000 |
| Fair value | $0 | 1,000 |
| Trading account assets | $2,131,000 | 160 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 161 |
| 2024-06-30 | Rank | |
| Total securities | $6,366,698,000 | 69 |
| U.S. Government securities | $6,137,822,000 | 59 |
| U.S. Treasury securities | $450,937,000 | 83 |
| U.S. Government agency obligations | $5,686,885,000 | 53 |
| Securities issued by states & political subdivisions | $0 | 3,770 |
| Other domestic debt securities | $228,876,000 | 150 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 551 |
| Structured financial products - Total | $228,876,000 | 78 |
| Other domestic debt securities - All other | $0 | 1,858 |
| 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 | $3,461,102,000 | 64 |
| Mortgage-backed securities | $5,412,237,000 | 56 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,260,493,000 | 45 |
| Privately issued | $0 | 187 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,107,787,000 | 60 |
| Privately issued | $0 | 579 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $927,478,000 | 29 |
| Other commercial mortgage-backed securities | $116,479,000 | 116 |
| Held to maturity securities (book value) | $0 | 1,716 |
| Available-for-sale securities (fair market value) | $6,366,698,000 | 54 |
| Total debt securities | $6,366,699,000 | 68 |
| Structured notes | ||
| Amortized cost | $0 | 1,030 |
| Fair value | $0 | 1,030 |
| Trading account assets | $23,442,000 | 78 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 159 |
| 2024-03-31 | Rank | |
| Total securities | $6,841,989,000 | 67 |
| U.S. Government securities | $6,625,121,000 | 54 |
| U.S. Treasury securities | $685,963,000 | 65 |
| U.S. Government agency obligations | $5,939,158,000 | 51 |
| Securities issued by states & political subdivisions | $0 | 3,753 |
| Other domestic debt securities | $216,868,000 | 156 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $216,868,000 | 77 |
| Other domestic debt securities - All other | $0 | 1,839 |
| Foreign debt securities | $0 | 306 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,586,256,000 | 61 |
| Mortgage-backed securities | $5,650,949,000 | 51 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,441,442,000 | 42 |
| Privately issued | $0 | 224 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,148,400,000 | 57 |
| Privately issued | $0 | 525 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $926,227,000 | 28 |
| Other commercial mortgage-backed securities | $134,880,000 | 112 |
| Held to maturity securities (book value) | $0 | 1,732 |
| Available-for-sale securities (fair market value) | $6,841,989,000 | 51 |
| Total debt securities | $6,841,988,000 | 66 |
| Structured notes | ||
| Amortized cost | $40,000,000 | 36 |
| Fair value | $38,877,000 | 35 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 161 |
| 2023-12-31 | Rank | |
| Total securities | $7,263,820,000 | 65 |
| U.S. Government securities | $7,043,566,000 | 50 |
| U.S. Treasury securities | $830,644,000 | 58 |
| U.S. Government agency obligations | $6,212,922,000 | 46 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $220,254,000 | 156 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $220,254,000 | 78 |
| 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 | $3,708,807,000 | 64 |
| Mortgage-backed securities | $5,890,116,000 | 46 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,635,862,000 | 38 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,186,583,000 | 53 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $930,930,000 | 26 |
| Other commercial mortgage-backed securities | $136,741,000 | 113 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $7,263,820,000 | 47 |
| Total debt securities | $7,263,821,000 | 64 |
| Structured notes | ||
| Amortized cost | $40,000,000 | 39 |
| Fair value | $38,768,000 | 38 |
| Trading account assets | $34,431,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $7,265,638,000 | 63 |
| U.S. Government securities | $7,050,414,000 | 50 |
| U.S. Treasury securities | $873,005,000 | 55 |
| U.S. Government agency obligations | $6,177,409,000 | 48 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $215,224,000 | 160 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $215,224,000 | 80 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,656,962,000 | 61 |
| Mortgage-backed securities | $5,859,748,000 | 46 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,654,988,000 | 39 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,174,019,000 | 54 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $895,665,000 | 27 |
| Other commercial mortgage-backed securities | $135,076,000 | 113 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $7,265,638,000 | 47 |
| Total debt securities | $7,265,637,000 | 62 |
| Structured notes | ||
| Amortized cost | $40,000,000 | 38 |
| Fair value | $38,015,000 | 36 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $7,621,124,000 | 58 |
| U.S. Government securities | $7,401,215,000 | 47 |
| U.S. Treasury securities | $872,573,000 | 56 |
| U.S. Government agency obligations | $6,528,642,000 | 50 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $219,909,000 | 154 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $219,909,000 | 78 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,858,790,000 | 60 |
| Mortgage-backed securities | $6,211,936,000 | 46 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,924,298,000 | 38 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,242,767,000 | 53 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $906,454,000 | 27 |
| Other commercial mortgage-backed securities | $138,417,000 | 105 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $7,621,124,000 | 48 |
| Total debt securities | $7,621,124,000 | 57 |
| Structured notes | ||
| Amortized cost | $40,000,000 | 39 |
| Fair value | $37,959,000 | 37 |
| Trading account assets | $4,819,000 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $7,970,381,000 | 60 |
| U.S. Government securities | $7,745,581,000 | 48 |
| U.S. Treasury securities | $875,411,000 | 55 |
| U.S. Government agency obligations | $6,870,170,000 | 47 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $224,800,000 | 160 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $224,800,000 | 78 |
| 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 | $4,046,090,000 | 56 |
| Mortgage-backed securities | $6,550,957,000 | 49 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,168,573,000 | 39 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,315,458,000 | 52 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $923,585,000 | 28 |
| Other commercial mortgage-backed securities | $143,341,000 | 107 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $7,970,381,000 | 46 |
| Total debt securities | $7,970,382,000 | 59 |
| Structured notes | ||
| Amortized cost | $133,000,000 | 16 |
| Fair value | $128,201,000 | 16 |
| Trading account assets | $10,111,000 | 112 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $8,104,279,000 | 65 |
| U.S. Government securities | $7,881,673,000 | 52 |
| U.S. Treasury securities | $867,572,000 | 61 |
| U.S. Government agency obligations | $7,014,101,000 | 48 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $222,606,000 | 164 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $222,606,000 | 76 |
| 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 | $25,650,000 | 1,908 |
| Mortgage-backed securities | $6,699,473,000 | 51 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,311,434,000 | 40 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,332,583,000 | 54 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $911,743,000 | 30 |
| Other commercial mortgage-backed securities | $143,713,000 | 111 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $8,104,279,000 | 49 |
| Total debt securities | $8,104,279,000 | 64 |
| Structured notes | ||
| Amortized cost | $282,999,000 | 11 |
| Fair value | $267,964,000 | 10 |
| Trading account assets | $108,285,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $8,335,823,000 | 64 |
| U.S. Government securities | $8,113,927,000 | 51 |
| U.S. Treasury securities | $866,550,000 | 61 |
| U.S. Government agency obligations | $7,247,377,000 | 48 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $221,896,000 | 160 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $221,896,000 | 65 |
| 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 | $25,954,000 | 1,826 |
| Mortgage-backed securities | $6,934,193,000 | 51 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,463,289,000 | 42 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,390,600,000 | 54 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $933,831,000 | 29 |
| Other commercial mortgage-backed securities | $146,473,000 | 118 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $8,335,823,000 | 51 |
| Total debt securities | $8,335,823,000 | 61 |
| Structured notes | ||
| Amortized cost | $282,997,000 | 10 |
| Fair value | $266,593,000 | 10 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $8,904,444,000 | 62 |
| U.S. Government securities | $8,904,444,000 | 49 |
| U.S. Treasury securities | $815,817,000 | 62 |
| U.S. Government agency obligations | $8,088,627,000 | 46 |
| 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 | $27,045,000 | 1,788 |
| Mortgage-backed securities | $7,766,928,000 | 48 |
| Certificates of participation in pools of residential mortgages | $4,959,591,000 | 38 |
| Issued or guaranteed by U.S. | $4,959,591,000 | 38 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,531,380,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $1,531,380,000 | 52 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $1,275,957,000 | 60 |
| Commercial mortgage pass-through securities | $960,651,000 | 26 |
| Other commercial mortgage-backed securities | $315,306,000 | 95 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $8,904,444,000 | 50 |
| Total debt securities | $8,904,443,000 | 62 |
| Structured notes | ||
| Amortized cost | $301,495,000 | 8 |
| Fair value | $292,671,000 | 7 |
| Trading account assets | $29,525,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $8,815,202,000 | 62 |
| U.S. Government securities | $8,815,202,000 | 48 |
| U.S. Treasury securities | $212,838,000 | 148 |
| U.S. Government agency obligations | $8,602,364,000 | 45 |
| 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 | $27,980,000 | 1,690 |
| Mortgage-backed securities | $8,295,258,000 | 47 |
| Certificates of participation in pools of residential mortgages | $5,357,094,000 | 36 |
| Issued or guaranteed by U.S. | $5,357,094,000 | 36 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,637,454,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $1,637,454,000 | 51 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $1,300,710,000 | 60 |
| Commercial mortgage pass-through securities | $993,255,000 | 26 |
| Other commercial mortgage-backed securities | $307,455,000 | 96 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $8,815,202,000 | 51 |
| Total debt securities | $8,815,202,000 | 62 |
| Structured notes | ||
| Amortized cost | $282,993,000 | 8 |
| Fair value | $277,768,000 | 8 |
| Trading account assets | $32,530,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $8,547,471,000 | 64 |
| U.S. Government securities | $8,547,471,000 | 48 |
| U.S. Treasury securities | $15,048,000 | 824 |
| U.S. Government agency obligations | $8,532,423,000 | 43 |
| 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 | $19,416,000 | 2,049 |
| Mortgage-backed securities | $8,532,423,000 | 43 |
| Certificates of participation in pools of residential mortgages | $5,519,926,000 | 37 |
| Issued or guaranteed by U.S. | $5,519,926,000 | 37 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $1,720,819,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $1,720,819,000 | 47 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $1,291,678,000 | 58 |
| Commercial mortgage pass-through securities | $1,002,787,000 | 27 |
| Other commercial mortgage-backed securities | $288,891,000 | 97 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $8,547,471,000 | 56 |
