Home > Territorial Savings Bank > Securities
Territorial Savings Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $705,898,000 | 316 |
| U.S. Government securities | $705,898,000 | 232 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $705,898,000 | 218 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $553,421,000 | 225 |
| Mortgage-backed securities | $705,898,000 | 193 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $704,682,000 | 110 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,216,000 | 2,103 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $685,727,000 | 114 |
| Available-for-sale securities (fair market value) | $20,171,000 | 3,323 |
| Total debt securities | $705,900,000 | 311 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $714,784,000 | 312 |
| U.S. Government securities | $714,784,000 | 232 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $714,784,000 | 218 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $558,981,000 | 221 |
| Mortgage-backed securities | $714,784,000 | 188 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $713,520,000 | 112 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,264,000 | 2,054 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $695,641,000 | 115 |
| Available-for-sale securities (fair market value) | $19,143,000 | 3,363 |
| Total debt securities | $714,784,000 | 308 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $726,039,000 | 313 |
| U.S. Government securities | $726,039,000 | 226 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $726,039,000 | 213 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $527,011,000 | 231 |
| Mortgage-backed securities | $726,039,000 | 184 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $724,729,000 | 109 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,310,000 | 2,050 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $705,584,000 | 114 |
| Available-for-sale securities (fair market value) | $20,455,000 | 3,352 |
| Total debt securities | $726,040,000 | 306 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $736,673,000 | 328 |
| U.S. Government securities | $736,673,000 | 238 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $736,673,000 | 213 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $241,454,000 | 405 |
| Mortgage-backed securities | $736,673,000 | 192 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $735,315,000 | 117 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,358,000 | 2,070 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $715,600,000 | 118 |
| Available-for-sale securities (fair market value) | $21,073,000 | 3,408 |
| Total debt securities | $736,674,000 | 321 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $738,594,000 | 333 |
| U.S. Government securities | $738,594,000 | 244 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $738,594,000 | 220 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $272,757,000 | 325 |
| Mortgage-backed securities | $738,594,000 | 202 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $737,193,000 | 125 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,401,000 | 2,074 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $717,773,000 | 122 |
| Available-for-sale securities (fair market value) | $20,821,000 | 3,441 |
| Total debt securities | $738,594,000 | 329 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $738,576,000 | 333 |
| U.S. Government securities | $738,576,000 | 251 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $738,576,000 | 223 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $241,036,000 | 354 |
| Mortgage-backed securities | $738,576,000 | 208 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $737,131,000 | 126 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,445,000 | 2,075 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $717,434,000 | 122 |
| Available-for-sale securities (fair market value) | $21,142,000 | 3,435 |
| Total debt securities | $738,575,000 | 329 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $729,126,000 | 346 |
| U.S. Government securities | $729,126,000 | 261 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $729,126,000 | 231 |
| 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 | $226,381,000 | 358 |
| Mortgage-backed securities | $729,126,000 | 211 |
| Certificates of participation in pools of residential mortgages | $727,601,000 | 132 |
| Issued or guaranteed by U.S. | $727,601,000 | 131 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,525,000 | 2,167 |
| CMOs issued by government agencies or sponsored agencies | $1,525,000 | 2,091 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $705,904,000 | 115 |
| Available-for-sale securities (fair market value) | $23,222,000 | 3,393 |
| Total debt securities | $729,126,000 | 343 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $669,093,000 | 381 |
| U.S. Government securities | $669,093,000 | 278 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $669,093,000 | 247 |
| 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 | $146,106,000 | 500 |
| Mortgage-backed securities | $669,093,000 | 226 |
| Certificates of participation in pools of residential mortgages | $667,434,000 | 144 |
| Issued or guaranteed by U.S. | $667,434,000 | 142 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,659,000 | 2,129 |
| CMOs issued by government agencies or sponsored agencies | $1,659,000 | 2,063 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $663,825,000 | 108 |
| Available-for-sale securities (fair market value) | $5,268,000 | 4,137 |
| Total debt securities | $669,095,000 | 375 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $636,442,000 | 383 |
| U.S. Government securities | $636,442,000 | 274 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $636,442,000 | 255 |
| 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 | $140,629,000 | 501 |
| Mortgage-backed securities | $636,442,000 | 232 |
| Certificates of participation in pools of residential mortgages | $634,648,000 | 157 |
| Issued or guaranteed by U.S. | $634,648,000 | 155 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $1,794,000 | 2,082 |
| CMOs issued by government agencies or sponsored agencies | $1,794,000 | 2,027 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $636,442,000 | 95 |
| Available-for-sale securities (fair market value) | $0 | 4,480 |
| Total debt securities | $636,442,000 | 377 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $621,418,000 | 379 |
| U.S. Government securities | $621,418,000 | 273 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $621,418,000 | 256 |
| 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 | $148,446,000 | 481 |
| Mortgage-backed securities | $621,418,000 | 228 |
| Certificates of participation in pools of residential mortgages | $619,442,000 | 147 |
| Issued or guaranteed by U.S. | $619,442,000 | 147 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,976,000 | 2,066 |
| CMOs issued by government agencies or sponsored agencies | $1,976,000 | 2,015 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $621,418,000 | 89 |
| Available-for-sale securities (fair market value) | $0 | 4,538 |
| Total debt securities | $621,417,000 | 374 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $609,075,000 | 363 |
| U.S. Government securities | $609,075,000 | 263 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $609,075,000 | 249 |
| 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 | $164,435,000 | 436 |
| Mortgage-backed securities | $609,075,000 | 220 |
| Certificates of participation in pools of residential mortgages | $606,875,000 | 145 |
| Issued or guaranteed by U.S. | $606,875,000 | 143 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $2,200,000 | 1,983 |
| CMOs issued by government agencies or sponsored agencies | $2,200,000 | 1,934 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $609,075,000 | 82 |
| Available-for-sale securities (fair market value) | $0 | 4,566 |
| Total debt securities | $609,074,000 | 357 |
| 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 | $298,345,000 | 616 |
| U.S. Government securities | $298,345,000 | 406 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $298,345,000 | 386 |
| 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 | $170,471,000 | 406 |
| Mortgage-backed securities | $298,345,000 | 343 |
| Certificates of participation in pools of residential mortgages | $295,846,000 | 226 |
| Issued or guaranteed by U.S. | $295,846,000 | 225 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $2,499,000 | 1,892 |
| CMOs issued by government agencies or sponsored agencies | $2,499,000 | 1,842 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $296,033,000 | 117 |
| Available-for-sale securities (fair market value) | $2,312,000 | 4,360 |
| Total debt securities | $298,346,000 | 605 |
| 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 | $251,204,000 | 647 |
| U.S. Government securities | $251,204,000 | 417 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $251,204,000 | 398 |
| 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 | $192,719,000 | 352 |
| Mortgage-backed securities | $251,204,000 | 362 |
| Certificates of participation in pools of residential mortgages | $248,459,000 | 230 |
| Issued or guaranteed by U.S. | $248,459,000 | 229 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $2,745,000 | 1,877 |
| CMOs issued by government agencies or sponsored agencies | $2,745,000 | 1,830 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $247,642,000 | 115 |
| Available-for-sale securities (fair market value) | $3,562,000 | 4,251 |
| Total debt securities | $251,204,000 | 639 |
| 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 | $296,487,000 | 528 |
| U.S. Government securities | $296,487,000 | 356 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $296,487,000 | 340 |
| 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 | $217,478,000 | 320 |
| Mortgage-backed securities | $296,487,000 | 304 |
| Certificates of participation in pools of residential mortgages | $293,462,000 | 190 |
| Issued or guaranteed by U.S. | $293,462,000 | 189 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $3,025,000 | 1,850 |
| CMOs issued by government agencies or sponsored agencies | $3,025,000 | 1,804 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $292,528,000 | 101 |
| Available-for-sale securities (fair market value) | $3,959,000 | 4,230 |
| Total debt securities | $296,486,000 | 519 |
| 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 | $336,745,000 | 459 |
| U.S. Government securities | $336,745,000 | 311 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $336,745,000 | 298 |
| 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 | $212,252,000 | 312 |
| Mortgage-backed securities | $336,745,000 | 270 |
| Certificates of participation in pools of residential mortgages | $333,193,000 | 166 |
| Issued or guaranteed by U.S. | $333,193,000 | 164 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $3,552,000 | 1,797 |
| CMOs issued by government agencies or sponsored agencies | $3,552,000 | 1,756 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $332,533,000 | 91 |
| Available-for-sale securities (fair market value) | $4,212,000 | 4,228 |
| Total debt securities | $336,745,000 | 449 |
| 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 | $366,943,000 | 418 |
| U.S. Government securities | $366,943,000 | 298 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $366,943,000 | 285 |
| 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 | $253,971,000 | 275 |
| Mortgage-backed securities | $366,943,000 | 258 |
| Certificates of participation in pools of residential mortgages | $363,158,000 | 154 |
| Issued or guaranteed by U.S. | $363,158,000 | 151 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $3,785,000 | 1,766 |
| CMOs issued by government agencies or sponsored agencies | $3,785,000 | 1,726 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $360,550,000 | 84 |
| Available-for-sale securities (fair market value) | $6,393,000 | 4,080 |
| Total debt securities | $366,945,000 | 410 |
| 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 | $372,512,000 | 403 |
| U.S. Government securities | $372,512,000 | 293 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $372,512,000 | 284 |
| 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 | $188,924,000 | 321 |
| Mortgage-backed securities | $372,512,000 | 255 |
| Certificates of participation in pools of residential mortgages | $368,548,000 | 148 |
| Issued or guaranteed by U.S. | $368,548,000 | 147 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $3,964,000 | 1,738 |
| CMOs issued by government agencies or sponsored agencies | $3,964,000 | 1,693 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $363,883,000 | 87 |
| Available-for-sale securities (fair market value) | $8,629,000 | 3,935 |
| Total debt securities | $372,512,000 | 395 |
| 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 | $378,269,000 | 386 |
| U.S. Government securities | $378,269,000 | 288 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $378,269,000 | 275 |
| 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 | $190,572,000 | 315 |
| Mortgage-backed securities | $378,269,000 | 246 |
| Certificates of participation in pools of residential mortgages | $374,048,000 | 143 |
| Issued or guaranteed by U.S. | $374,048,000 | 142 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $4,221,000 | 1,699 |
| CMOs issued by government agencies or sponsored agencies | $4,221,000 | 1,660 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $369,387,000 | 93 |
| Available-for-sale securities (fair market value) | $8,882,000 | 3,981 |
| Total debt securities | $378,271,000 | 379 |
| 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 | $364,294,000 | 395 |
| U.S. Government securities | $364,294,000 | 304 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $364,294,000 | 290 |
| 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 | $193,590,000 | 316 |
| Mortgage-backed securities | $364,294,000 | 251 |
| Certificates of participation in pools of residential mortgages | $359,810,000 | 148 |
| Issued or guaranteed by U.S. | $359,810,000 | 148 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $4,484,000 | 1,662 |
| CMOs issued by government agencies or sponsored agencies | $4,484,000 | 1,612 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $350,945,000 | 102 |
| Available-for-sale securities (fair market value) | $13,349,000 | 3,653 |
| Total debt securities | $364,293,000 | 389 |
| 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 | $370,817,000 | 400 |
| U.S. Government securities | $370,817,000 | 299 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $370,817,000 | 285 |
| 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 | $324,950,000 | 218 |
| Mortgage-backed securities | $370,817,000 | 243 |
| Certificates of participation in pools of residential mortgages | $366,111,000 | 147 |
| Issued or guaranteed by U.S. | $366,111,000 | 147 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $4,706,000 | 1,629 |
| CMOs issued by government agencies or sponsored agencies | $4,706,000 | 1,581 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $356,496,000 | 100 |
| Available-for-sale securities (fair market value) | $14,321,000 | 3,634 |
| Total debt securities | $370,818,000 | 394 |
| 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 | $374,076,000 | 401 |
| U.S. Government securities | $374,001,000 | 300 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $374,001,000 | 286 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $75,000 | 1,957 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $75,000 | 148 |
| 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 | $308,776,000 | 228 |
| Mortgage-backed securities | $374,001,000 | 241 |
| Certificates of participation in pools of residential mortgages | $369,124,000 | 144 |
| Issued or guaranteed by U.S. | $369,124,000 | 144 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $4,877,000 | 1,608 |
| CMOs issued by government agencies or sponsored agencies | $4,877,000 | 1,557 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $371,516,000 | 102 |
| Available-for-sale securities (fair market value) | $2,560,000 | 4,679 |
| Total debt securities | $374,003,000 | 393 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $383,725,000 | 392 |
| U.S. Government securities | $383,650,000 | 291 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $383,650,000 | 274 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $75,000 | 1,934 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $75,000 | 164 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $331,943,000 | 218 |
| Mortgage-backed securities | $383,650,000 | 237 |
| Certificates of participation in pools of residential mortgages | $378,535,000 | 145 |
| Issued or guaranteed by U.S. | $378,535,000 | 144 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $5,115,000 | 1,546 |
| CMOs issued by government agencies or sponsored agencies | $5,115,000 | 1,500 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $381,160,000 | 99 |
| Available-for-sale securities (fair market value) | $2,565,000 | 4,741 |
| Total debt securities | $383,650,000 | 384 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $394,847,000 | 390 |
| U.S. Government securities | $394,717,000 | 291 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $394,717,000 | 272 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $130,000 | 2,102 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $130,000 | 173 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $311,420,000 | 227 |
| Mortgage-backed securities | $394,717,000 | 234 |
| Certificates of participation in pools of residential mortgages | $389,316,000 | 147 |
| Issued or guaranteed by U.S. | $389,316,000 | 146 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $5,401,000 | 1,524 |
| CMOs issued by government agencies or sponsored agencies | $5,401,000 | 1,476 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $392,189,000 | 98 |
| Available-for-sale securities (fair market value) | $2,658,000 | 4,796 |
| Total debt securities | $394,718,000 | 382 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $412,018,000 | 377 |
| U.S. Government securities | $411,759,000 | 286 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $411,759,000 | 271 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $259,000 | 1,833 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $259,000 | 175 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $324,082,000 | 227 |
| Mortgage-backed securities | $411,759,000 | 230 |
| Certificates of participation in pools of residential mortgages | $406,055,000 | 142 |
| Issued or guaranteed by U.S. | $406,055,000 | 140 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,704,000 | 1,490 |
| CMOs issued by government agencies or sponsored agencies | $5,704,000 | 1,441 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $409,285,000 | 99 |
| Available-for-sale securities (fair market value) | $2,733,000 | 4,847 |
| Total debt securities | $411,759,000 | 371 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $407,643,000 | 382 |
| U.S. Government securities | $407,216,000 | 286 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $407,216,000 | 271 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $427,000 | 1,759 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $427,000 | 177 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $287,235,000 | 247 |
| Mortgage-backed securities | $407,216,000 | 232 |
| Certificates of participation in pools of residential mortgages | $401,224,000 | 137 |
| Issued or guaranteed by U.S. | $401,224,000 | 135 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $5,992,000 | 1,444 |
| CMOs issued by government agencies or sponsored agencies | $5,992,000 | 1,397 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $404,792,000 | 104 |
| Available-for-sale securities (fair market value) | $2,851,000 | 4,893 |
| Total debt securities | $407,216,000 | 375 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $414,567,000 | 380 |
| U.S. Government securities | $413,975,000 | 286 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $413,975,000 | 273 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $592,000 | 1,671 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $592,000 | 174 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $275,553,000 | 262 |
| Mortgage-backed securities | $413,975,000 | 234 |
| Certificates of participation in pools of residential mortgages | $407,647,000 | 137 |
| Issued or guaranteed by U.S. | $407,647,000 | 135 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $6,328,000 | 1,401 |
| CMOs issued by government agencies or sponsored agencies | $6,328,000 | 1,353 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $411,657,000 | 104 |
| Available-for-sale securities (fair market value) | $2,910,000 | 4,945 |
| Total debt securities | $413,975,000 | 375 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $398,499,000 | 395 |
| U.S. Government securities | $397,743,000 | 292 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $397,743,000 | 279 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $756,000 | 1,641 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $756,000 | 169 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $264,280,000 | 271 |
| Mortgage-backed securities | $397,743,000 | 236 |
| Certificates of participation in pools of residential mortgages | $391,083,000 | 141 |
| Issued or guaranteed by U.S. | $391,083,000 | 139 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,660,000 | 1,382 |
| CMOs issued by government agencies or sponsored agencies | $6,660,000 | 1,331 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $395,556,000 | 107 |
| Available-for-sale securities (fair market value) | $2,943,000 | 4,985 |
| Total debt securities | $397,743,000 | 389 |
| 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 | $391,988,000 | 401 |
| U.S. Government securities | $390,945,000 | 296 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $390,945,000 | 283 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $1,043,000 | 1,522 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $1,043,000 | 149 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $273,299,000 | 268 |
| Mortgage-backed securities | $390,945,000 | 237 |
| Certificates of participation in pools of residential mortgages | $383,932,000 | 144 |
| Issued or guaranteed by U.S. | $383,932,000 | 142 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $7,013,000 | 1,361 |
| CMOs issued by government agencies or sponsored agencies | $7,013,000 | 1,300 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $391,988,000 | 108 |
| Available-for-sale securities (fair market value) | $0 | 5,415 |
| Total debt securities | $390,945,000 | 393 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $407,655,000 | 379 |
| U.S. Government securities | $406,497,000 | 283 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $406,497,000 | 267 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $1,158,000 | 1,499 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $1,158,000 | 148 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $239,875,000 | 282 |
| Mortgage-backed securities | $406,497,000 | 228 |
| Certificates of participation in pools of residential mortgages | $399,133,000 | 144 |
| Issued or guaranteed by U.S. | $399,133,000 | 143 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $7,364,000 | 1,310 |
| CMOs issued by government agencies or sponsored agencies | $7,364,000 | 1,248 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $407,655,000 | 107 |
| Available-for-sale securities (fair market value) | $0 | 5,466 |
| Total debt securities | $406,497,000 | 371 |
| 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 | $432,143,000 | 356 |
| U.S. Government securities | $431,077,000 | 259 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $431,077,000 | 249 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $1,066,000 | 1,517 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $1,066,000 | 153 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $224,663,000 | 309 |
| Mortgage-backed securities | $431,077,000 | 222 |
| Certificates of participation in pools of residential mortgages | $423,338,000 | 132 |
| Issued or guaranteed by U.S. | $423,338,000 | 131 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,739,000 | 1,298 |
| CMOs issued by government agencies or sponsored agencies | $7,739,000 | 1,237 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $432,143,000 | 102 |
| Available-for-sale securities (fair market value) | $0 | 5,526 |
| Total debt securities | $431,076,000 | 350 |
| 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 | $455,991,000 | 335 |
| U.S. Government securities | $454,999,000 | 245 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $454,999,000 | 237 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $992,000 | 1,630 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $992,000 | 161 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $235,207,000 | 296 |
| Mortgage-backed securities | $454,999,000 | 210 |
| Certificates of participation in pools of residential mortgages | $446,659,000 | 129 |
| Issued or guaranteed by U.S. | $446,659,000 | 128 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $8,340,000 | 1,275 |
| CMOs issued by government agencies or sponsored agencies | $8,340,000 | 1,214 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $455,991,000 | 104 |
| Available-for-sale securities (fair market value) | $0 | 5,605 |
| Total debt securities | $454,998,000 | 332 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $480,295,000 | 324 |
| U.S. Government securities | $479,376,000 | 239 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $479,376,000 | 232 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $919,000 | 1,697 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $919,000 | 168 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $247,113,000 | 301 |
| Mortgage-backed securities | $479,376,000 | 204 |
| Certificates of participation in pools of residential mortgages | $469,530,000 | 121 |
| Issued or guaranteed by U.S. | $469,530,000 | 120 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $9,846,000 | 1,177 |
| CMOs issued by government agencies or sponsored agencies | $9,846,000 | 1,119 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $480,295,000 | 96 |
| Available-for-sale securities (fair market value) | $0 | 5,655 |
| Total debt securities | $479,378,000 | 322 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $493,059,000 | 319 |
| U.S. Government securities | $492,143,000 | 239 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $492,143,000 | 228 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $916,000 | 1,692 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $916,000 | 169 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $241,383,000 | 299 |
| Mortgage-backed securities | $492,143,000 | 202 |
| Certificates of participation in pools of residential mortgages | $481,475,000 | 112 |
| Issued or guaranteed by U.S. | $481,475,000 | 111 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $10,668,000 | 1,134 |
| CMOs issued by government agencies or sponsored agencies | $10,668,000 | 1,082 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $493,059,000 | 96 |
| Available-for-sale securities (fair market value) | $0 | 5,708 |
| Total debt securities | $492,142,000 | 316 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $508,747,000 | 308 |
| U.S. Government securities | $507,891,000 | 233 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $507,891,000 | 223 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $856,000 | 1,714 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $856,000 | 169 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $246,485,000 | 285 |
| Mortgage-backed securities | $507,891,000 | 196 |
| Certificates of participation in pools of residential mortgages | $495,353,000 | 112 |
| Issued or guaranteed by U.S. | $495,353,000 | 111 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $12,538,000 | 1,062 |
| CMOs issued by government agencies or sponsored agencies | $12,538,000 | 1,010 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $508,747,000 | 95 |
| Available-for-sale securities (fair market value) | $0 | 5,787 |
| Total debt securities | $507,891,000 | 303 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $525,708,000 | 297 |
| U.S. Government securities | $524,840,000 | 224 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $524,840,000 | 216 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $868,000 | 1,720 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $868,000 | 173 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $256,279,000 | 280 |
| Mortgage-backed securities | $524,840,000 | 191 |
| Certificates of participation in pools of residential mortgages | $510,810,000 | 109 |
| Issued or guaranteed by U.S. | $510,810,000 | 108 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $14,030,000 | 1,029 |
| CMOs issued by government agencies or sponsored agencies | $14,030,000 | 977 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $525,708,000 | 90 |
| Available-for-sale securities (fair market value) | $0 | 5,863 |
| Total debt securities | $524,840,000 | 291 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $552,460,000 | 282 |
| U.S. Government securities | $551,719,000 | 217 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $551,719,000 | 214 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $741,000 | 1,822 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $741,000 | 171 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $263,979,000 | 274 |
| Mortgage-backed securities | $551,719,000 | 181 |
| Certificates of participation in pools of residential mortgages | $535,972,000 | 108 |
| Issued or guaranteed by U.S. | $535,972,000 | 107 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $15,747,000 | 996 |
| CMOs issued by government agencies or sponsored agencies | $15,747,000 | 946 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $552,460,000 | 86 |
| Available-for-sale securities (fair market value) | $0 | 5,927 |
| Total debt securities | $551,719,000 | 276 |
| 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 | $572,922,000 | 269 |
| U.S. Government securities | $572,232,000 | 211 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $572,232,000 | 207 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $690,000 | 1,863 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $690,000 | 177 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $270,199,000 | 273 |
| Mortgage-backed securities | $572,232,000 | 174 |
| Certificates of participation in pools of residential mortgages | $554,917,000 | 99 |
| Issued or guaranteed by U.S. | $554,917,000 | 98 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $17,315,000 | 954 |
| CMOs issued by government agencies or sponsored agencies | $17,315,000 | 905 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $572,922,000 | 83 |
| Available-for-sale securities (fair market value) | $0 | 6,022 |
| Total debt securities | $572,233,000 | 263 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $589,079,000 | 261 |
| U.S. Government securities | $588,418,000 | 199 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $588,418,000 | 195 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $661,000 | 1,929 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $661,000 | 186 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $273,936,000 | 267 |
| Mortgage-backed securities | $588,418,000 | 171 |
| Certificates of participation in pools of residential mortgages | $569,425,000 | 95 |
| Issued or guaranteed by U.S. | $569,425,000 | 94 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $18,993,000 | 913 |
| CMOs issued by government agencies or sponsored agencies | $18,993,000 | 873 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $589,079,000 | 79 |
| Available-for-sale securities (fair market value) | $0 | 6,094 |
| Total debt securities | $588,418,000 | 256 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $613,248,000 | 252 |
| U.S. Government securities | $612,591,000 | 196 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $612,591,000 | 190 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $657,000 | 1,984 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $657,000 | 189 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $268,504,000 | 271 |
| Mortgage-backed securities | $612,591,000 | 164 |
| Certificates of participation in pools of residential mortgages | $591,165,000 | 95 |
| Issued or guaranteed by U.S. | $591,165,000 | 94 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $21,426,000 | 851 |
| CMOs issued by government agencies or sponsored agencies | $21,426,000 | 804 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $613,248,000 | 76 |
| Available-for-sale securities (fair market value) | $0 | 6,156 |
| Total debt securities | $612,589,000 | 247 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $623,609,000 | 251 |
| U.S. Government securities | $622,954,000 | 192 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $622,954,000 | 188 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $655,000 | 2,047 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $655,000 | 196 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $273,115,000 | 261 |
| Mortgage-backed securities | $622,954,000 | 159 |
| Certificates of participation in pools of residential mortgages | $599,138,000 | 97 |
| Issued or guaranteed by U.S. | $599,138,000 | 96 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $23,816,000 | 810 |
| CMOs issued by government agencies or sponsored agencies | $23,816,000 | 769 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $623,609,000 | 74 |
| Available-for-sale securities (fair market value) | $0 | 6,227 |
| Total debt securities | $622,954,000 | 244 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $613,436,000 | 251 |
| U.S. Government securities | $612,899,000 | 185 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $612,899,000 | 183 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $537,000 | 2,148 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $537,000 | 218 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $273,168,000 | 262 |
| Mortgage-backed securities | $612,899,000 | 161 |
| Certificates of participation in pools of residential mortgages | $586,661,000 | 96 |
| Issued or guaranteed by U.S. | $586,661,000 | 95 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $26,238,000 | 766 |
| CMOs issued by government agencies or sponsored agencies | $26,238,000 | 722 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $613,436,000 | 71 |
| Available-for-sale securities (fair market value) | $0 | 6,303 |
| Total debt securities | $612,900,000 | 245 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $607,435,000 | 252 |
| U.S. Government securities | $606,876,000 | 181 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $606,876,000 | 177 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $559,000 | 2,198 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $559,000 | 229 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $247,261,000 | 282 |
| Mortgage-backed securities | $606,876,000 | 161 |
| Certificates of participation in pools of residential mortgages | $577,474,000 | 99 |
| Issued or guaranteed by U.S. | $577,474,000 | 98 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $29,402,000 | 722 |
| CMOs issued by government agencies or sponsored agencies | $29,402,000 | 678 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $607,435,000 | 66 |
| Available-for-sale securities (fair market value) | $0 | 6,372 |
| Total debt securities | $606,876,000 | 244 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $582,683,000 | 263 |
| U.S. Government securities | $582,147,000 | 194 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $582,147,000 | 188 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $536,000 | 2,277 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $536,000 | 233 |
| 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 | $227,306,000 | 288 |
| Mortgage-backed securities | $582,147,000 | 167 |
| Certificates of participation in pools of residential mortgages | $547,146,000 | 105 |
| Issued or guaranteed by U.S. | $547,146,000 | 104 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $35,001,000 | 646 |
| CMOs issued by government agencies or sponsored agencies | $35,001,000 | 602 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $582,683,000 | 59 |
| Available-for-sale securities (fair market value) | $0 | 6,421 |
| Total debt securities | $582,147,000 | 256 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $555,652,000 | 278 |
| U.S. Government securities | $555,195,000 | 210 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $555,195,000 | 206 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $457,000 | 2,383 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $457,000 | 236 |
| 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 | $246,365,000 | 275 |
| Mortgage-backed securities | $555,195,000 | 175 |
| Certificates of participation in pools of residential mortgages | $512,787,000 | 106 |
| Issued or guaranteed by U.S. | $512,787,000 | 105 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $42,408,000 | 569 |
| CMOs issued by government agencies or sponsored agencies | $42,408,000 | 529 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $555,652,000 | 57 |
| Available-for-sale securities (fair market value) | $0 | 6,494 |
| Total debt securities | $555,196,000 | 276 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $554,674,000 | 274 |
| U.S. Government securities | $554,252,000 | 206 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $554,252,000 | 202 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $422,000 | 2,395 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $422,000 | 241 |
| 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 | $221,300,000 | 304 |
| Mortgage-backed securities | $554,252,000 | 174 |
| Certificates of participation in pools of residential mortgages | $509,950,000 | 114 |
| Issued or guaranteed by U.S. | $509,950,000 | 113 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $44,302,000 | 557 |
| CMOs issued by government agencies or sponsored agencies | $44,302,000 | 521 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $554,674,000 | 56 |
| Available-for-sale securities (fair market value) | $0 | 6,540 |
| Total debt securities | $554,252,000 | 270 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $595,607,000 | 260 |
| U.S. Government securities | $595,281,000 | 192 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $595,281,000 | 187 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $326,000 | 2,533 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $326,000 | 257 |
| 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 | $237,994,000 | 289 |
| Mortgage-backed securities | $595,281,000 | 163 |
| Certificates of participation in pools of residential mortgages | $547,897,000 | 110 |
| Issued or guaranteed by U.S. | $547,897,000 | 109 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $47,384,000 | 563 |
| CMOs issued by government agencies or sponsored agencies | $47,384,000 | 529 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $595,607,000 | 54 |
| Available-for-sale securities (fair market value) | $0 | 6,625 |
| Total debt securities | $595,281,000 | 252 |
| 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 | $620,964,000 | 252 |
| U.S. Government securities | $620,932,000 | 186 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $620,932,000 | 181 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $32,000 | 2,812 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $32,000 | 329 |
| 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 | $250,476,000 | 269 |
| Mortgage-backed securities | $620,932,000 | 161 |
| Certificates of participation in pools of residential mortgages | $565,946,000 | 109 |
| Issued or guaranteed by U.S. | $565,946,000 | 107 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $54,986,000 | 519 |
| CMOs issued by government agencies or sponsored agencies | $54,986,000 | 487 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $620,964,000 | 50 |
| Available-for-sale securities (fair market value) | $0 | 6,685 |
| Total debt securities | $620,932,000 | 246 |
| 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 | $637,867,000 | 247 |
| U.S. Government securities | $637,835,000 | 189 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $637,835,000 | 186 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $32,000 | 2,807 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $32,000 | 337 |
| 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 | $289,893,000 | 238 |
| Mortgage-backed securities | $637,835,000 | 160 |
| Certificates of participation in pools of residential mortgages | $572,075,000 | 108 |
| Issued or guaranteed by U.S. | $572,075,000 | 107 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $65,760,000 | 480 |
| CMOs issued by government agencies or sponsored agencies | $65,760,000 | 446 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $637,867,000 | 48 |
| Available-for-sale securities (fair market value) | $0 | 6,742 |
| Total debt securities | $637,835,000 | 242 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $653,871,000 | 240 |
| U.S. Government securities | $653,839,000 | 175 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $653,839,000 | 172 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $32,000 | 1,069 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $653,839,000 | 154 |
| Certificates of participation in pools of residential mortgages | $579,291,000 | 104 |
| Issued or guaranteed by U.S. | $579,291,000 | 104 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $74,548,000 | 440 |
| CMOs issued by government agencies or sponsored agencies | $74,548,000 | 390 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $653,871,000 | 47 |
| Available-for-sale securities (fair market value) | $0 | 6,765 |
| Total debt securities | $653,839,000 | 236 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $658,573,000 | 232 |
| U.S. Government securities | $658,541,000 | 176 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $658,541,000 | 172 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $32,000 | 1,111 |
| 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 | $658,541,000 | 149 |
| Certificates of participation in pools of residential mortgages | $573,783,000 | 105 |
| Issued or guaranteed by U.S. | $573,783,000 | 103 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $84,758,000 | 405 |
| CMOs issued by government agencies or sponsored agencies | $84,758,000 | 352 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $658,573,000 | 46 |
| Available-for-sale securities (fair market value) | $0 | 6,827 |
| Total debt securities | $658,541,000 | 228 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $642,112,000 | 235 |
| U.S. Government securities | $642,080,000 | 182 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $642,080,000 | 175 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $32,000 | 1,142 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $642,080,000 | 149 |
| Certificates of participation in pools of residential mortgages | $546,733,000 | 107 |
| Issued or guaranteed by U.S. | $546,733,000 | 106 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $95,347,000 | 364 |
| CMOs issued by government agencies or sponsored agencies | $95,347,000 | 309 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $642,112,000 | 47 |
| Available-for-sale securities (fair market value) | $0 | 6,900 |
| Total debt securities | $642,080,000 | 233 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $618,174,000 | 245 |
| U.S. Government securities | $618,142,000 | 189 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $618,142,000 | 182 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $32,000 | 1,157 |
| 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 | $618,142,000 | 146 |
| Certificates of participation in pools of residential mortgages | $512,265,000 | 108 |
| Issued or guaranteed by U.S. | $512,265,000 | 107 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $105,877,000 | 322 |
| CMOs issued by government agencies or sponsored agencies | $105,877,000 | 271 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $603,496,000 | 44 |
| Available-for-sale securities (fair market value) | $14,678,000 | 4,739 |
| Total debt securities | $618,142,000 | 240 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $545,565,000 | 270 |
| U.S. Government securities | $545,533,000 | 204 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $545,533,000 | 196 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $32,000 | 1,141 |
| 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 | $545,533,000 | 162 |
| Certificates of participation in pools of residential mortgages | $423,324,000 | 118 |
| Issued or guaranteed by U.S. | $423,324,000 | 117 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $122,209,000 | 290 |
| CMOs issued by government agencies or sponsored agencies | $122,209,000 | 242 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $530,555,000 | 52 |
| Available-for-sale securities (fair market value) | $15,010,000 | 4,597 |
| Total debt securities | $545,533,000 | 265 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $570,988,000 | 242 |
| U.S. Government securities | $570,956,000 | 187 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $570,956,000 | 181 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $32,000 | 1,185 |
| 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 | $570,956,000 | 150 |
| Certificates of participation in pools of residential mortgages | $427,559,000 | 113 |
| Issued or guaranteed by U.S. | $427,559,000 | 112 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $143,397,000 | 251 |
| CMOs issued by government agencies or sponsored agencies | $143,397,000 | 215 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $570,988,000 | 44 |
| Available-for-sale securities (fair market value) | $0 | 7,084 |
| Total debt securities | $570,956,000 | 239 |
| 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 | $560,956,000 | 241 |
| U.S. Government securities | $560,924,000 | 184 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $560,924,000 | 180 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $32,000 | 1,230 |
| 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 | $560,924,000 | 151 |
| Certificates of participation in pools of residential mortgages | $401,754,000 | 118 |
| Issued or guaranteed by U.S. | $401,754,000 | 117 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $159,170,000 | 227 |
| CMOs issued by government agencies or sponsored agencies | $159,170,000 | 181 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $560,956,000 | 48 |
| Available-for-sale securities (fair market value) | $0 | 7,144 |
| Total debt securities | $560,924,000 | 239 |
| 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 | $594,466,000 | 222 |
| U.S. Government securities | $594,434,000 | 178 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $594,434,000 | 171 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $32,000 | 1,304 |
| 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 | $594,434,000 | 149 |
| Certificates of participation in pools of residential mortgages | $426,809,000 | 116 |
| Issued or guaranteed by U.S. | $426,809,000 | 112 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $167,625,000 | 212 |
| CMOs issued by government agencies or sponsored agencies | $167,625,000 | 173 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $586,460,000 | 45 |
| Available-for-sale securities (fair market value) | $8,006,000 | 5,671 |
| Total debt securities | $594,434,000 | 220 |
| 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 | $598,394,000 | 226 |
| U.S. Government securities | $594,852,000 | 175 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $594,852,000 | 167 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,542,000 | 367 |
| 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 | $594,852,000 | 150 |
| Certificates of participation in pools of residential mortgages | $419,752,000 | 120 |
| Issued or guaranteed by U.S. | $419,752,000 | 119 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $175,100,000 | 199 |
| CMOs issued by government agencies or sponsored agencies | $175,100,000 | 156 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $598,394,000 | 45 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $594,852,000 | 222 |
| 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 | $575,176,000 | 236 |
| U.S. Government securities | $571,634,000 | 181 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $571,634,000 | 175 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,542,000 | 404 |
| 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 | $571,634,000 | 159 |
| Certificates of participation in pools of residential mortgages | $410,182,000 | 126 |
| Issued or guaranteed by U.S. | $410,182,000 | 124 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $161,452,000 | 217 |
| CMOs issued by government agencies or sponsored agencies | $161,452,000 | 161 |
| Privately issued | $0 | 1,566 |
| 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) | $575,176,000 | 52 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $571,634,000 | 230 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $509,857,000 | 266 |
| U.S. Government securities | $506,178,000 | 189 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $506,178,000 | 186 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,679,000 | 431 |
| 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 | $506,178,000 | 175 |
| Certificates of participation in pools of residential mortgages | $406,644,000 | 135 |
| Issued or guaranteed by U.S. | $406,644,000 | 132 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $99,534,000 | 296 |
| CMOs issued by government agencies or sponsored agencies | $99,534,000 | 221 |
| Privately issued | $0 | 1,581 |
| 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) | $509,857,000 | 52 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $506,178,000 | 256 |
| 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 | $506,866,000 | 274 |
| U.S. Government securities | $502,762,000 | 210 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $502,762,000 | 207 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,104,000 | 412 |
| 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 | $502,762,000 | 189 |
| Certificates of participation in pools of residential mortgages | $396,039,000 | 143 |
| Issued or guaranteed by U.S. | $396,039,000 | 139 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $106,723,000 | 288 |
| CMOs issued by government agencies or sponsored agencies | $106,723,000 | 210 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $506,866,000 | 49 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $502,762,000 | 265 |
| 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 | $527,767,000 | 258 |
| U.S. Government securities | $523,227,000 | 196 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $523,227,000 | 196 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,540,000 | 345 |
| 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 | $523,227,000 | 178 |
| Certificates of participation in pools of residential mortgages | $411,899,000 | 137 |
| Issued or guaranteed by U.S. | $411,899,000 | 134 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $111,328,000 | 274 |
| CMOs issued by government agencies or sponsored agencies | $111,328,000 | 199 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $527,767,000 | 43 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $523,227,000 | 252 |
| 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 | $521,835,000 | 248 |
| U.S. Government securities | $514,800,000 | 182 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $514,800,000 | 181 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,035,000 | 254 |
| 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 | $514,800,000 | 163 |
| Certificates of participation in pools of residential mortgages | $419,551,000 | 119 |
| Issued or guaranteed by U.S. | $419,551,000 | 114 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $95,249,000 | 296 |
| CMOs issued by government agencies or sponsored agencies | $95,249,000 | 202 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $521,835,000 | 43 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $514,800,000 | 250 |
| 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 | $530,403,000 | 255 |
| U.S. Government securities | $524,328,000 | 188 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $524,328,000 | 187 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,060,000 | 360 |
| Assets held in trading accounts for TFR Reporters | $985,000 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $524,328,000 | 166 |
| Certificates of participation in pools of residential mortgages | $426,440,000 | 121 |
| Issued or guaranteed by U.S. | $426,440,000 | 116 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $97,888,000 | 293 |
| CMOs issued by government agencies or sponsored agencies | $97,888,000 | 201 |
| 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) | $530,403,000 | 46 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $524,328,000 | 252 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $985,000 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $533,178,000 | 257 |
| U.S. Government securities | $515,575,000 | 190 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $515,575,000 | 186 |
| Securities issued by states & political subdivisions | $10,537,000 | 1,973 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,066,000 | 400 |
| 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 | $515,575,000 | 167 |
| Certificates of participation in pools of residential mortgages | $421,204,000 | 124 |
| Issued or guaranteed by U.S. | $421,204,000 | 118 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $94,371,000 | 295 |
| CMOs issued by government agencies or sponsored agencies | $94,371,000 | 203 |
| 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) | $533,178,000 | 40 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $526,112,000 | 252 |
| 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 | $538,024,000 | 249 |
| U.S. Government securities | $520,411,000 | 193 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $520,411,000 | 189 |
| Securities issued by states & political subdivisions | $10,539,000 | 1,965 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,074,000 | 375 |
| 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 | $520,411,000 | 163 |
| Certificates of participation in pools of residential mortgages | $431,632,000 | 110 |
| Issued or guaranteed by U.S. | $431,632,000 | 108 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $88,779,000 | 297 |
| CMOs issued by government agencies or sponsored agencies | $88,779,000 | 204 |
| 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) | $538,024,000 | 42 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $530,950,000 | 246 |
| 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 | $548,639,000 | 249 |
| U.S. Government securities | $531,011,000 | 192 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $531,011,000 | 188 |
| Securities issued by states & political subdivisions | $10,541,000 | 1,925 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,087,000 | 365 |
| 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 | $531,011,000 | 156 |
| Certificates of participation in pools of residential mortgages | $439,773,000 | 108 |
| Issued or guaranteed by U.S. | $439,773,000 | 106 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $91,238,000 | 277 |
| CMOs issued by government agencies or sponsored agencies | $91,238,000 | 191 |
| 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) | $548,639,000 | 46 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $541,552,000 | 244 |
| 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 | $564,894,000 | 245 |
| U.S. Government securities | $547,250,000 | 194 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $547,250,000 | 190 |
| Securities issued by states & political subdivisions | $10,544,000 | 1,904 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,100,000 | 354 |
| 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 | $547,250,000 | 157 |
| Certificates of participation in pools of residential mortgages | $453,118,000 | 112 |
| Issued or guaranteed by U.S. | $453,118,000 | 109 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $94,132,000 | 275 |
| CMOs issued by government agencies or sponsored agencies | $94,132,000 | 197 |
| 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) | $564,894,000 | 45 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $557,794,000 | 243 |
| 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 | $604,368,000 | 235 |
| U.S. Government securities | $586,722,000 | 185 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $586,722,000 | 180 |
| Securities issued by states & political subdivisions | $10,546,000 | 1,906 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,100,000 | 362 |
| 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 | $586,722,000 | 152 |
| Certificates of participation in pools of residential mortgages | $489,230,000 | 108 |
| Issued or guaranteed by U.S. | $489,230,000 | 105 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $97,492,000 | 266 |
| CMOs issued by government agencies or sponsored agencies | $97,492,000 | 191 |
| 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) | $604,368,000 | 46 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $597,268,000 | 227 |
| 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 | $621,340,000 | 231 |
| U.S. Government securities | $603,691,000 | 184 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $603,691,000 | 179 |
| Securities issued by states & political subdivisions | $10,549,000 | 1,902 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,100,000 | 371 |
| 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 | $603,691,000 | 151 |
| Certificates of participation in pools of residential mortgages | $503,046,000 | 108 |
| Issued or guaranteed by U.S. | $503,046,000 | 106 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $100,645,000 | 256 |
| CMOs issued by government agencies or sponsored agencies | $100,645,000 | 194 |
| 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) | $621,340,000 | 43 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $614,240,000 | 225 |
| 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 | $635,392,000 | 232 |
| U.S. Government securities | $621,241,000 | 187 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $621,241,000 | 183 |
| Securities issued by states & political subdivisions | $10,551,000 | 1,902 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,600,000 | 575 |
| 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 | $621,241,000 | 150 |
| Certificates of participation in pools of residential mortgages | $517,305,000 | 113 |
| Issued or guaranteed by U.S. | $517,305,000 | 109 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $103,936,000 | 254 |
| CMOs issued by government agencies or sponsored agencies | $103,936,000 | 193 |
| 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) | $635,392,000 | 44 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $631,792,000 | 227 |
| 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 | $649,231,000 | 236 |
| U.S. Government securities | $638,678,000 | 192 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $638,678,000 | 186 |
| Securities issued by states & political subdivisions | $10,553,000 | 1,855 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $638,678,000 | 152 |
| Certificates of participation in pools of residential mortgages | $533,925,000 | 112 |
| Issued or guaranteed by U.S. | $533,925,000 | 107 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $104,753,000 | 251 |
| CMOs issued by government agencies or sponsored agencies | $104,753,000 | 191 |
| 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) | $649,231,000 | 46 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $649,231,000 | 232 |
| 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 | $652,385,000 | 241 |
| U.S. Government securities | $641,829,000 | 198 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $641,829,000 | 187 |
| Securities issued by states & political subdivisions | $10,556,000 | 1,865 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $641,829,000 | 153 |
| Certificates of participation in pools of residential mortgages | $541,752,000 | 113 |
| Issued or guaranteed by U.S. | $541,752,000 | 109 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $100,077,000 | 261 |
| CMOs issued by government agencies or sponsored agencies | $100,077,000 | 198 |
| 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) | $652,385,000 | 46 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $652,385,000 | 238 |
| 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 | $669,853,000 | 241 |
| U.S. Government securities | $659,295,000 | 197 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $659,295,000 | 188 |
| Securities issued by states & political subdivisions | $10,558,000 | 1,857 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $659,295,000 | 154 |
| Certificates of participation in pools of residential mortgages | $556,086,000 | 117 |
| Issued or guaranteed by U.S. | $556,086,000 | 113 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $103,209,000 | 252 |
| CMOs issued by government agencies or sponsored agencies | $103,209,000 | 194 |
| 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) | $669,853,000 | 47 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $669,853,000 | 239 |
| 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 | $686,049,000 | 236 |
| U.S. Government securities | $676,084,000 | 191 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $676,084,000 | 180 |
| Securities issued by states & political subdivisions | $9,965,000 | 1,935 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $676,084,000 | 156 |
| Certificates of participation in pools of residential mortgages | $568,466,000 | 118 |
| Issued or guaranteed by U.S. | $568,466,000 | 114 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $107,618,000 | 249 |
| CMOs issued by government agencies or sponsored agencies | $107,618,000 | 194 |
| 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) | $686,049,000 | 45 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $686,049,000 | 232 |
| 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 | $654,925,000 | 242 |
| U.S. Government securities | $653,726,000 | 196 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $653,726,000 | 189 |
| Securities issued by states & political subdivisions | $1,199,000 | 4,917 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $653,726,000 | 164 |
| Certificates of participation in pools of residential mortgages | $546,078,000 | 123 |
| Issued or guaranteed by U.S. | $546,078,000 | 119 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $107,648,000 | 258 |
| CMOs issued by government agencies or sponsored agencies | $107,648,000 | 201 |
| 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) | $654,925,000 | 50 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $654,925,000 | 240 |
| 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 | $687,650,000 | 235 |
| U.S. Government securities | $687,650,000 | 195 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $687,650,000 | 187 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $687,650,000 | 164 |
| Certificates of participation in pools of residential mortgages | $586,006,000 | 118 |
| Issued or guaranteed by U.S. | $586,006,000 | 115 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $101,644,000 | 269 |
| CMOs issued by government agencies or sponsored agencies | $101,644,000 | 213 |
| 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) | $673,712,000 | 47 |
| Available-for-sale securities (fair market value) | $13,938,000 | 4,970 |
| Total debt securities | $687,650,000 | 232 |
| 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 | $644,427,000 | 251 |
| U.S. Government securities | $644,427,000 | 200 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $644,427,000 | 193 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | 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 | $644,427,000 | 171 |
| Certificates of participation in pools of residential mortgages | $544,192,000 | 128 |
| Issued or guaranteed by U.S. | $544,192,000 | 123 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $100,235,000 | 282 |
| CMOs issued by government agencies or sponsored agencies | $100,235,000 | 218 |
| 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) | $644,427,000 | 49 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $644,427,000 | 246 |
| 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 | $586,958,000 | 272 |
| U.S. Government securities | $586,958,000 | 215 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $586,958,000 | 208 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $586,958,000 | 178 |
| Certificates of participation in pools of residential mortgages | $488,162,000 | 134 |
| Issued or guaranteed by U.S. | $488,162,000 | 130 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $98,796,000 | 286 |
| CMOs issued by government agencies or sponsored agencies | $98,796,000 | 226 |
| 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) | $586,958,000 | 47 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $586,958,000 | 267 |
| 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 | $608,193,000 | 271 |
| U.S. Government securities | $623,160,000 | 211 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $623,160,000 | 203 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $14,967,000 | 9 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $623,160,000 | 179 |
| Certificates of participation in pools of residential mortgages | $551,448,000 | 128 |
| Issued or guaranteed by U.S. | $551,448,000 | 125 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $71,712,000 | 347 |
| CMOs issued by government agencies or sponsored agencies | $71,712,000 | 276 |
| 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) | $573,485,000 | 48 |
| Available-for-sale securities (fair market value) | $34,708,000 | 2,833 |
| Total debt securities | $623,160,000 | 263 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $14,967,000 | 74 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $533,182,000 | 301 |
| U.S. Government securities | $533,182,000 | 226 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $533,182,000 | 220 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $533,182,000 | 194 |
| Certificates of participation in pools of residential mortgages | $482,571,000 | 142 |
| Issued or guaranteed by U.S. | $482,571,000 | 136 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $50,611,000 | 440 |
| CMOs issued by government agencies or sponsored agencies | $50,611,000 | 352 |
| 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) | $533,182,000 | 51 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $533,182,000 | 290 |
| 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 | $513,799,000 | 310 |
| U.S. Government securities | $513,799,000 | 241 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $513,799,000 | 236 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $513,799,000 | 200 |
| Certificates of participation in pools of residential mortgages | $472,898,000 | 147 |
| Issued or guaranteed by U.S. | $472,898,000 | 142 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $40,901,000 | 497 |
| CMOs issued by government agencies or sponsored agencies | $40,901,000 | 440 |
| 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) | $513,799,000 | 49 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $513,799,000 | 300 |
| 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 | $552,551,000 | 285 |
| U.S. Government securities | $552,551,000 | 230 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $552,551,000 | 222 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $552,551,000 | 191 |
| Certificates of participation in pools of residential mortgages | $552,551,000 | 127 |
| Issued or guaranteed by U.S. | $552,551,000 | 123 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| 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) | $495,339,000 | 50 |
| Available-for-sale securities (fair market value) | $57,212,000 | 1,870 |
| Total debt securities | $552,551,000 | 281 |
| 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 | $485,561,000 | 319 |
| U.S. Government securities | $485,561,000 | 256 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $485,561,000 | 244 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $485,561,000 | 217 |
| Certificates of participation in pools of residential mortgages | $485,561,000 | 135 |
| Issued or guaranteed by U.S. | $485,561,000 | 132 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| 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) | $485,561,000 | 45 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $485,561,000 | 316 |
| 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 | $475,120,000 | 322 |
| U.S. Government securities | $475,120,000 | 267 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $475,120,000 | 256 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| 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 | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $475,120,000 | 214 |
| Certificates of participation in pools of residential mortgages | $475,120,000 | 126 |
| Issued or guaranteed by U.S. | $475,120,000 | 124 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| 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) | $430,130,000 | 60 |
| Available-for-sale securities (fair market value) | $44,990,000 | 2,207 |
| Total debt securities | $475,120,000 | 315 |
| 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 | $405,701,000 | 351 |
| U.S. Government securities | $405,701,000 | 280 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $405,701,000 | 270 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| 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 | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $405,701,000 | 220 |
| Certificates of participation in pools of residential mortgages | $405,701,000 | 146 |
| Issued or guaranteed by U.S. | $405,701,000 | 143 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| 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) | $385,333,000 | 66 |
| Available-for-sale securities (fair market value) | $20,368,000 | 3,955 |
| Total debt securities | $405,701,000 | 335 |
| 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 | $253,856,000 | 476 |
| U.S. Government securities | $253,856,000 | 364 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $253,856,000 | 344 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| 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 | $253,856,000 | 283 |
| Certificates of participation in pools of residential mortgages | $253,856,000 | 186 |
| Issued or guaranteed by U.S. | $253,856,000 | 183 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| 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) | $246,905,000 | 88 |
| Available-for-sale securities (fair market value) | $6,951,000 | 6,422 |
| Total debt securities | $253,856,000 | 457 |
| 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 | $245,725,000 | 485 |
| U.S. Government securities | $245,725,000 | 373 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $245,725,000 | 342 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| 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 | $245,725,000 | 260 |
| Certificates of participation in pools of residential mortgages | $245,725,000 | 167 |
| Issued or guaranteed by U.S. | $245,725,000 | 167 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| 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) | $245,725,000 | 118 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $245,725,000 | 461 |
| 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 | $238,542,000 | 526 |
| U.S. Government securities | $238,542,000 | 427 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $238,542,000 | 384 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | 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 | $238,542,000 | 305 |
| Certificates of participation in pools of residential mortgages | $238,542,000 | 183 |
| Issued or guaranteed by U.S. | $238,542,000 | 180 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| 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) | $238,542,000 | 124 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $238,542,000 | 505 |
| 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 | $167,179,000 | 717 |
| U.S. Government securities | $167,179,000 | 571 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $167,179,000 | 502 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| 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 | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $167,179,000 | 398 |
| Certificates of participation in pools of residential mortgages | $167,179,000 | 265 |
| Issued or guaranteed by U.S. | $167,179,000 | 259 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $162,193,000 | 188 |
| Available-for-sale securities (fair market value) | $4,986,000 | 7,366 |
| Total debt securities | $167,179,000 | 691 |
| 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 | $165,973,000 | 729 |
| U.S. Government securities | $165,973,000 | 613 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $165,973,000 | 517 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | 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 | $165,973,000 | 396 |
| Certificates of participation in pools of residential mortgages | $165,973,000 | 268 |
| Issued or guaranteed by U.S. | $165,973,000 | 260 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| 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) | $165,973,000 | 227 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $165,973,000 | 705 |
| 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 | $128,611,000 | 950 |
| U.S. Government securities | $129,717,000 | 788 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $129,717,000 | 629 |
| 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 | $1,106,000 | 26 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $119,476,000 | 526 |
| Certificates of participation in pools of residential mortgages | $119,476,000 | 383 |
| Issued or guaranteed by U.S. | $119,476,000 | 366 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $128,611,000 | 312 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $129,717,000 | 917 |
| 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 | $106,781,000 | 1,175 |
| U.S. Government securities | $107,771,000 | 957 |
| U.S. Treasury securities | $10,218,000 | 2,624 |
| U.S. Government agency obligations | $97,553,000 | 802 |
| 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 | $990,000 | 28 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $97,553,000 | 620 |
| Certificates of participation in pools of residential mortgages | $97,553,000 | 425 |
| Issued or guaranteed by U.S. | $97,553,000 | 414 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| 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) | $106,781,000 | 386 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $107,771,000 | 1,125 |
| 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 | $60,699,000 | 2,166 |
| U.S. Government securities | $60,710,000 | 1,757 |
| U.S. Treasury securities | $10,166,000 | 3,344 |
| U.S. Government agency obligations | $50,544,000 | 1,384 |
| 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 | $11,000 | 321 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $50,544,000 | 1,005 |
| Certificates of participation in pools of residential mortgages | $50,544,000 | 696 |
| Issued or guaranteed by U.S. | $50,544,000 | 679 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| 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) | $60,699,000 | 1,221 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $60,710,000 | 2,123 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $21,115,000 | 5,892 |
| U.S. Government securities | $21,137,000 | 4,893 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $21,137,000 | 3,155 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $22,000 | 246 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,137,000 | 2,186 |
| Certificates of participation in pools of residential mortgages | $21,137,000 | 1,418 |
| Issued or guaranteed by U.S. | $21,137,000 | 1,397 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $21,137,000 | 5,759 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $66,830,000 | 2,018 |
| U.S. Government securities | $65,852,000 | 1,636 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $65,852,000 | 1,085 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-978,000 | 1,823 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $65,852,000 | 910 |
| Certificates of participation in pools of residential mortgages | $65,852,000 | 601 |
| Issued or guaranteed by U.S. | $65,852,000 | 565 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $65,852,000 | 2,002 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |