Home > Third Federal Savings and Loan Association of Cleveland > Securities
Third Federal Savings and Loan Association of Cleveland, Securities
| 2024-12-31 | Rank | |
| Total securities | $503,881,000 | 410 |
| U.S. Government securities | $503,881,000 | 303 |
| U.S. Treasury securities | $50,304,000 | 392 |
| U.S. Government agency obligations | $453,577,000 | 283 |
| Securities issued by states & political subdivisions | $0 | 3,707 |
| Other domestic debt securities | $0 | 2,330 |
| Privately issued residential mortgage-backed securities | $0 | 716 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 897 |
| Other domestic debt securities - All other | $0 | 1,833 |
| Foreign debt securities | $0 | 269 |
| 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 | $50,304,000 | 1,400 |
| Mortgage-backed securities | $453,577,000 | 254 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,863,000 | 2,697 |
| Privately issued | $0 | 197 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $449,714,000 | 109 |
| Privately issued | $0 | 569 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,653 |
| Other commercial mortgage-backed securities | $0 | 1,328 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $503,881,000 | 333 |
| Total debt securities | $503,881,000 | 404 |
| Structured notes | ||
| Amortized cost | $0 | 978 |
| Fair value | $0 | 977 |
| Trading account assets | $0 | 218 |
| Revaluation gains on off-balance sheet contracts | $0 | 2 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2024-09-30 | Rank | |
| Total securities | $522,407,000 | 401 |
| U.S. Government securities | $522,407,000 | 295 |
| U.S. Treasury securities | $68,932,000 | 292 |
| U.S. Government agency obligations | $453,475,000 | 285 |
| Securities issued by states & political subdivisions | $0 | 3,746 |
| Other domestic debt securities | $0 | 2,301 |
| Privately issued residential mortgage-backed securities | $0 | 713 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 561 |
| Structured financial products - Total | $0 | 793 |
| Other domestic debt securities - All other | $0 | 1,835 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,932,000 | 1,145 |
| Mortgage-backed securities | $453,475,000 | 260 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,074,000 | 2,685 |
| Privately issued | $0 | 200 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $449,401,000 | 108 |
| Privately issued | $0 | 568 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,640 |
| Other commercial mortgage-backed securities | $0 | 1,344 |
| Held to maturity securities (book value) | $0 | 1,702 |
| Available-for-sale securities (fair market value) | $522,407,000 | 327 |
| Total debt securities | $522,407,000 | 395 |
| Structured notes | ||
| Amortized cost | $0 | 1,000 |
| Fair value | $0 | 1,000 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 161 |
| 2024-06-30 | Rank | |
| Total securities | $519,223,000 | 410 |
| U.S. Government securities | $519,223,000 | 300 |
| U.S. Treasury securities | $68,581,000 | 306 |
| U.S. Government agency obligations | $450,642,000 | 279 |
| Securities issued by states & political subdivisions | $0 | 3,770 |
| Other domestic debt securities | $0 | 2,316 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 551 |
| Structured financial products - Total | $0 | 784 |
| Other domestic debt securities - All other | $0 | 1,858 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,581,000 | 1,149 |
| Mortgage-backed securities | $450,642,000 | 250 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,980,000 | 2,677 |
| Privately issued | $0 | 187 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $446,662,000 | 109 |
| Privately issued | $0 | 579 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,622 |
| Other commercial mortgage-backed securities | $0 | 1,337 |
| Held to maturity securities (book value) | $0 | 1,716 |
| Available-for-sale securities (fair market value) | $519,223,000 | 329 |
| Total debt securities | $519,223,000 | 403 |
| Structured notes | ||
| Amortized cost | $0 | 1,030 |
| Fair value | $0 | 1,030 |
| Trading account assets | $0 | 220 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 159 |
| 2024-03-31 | Rank | |
| Total securities | $516,444,000 | 418 |
| U.S. Government securities | $516,444,000 | 303 |
| U.S. Treasury securities | $68,335,000 | 335 |
| U.S. Government agency obligations | $448,109,000 | 304 |
| Securities issued by states & political subdivisions | $0 | 3,753 |
| Other domestic debt securities | $0 | 2,328 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 725 |
| Other domestic debt securities - All other | $0 | 1,839 |
| Foreign debt securities | $0 | 306 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,335,000 | 1,172 |
| Mortgage-backed securities | $448,109,000 | 251 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,959,000 | 3,034 |
| Privately issued | $0 | 224 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $446,150,000 | 100 |
| Privately issued | $0 | 525 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,620 |
| Other commercial mortgage-backed securities | $0 | 1,356 |
| Held to maturity securities (book value) | $0 | 1,732 |
| Available-for-sale securities (fair market value) | $516,444,000 | 337 |
| Total debt securities | $516,444,000 | 411 |
| Structured notes | ||
| Amortized cost | $0 | 1,052 |
| Fair value | $0 | 1,052 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 161 |
| 2023-12-31 | Rank | |
| Total securities | $521,430,000 | 420 |
| U.S. Government securities | $521,430,000 | 299 |
| U.S. Treasury securities | $68,256,000 | 359 |
| U.S. Government agency obligations | $453,174,000 | 303 |
| 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 | $68,256,000 | 1,198 |
| Mortgage-backed securities | $453,174,000 | 250 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,086,000 | 3,004 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $451,088,000 | 99 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $521,430,000 | 337 |
| Total debt securities | $521,430,000 | 413 |
| 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 | $504,678,000 | 429 |
| U.S. Government securities | $504,678,000 | 306 |
| U.S. Treasury securities | $59,813,000 | 414 |
| U.S. Government agency obligations | $444,865,000 | 301 |
| 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 | $59,813,000 | 1,263 |
| Mortgage-backed securities | $444,865,000 | 252 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,858,000 | 3,041 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $443,007,000 | 98 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $504,678,000 | 346 |
| Total debt securities | $504,678,000 | 420 |
| 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 | $509,648,000 | 431 |
| U.S. Government securities | $509,648,000 | 300 |
| U.S. Treasury securities | $59,454,000 | 422 |
| U.S. Government agency obligations | $450,194,000 | 296 |
| 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 | $59,454,000 | 1,248 |
| Mortgage-backed securities | $450,194,000 | 248 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,990,000 | 3,047 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $448,204,000 | 95 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $509,648,000 | 349 |
| Total debt securities | $509,648,000 | 423 |
| 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 | $478,946,000 | 476 |
| U.S. Government securities | $478,946,000 | 329 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $478,946,000 | 279 |
| 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 | $0 | 3,989 |
| Mortgage-backed securities | $478,946,000 | 252 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $951,000 | 3,308 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $477,995,000 | 95 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $478,946,000 | 386 |
| Total debt securities | $478,946,000 | 469 |
| 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 | $469,480,000 | 492 |
| U.S. Government securities | $469,480,000 | 341 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $469,480,000 | 287 |
| 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 | $0 | 3,972 |
| Mortgage-backed securities | $469,480,000 | 257 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $942,000 | 3,339 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $468,538,000 | 101 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $469,480,000 | 399 |
| Total debt securities | $469,480,000 | 484 |
| 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 | $454,289,000 | 508 |
| U.S. Government securities | $454,289,000 | 346 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $454,289,000 | 296 |
| 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 | $0 | 3,998 |
| Mortgage-backed securities | $454,289,000 | 267 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,021,000 | 3,338 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $453,268,000 | 106 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $454,289,000 | 417 |
| Total debt securities | $454,289,000 | 502 |
| 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 | $446,113,000 | 539 |
| U.S. Government securities | $446,113,000 | 374 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $446,113,000 | 317 |
| 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 | $0 | 4,021 |
| Mortgage-backed securities | $446,113,000 | 279 |
| Certificates of participation in pools of residential mortgages | $1,144,000 | 3,429 |
| Issued or guaranteed by U.S. | $1,144,000 | 3,338 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $444,969,000 | 122 |
| CMOs issued by government agencies or sponsored agencies | $444,969,000 | 109 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $446,113,000 | 455 |
| Total debt securities | $446,113,000 | 529 |
| 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 | $439,383,000 | 542 |
| U.S. Government securities | $439,383,000 | 368 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $439,383,000 | 321 |
| 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 | $0 | 4,045 |
| Mortgage-backed securities | $439,383,000 | 296 |
| Certificates of participation in pools of residential mortgages | $5,243,000 | 2,781 |
| Issued or guaranteed by U.S. | $5,243,000 | 2,705 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $434,140,000 | 128 |
| CMOs issued by government agencies or sponsored agencies | $434,140,000 | 117 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $439,383,000 | 465 |
| Total debt securities | $439,383,000 | 533 |
| 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 | $419,795,000 | 542 |
| U.S. Government securities | $419,795,000 | 366 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $419,795,000 | 334 |
| 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 | $0 | 4,071 |
| Mortgage-backed securities | $419,795,000 | 307 |
| Certificates of participation in pools of residential mortgages | $5,376,000 | 2,751 |
| Issued or guaranteed by U.S. | $5,376,000 | 2,667 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $414,419,000 | 130 |
| CMOs issued by government agencies or sponsored agencies | $414,419,000 | 122 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $419,795,000 | 478 |
| Total debt securities | $419,795,000 | 529 |
| 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 | $421,783,000 | 502 |
| U.S. Government securities | $421,783,000 | 351 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $421,783,000 | 332 |
| 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 | $0 | 4,110 |
| Mortgage-backed securities | $421,783,000 | 305 |
| Certificates of participation in pools of residential mortgages | $5,542,000 | 2,746 |
| Issued or guaranteed by U.S. | $5,542,000 | 2,674 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $416,241,000 | 127 |
| CMOs issued by government agencies or sponsored agencies | $416,241,000 | 120 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $421,783,000 | 451 |
| Total debt securities | $421,783,000 | 495 |
| 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 | $419,444,000 | 485 |
| U.S. Government securities | $419,444,000 | 335 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $419,444,000 | 318 |
| 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 | $0 | 4,151 |
| Mortgage-backed securities | $419,444,000 | 285 |
| Certificates of participation in pools of residential mortgages | $5,777,000 | 2,701 |
| Issued or guaranteed by U.S. | $5,777,000 | 2,623 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $413,667,000 | 125 |
| CMOs issued by government agencies or sponsored agencies | $413,667,000 | 119 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $419,444,000 | 438 |
| Total debt securities | $419,444,000 | 480 |
| 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 | $421,021,000 | 448 |
| U.S. Government securities | $421,021,000 | 309 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $421,021,000 | 291 |
| 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 | $0 | 4,172 |
| Mortgage-backed securities | $421,021,000 | 267 |
| Certificates of participation in pools of residential mortgages | $5,921,000 | 2,634 |
| Issued or guaranteed by U.S. | $5,921,000 | 2,559 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $415,100,000 | 124 |
| CMOs issued by government agencies or sponsored agencies | $415,100,000 | 116 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $421,021,000 | 402 |
| Total debt securities | $421,021,000 | 441 |
| 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 | $447,609,000 | 399 |
| U.S. Government securities | $447,609,000 | 277 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $447,609,000 | 265 |
| 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 | $0 | 4,195 |
| Mortgage-backed securities | $447,609,000 | 236 |
| Certificates of participation in pools of residential mortgages | $6,109,000 | 2,538 |
| Issued or guaranteed by U.S. | $6,109,000 | 2,467 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $441,500,000 | 115 |
| CMOs issued by government agencies or sponsored agencies | $441,500,000 | 109 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $447,609,000 | 359 |
| Total debt securities | $447,609,000 | 394 |
| 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 | $453,438,000 | 370 |
| U.S. Government securities | $453,438,000 | 263 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $453,438,000 | 250 |
| 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 | $0 | 4,211 |
| Mortgage-backed securities | $453,438,000 | 223 |
| Certificates of participation in pools of residential mortgages | $6,235,000 | 2,497 |
| Issued or guaranteed by U.S. | $6,235,000 | 2,422 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $447,203,000 | 109 |
| CMOs issued by government agencies or sponsored agencies | $447,203,000 | 104 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $453,438,000 | 332 |
| Total debt securities | $453,438,000 | 363 |
| 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 | $514,330,000 | 327 |
| U.S. Government securities | $514,330,000 | 243 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $514,330,000 | 227 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,254 |
| Mortgage-backed securities | $514,330,000 | 210 |
| Certificates of participation in pools of residential mortgages | $6,390,000 | 2,453 |
| Issued or guaranteed by U.S. | $6,390,000 | 2,380 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $507,940,000 | 103 |
| CMOs issued by government agencies or sponsored agencies | $507,940,000 | 100 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $514,330,000 | 294 |
| Total debt securities | $514,330,000 | 323 |
| 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 | $545,484,000 | 309 |
| U.S. Government securities | $545,484,000 | 234 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $545,484,000 | 223 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,281 |
| Mortgage-backed securities | $545,484,000 | 203 |
| Certificates of participation in pools of residential mortgages | $6,581,000 | 2,445 |
| Issued or guaranteed by U.S. | $6,581,000 | 2,363 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $538,903,000 | 96 |
| CMOs issued by government agencies or sponsored agencies | $538,903,000 | 93 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $545,484,000 | 272 |
| Total debt securities | $545,484,000 | 305 |
| 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 | $553,997,000 | 296 |
| U.S. Government securities | $553,997,000 | 236 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $553,997,000 | 225 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,345 |
| Mortgage-backed securities | $553,997,000 | 205 |
| Certificates of participation in pools of residential mortgages | $6,655,000 | 2,372 |
| Issued or guaranteed by U.S. | $6,655,000 | 2,310 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $547,342,000 | 98 |
| CMOs issued by government agencies or sponsored agencies | $547,342,000 | 94 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $553,997,000 | 261 |
| Total debt securities | $553,997,000 | 292 |
| 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 | $547,864,000 | 303 |
| U.S. Government securities | $547,864,000 | 237 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $547,864,000 | 222 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,426 |
| Mortgage-backed securities | $547,864,000 | 199 |
| Certificates of participation in pools of residential mortgages | $6,822,000 | 2,315 |
| Issued or guaranteed by U.S. | $6,822,000 | 2,248 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $541,042,000 | 102 |
| CMOs issued by government agencies or sponsored agencies | $541,042,000 | 98 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $547,864,000 | 266 |
| Total debt securities | $547,864,000 | 299 |
| 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 | $560,947,000 | 300 |
| U.S. Government securities | $560,947,000 | 236 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $560,947,000 | 224 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,470 |
| Mortgage-backed securities | $560,947,000 | 197 |
| Certificates of participation in pools of residential mortgages | $7,629,000 | 2,215 |
| Issued or guaranteed by U.S. | $7,629,000 | 2,170 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $553,318,000 | 101 |
| CMOs issued by government agencies or sponsored agencies | $553,318,000 | 98 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $560,947,000 | 265 |
| Total debt securities | $560,946,000 | 295 |
| 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 | $570,583,000 | 296 |
| U.S. Government securities | $570,583,000 | 233 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $570,583,000 | 219 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,517 |
| Mortgage-backed securities | $570,583,000 | 193 |
| Certificates of participation in pools of residential mortgages | $7,746,000 | 2,217 |
| Issued or guaranteed by U.S. | $7,746,000 | 2,169 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $562,837,000 | 99 |
| CMOs issued by government agencies or sponsored agencies | $562,837,000 | 95 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $570,583,000 | 258 |
| Total debt securities | $570,583,000 | 291 |
| 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 | $560,500,000 | 298 |
| U.S. Government securities | $560,500,000 | 236 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $560,500,000 | 219 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,567 |
| Mortgage-backed securities | $560,500,000 | 195 |
| Certificates of participation in pools of residential mortgages | $7,891,000 | 2,204 |
| Issued or guaranteed by U.S. | $7,891,000 | 2,170 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $552,609,000 | 99 |
| CMOs issued by government agencies or sponsored agencies | $552,609,000 | 96 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $560,500,000 | 261 |
| Total debt securities | $560,500,000 | 294 |
| 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 | $527,997,000 | 311 |
| U.S. Government securities | $527,997,000 | 248 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $527,997,000 | 234 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $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 | $0 | 4,627 |
| Mortgage-backed securities | $527,997,000 | 204 |
| Certificates of participation in pools of residential mortgages | $7,998,000 | 2,217 |
| Issued or guaranteed by U.S. | $7,998,000 | 2,206 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $519,999,000 | 97 |
| CMOs issued by government agencies or sponsored agencies | $519,999,000 | 92 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $527,997,000 | 272 |
| Total debt securities | $527,997,000 | 306 |
| 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 | $537,991,000 | 304 |
| U.S. Government securities | $537,991,000 | 244 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $537,991,000 | 232 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $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 | $0 | 4,680 |
| Mortgage-backed securities | $537,991,000 | 204 |
| Certificates of participation in pools of residential mortgages | $8,180,000 | 2,242 |
| Issued or guaranteed by U.S. | $8,180,000 | 2,138 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $529,811,000 | 96 |
| CMOs issued by government agencies or sponsored agencies | $529,811,000 | 91 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $537,991,000 | 265 |
| Total debt securities | $537,991,000 | 300 |
| 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 | $545,001,000 | 306 |
| U.S. Government securities | $545,001,000 | 241 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $545,001,000 | 229 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $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 | $0 | 4,746 |
| Mortgage-backed securities | $545,001,000 | 200 |
| Certificates of participation in pools of residential mortgages | $8,457,000 | 2,241 |
| Issued or guaranteed by U.S. | $8,457,000 | 2,239 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $536,544,000 | 95 |
| CMOs issued by government agencies or sponsored agencies | $536,544,000 | 89 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $545,001,000 | 267 |
| Total debt securities | $545,001,000 | 300 |
| 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 | $538,991,000 | 302 |
| U.S. Government securities | $538,991,000 | 233 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $538,991,000 | 226 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $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 | $0 | 4,818 |
| Mortgage-backed securities | $538,991,000 | 197 |
| Certificates of participation in pools of residential mortgages | $8,712,000 | 2,258 |
| Issued or guaranteed by U.S. | $8,712,000 | 2,255 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $530,279,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $530,279,000 | 86 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $538,991,000 | 265 |
| Total debt securities | $538,991,000 | 295 |
| 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 | $537,479,000 | 307 |
| U.S. Government securities | $537,479,000 | 231 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $537,479,000 | 224 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $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 | $0 | 4,886 |
| Mortgage-backed securities | $537,479,000 | 196 |
| Certificates of participation in pools of residential mortgages | $8,943,000 | 2,285 |
| Issued or guaranteed by U.S. | $8,943,000 | 2,284 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $528,536,000 | 92 |
| CMOs issued by government agencies or sponsored agencies | $528,536,000 | 86 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $537,479,000 | 267 |
| Total debt securities | $537,479,000 | 299 |
| 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 | $529,579,000 | 314 |
| U.S. Government securities | $529,579,000 | 235 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $529,579,000 | 227 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $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 | $0 | 4,931 |
| Mortgage-backed securities | $529,579,000 | 200 |
| Certificates of participation in pools of residential mortgages | $9,073,000 | 2,298 |
| Issued or guaranteed by U.S. | $9,073,000 | 2,297 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $520,506,000 | 89 |
| CMOs issued by government agencies or sponsored agencies | $520,506,000 | 86 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $529,579,000 | 273 |
| Total debt securities | $529,579,000 | 307 |
| 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 | $536,178,000 | 305 |
| U.S. Government securities | $536,178,000 | 235 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $536,178,000 | 228 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $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 | $0 | 4,985 |
| Mortgage-backed securities | $536,178,000 | 197 |
| Certificates of participation in pools of residential mortgages | $9,224,000 | 2,336 |
| Issued or guaranteed by U.S. | $9,224,000 | 2,334 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $526,954,000 | 89 |
| CMOs issued by government agencies or sponsored agencies | $526,954,000 | 88 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $536,178,000 | 262 |
| Total debt securities | $536,178,000 | 300 |
| 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 | $524,175,000 | 305 |
| U.S. Government securities | $524,175,000 | 230 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $524,175,000 | 224 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $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 | $0 | 5,033 |
| Mortgage-backed securities | $524,175,000 | 203 |
| Certificates of participation in pools of residential mortgages | $9,472,000 | 2,301 |
| Issued or guaranteed by U.S. | $9,472,000 | 2,297 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $514,703,000 | 88 |
| CMOs issued by government agencies or sponsored agencies | $514,703,000 | 85 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $524,175,000 | 262 |
| Total debt securities | $524,175,000 | 301 |
| 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 | $517,866,000 | 302 |
| U.S. Government securities | $517,866,000 | 227 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $517,866,000 | 215 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $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 | $0 | 5,116 |
| Mortgage-backed securities | $517,866,000 | 197 |
| Certificates of participation in pools of residential mortgages | $9,869,000 | 2,268 |
| Issued or guaranteed by U.S. | $9,869,000 | 2,267 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $507,997,000 | 92 |
| CMOs issued by government agencies or sponsored agencies | $507,997,000 | 87 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $517,866,000 | 263 |
| Total debt securities | $517,866,000 | 296 |
| 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 | $530,153,000 | 294 |
| U.S. Government securities | $530,153,000 | 222 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $530,153,000 | 215 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $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 | $0 | 5,199 |
| Mortgage-backed securities | $530,153,000 | 193 |
| Certificates of participation in pools of residential mortgages | $10,064,000 | 2,312 |
| Issued or guaranteed by U.S. | $10,064,000 | 2,308 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $520,089,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $520,089,000 | 85 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $530,153,000 | 260 |
| Total debt securities | $530,153,000 | 288 |
| 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 | $568,918,000 | 279 |
| U.S. Government securities | $568,918,000 | 214 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $568,918,000 | 210 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $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 | $0 | 5,255 |
| Mortgage-backed securities | $568,918,000 | 187 |
| Certificates of participation in pools of residential mortgages | $10,304,000 | 2,313 |
| Issued or guaranteed by U.S. | $10,304,000 | 2,312 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $558,614,000 | 86 |
| CMOs issued by government agencies or sponsored agencies | $558,614,000 | 79 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $568,918,000 | 244 |
| Total debt securities | $568,918,000 | 272 |
| 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 | $588,406,000 | 270 |
| U.S. Government securities | $588,406,000 | 207 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $588,406,000 | 200 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $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 | $0 | 5,301 |
| Mortgage-backed securities | $588,406,000 | 175 |
| Certificates of participation in pools of residential mortgages | $10,259,000 | 2,304 |
| Issued or guaranteed by U.S. | $10,259,000 | 2,302 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $578,147,000 | 83 |
| CMOs issued by government agencies or sponsored agencies | $578,147,000 | 79 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $588,406,000 | 234 |
| Total debt securities | $588,406,000 | 264 |
| 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 | $585,053,000 | 279 |
| U.S. Government securities | $585,053,000 | 208 |
| U.S. Treasury securities | $2,002,000 | 821 |
| U.S. Government agency obligations | $583,051,000 | 203 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $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 | $0 | 5,371 |
| Mortgage-backed securities | $583,051,000 | 173 |
| Certificates of participation in pools of residential mortgages | $10,600,000 | 2,296 |
| Issued or guaranteed by U.S. | $10,600,000 | 2,294 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $572,451,000 | 84 |
| CMOs issued by government agencies or sponsored agencies | $572,451,000 | 78 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $585,053,000 | 239 |
| Total debt securities | $585,053,000 | 270 |
| 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 | $569,352,000 | 279 |
| U.S. Government securities | $569,352,000 | 213 |
| U.S. Treasury securities | $2,008,000 | 815 |
| U.S. Government agency obligations | $567,344,000 | 209 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $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 | $0 | 5,428 |
| Mortgage-backed securities | $567,344,000 | 174 |
| Certificates of participation in pools of residential mortgages | $10,730,000 | 2,331 |
| Issued or guaranteed by U.S. | $10,730,000 | 2,330 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $556,614,000 | 88 |
| CMOs issued by government agencies or sponsored agencies | $556,614,000 | 82 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $569,352,000 | 242 |
| Total debt securities | $569,352,000 | 270 |
| 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 | $586,091,000 | 272 |
| U.S. Government securities | $586,091,000 | 207 |
| U.S. Treasury securities | $2,012,000 | 799 |
| U.S. Government agency obligations | $584,079,000 | 205 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $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 | $0 | 5,487 |
| Mortgage-backed securities | $584,079,000 | 170 |
| Certificates of participation in pools of residential mortgages | $10,929,000 | 2,353 |
| Issued or guaranteed by U.S. | $10,929,000 | 2,353 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $573,150,000 | 86 |
| CMOs issued by government agencies or sponsored agencies | $573,150,000 | 82 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $586,091,000 | 236 |
| Total debt securities | $586,091,000 | 267 |
| 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 | $580,467,000 | 266 |
| U.S. Government securities | $580,467,000 | 209 |
| U.S. Treasury securities | $2,017,000 | 802 |
| U.S. Government agency obligations | $578,450,000 | 206 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $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 | $0 | 5,563 |
| Mortgage-backed securities | $578,450,000 | 172 |
| Certificates of participation in pools of residential mortgages | $11,146,000 | 2,380 |
| Issued or guaranteed by U.S. | $11,146,000 | 2,377 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $567,304,000 | 85 |
| CMOs issued by government agencies or sponsored agencies | $567,304,000 | 80 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $580,467,000 | 231 |
| Total debt securities | $580,467,000 | 259 |
| 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 | $568,868,000 | 269 |
| U.S. Government securities | $568,868,000 | 206 |
| U.S. Treasury securities | $2,023,000 | 800 |
| U.S. Government agency obligations | $566,845,000 | 204 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $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 | $0 | 5,639 |
| Mortgage-backed securities | $566,845,000 | 175 |
| Certificates of participation in pools of residential mortgages | $11,240,000 | 2,440 |
| Issued or guaranteed by U.S. | $11,240,000 | 2,437 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $555,605,000 | 92 |
| CMOs issued by government agencies or sponsored agencies | $555,605,000 | 83 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $568,868,000 | 233 |
| Total debt securities | $568,868,000 | 263 |
| 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 | $524,314,000 | 284 |
| U.S. Government securities | $524,314,000 | 220 |
| U.S. Treasury securities | $2,028,000 | 760 |
| U.S. Government agency obligations | $522,286,000 | 217 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $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 | $0 | 5,698 |
| Mortgage-backed securities | $522,286,000 | 188 |
| Certificates of participation in pools of residential mortgages | $22,293,000 | 1,633 |
| Issued or guaranteed by U.S. | $22,293,000 | 1,632 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $499,993,000 | 98 |
| CMOs issued by government agencies or sponsored agencies | $499,993,000 | 88 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $524,314,000 | 249 |
| Total debt securities | $524,314,000 | 277 |
| 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 | $486,040,000 | 314 |
| U.S. Government securities | $486,040,000 | 237 |
| U.S. Treasury securities | $2,031,000 | 686 |
| U.S. Government agency obligations | $484,009,000 | 232 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $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 | $0 | 5,749 |
| Mortgage-backed securities | $484,009,000 | 195 |
| Certificates of participation in pools of residential mortgages | $22,991,000 | 1,607 |
| Issued or guaranteed by U.S. | $22,991,000 | 1,607 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $461,018,000 | 106 |
| CMOs issued by government agencies or sponsored agencies | $461,018,000 | 95 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $486,040,000 | 265 |
| Total debt securities | $486,040,000 | 306 |
| 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 | $482,706,000 | 316 |
| U.S. Government securities | $482,706,000 | 232 |
| U.S. Treasury securities | $2,033,000 | 655 |
| U.S. Government agency obligations | $480,673,000 | 226 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $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 | $0 | 5,833 |
| Mortgage-backed securities | $480,673,000 | 192 |
| Certificates of participation in pools of residential mortgages | $23,787,000 | 1,578 |
| Issued or guaranteed by U.S. | $23,787,000 | 1,578 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $456,886,000 | 106 |
| CMOs issued by government agencies or sponsored agencies | $456,886,000 | 94 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $482,706,000 | 272 |
| Total debt securities | $482,706,000 | 309 |
| 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 | $471,901,000 | 326 |
| U.S. Government securities | $471,901,000 | 239 |
| U.S. Treasury securities | $2,038,000 | 634 |
| U.S. Government agency obligations | $469,863,000 | 237 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $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 | $0 | 5,888 |
| Mortgage-backed securities | $469,863,000 | 202 |
| Certificates of participation in pools of residential mortgages | $25,286,000 | 1,520 |
| Issued or guaranteed by U.S. | $25,286,000 | 1,516 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $444,577,000 | 104 |
| CMOs issued by government agencies or sponsored agencies | $444,577,000 | 94 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $471,901,000 | 280 |
| Total debt securities | $471,901,000 | 321 |
| 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 | $447,662,000 | 344 |
| U.S. Government securities | $447,662,000 | 255 |
| U.S. Treasury securities | $2,037,000 | 648 |
| U.S. Government agency obligations | $445,625,000 | 250 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $445,625,000 | 209 |
| Certificates of participation in pools of residential mortgages | $26,555,000 | 1,452 |
| Issued or guaranteed by U.S. | $26,555,000 | 1,450 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $419,070,000 | 113 |
| CMOs issued by government agencies or sponsored agencies | $419,070,000 | 98 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $447,662,000 | 299 |
| Total debt securities | $447,662,000 | 338 |
| 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 | $449,678,000 | 342 |
| U.S. Government securities | $449,678,000 | 256 |
| U.S. Treasury securities | $2,048,000 | 665 |
| U.S. Government agency obligations | $447,630,000 | 251 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $447,630,000 | 214 |
| Certificates of participation in pools of residential mortgages | $23,163,000 | 1,633 |
| Issued or guaranteed by U.S. | $23,163,000 | 1,632 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $424,467,000 | 115 |
| CMOs issued by government agencies or sponsored agencies | $424,467,000 | 99 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $449,678,000 | 300 |
| Total debt securities | $449,679,000 | 334 |
| 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 | $443,253,000 | 342 |
| U.S. Government securities | $443,253,000 | 252 |
| U.S. Treasury securities | $2,051,000 | 651 |
| U.S. Government agency obligations | $441,202,000 | 249 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $441,202,000 | 211 |
| Certificates of participation in pools of residential mortgages | $24,461,000 | 1,553 |
| Issued or guaranteed by U.S. | $24,461,000 | 1,551 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $416,741,000 | 119 |
| CMOs issued by government agencies or sponsored agencies | $416,741,000 | 107 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $443,253,000 | 298 |
| Total debt securities | $443,253,000 | 333 |
| 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 | $413,338,000 | 367 |
| U.S. Government securities | $413,338,000 | 280 |
| U.S. Treasury securities | $2,056,000 | 608 |
| U.S. Government agency obligations | $411,282,000 | 275 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $411,282,000 | 235 |
| Certificates of participation in pools of residential mortgages | $25,664,000 | 1,563 |
| Issued or guaranteed by U.S. | $25,664,000 | 1,561 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $385,618,000 | 125 |
| CMOs issued by government agencies or sponsored agencies | $385,618,000 | 113 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $413,338,000 | 326 |
| Total debt securities | $413,337,000 | 363 |
| 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 | $376,024,000 | 412 |
| U.S. Government securities | $376,024,000 | 304 |
| U.S. Treasury securities | $2,050,000 | 596 |
| U.S. Government agency obligations | $373,974,000 | 300 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $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 | $2,050,000 | 5,301 |
| Mortgage-backed securities | $373,974,000 | 255 |
| Certificates of participation in pools of residential mortgages | $26,525,000 | 1,552 |
| Issued or guaranteed by U.S. | $26,525,000 | 1,550 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $347,449,000 | 139 |
| CMOs issued by government agencies or sponsored agencies | $347,449,000 | 129 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $376,024,000 | 362 |
| Total debt securities | $376,024,000 | 404 |
| 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 | $380,195,000 | 404 |
| U.S. Government securities | $380,195,000 | 310 |
| U.S. Treasury securities | $2,040,000 | 646 |
| U.S. Government agency obligations | $378,155,000 | 302 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $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 | $2,040,000 | 5,337 |
| Mortgage-backed securities | $378,155,000 | 259 |
| Certificates of participation in pools of residential mortgages | $26,678,000 | 1,523 |
| Issued or guaranteed by U.S. | $26,678,000 | 1,520 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $351,477,000 | 142 |
| CMOs issued by government agencies or sponsored agencies | $351,477,000 | 129 |
| 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) | $374,517,000 | 72 |
| Available-for-sale securities (fair market value) | $5,678,000 | 5,866 |
| Total debt securities | $380,193,000 | 399 |
| 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 | $356,469,000 | 416 |
| U.S. Government securities | $356,469,000 | 319 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $356,469,000 | 311 |
| 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 | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $354,417,000 | 260 |
| Certificates of participation in pools of residential mortgages | $27,974,000 | 1,400 |
| Issued or guaranteed by U.S. | $27,974,000 | 1,398 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $326,443,000 | 144 |
| CMOs issued by government agencies or sponsored agencies | $326,443,000 | 127 |
| 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) | $350,459,000 | 73 |
| Available-for-sale securities (fair market value) | $6,010,000 | 5,819 |
| Total debt securities | $356,469,000 | 413 |
| 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 | $398,883,000 | 368 |
| U.S. Government securities | $398,883,000 | 281 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $398,883,000 | 272 |
| 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 | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $396,837,000 | 226 |
| Certificates of participation in pools of residential mortgages | $30,038,000 | 1,279 |
| Issued or guaranteed by U.S. | $30,038,000 | 1,275 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $366,799,000 | 128 |
| CMOs issued by government agencies or sponsored agencies | $366,799,000 | 112 |
| 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) | $392,528,000 | 69 |
| Available-for-sale securities (fair market value) | $6,355,000 | 5,795 |
| Total debt securities | $398,883,000 | 362 |
| 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 | $448,436,000 | 330 |
| U.S. Government securities | $448,436,000 | 248 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $448,436,000 | 239 |
| 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 | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $446,453,000 | 207 |
| Certificates of participation in pools of residential mortgages | $30,996,000 | 1,201 |
| Issued or guaranteed by U.S. | $30,996,000 | 1,196 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $415,457,000 | 112 |
| CMOs issued by government agencies or sponsored agencies | $415,457,000 | 95 |
| 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) | $441,692,000 | 62 |
| Available-for-sale securities (fair market value) | $6,744,000 | 5,820 |
| Total debt securities | $448,436,000 | 322 |
| 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 | $483,772,000 | 306 |
| U.S. Government securities | $483,772,000 | 231 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $483,772,000 | 227 |
| 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 | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $481,847,000 | 193 |
| Certificates of participation in pools of residential mortgages | $32,336,000 | 1,136 |
| Issued or guaranteed by U.S. | $32,336,000 | 1,130 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $449,511,000 | 105 |
| CMOs issued by government agencies or sponsored agencies | $449,511,000 | 88 |
| 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) | $476,603,000 | 59 |
| Available-for-sale securities (fair market value) | $7,169,000 | 5,759 |
| Total debt securities | $483,772,000 | 300 |
| 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 | $559,082,000 | 265 |
| U.S. Government securities | $559,082,000 | 198 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $559,082,000 | 193 |
| 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 | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $557,147,000 | 159 |
| Certificates of participation in pools of residential mortgages | $33,778,000 | 1,054 |
| Issued or guaranteed by U.S. | $33,778,000 | 1,045 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $523,369,000 | 92 |
| CMOs issued by government agencies or sponsored agencies | $523,369,000 | 76 |
| 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) | $551,255,000 | 48 |
| Available-for-sale securities (fair market value) | $7,827,000 | 5,590 |
| Total debt securities | $559,082,000 | 261 |
| 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 | $660,890,000 | 210 |
| U.S. Government securities | $660,890,000 | 165 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $660,890,000 | 156 |
| 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 | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $653,827,000 | 138 |
| Certificates of participation in pools of residential mortgages | $35,939,000 | 970 |
| Issued or guaranteed by U.S. | $35,939,000 | 962 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $617,888,000 | 75 |
| CMOs issued by government agencies or sponsored agencies | $617,888,000 | 59 |
| 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) | $646,940,000 | 37 |
| Available-for-sale securities (fair market value) | $13,950,000 | 4,674 |
| Total debt securities | $660,890,000 | 208 |
| 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 | $657,239,000 | 207 |
| U.S. Government securities | $657,239,000 | 167 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $657,239,000 | 159 |
| 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 | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $650,103,000 | 140 |
| Certificates of participation in pools of residential mortgages | $21,593,000 | 1,458 |
| Issued or guaranteed by U.S. | $21,593,000 | 1,453 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $628,510,000 | 75 |
| CMOs issued by government agencies or sponsored agencies | $628,510,000 | 58 |
| 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) | $642,376,000 | 38 |
| Available-for-sale securities (fair market value) | $14,863,000 | 4,586 |
| Total debt securities | $657,239,000 | 207 |
| 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 | $642,542,000 | 208 |
| U.S. Government securities | $642,542,000 | 165 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $642,542,000 | 160 |
| 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 | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $635,341,000 | 144 |
| Certificates of participation in pools of residential mortgages | $24,338,000 | 1,405 |
| Issued or guaranteed by U.S. | $24,338,000 | 1,400 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $611,003,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $611,003,000 | 56 |
| 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) | $626,754,000 | 40 |
| Available-for-sale securities (fair market value) | $15,788,000 | 4,494 |
| Total debt securities | $642,542,000 | 205 |
| 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 | $638,232,000 | 210 |
| U.S. Government securities | $638,232,000 | 165 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $638,232,000 | 161 |
| 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 | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $630,965,000 | 147 |
| Certificates of participation in pools of residential mortgages | $24,903,000 | 1,427 |
| Issued or guaranteed by U.S. | $24,903,000 | 1,420 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $606,062,000 | 75 |
| CMOs issued by government agencies or sponsored agencies | $606,062,000 | 55 |
| 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) | $627,413,000 | 42 |
| Available-for-sale securities (fair market value) | $10,819,000 | 5,180 |
| Total debt securities | $638,232,000 | 206 |
| 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 | $590,712,000 | 230 |
| U.S. Government securities | $590,712,000 | 174 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $590,712,000 | 167 |
| 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 | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $583,384,000 | 154 |
| Certificates of participation in pools of residential mortgages | $25,539,000 | 1,440 |
| Issued or guaranteed by U.S. | $25,539,000 | 1,433 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $557,845,000 | 81 |
| CMOs issued by government agencies or sponsored agencies | $557,845,000 | 57 |
| 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) | $578,330,000 | 50 |
| Available-for-sale securities (fair market value) | $12,382,000 | 4,965 |
| Total debt securities | $590,712,000 | 222 |
| 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 | $634,315,000 | 215 |
| U.S. Government securities | $634,315,000 | 163 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $634,315,000 | 158 |
| 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 | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $626,952,000 | 147 |
| Certificates of participation in pools of residential mortgages | $26,279,000 | 1,429 |
| Issued or guaranteed by U.S. | $26,279,000 | 1,421 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $600,673,000 | 78 |
| CMOs issued by government agencies or sponsored agencies | $600,673,000 | 56 |
| 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) | $619,569,000 | 43 |
| Available-for-sale securities (fair market value) | $14,746,000 | 4,637 |
| Total debt securities | $634,315,000 | 205 |
| 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 | $731,337,000 | 199 |
| U.S. Government securities | $731,337,000 | 148 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $731,337,000 | 142 |
| 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 | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $723,961,000 | 133 |
| Certificates of participation in pools of residential mortgages | $27,893,000 | 1,399 |
| Issued or guaranteed by U.S. | $27,893,000 | 1,387 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $696,068,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $696,068,000 | 50 |
| 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) | $713,953,000 | 37 |
| Available-for-sale securities (fair market value) | $17,384,000 | 4,282 |
| Total debt securities | $731,337,000 | 194 |
| 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 | $797,874,000 | 180 |
| U.S. Government securities | $797,874,000 | 140 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $797,874,000 | 136 |
| 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 | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $790,460,000 | 124 |
| Certificates of participation in pools of residential mortgages | $29,155,000 | 1,305 |
| Issued or guaranteed by U.S. | $29,155,000 | 1,296 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $761,305,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $761,305,000 | 46 |
| 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) | $778,177,000 | 33 |
| Available-for-sale securities (fair market value) | $19,697,000 | 4,022 |
| Total debt securities | $797,874,000 | 174 |
| 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 | $838,941,000 | 169 |
| U.S. Government securities | $838,941,000 | 124 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $838,941,000 | 121 |
| 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 | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $831,746,000 | 114 |
| Certificates of participation in pools of residential mortgages | $30,529,000 | 1,209 |
| Issued or guaranteed by U.S. | $30,529,000 | 1,196 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $801,217,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $801,217,000 | 41 |
| 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) | $817,750,000 | 30 |
| Available-for-sale securities (fair market value) | $21,191,000 | 3,769 |
| Total debt securities | $838,941,000 | 164 |
| 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 | $887,977,000 | 167 |
| U.S. Government securities | $887,971,000 | 126 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $887,971,000 | 123 |
| 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 | $6,000 | 1,901 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $880,834,000 | 114 |
| Certificates of participation in pools of residential mortgages | $32,056,000 | 1,153 |
| Issued or guaranteed by U.S. | $32,056,000 | 1,139 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $848,778,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $848,778,000 | 39 |
| 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) | $865,165,000 | 33 |
| Available-for-sale securities (fair market value) | $22,812,000 | 3,660 |
| Total debt securities | $887,971,000 | 162 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $964,653,000 | 163 |
| U.S. Government securities | $964,647,000 | 118 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $964,647,000 | 114 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| 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 | $6,000 | 1,879 |
| 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 | $937,253,000 | 113 |
| Certificates of participation in pools of residential mortgages | $34,280,000 | 1,037 |
| Issued or guaranteed by U.S. | $34,280,000 | 1,026 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $902,973,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $902,973,000 | 36 |
| 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) | $919,202,000 | 26 |
| Available-for-sale securities (fair market value) | $45,451,000 | 2,212 |
| Total debt securities | $964,647,000 | 158 |
| 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 | $936,102,000 | 169 |
| U.S. Government securities | $936,096,000 | 124 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $936,096,000 | 121 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| 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 | $6,000 | 1,831 |
| 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 | $886,041,000 | 114 |
| Certificates of participation in pools of residential mortgages | $35,198,000 | 917 |
| Issued or guaranteed by U.S. | $35,198,000 | 906 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $850,843,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $850,843,000 | 37 |
| 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) | $889,132,000 | 32 |
| Available-for-sale securities (fair market value) | $46,970,000 | 2,118 |
| Total debt securities | $936,096,000 | 164 |
| 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 | $872,440,000 | 179 |
| U.S. Government securities | $872,434,000 | 134 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $872,434,000 | 128 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| 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 | $6,000 | 1,764 |
| 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 | $818,649,000 | 116 |
| Certificates of participation in pools of residential mortgages | $36,392,000 | 841 |
| Issued or guaranteed by U.S. | $36,392,000 | 832 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $782,257,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $782,257,000 | 39 |
| 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) | $823,816,000 | 36 |
| Available-for-sale securities (fair market value) | $48,624,000 | 2,030 |
| Total debt securities | $872,434,000 | 173 |
| 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 | $697,495,000 | 210 |
| U.S. Government securities | $697,489,000 | 163 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $697,489,000 | 157 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| 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 | $6,000 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $644,036,000 | 141 |
| Certificates of participation in pools of residential mortgages | $38,268,000 | 807 |
| Issued or guaranteed by U.S. | $38,268,000 | 797 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $605,768,000 | 87 |
| CMOs issued by government agencies or sponsored agencies | $605,768,000 | 58 |
| 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) | $646,213,000 | 41 |
| Available-for-sale securities (fair market value) | $51,282,000 | 1,939 |
| Total debt securities | $697,489,000 | 204 |
| 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 | $471,338,000 | 289 |
| U.S. Government securities | $471,332,000 | 216 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $471,332,000 | 211 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| 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 | $6,000 | 1,827 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $417,829,000 | 190 |
| Certificates of participation in pools of residential mortgages | $26,612,000 | 1,037 |
| Issued or guaranteed by U.S. | $26,612,000 | 1,028 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $391,217,000 | 112 |
| CMOs issued by government agencies or sponsored agencies | $391,217,000 | 78 |
| 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) | $416,412,000 | 57 |
| Available-for-sale securities (fair market value) | $54,926,000 | 1,811 |
| Total debt securities | $471,332,000 | 277 |
| 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 | $252,192,000 | 503 |
| U.S. Government securities | $252,186,000 | 379 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $252,186,000 | 370 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| 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 | $6,000 | 1,878 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $213,804,000 | 308 |
| Certificates of participation in pools of residential mortgages | $27,588,000 | 1,016 |
| Issued or guaranteed by U.S. | $27,588,000 | 1,005 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $186,216,000 | 177 |
| CMOs issued by government agencies or sponsored agencies | $186,216,000 | 129 |
| 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) | $194,184,000 | 114 |
| Available-for-sale securities (fair market value) | $58,008,000 | 1,749 |
| Total debt securities | $252,186,000 | 488 |
| 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 | $128,801,000 | 961 |
| U.S. Government securities | $128,795,000 | 714 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $128,795,000 | 694 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| 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 | $6,000 | 1,912 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $90,470,000 | 599 |
| Certificates of participation in pools of residential mortgages | $28,913,000 | 992 |
| Issued or guaranteed by U.S. | $28,913,000 | 980 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $61,557,000 | 349 |
| CMOs issued by government agencies or sponsored agencies | $61,557,000 | 264 |
| 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) | $67,319,000 | 314 |
| Available-for-sale securities (fair market value) | $61,482,000 | 1,663 |
| Total debt securities | $128,795,000 | 938 |
| 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 | $138,081,000 | 897 |
| U.S. Government securities | $138,075,000 | 682 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $138,075,000 | 663 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| 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 | $6,000 | 1,938 |
| 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 | $100,185,000 | 553 |
| Certificates of participation in pools of residential mortgages | $30,550,000 | 968 |
| Issued or guaranteed by U.S. | $30,550,000 | 959 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $69,635,000 | 322 |
| CMOs issued by government agencies or sponsored agencies | $69,635,000 | 239 |
| 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) | $72,528,000 | 306 |
| Available-for-sale securities (fair market value) | $65,553,000 | 1,555 |
| Total debt securities | $138,075,000 | 882 |
| 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 | $149,108,000 | 845 |
| U.S. Government securities | $149,102,000 | 637 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $149,102,000 | 620 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| 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 | $6,000 | 1,977 |
| 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 | $111,066,000 | 525 |
| Certificates of participation in pools of residential mortgages | $31,977,000 | 949 |
| Issued or guaranteed by U.S. | $31,977,000 | 940 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $79,089,000 | 302 |
| CMOs issued by government agencies or sponsored agencies | $79,089,000 | 224 |
| 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) | $78,181,000 | 297 |
| Available-for-sale securities (fair market value) | $70,927,000 | 1,471 |
| Total debt securities | $149,102,000 | 828 |
| 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 | $160,857,000 | 791 |
| U.S. Government securities | $160,851,000 | 605 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $160,851,000 | 588 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| 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 | $6,000 | 2,002 |
| 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 | $122,591,000 | 494 |
| Certificates of participation in pools of residential mortgages | $33,790,000 | 930 |
| Issued or guaranteed by U.S. | $33,790,000 | 924 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $88,801,000 | 280 |
| CMOs issued by government agencies or sponsored agencies | $88,801,000 | 210 |
| 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) | $84,433,000 | 282 |
| Available-for-sale securities (fair market value) | $76,424,000 | 1,372 |
| Total debt securities | $160,851,000 | 770 |
| 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 | $184,900,000 | 692 |
| U.S. Government securities | $184,894,000 | 546 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $184,894,000 | 523 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| 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 | $6,000 | 2,017 |
| 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 | $139,557,000 | 456 |
| Certificates of participation in pools of residential mortgages | $35,772,000 | 906 |
| Issued or guaranteed by U.S. | $35,772,000 | 900 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $103,785,000 | 258 |
| CMOs issued by government agencies or sponsored agencies | $103,785,000 | 199 |
| 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) | $93,314,000 | 248 |
| Available-for-sale securities (fair market value) | $91,586,000 | 1,135 |
| Total debt securities | $184,894,000 | 674 |
| 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 | $219,828,000 | 593 |
| U.S. Government securities | $219,786,000 | 469 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $219,786,000 | 451 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $36,000 | 3,309 |
| Privately issued residential mortgage-backed securities | $36,000 | 1,160 |
| 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 | $6,000 | 2,033 |
| 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 | $162,469,000 | 417 |
| Certificates of participation in pools of residential mortgages | $38,179,000 | 882 |
| Issued or guaranteed by U.S. | $38,179,000 | 875 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $124,290,000 | 237 |
| CMOs issued by government agencies or sponsored agencies | $124,254,000 | 184 |
| Privately issued | $36,000 | 1,055 |
| 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) | $105,120,000 | 223 |
| Available-for-sale securities (fair market value) | $114,708,000 | 905 |
| Total debt securities | $219,822,000 | 578 |
| 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 | $267,316,000 | 511 |
| U.S. Government securities | $259,977,000 | 403 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $259,977,000 | 384 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $7,333,000 | 929 |
| Privately issued residential mortgage-backed securities | $297,000 | 961 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,036,000 | 653 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,000 | 2,081 |
| 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 | $190,320,000 | 379 |
| Certificates of participation in pools of residential mortgages | $40,504,000 | 864 |
| Issued or guaranteed by U.S. | $40,504,000 | 857 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $149,816,000 | 225 |
| CMOs issued by government agencies or sponsored agencies | $149,519,000 | 172 |
| Privately issued | $297,000 | 888 |
| 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) | $125,615,000 | 174 |
| Available-for-sale securities (fair market value) | $141,701,000 | 748 |
| Total debt securities | $267,310,000 | 494 |
| 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 | $295,667,000 | 473 |
| U.S. Government securities | $258,435,000 | 403 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $258,435,000 | 387 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $37,226,000 | 364 |
| Privately issued residential mortgage-backed securities | $1,521,000 | 682 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $35,705,000 | 188 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,000 | 2,122 |
| 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 | $200,436,000 | 371 |
| Certificates of participation in pools of residential mortgages | $42,870,000 | 851 |
| Issued or guaranteed by U.S. | $42,870,000 | 846 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $157,566,000 | 226 |
| CMOs issued by government agencies or sponsored agencies | $156,045,000 | 175 |
| Privately issued | $1,521,000 | 636 |
| 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) | $114,711,000 | 198 |
| Available-for-sale securities (fair market value) | $180,956,000 | 613 |
| Total debt securities | $295,661,000 | 460 |
| 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 | $307,454,000 | 466 |
| U.S. Government securities | $268,864,000 | 398 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $268,864,000 | 378 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $38,584,000 | 347 |
| Privately issued residential mortgage-backed securities | $1,960,000 | 580 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $36,624,000 | 187 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,000 | 2,147 |
| 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 | $200,038,000 | 373 |
| Certificates of participation in pools of residential mortgages | $45,881,000 | 801 |
| Issued or guaranteed by U.S. | $45,881,000 | 797 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $154,157,000 | 218 |
| CMOs issued by government agencies or sponsored agencies | $152,197,000 | 176 |
| Privately issued | $1,960,000 | 538 |
| 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) | $110,184,000 | 198 |
| Available-for-sale securities (fair market value) | $197,270,000 | 571 |
| Total debt securities | $307,448,000 | 450 |
| 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 | $357,474,000 | 401 |
| U.S. Government securities | $311,380,000 | 360 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $311,380,000 | 343 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $46,088,000 | 306 |
| Privately issued residential mortgage-backed securities | $2,461,000 | 545 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $43,627,000 | 166 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,000 | 2,196 |
| 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 | $230,962,000 | 341 |
| Certificates of participation in pools of residential mortgages | $51,460,000 | 737 |
| Issued or guaranteed by U.S. | $51,460,000 | 733 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $179,502,000 | 198 |
| CMOs issued by government agencies or sponsored agencies | $177,041,000 | 152 |
| Privately issued | $2,461,000 | 508 |
| 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) | $128,623,000 | 176 |
| Available-for-sale securities (fair market value) | $228,851,000 | 503 |
| Total debt securities | $357,468,000 | 395 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $439,788,000 | 345 |
| U.S. Government securities | $374,512,000 | 303 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $374,512,000 | 287 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $65,270,000 | 261 |
| Privately issued residential mortgage-backed securities | $3,825,000 | 496 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $61,445,000 | 134 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,000 | 2,216 |
| 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 | $276,553,000 | 299 |
| Certificates of participation in pools of residential mortgages | $55,908,000 | 706 |
| Issued or guaranteed by U.S. | $55,908,000 | 701 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $220,645,000 | 182 |
| CMOs issued by government agencies or sponsored agencies | $216,820,000 | 137 |
| Privately issued | $3,825,000 | 467 |
| 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) | $168,112,000 | 144 |
| Available-for-sale securities (fair market value) | $271,676,000 | 465 |
| Total debt securities | $439,782,000 | 335 |
| 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 | $570,473,000 | 281 |
| U.S. Government securities | $433,646,000 | 285 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $433,646,000 | 273 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $136,821,000 | 150 |
| 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 | $136,821,000 | 71 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,000 | 2,265 |
| 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 | $285,214,000 | 302 |
| Certificates of participation in pools of residential mortgages | $60,083,000 | 679 |
| Issued or guaranteed by U.S. | $60,083,000 | 672 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $225,131,000 | 163 |
| CMOs issued by government agencies or sponsored agencies | $225,131,000 | 140 |
| 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) | $185,811,000 | 121 |
| Available-for-sale securities (fair market value) | $384,662,000 | 338 |
| Total debt securities | $570,467,000 | 275 |
| 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 | $641,759,000 | 254 |
| U.S. Government securities | $507,429,000 | 243 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $507,429,000 | 234 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $134,324,000 | 147 |
| 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 | $134,324,000 | 75 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,000 | 2,317 |
| 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 | $361,756,000 | 250 |
| Certificates of participation in pools of residential mortgages | $66,228,000 | 625 |
| Issued or guaranteed by U.S. | $66,228,000 | 621 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $295,528,000 | 134 |
| CMOs issued by government agencies or sponsored agencies | $295,528,000 | 114 |
| 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) | $225,822,000 | 102 |
| Available-for-sale securities (fair market value) | $415,937,000 | 320 |
| Total debt securities | $641,753,000 | 250 |
| 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 | $862,079,000 | 202 |
| U.S. Government securities | $724,200,000 | 186 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $724,200,000 | 177 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $137,873,000 | 147 |
| 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 | $137,873,000 | 72 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,000 | 2,313 |
| 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 | $569,922,000 | 186 |
| Certificates of participation in pools of residential mortgages | $74,817,000 | 567 |
| Issued or guaranteed by U.S. | $74,817,000 | 562 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $495,105,000 | 105 |
| CMOs issued by government agencies or sponsored agencies | $495,105,000 | 89 |
| 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) | $339,667,000 | 68 |
| Available-for-sale securities (fair market value) | $522,412,000 | 267 |
| Total debt securities | $862,073,000 | 198 |
| 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 | $928,203,000 | 186 |
| U.S. Government securities | $791,491,000 | 167 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $791,491,000 | 163 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $136,706,000 | 146 |
| 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 | $136,706,000 | 72 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,000 | 2,325 |
| 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 | $663,972,000 | 169 |
| Certificates of participation in pools of residential mortgages | $86,188,000 | 510 |
| Issued or guaranteed by U.S. | $86,188,000 | 503 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $577,784,000 | 99 |
| CMOs issued by government agencies or sponsored agencies | $577,784,000 | 85 |
| 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) | $356,964,000 | 72 |
| Available-for-sale securities (fair market value) | $571,239,000 | 251 |
| Total debt securities | $928,197,000 | 182 |
| 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 | $1,135,961,000 | 163 |
| U.S. Government securities | $995,394,000 | 146 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $995,394,000 | 138 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $140,561,000 | 135 |
| 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 | $140,561,000 | 64 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,000 | 2,322 |
| 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 | $887,615,000 | 133 |
| Certificates of participation in pools of residential mortgages | $109,685,000 | 400 |
| Issued or guaranteed by U.S. | $109,685,000 | 394 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $777,930,000 | 78 |
| CMOs issued by government agencies or sponsored agencies | $777,930,000 | 65 |
| 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) | $507,011,000 | 52 |
| Available-for-sale securities (fair market value) | $628,950,000 | 214 |
| Total debt securities | $1,135,955,000 | 160 |
| 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 | $1,355,001,000 | 139 |
| U.S. Government securities | $1,185,536,000 | 125 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,185,536,000 | 119 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $169,459,000 | 122 |
| 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 | $169,459,000 | 54 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,000 | 2,286 |
| 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 | $1,065,078,000 | 117 |
| Certificates of participation in pools of residential mortgages | $114,603,000 | 325 |
| Issued or guaranteed by U.S. | $114,603,000 | 321 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $950,475,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $950,475,000 | 47 |
| 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) | $984,784,000 | 26 |
| Available-for-sale securities (fair market value) | $370,217,000 | 304 |
| Total debt securities | $1,354,995,000 | 138 |
| 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 | $846,381,000 | 178 |
| U.S. Government securities | $630,945,000 | 174 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $630,945,000 | 163 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $215,430,000 | 96 |
| 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 | $215,430,000 | 49 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,000 | 7,996 |
| 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 | $427,749,000 | 175 |
| Certificates of participation in pools of residential mortgages | $163,576,000 | 232 |
| Issued or guaranteed by U.S. | $163,576,000 | 230 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $264,173,000 | 129 |
| CMOs issued by government agencies or sponsored agencies | $264,173,000 | 111 |
| 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) | $322,833,000 | 90 |
| Available-for-sale securities (fair market value) | $523,548,000 | 207 |
| Total debt securities | $846,375,000 | 176 |
| 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 | $985,975,000 | 179 |
| U.S. Government securities | $752,966,000 | 166 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $752,966,000 | 159 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $233,003,000 | 111 |
| 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 | $233,003,000 | 61 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,000 | 8,035 |
| 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 | $529,123,000 | 169 |
| Certificates of participation in pools of residential mortgages | $207,672,000 | 215 |
| Issued or guaranteed by U.S. | $207,672,000 | 210 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $321,451,000 | 123 |
| CMOs issued by government agencies or sponsored agencies | $321,451,000 | 101 |
| 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) | $421,347,000 | 85 |
| Available-for-sale securities (fair market value) | $564,628,000 | 201 |
| Total debt securities | $985,969,000 | 173 |
| 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 | $933,037,000 | 169 |
| U.S. Government securities | $853,221,000 | 145 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $853,221,000 | 129 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $79,810,000 | 187 |
| 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 | $79,810,000 | 114 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,000 | 7,959 |
| 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 | $597,919,000 | 156 |
| Certificates of participation in pools of residential mortgages | $220,349,000 | 214 |
| Issued or guaranteed by U.S. | $220,349,000 | 210 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $377,570,000 | 104 |
| CMOs issued by government agencies or sponsored agencies | $377,570,000 | 87 |
| 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) | $461,398,000 | 74 |
| Available-for-sale securities (fair market value) | $471,639,000 | 244 |
| Total debt securities | $933,031,000 | 164 |
| 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 | $1,208,350,000 | 136 |
| U.S. Government securities | $1,178,162,000 | 120 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,178,162,000 | 98 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $30,182,000 | 280 |
| 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 | $30,182,000 | 175 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,000 | 8,052 |
| 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 | $774,804,000 | 126 |
| Certificates of participation in pools of residential mortgages | $290,981,000 | 180 |
| Issued or guaranteed by U.S. | $290,981,000 | 176 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $483,823,000 | 75 |
| CMOs issued by government agencies or sponsored agencies | $483,823,000 | 62 |
| 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) | $658,668,000 | 59 |
| Available-for-sale securities (fair market value) | $549,682,000 | 206 |
| Total debt securities | $1,208,344,000 | 135 |
| 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 | $1,543,671,000 | 113 |
| U.S. Government securities | $1,541,668,000 | 88 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,541,668,000 | 71 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $9,769,000 | 581 |
| 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 | $9,769,000 | 394 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,000 | 8,190 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $7,772,000 | 9 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,033,557,000 | 104 |
| Certificates of participation in pools of residential mortgages | $470,093,000 | 130 |
| Issued or guaranteed by U.S. | $470,093,000 | 124 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $563,464,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $563,464,000 | 42 |
| 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) | $772,362,000 | 66 |
| Available-for-sale securities (fair market value) | $771,309,000 | 146 |
| Total debt securities | $1,551,437,000 | 106 |
| 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 | $1,633,416,000 | 114 |
| U.S. Government securities | $1,641,621,000 | 90 |
| U.S. Treasury securities | $55,293,000 | 499 |
| U.S. Government agency obligations | $1,586,328,000 | 64 |
| 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 | $6,000 | 8,312 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $8,211,000 | 6 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $946,702,000 | 111 |
| Certificates of participation in pools of residential mortgages | $506,804,000 | 126 |
| Issued or guaranteed by U.S. | $506,804,000 | 117 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $439,898,000 | 88 |
| CMOs issued by government agencies or sponsored agencies | $439,898,000 | 67 |
| 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) | $783,640,000 | 72 |
| Available-for-sale securities (fair market value) | $849,776,000 | 148 |
| Total debt securities | $1,641,621,000 | 110 |
| 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 | $1,548,656,000 | 133 |
| U.S. Government securities | $1,560,744,000 | 106 |
| U.S. Treasury securities | $95,696,000 | 367 |
| U.S. Government agency obligations | $1,465,048,000 | 72 |
| 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 | $6,000 | 8,475 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $12,094,000 | 8 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $962,509,000 | 121 |
| Certificates of participation in pools of residential mortgages | $520,649,000 | 121 |
| Issued or guaranteed by U.S. | $520,649,000 | 109 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $441,860,000 | 94 |
| CMOs issued by government agencies or sponsored agencies | $441,860,000 | 85 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,138,146,000 | 112 |
| Available-for-sale securities (fair market value) | $410,510,000 | 176 |
| Total debt securities | $1,560,744,000 | 127 |
| 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 | $1,434,333,000 | 138 |
| U.S. Government securities | $1,439,461,000 | 105 |
| U.S. Treasury securities | $106,014,000 | 366 |
| U.S. Government agency obligations | $1,333,447,000 | 70 |
| 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 | $6,000 | 8,508 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $5,134,000 | 9 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $844,426,000 | 122 |
| Certificates of participation in pools of residential mortgages | $398,562,000 | 146 |
| Issued or guaranteed by U.S. | $398,562,000 | 124 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $445,864,000 | 87 |
| CMOs issued by government agencies or sponsored agencies | $445,864,000 | 83 |
| 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 | $1,439,461,000 | 135 |
| 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 | $1,170,044,000 | 156 |
| U.S. Government securities | $1,172,454,000 | 120 |
| U.S. Treasury securities | $294,586,000 | 144 |
| U.S. Government agency obligations | $877,868,000 | 102 |
| 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 | $6,000 | 8,440 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $2,416,000 | 25 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $783,095,000 | 120 |
| Certificates of participation in pools of residential mortgages | $317,912,000 | 164 |
| Issued or guaranteed by U.S. | $317,912,000 | 147 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $465,183,000 | 81 |
| CMOs issued by government agencies or sponsored agencies | $465,183,000 | 69 |
| 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 | $1,172,454,000 | 153 |
| 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 |