| Total debt securities | $8,547,471,000 | 63 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $2,179,000 | 173 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $8,315,051,000 | 61 |
| U.S. Government securities | $8,315,051,000 | 47 |
| U.S. Treasury securities | $15,243,000 | 673 |
| U.S. Government agency obligations | $8,299,808,000 | 45 |
| 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 | $20,205,000 | 1,977 |
| Mortgage-backed securities | $8,299,808,000 | 45 |
| Certificates of participation in pools of residential mortgages | $5,188,781,000 | 37 |
| Issued or guaranteed by U.S. | $5,188,781,000 | 37 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,846,419,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $1,846,419,000 | 50 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $1,264,608,000 | 56 |
| Commercial mortgage pass-through securities | $969,608,000 | 24 |
| Other commercial mortgage-backed securities | $295,000,000 | 98 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $8,315,051,000 | 53 |
| Total debt securities | $8,315,050,000 | 61 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $16,713,000 | 93 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $8,191,365,000 | 62 |
| U.S. Government securities | $8,191,365,000 | 47 |
| U.S. Treasury securities | $15,336,000 | 586 |
| U.S. Government agency obligations | $8,176,029,000 | 44 |
| 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 | $20,913,000 | 1,913 |
| Mortgage-backed securities | $8,176,029,000 | 43 |
| Certificates of participation in pools of residential mortgages | $4,994,892,000 | 34 |
| Issued or guaranteed by U.S. | $4,994,892,000 | 34 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $1,925,890,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $1,925,890,000 | 47 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $1,255,247,000 | 55 |
| Commercial mortgage pass-through securities | $1,009,230,000 | 24 |
| Other commercial mortgage-backed securities | $246,017,000 | 99 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $8,191,365,000 | 54 |
| Total debt securities | $8,191,364,000 | 61 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $8,157,792,000 | 57 |
| U.S. Government securities | $8,157,792,000 | 47 |
| U.S. Treasury securities | $15,285,000 | 437 |
| U.S. Government agency obligations | $8,142,507,000 | 43 |
| 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 | $21,540,000 | 1,856 |
| Mortgage-backed securities | $8,142,507,000 | 43 |
| Certificates of participation in pools of residential mortgages | $4,783,822,000 | 37 |
| Issued or guaranteed by U.S. | $4,783,822,000 | 37 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $2,190,854,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $2,190,854,000 | 43 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $1,167,831,000 | 52 |
| Commercial mortgage pass-through securities | $974,766,000 | 25 |
| Other commercial mortgage-backed securities | $193,065,000 | 108 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $8,157,792,000 | 51 |
| Total debt securities | $8,157,793,000 | 57 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $8,000,074,000 | 56 |
| U.S. Government securities | $8,000,074,000 | 46 |
| U.S. Treasury securities | $15,747,000 | 324 |
| U.S. Government agency obligations | $7,984,327,000 | 42 |
| 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 | $22,635,000 | 1,786 |
| Mortgage-backed securities | $7,984,327,000 | 43 |
| Certificates of participation in pools of residential mortgages | $4,489,664,000 | 38 |
| Issued or guaranteed by U.S. | $4,489,664,000 | 38 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $2,320,932,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $2,320,932,000 | 40 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $1,173,731,000 | 55 |
| Commercial mortgage pass-through securities | $1,012,552,000 | 23 |
| Other commercial mortgage-backed securities | $161,179,000 | 113 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $8,000,074,000 | 50 |
| Total debt securities | $8,000,073,000 | 56 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $7,649,991,000 | 55 |
| U.S. Government securities | $7,649,991,000 | 46 |
| U.S. Treasury securities | $15,880,000 | 320 |
| U.S. Government agency obligations | $7,634,111,000 | 41 |
| 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 | $23,576,000 | 1,708 |
| Mortgage-backed securities | $7,634,111,000 | 42 |
| Certificates of participation in pools of residential mortgages | $4,134,393,000 | 38 |
| Issued or guaranteed by U.S. | $4,134,393,000 | 38 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,529,935,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $2,529,935,000 | 36 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $969,783,000 | 58 |
| Commercial mortgage pass-through securities | $874,474,000 | 23 |
| Other commercial mortgage-backed securities | $95,309,000 | 144 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $7,649,991,000 | 50 |
| Total debt securities | $7,649,991,000 | 55 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $5,630,702,000 | 62 |
| U.S. Government securities | $5,630,418,000 | 53 |
| U.S. Treasury securities | $15,906,000 | 330 |
| U.S. Government agency obligations | $5,614,512,000 | 46 |
| 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 | $24,388,000 | 1,683 |
| Mortgage-backed securities | $5,614,512,000 | 48 |
| Certificates of participation in pools of residential mortgages | $2,962,611,000 | 42 |
| Issued or guaranteed by U.S. | $2,962,611,000 | 42 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,061,564,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $2,061,564,000 | 38 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $590,337,000 | 72 |
| Commercial mortgage pass-through securities | $486,183,000 | 35 |
| Other commercial mortgage-backed securities | $104,154,000 | 143 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $5,630,418,000 | 53 |
| Total debt securities | $5,630,418,000 | 62 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $4,265,404,000 | 73 |
| U.S. Government securities | $4,265,066,000 | 61 |
| U.S. Treasury securities | $15,856,000 | 323 |
| U.S. Government agency obligations | $4,249,210,000 | 58 |
| 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 | $27,757,000 | 1,507 |
| Mortgage-backed securities | $4,249,210,000 | 54 |
| Certificates of participation in pools of residential mortgages | $1,985,091,000 | 54 |
| Issued or guaranteed by U.S. | $1,985,091,000 | 54 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,715,448,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $1,715,448,000 | 47 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $548,671,000 | 78 |
| Commercial mortgage pass-through securities | $459,138,000 | 37 |
| Other commercial mortgage-backed securities | $89,533,000 | 150 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $4,265,066,000 | 63 |
| Total debt securities | $4,265,066,000 | 72 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $3,222,452,000 | 95 |
| U.S. Government securities | $3,221,508,000 | 76 |
| U.S. Treasury securities | $9,731,000 | 478 |
| U.S. Government agency obligations | $3,211,777,000 | 67 |
| 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 | $22,627,000 | 1,711 |
| Mortgage-backed securities | $3,211,777,000 | 65 |
| Certificates of participation in pools of residential mortgages | $1,643,231,000 | 63 |
| Issued or guaranteed by U.S. | $1,643,231,000 | 63 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,222,668,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $1,222,668,000 | 55 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $345,878,000 | 98 |
| Commercial mortgage pass-through securities | $299,228,000 | 41 |
| Other commercial mortgage-backed securities | $46,650,000 | 205 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $3,221,508,000 | 83 |
| Total debt securities | $3,221,509,000 | 94 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $3,093,895,000 | 92 |
| U.S. Government securities | $3,092,999,000 | 76 |
| U.S. Treasury securities | $9,838,000 | 474 |
| U.S. Government agency obligations | $3,083,161,000 | 65 |
| 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 | $24,054,000 | 1,659 |
| Mortgage-backed securities | $3,083,161,000 | 66 |
| Certificates of participation in pools of residential mortgages | $1,573,761,000 | 64 |
| Issued or guaranteed by U.S. | $1,573,761,000 | 64 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,199,736,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $1,199,736,000 | 59 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $309,664,000 | 104 |
| Commercial mortgage pass-through securities | $261,047,000 | 47 |
| Other commercial mortgage-backed securities | $48,617,000 | 206 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $3,092,999,000 | 78 |
| Total debt securities | $3,092,999,000 | 91 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $2,960,575,000 | 92 |
| U.S. Government securities | $2,959,553,000 | 77 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $2,959,553,000 | 67 |
| 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 | $15,552,000 | 2,182 |
| Mortgage-backed securities | $2,959,553,000 | 64 |
| Certificates of participation in pools of residential mortgages | $1,543,710,000 | 63 |
| Issued or guaranteed by U.S. | $1,543,710,000 | 63 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,127,463,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $1,127,463,000 | 59 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $288,380,000 | 103 |
| Commercial mortgage pass-through securities | $236,967,000 | 45 |
| Other commercial mortgage-backed securities | $51,413,000 | 194 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $2,959,553,000 | 78 |
| Total debt securities | $2,959,551,000 | 91 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $2,893,432,000 | 97 |
| U.S. Government securities | $2,892,571,000 | 76 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $2,892,571,000 | 66 |
| 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 | $17,023,000 | 2,120 |
| Mortgage-backed securities | $2,892,571,000 | 64 |
| Certificates of participation in pools of residential mortgages | $1,546,477,000 | 65 |
| Issued or guaranteed by U.S. | $1,546,477,000 | 65 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,078,410,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $1,078,410,000 | 59 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $267,684,000 | 102 |
| Commercial mortgage pass-through securities | $224,589,000 | 49 |
| Other commercial mortgage-backed securities | $43,095,000 | 190 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $2,892,571,000 | 83 |
| Total debt securities | $2,892,573,000 | 96 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $2,797,437,000 | 102 |
| U.S. Government securities | $2,796,662,000 | 78 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $2,796,662,000 | 68 |
| 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 | $18,296,000 | 2,042 |
| Mortgage-backed securities | $2,796,662,000 | 67 |
| Certificates of participation in pools of residential mortgages | $1,505,507,000 | 64 |
| Issued or guaranteed by U.S. | $1,505,507,000 | 64 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,013,638,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $1,013,638,000 | 65 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $277,517,000 | 95 |
| Commercial mortgage pass-through securities | $233,644,000 | 45 |
| Other commercial mortgage-backed securities | $43,873,000 | 180 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $2,796,662,000 | 85 |
| Total debt securities | $2,796,663,000 | 100 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $5,770,000 | 105 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $2,629,681,000 | 102 |
| U.S. Government securities | $2,628,739,000 | 75 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $2,628,739,000 | 69 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $942,000 | 287 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,672,000 | 1,945 |
| Mortgage-backed securities | $2,628,739,000 | 68 |
| Certificates of participation in pools of residential mortgages | $1,343,560,000 | 68 |
| Issued or guaranteed by U.S. | $1,343,560,000 | 68 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,005,654,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $1,005,654,000 | 62 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $279,525,000 | 90 |
| Commercial mortgage pass-through securities | $232,613,000 | 41 |
| Other commercial mortgage-backed securities | $46,912,000 | 173 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $2,629,681,000 | 86 |
| Total debt securities | $2,628,738,000 | 101 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $2,005,000 | 145 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $2,556,969,000 | 104 |
| U.S. Government securities | $2,556,072,000 | 77 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $2,556,072,000 | 70 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $897,000 | 304 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,305,000 | 1,892 |
| Mortgage-backed securities | $2,556,072,000 | 67 |
| Certificates of participation in pools of residential mortgages | $1,275,324,000 | 71 |
| Issued or guaranteed by U.S. | $1,275,324,000 | 71 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,039,450,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $1,039,450,000 | 60 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $241,298,000 | 97 |
| Commercial mortgage pass-through securities | $234,603,000 | 41 |
| Other commercial mortgage-backed securities | $6,695,000 | 441 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $2,556,969,000 | 84 |
| Total debt securities | $2,556,071,000 | 103 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $20,000,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $2,450,808,000 | 107 |
| U.S. Government securities | $2,449,973,000 | 82 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $2,449,973,000 | 74 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $835,000 | 328 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,746 |
| Mortgage-backed securities | $2,449,973,000 | 71 |
| Certificates of participation in pools of residential mortgages | $1,236,051,000 | 72 |
| Issued or guaranteed by U.S. | $1,236,051,000 | 72 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $998,705,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $998,705,000 | 62 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $215,217,000 | 97 |
| Commercial mortgage pass-through securities | $208,425,000 | 44 |
| Other commercial mortgage-backed securities | $6,792,000 | 421 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $2,450,808,000 | 86 |
| Total debt securities | $2,449,974,000 | 106 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $7,660,000 | 94 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $2,285,838,000 | 108 |
| U.S. Government securities | $2,285,051,000 | 86 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $2,285,051,000 | 78 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $787,000 | 541 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,818 |
| Mortgage-backed securities | $2,285,051,000 | 75 |
| Certificates of participation in pools of residential mortgages | $1,152,296,000 | 73 |
| Issued or guaranteed by U.S. | $1,152,296,000 | 72 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $941,223,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $941,223,000 | 61 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $191,532,000 | 102 |
| Commercial mortgage pass-through securities | $184,158,000 | 45 |
| Other commercial mortgage-backed securities | $7,374,000 | 388 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $2,285,838,000 | 91 |
| Total debt securities | $2,285,051,000 | 107 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $10,989,000 | 76 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $2,082,111,000 | 112 |
| U.S. Government securities | $2,081,080,000 | 91 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $2,081,080,000 | 81 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $1,031,000 | 496 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,886 |
| Mortgage-backed securities | $2,081,080,000 | 79 |
| Certificates of participation in pools of residential mortgages | $1,017,618,000 | 80 |
| Issued or guaranteed by U.S. | $1,017,618,000 | 79 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $887,246,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $887,246,000 | 60 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $176,216,000 | 100 |
| Commercial mortgage pass-through securities | $168,718,000 | 43 |
| Other commercial mortgage-backed securities | $7,498,000 | 377 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $2,082,111,000 | 96 |
| Total debt securities | $2,081,080,000 | 110 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $1,688,000 | 151 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $1,878,801,000 | 123 |
| U.S. Government securities | $1,877,395,000 | 94 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $1,877,395,000 | 85 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $1,406,000 | 454 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,931 |
| Mortgage-backed securities | $1,877,395,000 | 84 |
| Certificates of participation in pools of residential mortgages | $968,475,000 | 84 |
| Issued or guaranteed by U.S. | $968,475,000 | 83 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $782,592,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $782,592,000 | 65 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $126,328,000 | 121 |
| Commercial mortgage pass-through securities | $117,826,000 | 52 |
| Other commercial mortgage-backed securities | $8,502,000 | 339 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $1,878,801,000 | 103 |
| Total debt securities | $1,877,394,000 | 120 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $1,582,967,000 | 132 |
| U.S. Government securities | $1,547,578,000 | 104 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $1,547,578,000 | 95 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $33,837,000 | 288 |
| Privately issued residential mortgage-backed securities | $33,837,000 | 70 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $1,552,000 | 424 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $1,581,415,000 | 89 |
| Certificates of participation in pools of residential mortgages | $739,344,000 | 96 |
| Issued or guaranteed by U.S. | $739,344,000 | 95 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $778,392,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $744,555,000 | 67 |
| Privately issued | $33,837,000 | 67 |
| Commercial mortgage-backed securities | $63,679,000 | 182 |
| Commercial mortgage pass-through securities | $55,020,000 | 100 |
| Other commercial mortgage-backed securities | $8,659,000 | 325 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $1,582,967,000 | 112 |
| Total debt securities | $1,581,415,000 | 129 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $1,115,000 | 160 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $1,034,307,000 | 175 |
| U.S. Government securities | $992,994,000 | 144 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $992,994,000 | 136 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $39,915,000 | 251 |
| Privately issued residential mortgage-backed securities | $39,915,000 | 64 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $1,398,000 | 448 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,033 |
| Mortgage-backed securities | $1,032,909,000 | 121 |
| Certificates of participation in pools of residential mortgages | $363,076,000 | 150 |
| Issued or guaranteed by U.S. | $363,076,000 | 148 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $609,809,000 | 80 |
| CMOs issued by government agencies or sponsored agencies | $569,894,000 | 80 |
| Privately issued | $39,915,000 | 62 |
| Commercial mortgage-backed securities | $60,024,000 | 183 |
| Commercial mortgage pass-through securities | $51,242,000 | 96 |
| Other commercial mortgage-backed securities | $8,782,000 | 309 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $1,034,307,000 | 151 |
| Total debt securities | $1,032,910,000 | 174 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $734,232,000 | 231 |
| U.S. Government securities | $682,296,000 | 183 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $682,296,000 | 177 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $50,519,000 | 213 |
| Privately issued residential mortgage-backed securities | $50,519,000 | 58 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $1,417,000 | 461 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $732,815,000 | 153 |
| Certificates of participation in pools of residential mortgages | $155,635,000 | 281 |
| Issued or guaranteed by U.S. | $155,635,000 | 280 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $542,498,000 | 84 |
| CMOs issued by government agencies or sponsored agencies | $491,979,000 | 88 |
| Privately issued | $50,519,000 | 56 |
| Commercial mortgage-backed securities | $34,682,000 | 234 |
| Commercial mortgage pass-through securities | $25,024,000 | 151 |
| Other commercial mortgage-backed securities | $9,658,000 | 291 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $734,232,000 | 197 |
| Total debt securities | $732,816,000 | 226 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $418,743,000 | 373 |
| U.S. Government securities | $355,645,000 | 315 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $355,645,000 | 301 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $61,585,000 | 184 |
| Privately issued residential mortgage-backed securities | $61,585,000 | 53 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $1,513,000 | 457 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,199 |
| Mortgage-backed securities | $417,230,000 | 222 |
| Certificates of participation in pools of residential mortgages | $101,417,000 | 422 |
| Issued or guaranteed by U.S. | $101,417,000 | 421 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $285,359,000 | 138 |
| CMOs issued by government agencies or sponsored agencies | $223,774,000 | 144 |
| Privately issued | $61,585,000 | 49 |
| Commercial mortgage-backed securities | $30,454,000 | 231 |
| Commercial mortgage pass-through securities | $20,663,000 | 155 |
| Other commercial mortgage-backed securities | $9,791,000 | 273 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $418,743,000 | 313 |
| Total debt securities | $417,232,000 | 367 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $5,718,000 | 121 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $419,421,000 | 371 |
| U.S. Government securities | $354,430,000 | 316 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $354,430,000 | 300 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $63,694,000 | 177 |
| Privately issued residential mortgage-backed securities | $63,694,000 | 51 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $1,297,000 | 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 | 5,255 |
| Mortgage-backed securities | $418,124,000 | 220 |
| Certificates of participation in pools of residential mortgages | $94,867,000 | 448 |
| Issued or guaranteed by U.S. | $94,867,000 | 448 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $302,635,000 | 139 |
| CMOs issued by government agencies or sponsored agencies | $238,941,000 | 145 |
| Privately issued | $63,694,000 | 49 |
| Commercial mortgage-backed securities | $20,622,000 | 283 |
| Commercial mortgage pass-through securities | $20,622,000 | 145 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $419,421,000 | 312 |
| Total debt securities | $418,123,000 | 367 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $1,927,000 | 161 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $427,752,000 | 370 |
| U.S. Government securities | $358,768,000 | 313 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $358,768,000 | 298 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $67,678,000 | 173 |
| Privately issued residential mortgage-backed securities | $67,678,000 | 49 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $1,306,000 | 479 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,301 |
| Mortgage-backed securities | $426,446,000 | 217 |
| Certificates of participation in pools of residential mortgages | $98,168,000 | 436 |
| Issued or guaranteed by U.S. | $98,168,000 | 436 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $307,925,000 | 135 |
| CMOs issued by government agencies or sponsored agencies | $240,247,000 | 144 |
| Privately issued | $67,678,000 | 48 |
| Commercial mortgage-backed securities | $20,353,000 | 264 |
| Commercial mortgage pass-through securities | $20,353,000 | 138 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $427,752,000 | 302 |
| Total debt securities | $426,446,000 | 365 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $1,814,000 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $374,966,000 | 417 |
| U.S. Government securities | $302,195,000 | 360 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $302,195,000 | 344 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $71,369,000 | 172 |
| Privately issued residential mortgage-backed securities | $71,369,000 | 47 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $1,402,000 | 486 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $373,564,000 | 236 |
| Certificates of participation in pools of residential mortgages | $51,415,000 | 771 |
| Issued or guaranteed by U.S. | $51,415,000 | 771 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $313,665,000 | 132 |
| CMOs issued by government agencies or sponsored agencies | $242,296,000 | 141 |
| Privately issued | $71,369,000 | 46 |
| Commercial mortgage-backed securities | $8,484,000 | 409 |
| Commercial mortgage pass-through securities | $8,484,000 | 227 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $374,966,000 | 349 |
| Total debt securities | $373,562,000 | 414 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $6,241,000 | 109 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $303,824,000 | 512 |
| U.S. Government securities | $228,348,000 | 466 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $228,348,000 | 445 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $73,790,000 | 167 |
| Privately issued residential mortgage-backed securities | $73,790,000 | 45 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $1,686,000 | 464 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $302,138,000 | 271 |
| Certificates of participation in pools of residential mortgages | $6,525,000 | 2,912 |
| Issued or guaranteed by U.S. | $6,525,000 | 2,910 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $295,613,000 | 136 |
| CMOs issued by government agencies or sponsored agencies | $221,823,000 | 162 |
| Privately issued | $73,790,000 | 44 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $303,824,000 | 432 |
| Total debt securities | $302,137,000 | 508 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $19,564,000 | 67 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $329,878,000 | 478 |
| U.S. Government securities | $240,488,000 | 450 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $240,488,000 | 432 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $87,362,000 | 149 |
| Privately issued residential mortgage-backed securities | $87,362,000 | 44 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $2,028,000 | 411 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $327,850,000 | 264 |
| Certificates of participation in pools of residential mortgages | $2,522,000 | 3,833 |
| Issued or guaranteed by U.S. | $2,522,000 | 3,828 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $325,328,000 | 130 |
| CMOs issued by government agencies or sponsored agencies | $237,966,000 | 154 |
| Privately issued | $87,362,000 | 42 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $329,878,000 | 405 |
| Total debt securities | $327,850,000 | 475 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $345,865,000 | 455 |
| U.S. Government securities | $253,651,000 | 433 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $253,651,000 | 416 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $90,282,000 | 142 |
| Privately issued residential mortgage-backed securities | $90,282,000 | 41 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $1,932,000 | 435 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $343,933,000 | 259 |
| Certificates of participation in pools of residential mortgages | $2,528,000 | 3,908 |
| Issued or guaranteed by U.S. | $2,528,000 | 3,902 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $341,405,000 | 128 |
| CMOs issued by government agencies or sponsored agencies | $251,123,000 | 148 |
| Privately issued | $90,282,000 | 39 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $345,865,000 | 377 |
| Total debt securities | $343,933,000 | 451 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $8,888,000 | 85 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $361,554,000 | 435 |
| U.S. Government securities | $267,720,000 | 413 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $267,720,000 | 398 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $91,918,000 | 138 |
| Privately issued residential mortgage-backed securities | $91,918,000 | 42 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $1,916,000 | 441 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $359,638,000 | 254 |
| Certificates of participation in pools of residential mortgages | $2,552,000 | 3,982 |
| Issued or guaranteed by U.S. | $2,552,000 | 3,979 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $357,086,000 | 123 |
| CMOs issued by government agencies or sponsored agencies | $265,168,000 | 142 |
| Privately issued | $91,918,000 | 41 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $361,554,000 | 352 |
| Total debt securities | $359,639,000 | 430 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $24,376,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $379,528,000 | 421 |
| U.S. Government securities | $281,986,000 | 401 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $281,986,000 | 385 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $95,500,000 | 138 |
| Privately issued residential mortgage-backed securities | $95,500,000 | 42 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $2,042,000 | 422 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $377,486,000 | 243 |
| Certificates of participation in pools of residential mortgages | $2,583,000 | 4,031 |
| Issued or guaranteed by U.S. | $2,583,000 | 4,029 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $374,903,000 | 120 |
| CMOs issued by government agencies or sponsored agencies | $279,403,000 | 138 |
| Privately issued | $95,500,000 | 41 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $379,528,000 | 344 |
| Total debt securities | $377,487,000 | 417 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $6,208,000 | 97 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $424,394,000 | 377 |
| U.S. Government securities | $296,709,000 | 377 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $296,709,000 | 368 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $125,601,000 | 123 |
| Privately issued residential mortgage-backed securities | $125,601,000 | 37 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $2,084,000 | 417 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $422,310,000 | 220 |
| Certificates of participation in pools of residential mortgages | $2,699,000 | 4,039 |
| Issued or guaranteed by U.S. | $2,699,000 | 4,037 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $419,611,000 | 113 |
| CMOs issued by government agencies or sponsored agencies | $294,010,000 | 133 |
| Privately issued | $125,601,000 | 36 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $424,394,000 | 314 |
| Total debt securities | $422,310,000 | 373 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $33,074,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $438,957,000 | 354 |
| U.S. Government securities | $310,162,000 | 360 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $310,162,000 | 347 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $126,644,000 | 123 |
| Privately issued residential mortgage-backed securities | $126,644,000 | 38 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $2,151,000 | 417 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $436,806,000 | 214 |
| Certificates of participation in pools of residential mortgages | $2,693,000 | 4,055 |
| Issued or guaranteed by U.S. | $2,693,000 | 4,050 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $434,113,000 | 111 |
| CMOs issued by government agencies or sponsored agencies | $307,469,000 | 128 |
| Privately issued | $126,644,000 | 37 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $438,957,000 | 302 |
| Total debt securities | $436,805,000 | 347 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $6,237,000 | 87 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $457,126,000 | 338 |
| U.S. Government securities | $326,029,000 | 336 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $326,029,000 | 323 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $129,021,000 | 124 |
| Privately issued residential mortgage-backed securities | $129,021,000 | 38 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $2,076,000 | 443 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $455,050,000 | 205 |
| Certificates of participation in pools of residential mortgages | $1,436,000 | 4,492 |
| Issued or guaranteed by U.S. | $1,436,000 | 4,486 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $453,614,000 | 100 |
| CMOs issued by government agencies or sponsored agencies | $324,593,000 | 125 |
| Privately issued | $129,021,000 | 36 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $457,126,000 | 290 |
| Total debt securities | $455,050,000 | 335 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $5,608,000 | 93 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $481,808,000 | 318 |
| U.S. Government securities | $347,680,000 | 308 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $347,680,000 | 301 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $134,128,000 | 122 |
| Privately issued residential mortgage-backed securities | $134,128,000 | 37 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $481,808,000 | 197 |
| Certificates of participation in pools of residential mortgages | $1,454,000 | 4,456 |
| Issued or guaranteed by U.S. | $1,454,000 | 4,452 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $480,354,000 | 100 |
| CMOs issued by government agencies or sponsored agencies | $346,226,000 | 120 |
| Privately issued | $134,128,000 | 35 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $481,808,000 | 276 |
| Total debt securities | $481,808,000 | 309 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $15,592,000 | 70 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $514,971,000 | 300 |
| U.S. Government securities | $370,766,000 | 299 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $370,766,000 | 291 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $144,205,000 | 115 |
| Privately issued residential mortgage-backed securities | $144,205,000 | 38 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $514,971,000 | 188 |
| Certificates of participation in pools of residential mortgages | $1,518,000 | 4,473 |
| Issued or guaranteed by U.S. | $1,518,000 | 4,471 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $513,453,000 | 99 |
| CMOs issued by government agencies or sponsored agencies | $369,248,000 | 114 |
| Privately issued | $144,205,000 | 36 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $514,971,000 | 264 |
| Total debt securities | $514,970,000 | 295 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $2,866,000 | 129 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $476,604,000 | 320 |
| U.S. Government securities | $331,786,000 | 329 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $331,786,000 | 318 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $144,818,000 | 116 |
| Privately issued residential mortgage-backed securities | $144,818,000 | 40 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $476,604,000 | 200 |
| Certificates of participation in pools of residential mortgages | $1,561,000 | 4,476 |
| Issued or guaranteed by U.S. | $1,561,000 | 4,475 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $475,043,000 | 105 |
| CMOs issued by government agencies or sponsored agencies | $330,225,000 | 125 |
| Privately issued | $144,818,000 | 38 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $476,604,000 | 281 |
| Total debt securities | $476,604,000 | 314 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $4,505,000 | 112 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $500,110,000 | 313 |
| U.S. Government securities | $352,303,000 | 312 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $352,303,000 | 305 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $147,807,000 | 117 |
| Privately issued residential mortgage-backed securities | $147,807,000 | 42 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $500,110,000 | 195 |
| Certificates of participation in pools of residential mortgages | $1,586,000 | 4,583 |
| Issued or guaranteed by U.S. | $1,586,000 | 4,581 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $498,524,000 | 107 |
| CMOs issued by government agencies or sponsored agencies | $350,717,000 | 124 |
| Privately issued | $147,807,000 | 40 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $500,110,000 | 275 |
| Total debt securities | $500,110,000 | 303 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $511,191,000 | 310 |
| U.S. Government securities | $371,904,000 | 308 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $371,904,000 | 301 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $139,286,000 | 122 |
| Privately issued residential mortgage-backed securities | $139,286,000 | 44 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $511,190,000 | 189 |
| Certificates of participation in pools of residential mortgages | $1,637,000 | 4,604 |
| Issued or guaranteed by U.S. | $1,637,000 | 4,602 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $509,553,000 | 102 |
| CMOs issued by government agencies or sponsored agencies | $370,267,000 | 121 |
| Privately issued | $139,286,000 | 42 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $511,191,000 | 272 |
| Total debt securities | $511,192,000 | 302 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $402,129,000 | 387 |
| U.S. Government securities | $256,671,000 | 452 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $256,671,000 | 434 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $145,458,000 | 120 |
| Privately issued residential mortgage-backed securities | $145,458,000 | 44 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $402,129,000 | 247 |
| Certificates of participation in pools of residential mortgages | $1,637,000 | 4,620 |
| Issued or guaranteed by U.S. | $1,637,000 | 4,616 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $400,492,000 | 126 |
| CMOs issued by government agencies or sponsored agencies | $255,034,000 | 167 |
| Privately issued | $145,458,000 | 42 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $402,129,000 | 347 |
| Total debt securities | $402,127,000 | 382 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $29,689,000 | 66 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $298,171,000 | 508 |
| U.S. Government securities | $216,297,000 | 500 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $216,297,000 | 484 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $135,889,000 | 139 |
| Privately issued residential mortgage-backed securities | $134,558,000 | 59 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,331,000 | 1,308 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $54,015,000 | 5 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $296,840,000 | 300 |
| Certificates of participation in pools of residential mortgages | $421,000 | 5,133 |
| Issued or guaranteed by U.S. | $421,000 | 5,119 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $296,419,000 | 152 |
| CMOs issued by government agencies or sponsored agencies | $161,861,000 | 217 |
| Privately issued | $134,558,000 | 59 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,331,000 | 1,985 |
| Available-for-sale securities (fair market value) | $296,840,000 | 459 |
| Total debt securities | $352,186,000 | 416 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $54,015,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $325,438,000 | 443 |
| U.S. Government securities | $222,499,000 | 477 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $222,499,000 | 464 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $146,706,000 | 135 |
| Privately issued residential mortgage-backed securities | $145,875,000 | 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 | $831,000 | 1,525 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $43,767,000 | 5 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $324,607,000 | 269 |
| Certificates of participation in pools of residential mortgages | $425,000 | 5,143 |
| Issued or guaranteed by U.S. | $425,000 | 5,127 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $324,182,000 | 142 |
| CMOs issued by government agencies or sponsored agencies | $178,307,000 | 197 |
| Privately issued | $145,875,000 | 59 |
| 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) | $831,000 | 2,195 |
| Available-for-sale securities (fair market value) | $324,607,000 | 394 |
| Total debt securities | $369,205,000 | 385 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $43,767,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $324,949,000 | 449 |
| U.S. Government securities | $170,812,000 | 618 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $170,812,000 | 601 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $164,437,000 | 120 |
| Privately issued residential mortgage-backed securities | $163,606,000 | 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 | $831,000 | 1,446 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $10,300,000 | 6 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $324,118,000 | 268 |
| Certificates of participation in pools of residential mortgages | $432,000 | 5,146 |
| Issued or guaranteed by U.S. | $432,000 | 5,132 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $323,686,000 | 140 |
| CMOs issued by government agencies or sponsored agencies | $160,080,000 | 207 |
| Privately issued | $163,606,000 | 59 |
| 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) | $831,000 | 2,216 |
| Available-for-sale securities (fair market value) | $324,118,000 | 397 |
| Total debt securities | $335,249,000 | 424 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $10,300,000 | 84 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $354,490,000 | 412 |
| U.S. Government securities | $196,560,000 | 529 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $196,560,000 | 511 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $175,977,000 | 116 |
| Privately issued residential mortgage-backed securities | $175,146,000 | 61 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $831,000 | 1,478 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $18,047,000 | 4 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $353,659,000 | 244 |
| Certificates of participation in pools of residential mortgages | $4,520,000 | 3,557 |
| Issued or guaranteed by U.S. | $4,520,000 | 3,549 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $349,139,000 | 132 |
| CMOs issued by government agencies or sponsored agencies | $173,993,000 | 188 |
| Privately issued | $175,146,000 | 60 |
| 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) | $831,000 | 2,233 |
| Available-for-sale securities (fair market value) | $353,659,000 | 365 |
| Total debt securities | $372,537,000 | 378 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $18,047,000 | 73 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $385,984,000 | 367 |
| U.S. Government securities | $197,333,000 | 512 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $197,333,000 | 491 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $188,651,000 | 111 |
| Privately issued residential mortgage-backed securities | $182,819,000 | 58 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,832,000 | 554 |
| 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 | $380,152,000 | 218 |
| Certificates of participation in pools of residential mortgages | $4,435,000 | 3,499 |
| Issued or guaranteed by U.S. | $4,435,000 | 3,491 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $375,717,000 | 118 |
| CMOs issued by government agencies or sponsored agencies | $192,898,000 | 170 |
| Privately issued | $182,819,000 | 57 |
| 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) | $831,000 | 2,248 |
| Available-for-sale securities (fair market value) | $385,153,000 | 327 |
| Total debt securities | $385,984,000 | 361 |
| 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 | $425,283,000 | 315 |
| U.S. Government securities | $217,879,000 | 443 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $217,879,000 | 424 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $207,404,000 | 97 |
| Privately issued residential mortgage-backed securities | $201,570,000 | 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 | $5,834,000 | 546 |
| 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 | $419,449,000 | 192 |
| Certificates of participation in pools of residential mortgages | $3,550,000 | 3,729 |
| Issued or guaranteed by U.S. | $3,550,000 | 3,721 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $415,899,000 | 101 |
| CMOs issued by government agencies or sponsored agencies | $214,329,000 | 144 |
| Privately issued | $201,570,000 | 50 |
| 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) | $831,000 | 2,295 |
| Available-for-sale securities (fair market value) | $424,452,000 | 277 |
| Total debt securities | $425,283,000 | 308 |
| 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 | $425,167,000 | 312 |
| U.S. Government securities | $206,862,000 | 464 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $206,862,000 | 443 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $218,305,000 | 95 |
| Privately issued residential mortgage-backed securities | $212,465,000 | 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 | $5,840,000 | 511 |
| 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 | $419,327,000 | 189 |
| Certificates of participation in pools of residential mortgages | $4,329,000 | 3,513 |
| Issued or guaranteed by U.S. | $4,329,000 | 3,506 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $414,998,000 | 101 |
| CMOs issued by government agencies or sponsored agencies | $202,533,000 | 147 |
| Privately issued | $212,465,000 | 50 |
| 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) | $831,000 | 2,355 |
| Available-for-sale securities (fair market value) | $424,336,000 | 274 |
| Total debt securities | $425,167,000 | 307 |
| 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 | $456,597,000 | 294 |
| U.S. Government securities | $227,314,000 | 426 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $227,314,000 | 411 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $229,283,000 | 96 |
| Privately issued residential mortgage-backed securities | $223,443,000 | 55 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,840,000 | 536 |
| 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 | $450,757,000 | 181 |
| Certificates of participation in pools of residential mortgages | $4,515,000 | 3,581 |
| Issued or guaranteed by U.S. | $4,515,000 | 3,575 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $446,242,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $222,799,000 | 137 |
| Privately issued | $223,443,000 | 51 |
| 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) | $831,000 | 2,402 |
| Available-for-sale securities (fair market value) | $455,766,000 | 259 |
| Total debt securities | $456,597,000 | 285 |
| 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 | $489,819,000 | 270 |
| U.S. Government securities | $250,806,000 | 367 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $250,806,000 | 351 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $239,013,000 | 102 |
| Privately issued residential mortgage-backed securities | $233,152,000 | 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 | $5,861,000 | 543 |
| 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 | $483,958,000 | 172 |
| Certificates of participation in pools of residential mortgages | $5,201,000 | 3,479 |
| Issued or guaranteed by U.S. | $5,201,000 | 3,469 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $478,757,000 | 86 |
| CMOs issued by government agencies or sponsored agencies | $245,605,000 | 125 |
| Privately issued | $233,152,000 | 54 |
| 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) | $831,000 | 2,451 |
| Available-for-sale securities (fair market value) | $488,988,000 | 229 |
| Total debt securities | $489,819,000 | 266 |
| 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 | $1,710,169,000 | 110 |
| U.S. Government securities | $1,509,703,000 | 92 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,509,703,000 | 88 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $237,005,000 | 108 |
| Privately issued residential mortgage-backed securities | $231,163,000 | 62 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,842,000 | 574 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $36,539,000 | 6 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $504,054,000 | 172 |
| Certificates of participation in pools of residential mortgages | $5,367,000 | 3,541 |
| Issued or guaranteed by U.S. | $5,367,000 | 3,530 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $498,687,000 | 86 |
| CMOs issued by government agencies or sponsored agencies | $267,524,000 | 110 |
| Privately issued | $231,163,000 | 59 |
| 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) | $1,206,114,000 | 27 |
| Available-for-sale securities (fair market value) | $504,055,000 | 225 |
| Total debt securities | $1,746,708,000 | 109 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $36,539,000 | 62 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $637,969,000 | 212 |
| U.S. Government securities | $397,789,000 | 231 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $397,789,000 | 224 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $240,180,000 | 115 |
| Privately issued residential mortgage-backed securities | $234,339,000 | 65 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,841,000 | 582 |
| 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 | $532,134,000 | 164 |
| Certificates of participation in pools of residential mortgages | $234,985,000 | 202 |
| Issued or guaranteed by U.S. | $5,499,000 | 3,551 |
| Privately issued | $229,486,000 | 8 |
| Collaterized mortgage obligations | $297,149,000 | 133 |
| CMOs issued by government agencies or sponsored agencies | $292,296,000 | 96 |
| Privately issued | $4,853,000 | 688 |
| 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) | $105,836,000 | 192 |
| Available-for-sale securities (fair market value) | $532,133,000 | 216 |
| Total debt securities | $637,969,000 | 202 |
| 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 | $539,270,000 | 260 |
| U.S. Government securities | $305,386,000 | 309 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $305,386,000 | 302 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $233,884,000 | 117 |
| Privately issued residential mortgage-backed securities | $228,045,000 | 74 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,839,000 | 588 |
| 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 | $533,431,000 | 177 |
| Certificates of participation in pools of residential mortgages | $228,647,000 | 224 |
| Issued or guaranteed by U.S. | $5,925,000 | 3,522 |
| Privately issued | $222,722,000 | 12 |
| Collaterized mortgage obligations | $304,784,000 | 134 |
| CMOs issued by government agencies or sponsored agencies | $299,461,000 | 93 |
| Privately issued | $5,323,000 | 659 |
| 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) | $5,840,000 | 1,534 |
| Available-for-sale securities (fair market value) | $533,430,000 | 224 |
| Total debt securities | $539,270,000 | 252 |
| 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 | $468,540,000 | 280 |
| U.S. Government securities | $244,007,000 | 369 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $244,007,000 | 360 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $224,533,000 | 114 |
| Privately issued residential mortgage-backed securities | $223,832,000 | 77 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $701,000 | 1,734 |
| 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 | $467,839,000 | 196 |
| Certificates of participation in pools of residential mortgages | $217,245,000 | 222 |
| Issued or guaranteed by U.S. | $847,000 | 5,270 |
| Privately issued | $216,398,000 | 13 |
| Collaterized mortgage obligations | $250,594,000 | 152 |
| CMOs issued by government agencies or sponsored agencies | $243,160,000 | 106 |
| Privately issued | $7,434,000 | 561 |
| 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) | $702,000 | 2,691 |
| Available-for-sale securities (fair market value) | $467,838,000 | 242 |
| Total debt securities | $468,540,000 | 275 |
| 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 | $578,627,000 | 233 |
| U.S. Government securities | $258,998,000 | 331 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $258,998,000 | 322 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $319,629,000 | 89 |
| Privately issued residential mortgage-backed securities | $318,928,000 | 63 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $701,000 | 1,705 |
| 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 | $577,926,000 | 147 |
| Certificates of participation in pools of residential mortgages | $311,142,000 | 157 |
| Issued or guaranteed by U.S. | $924,000 | 5,203 |
| Privately issued | $310,218,000 | 12 |
| Collaterized mortgage obligations | $266,784,000 | 140 |
| CMOs issued by government agencies or sponsored agencies | $258,074,000 | 91 |
| Privately issued | $8,710,000 | 518 |
| 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) | $701,000 | 2,729 |
| Available-for-sale securities (fair market value) | $577,926,000 | 197 |
| Total debt securities | $578,627,000 | 229 |
| 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 | $619,854,000 | 222 |
| U.S. Government securities | $256,364,000 | 334 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $256,364,000 | 326 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $363,490,000 | 89 |
| Privately issued residential mortgage-backed securities | $362,789,000 | 64 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $701,000 | 1,755 |
| 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 | $619,153,000 | 144 |
| Certificates of participation in pools of residential mortgages | $363,724,000 | 136 |
| Issued or guaranteed by U.S. | $935,000 | 5,210 |
| Privately issued | $362,789,000 | 13 |
| Collaterized mortgage obligations | $255,429,000 | 145 |
| CMOs issued by government agencies or sponsored agencies | $255,429,000 | 97 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $701,000 | 2,729 |
| Available-for-sale securities (fair market value) | $619,153,000 | 188 |
| Total debt securities | $619,854,000 | 214 |
| 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 | $655,545,000 | 216 |
| U.S. Government securities | $272,798,000 | 318 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $272,798,000 | 309 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $382,747,000 | 88 |
| Privately issued residential mortgage-backed securities | $382,046,000 | 66 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $701,000 | 1,705 |
| 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 | $654,844,000 | 144 |
| Certificates of participation in pools of residential mortgages | $382,977,000 | 132 |
| Issued or guaranteed by U.S. | $931,000 | 5,152 |
| Privately issued | $382,046,000 | 14 |
| Collaterized mortgage obligations | $271,867,000 | 143 |
| CMOs issued by government agencies or sponsored agencies | $271,867,000 | 90 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $700,000 | 2,763 |
| Available-for-sale securities (fair market value) | $654,845,000 | 185 |
| Total debt securities | $655,545,000 | 209 |
| 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 | $568,982,000 | 235 |
| U.S. Government securities | $182,624,000 | 473 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $182,624,000 | 462 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $386,358,000 | 85 |
| Privately issued residential mortgage-backed securities | $386,358,000 | 62 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $568,982,000 | 154 |
| Certificates of participation in pools of residential mortgages | $387,317,000 | 125 |
| Issued or guaranteed by U.S. | $959,000 | 4,949 |
| Privately issued | $386,358,000 | 12 |
| Collaterized mortgage obligations | $181,665,000 | 180 |
| CMOs issued by government agencies or sponsored agencies | $181,665,000 | 123 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $568,982,000 | 199 |
| Total debt securities | $568,982,000 | 231 |
| 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 | $569,911,000 | 239 |
| U.S. Government securities | $189,695,000 | 467 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $189,695,000 | 453 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $380,216,000 | 94 |
| Privately issued residential mortgage-backed securities | $380,216,000 | 64 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $569,911,000 | 145 |
| Certificates of participation in pools of residential mortgages | $381,188,000 | 126 |
| Issued or guaranteed by U.S. | $972,000 | 4,817 |
| Privately issued | $380,216,000 | 15 |
| Collaterized mortgage obligations | $188,723,000 | 173 |
| CMOs issued by government agencies or sponsored agencies | $188,723,000 | 117 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $569,911,000 | 198 |
| Total debt securities | $569,911,000 | 230 |
| 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 | $527,547,000 | 259 |
| U.S. Government securities | $204,216,000 | 436 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $204,216,000 | 425 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $323,325,000 | 104 |
| Privately issued residential mortgage-backed securities | $323,325,000 | 77 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,000 | 1,803 |
| 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 | $527,541,000 | 162 |
| Certificates of participation in pools of residential mortgages | $324,373,000 | 142 |
| Issued or guaranteed by U.S. | $1,048,000 | 4,744 |
| Privately issued | $323,325,000 | 17 |
| Collaterized mortgage obligations | $203,168,000 | 167 |
| CMOs issued by government agencies or sponsored agencies | $203,168,000 | 121 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,000 | 3,714 |
| Available-for-sale securities (fair market value) | $527,540,000 | 218 |
| Total debt securities | $527,541,000 | 253 |
| 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 | $488,015,000 | 280 |
| U.S. Government securities | $218,814,000 | 420 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $218,814,000 | 409 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $269,195,000 | 114 |
| Privately issued residential mortgage-backed securities | $269,195,000 | 83 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,000 | 1,827 |
| 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 | $488,009,000 | 168 |
| Certificates of participation in pools of residential mortgages | $270,260,000 | 170 |
| Issued or guaranteed by U.S. | $1,065,000 | 4,729 |
| Privately issued | $269,195,000 | 18 |
| Collaterized mortgage obligations | $217,749,000 | 159 |
| CMOs issued by government agencies or sponsored agencies | $217,749,000 | 112 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,000 | 3,784 |
| Available-for-sale securities (fair market value) | $488,008,000 | 238 |
| Total debt securities | $488,009,000 | 270 |
| 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 | $335,897,000 | 388 |
| U.S. Government securities | $198,585,000 | 465 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $198,585,000 | 451 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $137,306,000 | 159 |
| Privately issued residential mortgage-backed securities | $137,306,000 | 114 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,000 | 1,878 |
| 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 | $335,891,000 | 216 |
| Certificates of participation in pools of residential mortgages | $138,428,000 | 297 |
| Issued or guaranteed by U.S. | $1,122,000 | 4,692 |
| Privately issued | $137,306,000 | 26 |
| Collaterized mortgage obligations | $197,463,000 | 167 |
| CMOs issued by government agencies or sponsored agencies | $197,463,000 | 121 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,000 | 3,877 |
| Available-for-sale securities (fair market value) | $335,891,000 | 325 |
| Total debt securities | $335,891,000 | 375 |
| 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 | $280,477,000 | 468 |
| U.S. Government securities | $142,543,000 | 657 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $142,543,000 | 640 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $137,928,000 | 171 |
| Privately issued residential mortgage-backed securities | $137,928,000 | 118 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,000 | 1,912 |
| 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 | $280,471,000 | 261 |
| Certificates of participation in pools of residential mortgages | $139,151,000 | 302 |
| Issued or guaranteed by U.S. | $1,223,000 | 4,623 |
| Privately issued | $137,928,000 | 29 |
| Collaterized mortgage obligations | $141,320,000 | 217 |
| CMOs issued by government agencies or sponsored agencies | $141,320,000 | 160 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,000 | 3,965 |
| Available-for-sale securities (fair market value) | $280,471,000 | 396 |
| Total debt securities | $280,471,000 | 454 |
| 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 | $151,001,000 | 823 |
| U.S. Government securities | $140,089,000 | 669 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $140,089,000 | 652 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $10,907,000 | 671 |
| Privately issued residential mortgage-backed securities | $10,907,000 | 366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 1,947 |
| 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 | $150,996,000 | 424 |
| Certificates of participation in pools of residential mortgages | $12,127,000 | 1,867 |
| Issued or guaranteed by U.S. | $1,220,000 | 4,645 |
| Privately issued | $10,907,000 | 59 |
| Collaterized mortgage obligations | $138,869,000 | 215 |
| CMOs issued by government agencies or sponsored agencies | $138,869,000 | 160 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,000 | 4,026 |
| Available-for-sale securities (fair market value) | $150,996,000 | 695 |
| Total debt securities | $150,996,000 | 809 |
| 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 | $163,656,000 | 774 |
| U.S. Government securities | $151,966,000 | 626 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $151,966,000 | 611 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $11,685,000 | 659 |
| Privately issued residential mortgage-backed securities | $11,685,000 | 357 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 1,986 |
| 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 | $163,651,000 | 404 |
| Certificates of participation in pools of residential mortgages | $13,067,000 | 1,816 |
| Issued or guaranteed by U.S. | $1,382,000 | 4,572 |
| Privately issued | $11,685,000 | 59 |
| Collaterized mortgage obligations | $150,584,000 | 214 |
| CMOs issued by government agencies or sponsored agencies | $150,584,000 | 156 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,000 | 4,092 |
| Available-for-sale securities (fair market value) | $163,651,000 | 648 |
| Total debt securities | $163,651,000 | 763 |
| 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 | $171,180,000 | 747 |
| U.S. Government securities | $166,503,000 | 591 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $166,503,000 | 573 |
| Securities issued by states & political subdivisions | $5,000 | 6,400 |
| Other domestic debt securities | $4,667,000 | 1,109 |
| Privately issued residential mortgage-backed securities | $4,667,000 | 515 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 2,010 |
| 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 | $171,170,000 | 396 |
| Certificates of participation in pools of residential mortgages | $6,129,000 | 2,827 |
| Issued or guaranteed by U.S. | $1,462,000 | 4,558 |
| Privately issued | $4,667,000 | 72 |
| Collaterized mortgage obligations | $165,041,000 | 203 |
| CMOs issued by government agencies or sponsored agencies | $165,041,000 | 149 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,000 | 4,156 |
| Available-for-sale securities (fair market value) | $171,171,000 | 628 |
| Total debt securities | $171,175,000 | 729 |
| 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 | $187,521,000 | 685 |
| U.S. Government securities | $182,516,000 | 557 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $182,516,000 | 530 |
| Securities issued by states & political subdivisions | $5,000 | 6,440 |
| Other domestic debt securities | $4,995,000 | 1,081 |
| Privately issued residential mortgage-backed securities | $4,995,000 | 491 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 2,026 |
| 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 | $187,511,000 | 366 |
| Certificates of participation in pools of residential mortgages | $6,716,000 | 2,730 |
| Issued or guaranteed by U.S. | $1,721,000 | 4,443 |
| Privately issued | $4,995,000 | 74 |
| Collaterized mortgage obligations | $180,795,000 | 191 |
| CMOs issued by government agencies or sponsored agencies | $180,795,000 | 138 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,000 | 4,208 |
| Available-for-sale securities (fair market value) | $187,511,000 | 568 |
| Total debt securities | $187,516,000 | 667 |
| 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 | $184,224,000 | 700 |
| U.S. Government securities | $178,772,000 | 561 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $178,772,000 | 539 |
| Securities issued by states & political subdivisions | $21,000 | 6,432 |
| Other domestic debt securities | $5,426,000 | 1,055 |
| Privately issued residential mortgage-backed securities | $5,426,000 | 468 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 2,044 |
| 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 | $184,198,000 | 383 |
| Certificates of participation in pools of residential mortgages | $7,404,000 | 2,646 |
| Issued or guaranteed by U.S. | $1,978,000 | 4,361 |
| Privately issued | $5,426,000 | 69 |
| Collaterized mortgage obligations | $176,794,000 | 197 |
| CMOs issued by government agencies or sponsored agencies | $176,794,000 | 150 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $26,000 | 4,206 |
| Available-for-sale securities (fair market value) | $184,198,000 | 578 |
| Total debt securities | $184,219,000 | 686 |
| 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 | $177,628,000 | 723 |
| U.S. Government securities | $171,853,000 | 592 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $171,853,000 | 563 |
| Securities issued by states & political subdivisions | $21,000 | 6,483 |
| Other domestic debt securities | $5,749,000 | 1,062 |
| Privately issued residential mortgage-backed securities | $5,749,000 | 456 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 2,092 |
| 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 | $177,602,000 | 400 |
| Certificates of participation in pools of residential mortgages | $7,869,000 | 2,632 |
| Issued or guaranteed by U.S. | $2,120,000 | 4,347 |
| Privately issued | $5,749,000 | 65 |
| Collaterized mortgage obligations | $169,733,000 | 209 |
| CMOs issued by government agencies or sponsored agencies | $169,733,000 | 160 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,000 | 4,266 |
| Available-for-sale securities (fair market value) | $177,601,000 | 607 |
| Total debt securities | $177,623,000 | 708 |
| 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 | $194,576,000 | 680 |
| U.S. Government securities | $188,412,000 | 554 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $188,412,000 | 528 |
| Securities issued by states & political subdivisions | $40,000 | 6,487 |
| Other domestic debt securities | $6,124,000 | 1,037 |
| Privately issued residential mortgage-backed securities | $6,124,000 | 436 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $194,536,000 | 381 |
| Certificates of participation in pools of residential mortgages | $8,452,000 | 2,581 |
| Issued or guaranteed by U.S. | $2,328,000 | 4,291 |
| Privately issued | $6,124,000 | 64 |
| Collaterized mortgage obligations | $186,084,000 | 199 |
| CMOs issued by government agencies or sponsored agencies | $186,084,000 | 151 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $40,000 | 4,298 |
| Available-for-sale securities (fair market value) | $194,536,000 | 567 |
| Total debt securities | $194,576,000 | 660 |
| 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 | $213,446,000 | 631 |
| U.S. Government securities | $206,960,000 | 522 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $206,960,000 | 497 |
| Securities issued by states & political subdivisions | $41,000 | 6,530 |
| Other domestic debt securities | $6,440,000 | 1,025 |
| Privately issued residential mortgage-backed securities | $6,440,000 | 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 | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 2,158 |
| 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 | $213,400,000 | 355 |
| Certificates of participation in pools of residential mortgages | $9,120,000 | 2,492 |
| Issued or guaranteed by U.S. | $2,680,000 | 4,155 |
| Privately issued | $6,440,000 | 60 |
| Collaterized mortgage obligations | $204,280,000 | 182 |
| CMOs issued by government agencies or sponsored agencies | $204,280,000 | 138 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $45,000 | 4,349 |
| Available-for-sale securities (fair market value) | $213,401,000 | 524 |
| Total debt securities | $213,441,000 | 617 |
| 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 | $181,858,000 | 728 |
| U.S. Government securities | $174,971,000 | 604 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $174,971,000 | 581 |
| Securities issued by states & political subdivisions | $61,000 | 6,540 |
| Other domestic debt securities | $6,821,000 | 1,011 |
| Privately issued residential mortgage-backed securities | $6,821,000 | 388 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 2,201 |
| 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 | $181,792,000 | 402 |
| Certificates of participation in pools of residential mortgages | $9,980,000 | 2,417 |
| Issued or guaranteed by U.S. | $3,159,000 | 3,993 |
| Privately issued | $6,821,000 | 57 |
| Collaterized mortgage obligations | $171,812,000 | 205 |
| CMOs issued by government agencies or sponsored agencies | $171,812,000 | 158 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $66,000 | 4,354 |
| Available-for-sale securities (fair market value) | $181,792,000 | 617 |
| Total debt securities | $181,853,000 | 711 |
| 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 | $194,892,000 | 695 |
| U.S. Government securities | $185,966,000 | 579 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $185,966,000 | 558 |
| Securities issued by states & political subdivisions | $61,000 | 6,539 |
| Other domestic debt securities | $8,860,000 | 936 |
| Privately issued residential mortgage-backed securities | $8,860,000 | 366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 2,223 |
| 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 | $194,826,000 | 402 |
| Certificates of participation in pools of residential mortgages | $12,670,000 | 2,093 |
| Issued or guaranteed by U.S. | $3,810,000 | 3,824 |
| Privately issued | $8,860,000 | 54 |
| Collaterized mortgage obligations | $182,156,000 | 208 |
| CMOs issued by government agencies or sponsored agencies | $182,156,000 | 160 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,785,000 | 1,474 |
| Available-for-sale securities (fair market value) | $185,107,000 | 618 |
| Total debt securities | $194,887,000 | 677 |
| 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 | $206,970,000 | 667 |
| U.S. Government securities | $197,597,000 | 566 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $197,597,000 | 549 |
| Securities issued by states & political subdivisions | $91,000 | 6,577 |
| Other domestic debt securities | $9,277,000 | 889 |
| Privately issued residential mortgage-backed securities | $9,277,000 | 290 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 2,275 |
| 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 | $206,874,000 | 385 |
| Certificates of participation in pools of residential mortgages | $13,428,000 | 2,048 |
| Issued or guaranteed by U.S. | $4,151,000 | 3,664 |
| Privately issued | $9,277,000 | 60 |
| Collaterized mortgage obligations | $193,446,000 | 187 |
| CMOs issued by government agencies or sponsored agencies | $193,446,000 | 159 |
| 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) | $96,000 | 4,413 |
| Available-for-sale securities (fair market value) | $206,874,000 | 577 |
| Total debt securities | $206,965,000 | 650 |
| 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 | $241,307,000 | 584 |
| U.S. Government securities | $231,459,000 | 484 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $231,459,000 | 469 |
| Securities issued by states & political subdivisions | $90,000 | 6,626 |
| Other domestic debt securities | $9,753,000 | 884 |
| Privately issued residential mortgage-backed securities | $9,753,000 | 274 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 2,321 |
| 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 | $241,212,000 | 340 |
| Certificates of participation in pools of residential mortgages | $14,543,000 | 1,930 |
| Issued or guaranteed by U.S. | $4,790,000 | 3,467 |
| Privately issued | $9,753,000 | 56 |
| Collaterized mortgage obligations | $226,669,000 | 164 |
| CMOs issued by government agencies or sponsored agencies | $226,669,000 | 144 |
| 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) | $96,000 | 4,436 |
| Available-for-sale securities (fair market value) | $241,211,000 | 513 |
| Total debt securities | $241,302,000 | 566 |
| 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 | $221,257,000 | 624 |
| U.S. Government securities | $210,954,000 | 519 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $210,954,000 | 506 |
| Securities issued by states & political subdivisions | $121,000 | 6,545 |
| Other domestic debt securities | $10,177,000 | 894 |
| Privately issued residential mortgage-backed securities | $10,177,000 | 296 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 2,317 |
| 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 | $221,131,000 | 364 |
| Certificates of participation in pools of residential mortgages | $16,015,000 | 1,767 |
| Issued or guaranteed by U.S. | $5,838,000 | 3,193 |
| Privately issued | $10,177,000 | 54 |
| Collaterized mortgage obligations | $205,116,000 | 193 |
| CMOs issued by government agencies or sponsored agencies | $205,116,000 | 174 |
| 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) | $126,000 | 4,399 |
| Available-for-sale securities (fair market value) | $221,131,000 | 539 |
| Total debt securities | $221,252,000 | 604 |
| 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 | $264,632,000 | 534 |
| U.S. Government securities | $264,413,000 | 430 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $264,413,000 | 416 |
| Securities issued by states & political subdivisions | $214,000 | 6,343 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 2,331 |
| 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 | $264,413,000 | 335 |
| Certificates of participation in pools of residential mortgages | $6,704,000 | 2,961 |
| Issued or guaranteed by U.S. | $6,704,000 | 2,950 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $257,709,000 | 162 |
| CMOs issued by government agencies or sponsored agencies | $257,709,000 | 138 |
| 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) | $219,000 | 4,300 |
| Available-for-sale securities (fair market value) | $264,413,000 | 455 |
| Total debt securities | $264,627,000 | 515 |
| 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 | $314,276,000 | 432 |
| U.S. Government securities | $314,016,000 | 346 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $314,016,000 | 334 |
| Securities issued by states & political subdivisions | $255,000 | 6,260 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 2,329 |
| 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 | $314,016,000 | 263 |
| Certificates of participation in pools of residential mortgages | $8,010,000 | 2,653 |
| Issued or guaranteed by U.S. | $8,010,000 | 2,642 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $306,006,000 | 137 |
| CMOs issued by government agencies or sponsored agencies | $306,006,000 | 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) | $260,000 | 4,317 |
| Available-for-sale securities (fair market value) | $314,016,000 | 373 |
| Total debt securities | $314,271,000 | 415 |
| 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 | $385,424,000 | 336 |
| U.S. Government securities | $384,999,000 | 265 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $384,999,000 | 248 |
| Securities issued by states & political subdivisions | $425,000 | 6,053 |
| Other domestic debt securities | $0 | 4,224 |
| 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 | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $384,999,000 | 216 |
| Certificates of participation in pools of residential mortgages | $12,256,000 | 1,840 |
| Issued or guaranteed by U.S. | $12,256,000 | 1,829 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $372,743,000 | 112 |
| CMOs issued by government agencies or sponsored agencies | $372,743,000 | 86 |
| 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) | $425,000 | 4,376 |
| Available-for-sale securities (fair market value) | $384,999,000 | 296 |
| Total debt securities | $385,424,000 | 327 |
| 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 | $324,897,000 | 382 |
| U.S. Government securities | $324,327,000 | 287 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $324,327,000 | 271 |
| Securities issued by states & political subdivisions | $570,000 | 5,954 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | 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 | $324,327,000 | 218 |
| Certificates of participation in pools of residential mortgages | $15,254,000 | 1,297 |
| Issued or guaranteed by U.S. | $15,254,000 | 1,289 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $309,073,000 | 110 |
| CMOs issued by government agencies or sponsored agencies | $309,073,000 | 91 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $569,000 | 4,848 |
| Available-for-sale securities (fair market value) | $324,328,000 | 316 |
| Total debt securities | $324,897,000 | 360 |
| 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 | $426,670,000 | 330 |
| U.S. Government securities | $405,608,000 | 262 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $405,608,000 | 242 |
| Securities issued by states & political subdivisions | $584,000 | 6,251 |
| Other domestic debt securities | $20,478,000 | 550 |
| 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 | $20,478,000 | 422 |
| 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 | $405,608,000 | 205 |
| Certificates of participation in pools of residential mortgages | $17,728,000 | 1,257 |
| Issued or guaranteed by U.S. | $17,728,000 | 1,247 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $387,880,000 | 107 |
| CMOs issued by government agencies or sponsored agencies | $387,880,000 | 84 |
| 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) | $584,000 | 5,253 |
| Available-for-sale securities (fair market value) | $426,086,000 | 269 |
| Total debt securities | $426,670,000 | 319 |
| 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 | $359,468,000 | 386 |
| U.S. Government securities | $338,552,000 | 323 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $338,552,000 | 278 |
| Securities issued by states & political subdivisions | $460,000 | 6,681 |
| Other domestic debt securities | $20,456,000 | 491 |
| 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 | $20,456,000 | 353 |
| 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 | $333,568,000 | 245 |
| Certificates of participation in pools of residential mortgages | $20,722,000 | 1,206 |
| Issued or guaranteed by U.S. | $20,722,000 | 1,197 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $312,846,000 | 120 |
| CMOs issued by government agencies or sponsored agencies | $312,846,000 | 102 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $460,000 | 5,950 |
| Available-for-sale securities (fair market value) | $359,008,000 | 301 |
| Total debt securities | $359,468,000 | 376 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $311,544,000 | 429 |
| U.S. Government securities | $307,539,000 | 377 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $307,539,000 | 319 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $4,005,000 | 961 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,005,000 | 751 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $302,559,000 | 261 |
| Certificates of participation in pools of residential mortgages | $23,766,000 | 1,087 |
| Issued or guaranteed by U.S. | $23,766,000 | 1,075 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $278,793,000 | 118 |
| CMOs issued by government agencies or sponsored agencies | $278,793,000 | 103 |
| 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) | $1,000 | 7,363 |
| Available-for-sale securities (fair market value) | $311,543,000 | 325 |
| Total debt securities | $311,544,000 | 420 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $214,703,000 | 595 |
| U.S. Government securities | $214,703,000 | 520 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $214,703,000 | 441 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $0 | 312 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $209,726,000 | 369 |
| Certificates of participation in pools of residential mortgages | $25,549,000 | 1,107 |
| Issued or guaranteed by U.S. | $25,549,000 | 1,089 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $184,177,000 | 168 |
| CMOs issued by government agencies or sponsored agencies | $184,177,000 | 147 |
| 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) | $630,000 | 7,317 |
| Available-for-sale securities (fair market value) | $214,073,000 | 434 |
| Total debt securities | $214,703,000 | 585 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $139,474,000 | 913 |
| U.S. Government securities | $139,474,000 | 764 |
| U.S. Treasury securities | $2,017,000 | 7,020 |
| U.S. Government agency obligations | $137,457,000 | 592 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 335 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $132,546,000 | 509 |
| Certificates of participation in pools of residential mortgages | $42,884,000 | 776 |
| Issued or guaranteed by U.S. | $42,884,000 | 753 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $89,662,000 | 303 |
| CMOs issued by government agencies or sponsored agencies | $89,662,000 | 271 |
| 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) | $6,928,000 | 4,258 |
| Available-for-sale securities (fair market value) | $132,546,000 | 673 |
| Total debt securities | $139,474,000 | 887 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $91,456,000 | 1,414 |
| U.S. Government securities | $91,456,000 | 1,176 |
| U.S. Treasury securities | $9,684,000 | 3,520 |
| U.S. Government agency obligations | $81,772,000 | 900 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $0 | 406 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $76,797,000 | 758 |
| Certificates of participation in pools of residential mortgages | $3,031,000 | 4,362 |
| Issued or guaranteed by U.S. | $3,031,000 | 4,336 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $73,766,000 | 346 |
| CMOs issued by government agencies or sponsored agencies | $73,766,000 | 315 |
| 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) | $17,690,000 | 3,794 |
| Available-for-sale securities (fair market value) | $73,766,000 | 779 |
| Total debt securities | $91,456,000 | 1,376 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |