Home > First Financial Bank > Securities
First Financial Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $1,257,735,000 | 217 |
| U.S. Government securities | $845,388,000 | 212 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $845,388,000 | 198 |
| Securities issued by states & political subdivisions | $405,095,000 | 89 |
| Other domestic debt securities | $7,252,000 | 1,183 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $7,252,000 | 306 |
| 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 | $1,056,220,000 | 137 |
| Mortgage-backed securities | $750,309,000 | 183 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $561,497,000 | 138 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $120,112,000 | 213 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $15,872,000 | 348 |
| Other commercial mortgage-backed securities | $52,828,000 | 182 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $1,257,735,000 | 169 |
| Total debt securities | $1,254,734,000 | 214 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $1,223,068,000 | 221 |
| U.S. Government securities | $830,666,000 | 212 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $830,666,000 | 197 |
| Securities issued by states & political subdivisions | $385,181,000 | 94 |
| Other domestic debt securities | $7,221,000 | 1,175 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $7,221,000 | 299 |
| 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 | $1,021,495,000 | 142 |
| Mortgage-backed securities | $737,182,000 | 182 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $548,701,000 | 144 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $121,215,000 | 210 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $15,272,000 | 344 |
| Other commercial mortgage-backed securities | $51,994,000 | 185 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $1,223,068,000 | 177 |
| Total debt securities | $1,220,043,000 | 219 |
| 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 | $1,297,094,000 | 210 |
| U.S. Government securities | $885,787,000 | 202 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $885,787,000 | 192 |
| Securities issued by states & political subdivisions | $403,995,000 | 94 |
| Other domestic debt securities | $7,312,000 | 1,183 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $7,312,000 | 282 |
| 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 | $1,067,313,000 | 143 |
| Mortgage-backed securities | $786,308,000 | 173 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $586,627,000 | 136 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $129,302,000 | 201 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $15,752,000 | 345 |
| Other commercial mortgage-backed securities | $54,627,000 | 180 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $1,297,094,000 | 172 |
| Total debt securities | $1,294,154,000 | 208 |
| 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 | $1,338,150,000 | 219 |
| U.S. Government securities | $924,811,000 | 207 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $924,811,000 | 183 |
| Securities issued by states & political subdivisions | $405,974,000 | 103 |
| Other domestic debt securities | $7,365,000 | 1,231 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $7,365,000 | 280 |
| 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 | $964,151,000 | 141 |
| Mortgage-backed securities | $820,824,000 | 178 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $609,820,000 | 137 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $137,348,000 | 203 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $16,090,000 | 359 |
| Other commercial mortgage-backed securities | $57,566,000 | 178 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $1,338,150,000 | 180 |
| Total debt securities | $1,335,235,000 | 216 |
| 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 | $1,327,537,000 | 227 |
| U.S. Government securities | $927,443,000 | 214 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $927,443,000 | 188 |
| Securities issued by states & political subdivisions | $392,667,000 | 112 |
| Other domestic debt securities | $7,427,000 | 1,249 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $7,427,000 | 299 |
| 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 | $986,622,000 | 113 |
| Mortgage-backed securities | $828,044,000 | 183 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $611,986,000 | 142 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $139,939,000 | 204 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $17,940,000 | 334 |
| Other commercial mortgage-backed securities | $58,179,000 | 183 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $1,327,537,000 | 185 |
| Total debt securities | $1,324,555,000 | 222 |
| 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 | $1,327,451,000 | 223 |
| U.S. Government securities | $938,482,000 | 215 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $938,482,000 | 188 |
| Securities issued by states & political subdivisions | $381,420,000 | 116 |
| Other domestic debt securities | $7,549,000 | 1,195 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $7,549,000 | 228 |
| 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 | $939,453,000 | 118 |
| Mortgage-backed securities | $836,694,000 | 184 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $610,791,000 | 144 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $145,740,000 | 199 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $24,896,000 | 273 |
| Other commercial mortgage-backed securities | $55,267,000 | 207 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $1,327,451,000 | 184 |
| Total debt securities | $1,324,341,000 | 221 |
| 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 | $1,333,140,000 | 229 |
| U.S. Government securities | $934,501,000 | 223 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $934,501,000 | 197 |
| Securities issued by states & political subdivisions | $391,777,000 | 116 |
| Other domestic debt securities | $6,862,000 | 1,179 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,775,000 | 356 |
| Structured financial products - Total | $3,087,000 | 113 |
| 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 | $920,341,000 | 121 |
| Mortgage-backed securities | $823,300,000 | 195 |
| Certificates of participation in pools of residential mortgages | $608,992,000 | 153 |
| Issued or guaranteed by U.S. | $608,992,000 | 151 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $147,465,000 | 234 |
| CMOs issued by government agencies or sponsored agencies | $147,465,000 | 204 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $66,843,000 | 298 |
| Commercial mortgage pass-through securities | $13,168,000 | 418 |
| Other commercial mortgage-backed securities | $53,675,000 | 239 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $1,333,140,000 | 189 |
| Total debt securities | $1,330,055,000 | 228 |
| 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 | $1,353,671,000 | 229 |
| U.S. Government securities | $945,698,000 | 223 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $945,698,000 | 198 |
| Securities issued by states & political subdivisions | $400,652,000 | 115 |
| Other domestic debt securities | $7,321,000 | 1,128 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,790,000 | 362 |
| Structured financial products - Total | $3,531,000 | 113 |
| 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 | $829,276,000 | 132 |
| Mortgage-backed securities | $832,062,000 | 197 |
| Certificates of participation in pools of residential mortgages | $619,197,000 | 158 |
| Issued or guaranteed by U.S. | $619,197,000 | 157 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $136,604,000 | 253 |
| CMOs issued by government agencies or sponsored agencies | $136,604,000 | 222 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $76,261,000 | 273 |
| Commercial mortgage pass-through securities | $15,913,000 | 379 |
| Other commercial mortgage-backed securities | $60,348,000 | 227 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $1,353,671,000 | 193 |
| Total debt securities | $1,353,671,000 | 228 |
| 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 | $1,358,824,000 | 227 |
| U.S. Government securities | $932,907,000 | 217 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $932,907,000 | 199 |
| Securities issued by states & political subdivisions | $418,724,000 | 113 |
| Other domestic debt securities | $7,193,000 | 1,115 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,834,000 | 371 |
| Structured financial products - Total | $3,359,000 | 110 |
| 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 | $872,677,000 | 123 |
| Mortgage-backed securities | $812,218,000 | 201 |
| Certificates of participation in pools of residential mortgages | $621,448,000 | 159 |
| Issued or guaranteed by U.S. | $621,448,000 | 158 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $116,699,000 | 280 |
| CMOs issued by government agencies or sponsored agencies | $116,699,000 | 256 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $74,071,000 | 284 |
| Commercial mortgage pass-through securities | $20,618,000 | 318 |
| Other commercial mortgage-backed securities | $53,453,000 | 244 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $1,358,824,000 | 196 |
| Total debt securities | $1,358,823,000 | 224 |
| 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 | $1,269,587,000 | 224 |
| U.S. Government securities | $867,815,000 | 221 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $867,815,000 | 202 |
| Securities issued by states & political subdivisions | $394,695,000 | 111 |
| Other domestic debt securities | $7,077,000 | 1,070 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,833,000 | 373 |
| Structured financial products - Total | $3,244,000 | 104 |
| 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 | $912,960,000 | 115 |
| Mortgage-backed securities | $748,724,000 | 206 |
| Certificates of participation in pools of residential mortgages | $574,899,000 | 160 |
| Issued or guaranteed by U.S. | $574,899,000 | 159 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $124,051,000 | 268 |
| CMOs issued by government agencies or sponsored agencies | $124,051,000 | 248 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $49,774,000 | 359 |
| Commercial mortgage pass-through securities | $15,929,000 | 362 |
| Other commercial mortgage-backed securities | $33,845,000 | 304 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $1,269,587,000 | 193 |
| Total debt securities | $1,269,587,000 | 219 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $1,218,150,000 | 223 |
| U.S. Government securities | $829,749,000 | 218 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $829,749,000 | 204 |
| Securities issued by states & political subdivisions | $381,308,000 | 107 |
| Other domestic debt securities | $7,093,000 | 1,037 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,828,000 | 381 |
| Structured financial products - Total | $3,265,000 | 96 |
| 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 | $823,940,000 | 125 |
| Mortgage-backed securities | $718,399,000 | 197 |
| Certificates of participation in pools of residential mortgages | $523,697,000 | 167 |
| Issued or guaranteed by U.S. | $523,697,000 | 166 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $144,385,000 | 230 |
| CMOs issued by government agencies or sponsored agencies | $144,385,000 | 215 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $50,317,000 | 341 |
| Commercial mortgage pass-through securities | $16,108,000 | 351 |
| Other commercial mortgage-backed securities | $34,209,000 | 298 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $1,218,150,000 | 195 |
| Total debt securities | $1,214,884,000 | 220 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $1,095,215,000 | 225 |
| U.S. Government securities | $742,888,000 | 223 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $742,888,000 | 211 |
| Securities issued by states & political subdivisions | $345,176,000 | 120 |
| Other domestic debt securities | $7,151,000 | 983 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,823,000 | 380 |
| Structured financial products - Total | $3,328,000 | 93 |
| 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 | $788,101,000 | 121 |
| Mortgage-backed securities | $643,946,000 | 205 |
| Certificates of participation in pools of residential mortgages | $449,428,000 | 171 |
| Issued or guaranteed by U.S. | $449,428,000 | 170 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $174,637,000 | 202 |
| CMOs issued by government agencies or sponsored agencies | $174,637,000 | 186 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $19,881,000 | 558 |
| Commercial mortgage pass-through securities | $16,249,000 | 335 |
| Other commercial mortgage-backed securities | $3,632,000 | 819 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $1,095,215,000 | 199 |
| Total debt securities | $1,095,216,000 | 221 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $1,018,803,000 | 229 |
| U.S. Government securities | $678,325,000 | 220 |
| U.S. Treasury securities | $2,503,000 | 766 |
| U.S. Government agency obligations | $675,822,000 | 211 |
| Securities issued by states & political subdivisions | $333,557,000 | 119 |
| Other domestic debt securities | $6,921,000 | 937 |
| Privately issued residential mortgage-backed securities | $18,000 | 626 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,767,000 | 363 |
| Structured financial products - Total | $3,136,000 | 92 |
| 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 | $839,922,000 | 117 |
| Mortgage-backed securities | $582,314,000 | 206 |
| Certificates of participation in pools of residential mortgages | $355,062,000 | 183 |
| Issued or guaranteed by U.S. | $355,062,000 | 182 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $205,114,000 | 173 |
| CMOs issued by government agencies or sponsored agencies | $205,096,000 | 158 |
| Privately issued | $18,000 | 433 |
| Commercial mortgage-backed securities | $22,138,000 | 488 |
| Commercial mortgage pass-through securities | $18,490,000 | 279 |
| Other commercial mortgage-backed securities | $3,648,000 | 782 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $1,018,803,000 | 205 |
| Total debt securities | $1,015,668,000 | 227 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $953,908,000 | 222 |
| U.S. Government securities | $631,657,000 | 221 |
| U.S. Treasury securities | $2,514,000 | 761 |
| U.S. Government agency obligations | $629,143,000 | 210 |
| Securities issued by states & political subdivisions | $315,481,000 | 116 |
| Other domestic debt securities | $6,770,000 | 899 |
| Privately issued residential mortgage-backed securities | $18,000 | 627 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,716,000 | 353 |
| Structured financial products - Total | $3,036,000 | 91 |
| 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 | $812,496,000 | 119 |
| Mortgage-backed securities | $528,509,000 | 208 |
| Certificates of participation in pools of residential mortgages | $284,242,000 | 198 |
| Issued or guaranteed by U.S. | $284,242,000 | 197 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $221,929,000 | 162 |
| CMOs issued by government agencies or sponsored agencies | $221,911,000 | 147 |
| Privately issued | $18,000 | 426 |
| Commercial mortgage-backed securities | $22,338,000 | 463 |
| Commercial mortgage pass-through securities | $18,680,000 | 274 |
| Other commercial mortgage-backed securities | $3,658,000 | 757 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $953,908,000 | 204 |
| Total debt securities | $953,908,000 | 219 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $904,482,000 | 222 |
| U.S. Government securities | $598,468,000 | 218 |
| U.S. Treasury securities | $2,525,000 | 784 |
| U.S. Government agency obligations | $595,943,000 | 211 |
| Securities issued by states & political subdivisions | $299,374,000 | 117 |
| Other domestic debt securities | $6,640,000 | 865 |
| Privately issued residential mortgage-backed securities | $18,000 | 612 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,677,000 | 315 |
| Structured financial products - Total | $2,945,000 | 90 |
| 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 | $713,687,000 | 127 |
| Mortgage-backed securities | $499,230,000 | 212 |
| Certificates of participation in pools of residential mortgages | $237,077,000 | 218 |
| Issued or guaranteed by U.S. | $237,077,000 | 216 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $239,672,000 | 154 |
| CMOs issued by government agencies or sponsored agencies | $239,654,000 | 144 |
| Privately issued | $18,000 | 413 |
| Commercial mortgage-backed securities | $22,481,000 | 464 |
| Commercial mortgage pass-through securities | $18,824,000 | 269 |
| Other commercial mortgage-backed securities | $3,657,000 | 731 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $904,482,000 | 202 |
| Total debt securities | $904,482,000 | 218 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $928,642,000 | 212 |
| U.S. Government securities | $648,935,000 | 211 |
| U.S. Treasury securities | $2,538,000 | 810 |
| U.S. Government agency obligations | $646,397,000 | 203 |
| Securities issued by states & political subdivisions | $272,854,000 | 112 |
| Other domestic debt securities | $6,853,000 | 833 |
| Privately issued residential mortgage-backed securities | $17,000 | 634 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,603,000 | 296 |
| Structured financial products - Total | $3,233,000 | 90 |
| 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 | $743,464,000 | 124 |
| Mortgage-backed securities | $544,910,000 | 204 |
| Certificates of participation in pools of residential mortgages | $244,778,000 | 214 |
| Issued or guaranteed by U.S. | $244,778,000 | 211 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $273,814,000 | 148 |
| CMOs issued by government agencies or sponsored agencies | $273,797,000 | 140 |
| Privately issued | $17,000 | 420 |
| Commercial mortgage-backed securities | $26,318,000 | 420 |
| Commercial mortgage pass-through securities | $22,689,000 | 226 |
| Other commercial mortgage-backed securities | $3,629,000 | 722 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $928,642,000 | 191 |
| Total debt securities | $928,642,000 | 207 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $923,209,000 | 210 |
| U.S. Government securities | $650,664,000 | 215 |
| U.S. Treasury securities | $7,504,000 | 541 |
| U.S. Government agency obligations | $643,160,000 | 206 |
| Securities issued by states & political subdivisions | $265,163,000 | 101 |
| Other domestic debt securities | $7,382,000 | 760 |
| Privately issued residential mortgage-backed securities | $20,000 | 601 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $3,743,000 | 275 |
| Structured financial products - Total | $3,619,000 | 93 |
| 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 | $642,597,000 | 128 |
| Mortgage-backed securities | $614,856,000 | 193 |
| Certificates of participation in pools of residential mortgages | $243,299,000 | 210 |
| Issued or guaranteed by U.S. | $243,299,000 | 207 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $270,569,000 | 148 |
| CMOs issued by government agencies or sponsored agencies | $270,549,000 | 142 |
| Privately issued | $20,000 | 414 |
| Commercial mortgage-backed securities | $100,988,000 | 192 |
| Commercial mortgage pass-through securities | $97,413,000 | 91 |
| Other commercial mortgage-backed securities | $3,575,000 | 689 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $923,209,000 | 189 |
| Total debt securities | $923,211,000 | 203 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $936,162,000 | 205 |
| U.S. Government securities | $658,378,000 | 208 |
| U.S. Treasury securities | $9,478,000 | 477 |
| U.S. Government agency obligations | $648,900,000 | 200 |
| Securities issued by states & political subdivisions | $270,388,000 | 97 |
| Other domestic debt securities | $7,396,000 | 751 |
| Privately issued residential mortgage-backed securities | $20,000 | 648 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $3,772,000 | 259 |
| Structured financial products - Total | $3,604,000 | 88 |
| 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 | $672,876,000 | 120 |
| Mortgage-backed securities | $612,914,000 | 186 |
| Certificates of participation in pools of residential mortgages | $216,644,000 | 216 |
| Issued or guaranteed by U.S. | $216,644,000 | 215 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $296,995,000 | 142 |
| CMOs issued by government agencies or sponsored agencies | $296,975,000 | 133 |
| Privately issued | $20,000 | 418 |
| Commercial mortgage-backed securities | $99,275,000 | 190 |
| Commercial mortgage pass-through securities | $95,693,000 | 89 |
| Other commercial mortgage-backed securities | $3,582,000 | 671 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $936,162,000 | 182 |
| Total debt securities | $936,160,000 | 201 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $787,490,000 | 233 |
| U.S. Government securities | $539,563,000 | 246 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $539,563,000 | 230 |
| Securities issued by states & political subdivisions | $244,594,000 | 109 |
| Other domestic debt securities | $3,333,000 | 1,057 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $3,333,000 | 86 |
| 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 | $533,420,000 | 144 |
| Mortgage-backed securities | $539,563,000 | 203 |
| Certificates of participation in pools of residential mortgages | $188,668,000 | 234 |
| Issued or guaranteed by U.S. | $188,668,000 | 234 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $317,372,000 | 137 |
| CMOs issued by government agencies or sponsored agencies | $317,372,000 | 132 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $33,523,000 | 344 |
| Commercial mortgage pass-through securities | $33,523,000 | 170 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $787,490,000 | 203 |
| Total debt securities | $787,493,000 | 229 |
| 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 | $781,991,000 | 234 |
| U.S. Government securities | $542,948,000 | 247 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $542,948,000 | 229 |
| Securities issued by states & political subdivisions | $235,747,000 | 117 |
| Other domestic debt securities | $3,296,000 | 1,063 |
| Privately issued residential mortgage-backed securities | $2,000 | 681 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $3,294,000 | 83 |
| 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 | $571,047,000 | 141 |
| Mortgage-backed securities | $542,950,000 | 199 |
| Certificates of participation in pools of residential mortgages | $181,741,000 | 244 |
| Issued or guaranteed by U.S. | $181,741,000 | 243 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $331,759,000 | 131 |
| CMOs issued by government agencies or sponsored agencies | $331,757,000 | 125 |
| Privately issued | $2,000 | 485 |
| Commercial mortgage-backed securities | $29,450,000 | 350 |
| Commercial mortgage pass-through securities | $29,450,000 | 180 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $781,991,000 | 205 |
| Total debt securities | $781,991,000 | 230 |
| 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 | $780,607,000 | 233 |
| U.S. Government securities | $543,410,000 | 242 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $543,410,000 | 228 |
| Securities issued by states & political subdivisions | $233,935,000 | 120 |
| Other domestic debt securities | $3,262,000 | 1,043 |
| Privately issued residential mortgage-backed securities | $4,000 | 636 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $3,258,000 | 78 |
| 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 | $504,826,000 | 160 |
| Mortgage-backed securities | $543,414,000 | 201 |
| Certificates of participation in pools of residential mortgages | $178,631,000 | 247 |
| Issued or guaranteed by U.S. | $178,631,000 | 246 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $339,419,000 | 131 |
| CMOs issued by government agencies or sponsored agencies | $339,415,000 | 124 |
| Privately issued | $4,000 | 474 |
| Commercial mortgage-backed securities | $25,364,000 | 384 |
| Commercial mortgage pass-through securities | $25,364,000 | 201 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $780,607,000 | 206 |
| Total debt securities | $780,622,000 | 229 |
| 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 | $781,236,000 | 229 |
| U.S. Government securities | $547,209,000 | 237 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $547,209,000 | 222 |
| Securities issued by states & political subdivisions | $230,598,000 | 123 |
| Other domestic debt securities | $3,429,000 | 980 |
| Privately issued residential mortgage-backed securities | $6,000 | 584 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $3,423,000 | 85 |
| 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 | $502,870,000 | 159 |
| Mortgage-backed securities | $547,215,000 | 197 |
| Certificates of participation in pools of residential mortgages | $184,524,000 | 244 |
| Issued or guaranteed by U.S. | $184,524,000 | 242 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $362,691,000 | 124 |
| CMOs issued by government agencies or sponsored agencies | $362,685,000 | 118 |
| Privately issued | $6,000 | 478 |
| 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) | $781,236,000 | 205 |
| Total debt securities | $781,236,000 | 223 |
| 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 | $777,918,000 | 234 |
| U.S. Government securities | $543,303,000 | 241 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $543,303,000 | 227 |
| Securities issued by states & political subdivisions | $231,157,000 | 126 |
| Other domestic debt securities | $3,458,000 | 1,109 |
| Privately issued residential mortgage-backed securities | $8,000 | 868 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $3,450,000 | 87 |
| 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 | $500,702,000 | 159 |
| Mortgage-backed securities | $543,311,000 | 203 |
| Certificates of participation in pools of residential mortgages | $190,599,000 | 242 |
| Issued or guaranteed by U.S. | $190,599,000 | 240 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $339,935,000 | 126 |
| CMOs issued by government agencies or sponsored agencies | $339,927,000 | 123 |
| Privately issued | $8,000 | 499 |
| Commercial mortgage-backed securities | $12,777,000 | 533 |
| Commercial mortgage pass-through securities | $12,777,000 | 319 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $777,918,000 | 207 |
| Total debt securities | $777,914,000 | 228 |
| 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 | $800,602,000 | 225 |
| U.S. Government securities | $557,173,000 | 233 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $557,173,000 | 222 |
| Securities issued by states & political subdivisions | $227,890,000 | 130 |
| Other domestic debt securities | $15,539,000 | 441 |
| Privately issued residential mortgage-backed securities | $10,000 | 552 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $15,529,000 | 50 |
| 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 | $500,702,000 | 162 |
| Mortgage-backed securities | $543,782,000 | 201 |
| Certificates of participation in pools of residential mortgages | $201,455,000 | 245 |
| Issued or guaranteed by U.S. | $201,455,000 | 243 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $342,327,000 | 123 |
| CMOs issued by government agencies or sponsored agencies | $342,317,000 | 119 |
| Privately issued | $10,000 | 512 |
| 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) | $800,602,000 | 200 |
| Total debt securities | $785,073,000 | 222 |
| 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 | $809,709,000 | 220 |
| U.S. Government securities | $563,470,000 | 221 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $563,470,000 | 212 |
| Securities issued by states & political subdivisions | $231,622,000 | 131 |
| Other domestic debt securities | $14,617,000 | 467 |
| Privately issued residential mortgage-backed securities | $12,000 | 555 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $14,605,000 | 53 |
| 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 | $538,767,000 | 152 |
| Mortgage-backed securities | $549,786,000 | 192 |
| Certificates of participation in pools of residential mortgages | $215,173,000 | 221 |
| Issued or guaranteed by U.S. | $215,173,000 | 219 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $334,612,000 | 123 |
| CMOs issued by government agencies or sponsored agencies | $334,600,000 | 118 |
| Privately issued | $12,000 | 522 |
| Commercial mortgage-backed securities | $1,000 | 1,474 |
| Commercial mortgage pass-through securities | $1,000 | 1,054 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $809,709,000 | 193 |
| Total debt securities | $795,104,000 | 217 |
| 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 | $829,907,000 | 214 |
| U.S. Government securities | $584,949,000 | 217 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $584,949,000 | 209 |
| Securities issued by states & political subdivisions | $231,252,000 | 130 |
| Other domestic debt securities | $13,706,000 | 492 |
| Privately issued residential mortgage-backed securities | $14,000 | 564 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $13,692,000 | 56 |
| 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 | $549,940,000 | 147 |
| Mortgage-backed securities | $570,429,000 | 188 |
| Certificates of participation in pools of residential mortgages | $228,163,000 | 213 |
| Issued or guaranteed by U.S. | $228,163,000 | 211 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $342,265,000 | 119 |
| CMOs issued by government agencies or sponsored agencies | $342,251,000 | 113 |
| Privately issued | $14,000 | 529 |
| Commercial mortgage-backed securities | $1,000 | 1,463 |
| Commercial mortgage pass-through securities | $1,000 | 1,046 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $829,907,000 | 188 |
| Total debt securities | $816,215,000 | 212 |
| 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 | $845,761,000 | 211 |
| U.S. Government securities | $603,085,000 | 212 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $603,085,000 | 204 |
| Securities issued by states & political subdivisions | $230,376,000 | 134 |
| Other domestic debt securities | $12,300,000 | 529 |
| Privately issued residential mortgage-backed securities | $16,000 | 582 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $12,284,000 | 62 |
| 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 | $501,128,000 | 164 |
| Mortgage-backed securities | $588,294,000 | 185 |
| Certificates of participation in pools of residential mortgages | $242,370,000 | 205 |
| Issued or guaranteed by U.S. | $242,370,000 | 203 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $345,922,000 | 122 |
| CMOs issued by government agencies or sponsored agencies | $345,906,000 | 114 |
| Privately issued | $16,000 | 548 |
| Commercial mortgage-backed securities | $2,000 | 1,418 |
| Commercial mortgage pass-through securities | $2,000 | 1,018 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $845,761,000 | 184 |
| Total debt securities | $833,478,000 | 211 |
| 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 | $849,603,000 | 212 |
| U.S. Government securities | $613,736,000 | 209 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $613,736,000 | 201 |
| Securities issued by states & political subdivisions | $223,856,000 | 136 |
| Other domestic debt securities | $12,011,000 | 543 |
| Privately issued residential mortgage-backed securities | $18,000 | 613 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $11,993,000 | 65 |
| 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 | $412,952,000 | 186 |
| Mortgage-backed securities | $600,528,000 | 179 |
| Certificates of participation in pools of residential mortgages | $251,352,000 | 203 |
| Issued or guaranteed by U.S. | $251,352,000 | 201 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $349,173,000 | 120 |
| CMOs issued by government agencies or sponsored agencies | $349,155,000 | 114 |
| Privately issued | $18,000 | 581 |
| Commercial mortgage-backed securities | $3,000 | 1,390 |
| Commercial mortgage pass-through securities | $3,000 | 977 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $849,603,000 | 183 |
| Total debt securities | $837,609,000 | 211 |
| 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 | $850,972,000 | 207 |
| U.S. Government securities | $619,660,000 | 207 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $619,660,000 | 201 |
| Securities issued by states & political subdivisions | $218,923,000 | 137 |
| Other domestic debt securities | $12,389,000 | 520 |
| Privately issued residential mortgage-backed securities | $20,000 | 637 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $12,369,000 | 70 |
| 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 | $445,381,000 | 169 |
| Mortgage-backed securities | $606,432,000 | 176 |
| Certificates of participation in pools of residential mortgages | $260,791,000 | 192 |
| Issued or guaranteed by U.S. | $260,791,000 | 189 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $345,637,000 | 120 |
| CMOs issued by government agencies or sponsored agencies | $345,617,000 | 112 |
| Privately issued | $20,000 | 602 |
| Commercial mortgage-backed securities | $4,000 | 1,341 |
| Commercial mortgage pass-through securities | $4,000 | 945 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $850,972,000 | 173 |
| Total debt securities | $838,603,000 | 208 |
| 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 | $863,648,000 | 206 |
| U.S. Government securities | $627,595,000 | 199 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $627,595,000 | 190 |
| Securities issued by states & political subdivisions | $224,519,000 | 131 |
| Other domestic debt securities | $11,534,000 | 545 |
| Privately issued residential mortgage-backed securities | $23,000 | 643 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $11,511,000 | 69 |
| 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 | $472,370,000 | 158 |
| Mortgage-backed securities | $613,219,000 | 175 |
| Certificates of participation in pools of residential mortgages | $233,168,000 | 199 |
| Issued or guaranteed by U.S. | $233,168,000 | 198 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $380,046,000 | 116 |
| CMOs issued by government agencies or sponsored agencies | $380,023,000 | 110 |
| Privately issued | $23,000 | 611 |
| Commercial mortgage-backed securities | $5,000 | 1,280 |
| Commercial mortgage pass-through securities | $5,000 | 872 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $863,648,000 | 174 |
| Total debt securities | $852,137,000 | 202 |
| 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 | $873,250,000 | 206 |
| U.S. Government securities | $640,696,000 | 198 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $640,696,000 | 189 |
| Securities issued by states & political subdivisions | $221,093,000 | 130 |
| Other domestic debt securities | $11,461,000 | 557 |
| Privately issued residential mortgage-backed securities | $25,000 | 661 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $11,436,000 | 72 |
| 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 | $435,451,000 | 170 |
| Mortgage-backed securities | $630,313,000 | 171 |
| Certificates of participation in pools of residential mortgages | $225,132,000 | 205 |
| Issued or guaranteed by U.S. | $225,132,000 | 203 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $405,175,000 | 109 |
| CMOs issued by government agencies or sponsored agencies | $405,150,000 | 104 |
| Privately issued | $25,000 | 625 |
| Commercial mortgage-backed securities | $6,000 | 1,214 |
| Commercial mortgage pass-through securities | $6,000 | 831 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $873,250,000 | 171 |
| Total debt securities | $861,812,000 | 201 |
| 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 | $880,667,000 | 205 |
| U.S. Government securities | $649,360,000 | 196 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $649,360,000 | 187 |
| Securities issued by states & political subdivisions | $218,126,000 | 131 |
| Other domestic debt securities | $13,181,000 | 519 |
| Privately issued residential mortgage-backed securities | $29,000 | 661 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $13,152,000 | 66 |
| 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 | $443,971,000 | 170 |
| Mortgage-backed securities | $638,621,000 | 169 |
| Certificates of participation in pools of residential mortgages | $217,644,000 | 215 |
| Issued or guaranteed by U.S. | $217,644,000 | 214 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $420,969,000 | 111 |
| CMOs issued by government agencies or sponsored agencies | $420,940,000 | 104 |
| Privately issued | $29,000 | 629 |
| Commercial mortgage-backed securities | $8,000 | 1,195 |
| Commercial mortgage pass-through securities | $8,000 | 816 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $880,667,000 | 170 |
| Total debt securities | $867,514,000 | 200 |
| 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 | $887,391,000 | 195 |
| U.S. Government securities | $657,778,000 | 197 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $657,778,000 | 188 |
| Securities issued by states & political subdivisions | $214,707,000 | 128 |
| Other domestic debt securities | $14,906,000 | 469 |
| Privately issued residential mortgage-backed securities | $31,000 | 659 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $14,875,000 | 60 |
| 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 | $473,064,000 | 162 |
| Mortgage-backed securities | $647,116,000 | 165 |
| Certificates of participation in pools of residential mortgages | $212,879,000 | 210 |
| Issued or guaranteed by U.S. | $212,879,000 | 209 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $434,228,000 | 107 |
| CMOs issued by government agencies or sponsored agencies | $434,197,000 | 100 |
| Privately issued | $31,000 | 629 |
| Commercial mortgage-backed securities | $9,000 | 1,148 |
| Commercial mortgage pass-through securities | $9,000 | 789 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $887,391,000 | 163 |
| Total debt securities | $872,514,000 | 197 |
| 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 | $881,891,000 | 196 |
| U.S. Government securities | $655,385,000 | 193 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $655,385,000 | 185 |
| Securities issued by states & political subdivisions | $211,340,000 | 123 |
| Other domestic debt securities | $15,166,000 | 469 |
| Privately issued residential mortgage-backed securities | $48,000 | 655 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $15,118,000 | 59 |
| 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 | $448,105,000 | 167 |
| Mortgage-backed securities | $644,313,000 | 158 |
| Certificates of participation in pools of residential mortgages | $194,032,000 | 235 |
| Issued or guaranteed by U.S. | $194,032,000 | 233 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $450,271,000 | 99 |
| CMOs issued by government agencies or sponsored agencies | $450,223,000 | 94 |
| Privately issued | $48,000 | 624 |
| Commercial mortgage-backed securities | $10,000 | 1,101 |
| Commercial mortgage pass-through securities | $10,000 | 761 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $881,891,000 | 160 |
| Total debt securities | $866,773,000 | 196 |
| 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 | $897,356,000 | 189 |
| U.S. Government securities | $670,670,000 | 191 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $670,670,000 | 186 |
| Securities issued by states & political subdivisions | $211,770,000 | 117 |
| Other domestic debt securities | $14,916,000 | 476 |
| Privately issued residential mortgage-backed securities | $50,000 | 680 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $14,866,000 | 60 |
| 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 | $433,759,000 | 168 |
| Mortgage-backed securities | $659,626,000 | 160 |
| Certificates of participation in pools of residential mortgages | $188,424,000 | 241 |
| Issued or guaranteed by U.S. | $188,424,000 | 240 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $471,188,000 | 102 |
| CMOs issued by government agencies or sponsored agencies | $471,138,000 | 94 |
| Privately issued | $50,000 | 648 |
| Commercial mortgage-backed securities | $14,000 | 1,053 |
| Commercial mortgage pass-through securities | $14,000 | 717 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $897,356,000 | 154 |
| Total debt securities | $882,543,000 | 187 |
| 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 | $901,858,000 | 187 |
| U.S. Government securities | $677,189,000 | 190 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $677,189,000 | 184 |
| Securities issued by states & political subdivisions | $209,307,000 | 117 |
| Other domestic debt securities | $15,362,000 | 470 |
| Privately issued residential mortgage-backed securities | $55,000 | 716 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $15,307,000 | 50 |
| 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 | $457,023,000 | 163 |
| Mortgage-backed securities | $675,880,000 | 156 |
| Certificates of participation in pools of residential mortgages | $181,943,000 | 252 |
| Issued or guaranteed by U.S. | $181,943,000 | 250 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $493,921,000 | 101 |
| CMOs issued by government agencies or sponsored agencies | $493,866,000 | 90 |
| Privately issued | $55,000 | 680 |
| Commercial mortgage-backed securities | $16,000 | 1,033 |
| Commercial mortgage pass-through securities | $16,000 | 699 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $901,858,000 | 156 |
| Total debt securities | $886,607,000 | 188 |
| 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 | $892,366,000 | 187 |
| U.S. Government securities | $669,325,000 | 190 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $669,325,000 | 182 |
| Securities issued by states & political subdivisions | $207,676,000 | 115 |
| Other domestic debt securities | $15,365,000 | 472 |
| Privately issued residential mortgage-backed securities | $62,000 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $15,303,000 | 51 |
| 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 | $491,436,000 | 153 |
| Mortgage-backed securities | $667,920,000 | 153 |
| Certificates of participation in pools of residential mortgages | $187,577,000 | 245 |
| Issued or guaranteed by U.S. | $187,577,000 | 244 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $480,325,000 | 105 |
| CMOs issued by government agencies or sponsored agencies | $480,263,000 | 93 |
| Privately issued | $62,000 | 671 |
| Commercial mortgage-backed securities | $18,000 | 1,014 |
| Commercial mortgage pass-through securities | $18,000 | 705 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $892,366,000 | 157 |
| Total debt securities | $877,263,000 | 187 |
| 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 | $895,236,000 | 184 |
| U.S. Government securities | $673,623,000 | 177 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $673,623,000 | 174 |
| Securities issued by states & political subdivisions | $205,472,000 | 114 |
| Other domestic debt securities | $16,141,000 | 455 |
| Privately issued residential mortgage-backed securities | $67,000 | 737 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $16,074,000 | 50 |
| 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 | $481,451,000 | 155 |
| Mortgage-backed securities | $672,229,000 | 151 |
| Certificates of participation in pools of residential mortgages | $183,793,000 | 244 |
| Issued or guaranteed by U.S. | $183,793,000 | 243 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $488,416,000 | 99 |
| CMOs issued by government agencies or sponsored agencies | $488,349,000 | 89 |
| Privately issued | $67,000 | 702 |
| Commercial mortgage-backed securities | $20,000 | 982 |
| Commercial mortgage pass-through securities | $20,000 | 696 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $895,236,000 | 157 |
| Total debt securities | $879,352,000 | 185 |
| 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 | $907,386,000 | 183 |
| U.S. Government securities | $690,832,000 | 173 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $690,832,000 | 169 |
| Securities issued by states & political subdivisions | $201,831,000 | 117 |
| Other domestic debt securities | $14,723,000 | 494 |
| Privately issued residential mortgage-backed securities | $101,000 | 724 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $14,622,000 | 55 |
| 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 | $365,336,000 | 187 |
| Mortgage-backed securities | $689,382,000 | 148 |
| Certificates of participation in pools of residential mortgages | $185,317,000 | 249 |
| Issued or guaranteed by U.S. | $185,317,000 | 248 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $504,042,000 | 97 |
| CMOs issued by government agencies or sponsored agencies | $503,941,000 | 86 |
| Privately issued | $101,000 | 694 |
| Commercial mortgage-backed securities | $23,000 | 983 |
| Commercial mortgage pass-through securities | $23,000 | 701 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $907,386,000 | 155 |
| Total debt securities | $893,131,000 | 182 |
| 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 | $915,815,000 | 182 |
| U.S. Government securities | $707,420,000 | 168 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $707,420,000 | 166 |
| Securities issued by states & political subdivisions | $195,411,000 | 119 |
| Other domestic debt securities | $12,984,000 | 552 |
| Privately issued residential mortgage-backed securities | $476,000 | 550 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $12,508,000 | 51 |
| 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 | $369,697,000 | 191 |
| Mortgage-backed securities | $706,337,000 | 148 |
| Certificates of participation in pools of residential mortgages | $194,299,000 | 247 |
| Issued or guaranteed by U.S. | $194,299,000 | 246 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $512,011,000 | 98 |
| CMOs issued by government agencies or sponsored agencies | $511,535,000 | 89 |
| Privately issued | $476,000 | 526 |
| Commercial mortgage-backed securities | $27,000 | 970 |
| Commercial mortgage pass-through securities | $27,000 | 699 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $915,815,000 | 154 |
| Total debt securities | $903,658,000 | 181 |
| 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 | $909,039,000 | 185 |
| U.S. Government securities | $704,451,000 | 167 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $704,451,000 | 162 |
| Securities issued by states & political subdivisions | $194,987,000 | 116 |
| Other domestic debt securities | $9,601,000 | 704 |
| Privately issued residential mortgage-backed securities | $557,000 | 560 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $9,044,000 | 70 |
| 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 | $373,204,000 | 191 |
| Mortgage-backed securities | $703,375,000 | 147 |
| Certificates of participation in pools of residential mortgages | $201,677,000 | 233 |
| Issued or guaranteed by U.S. | $201,677,000 | 231 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $501,664,000 | 98 |
| CMOs issued by government agencies or sponsored agencies | $501,107,000 | 89 |
| Privately issued | $557,000 | 533 |
| Commercial mortgage-backed securities | $34,000 | 905 |
| Commercial mortgage pass-through securities | $34,000 | 641 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $909,039,000 | 157 |
| Total debt securities | $900,543,000 | 183 |
| 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 | $867,249,000 | 182 |
| U.S. Government securities | $667,137,000 | 171 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $667,137,000 | 166 |
| Securities issued by states & political subdivisions | $191,996,000 | 113 |
| Other domestic debt securities | $8,116,000 | 782 |
| Privately issued residential mortgage-backed securities | $593,000 | 582 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $7,523,000 | 79 |
| 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 | $383,757,000 | 185 |
| Mortgage-backed securities | $666,099,000 | 148 |
| Certificates of participation in pools of residential mortgages | $214,249,000 | 219 |
| Issued or guaranteed by U.S. | $214,249,000 | 217 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $451,814,000 | 102 |
| CMOs issued by government agencies or sponsored agencies | $451,221,000 | 91 |
| Privately issued | $593,000 | 557 |
| Commercial mortgage-backed securities | $36,000 | 891 |
| Commercial mortgage pass-through securities | $36,000 | 621 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $867,249,000 | 158 |
| Total debt securities | $860,273,000 | 181 |
| 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 | $832,572,000 | 190 |
| U.S. Government securities | $632,392,000 | 176 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $632,392,000 | 172 |
| Securities issued by states & political subdivisions | $191,322,000 | 116 |
| Other domestic debt securities | $8,858,000 | 747 |
| Privately issued residential mortgage-backed securities | $681,000 | 578 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $8,177,000 | 73 |
| 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 | $424,798,000 | 168 |
| Mortgage-backed securities | $631,317,000 | 155 |
| Certificates of participation in pools of residential mortgages | $231,777,000 | 198 |
| Issued or guaranteed by U.S. | $231,777,000 | 197 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $399,501,000 | 117 |
| CMOs issued by government agencies or sponsored agencies | $398,820,000 | 104 |
| Privately issued | $681,000 | 554 |
| Commercial mortgage-backed securities | $39,000 | 863 |
| Commercial mortgage pass-through securities | $39,000 | 619 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $832,572,000 | 168 |
| Total debt securities | $824,978,000 | 192 |
| 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 | $765,278,000 | 207 |
| U.S. Government securities | $562,209,000 | 206 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $562,209,000 | 201 |
| Securities issued by states & political subdivisions | $196,304,000 | 110 |
| Other domestic debt securities | $6,765,000 | 886 |
| Privately issued residential mortgage-backed securities | $792,000 | 577 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $5,973,000 | 79 |
| 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 | $359,819,000 | 201 |
| Mortgage-backed securities | $561,208,000 | 172 |
| Certificates of participation in pools of residential mortgages | $245,052,000 | 196 |
| Issued or guaranteed by U.S. | $245,052,000 | 194 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $316,114,000 | 138 |
| CMOs issued by government agencies or sponsored agencies | $315,322,000 | 127 |
| Privately issued | $792,000 | 556 |
| Commercial mortgage-backed securities | $42,000 | 782 |
| Commercial mortgage pass-through securities | $42,000 | 574 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $765,278,000 | 185 |
| Total debt securities | $759,888,000 | 203 |
| 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 | $686,195,000 | 223 |
| U.S. Government securities | $479,642,000 | 235 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $479,642,000 | 233 |
| Securities issued by states & political subdivisions | $199,485,000 | 102 |
| Other domestic debt securities | $7,068,000 | 846 |
| Privately issued residential mortgage-backed securities | $946,000 | 584 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $6,122,000 | 74 |
| 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 | $350,559,000 | 208 |
| Mortgage-backed securities | $478,701,000 | 198 |
| Certificates of participation in pools of residential mortgages | $249,142,000 | 191 |
| Issued or guaranteed by U.S. | $249,142,000 | 189 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $229,514,000 | 184 |
| CMOs issued by government agencies or sponsored agencies | $228,568,000 | 172 |
| Privately issued | $946,000 | 565 |
| Commercial mortgage-backed securities | $45,000 | 669 |
| Commercial mortgage pass-through securities | $45,000 | 501 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $686,195,000 | 198 |
| Total debt securities | $680,804,000 | 218 |
| 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 | $652,601,000 | 236 |
| U.S. Government securities | $444,744,000 | 260 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $444,744,000 | 256 |
| Securities issued by states & political subdivisions | $201,822,000 | 101 |
| Other domestic debt securities | $6,035,000 | 951 |
| Privately issued residential mortgage-backed securities | $1,230,000 | 566 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $4,805,000 | 85 |
| 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 | $359,597,000 | 199 |
| Mortgage-backed securities | $444,090,000 | 222 |
| Certificates of participation in pools of residential mortgages | $281,845,000 | 181 |
| Issued or guaranteed by U.S. | $281,845,000 | 180 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $162,196,000 | 243 |
| CMOs issued by government agencies or sponsored agencies | $160,966,000 | 227 |
| Privately issued | $1,230,000 | 544 |
| Commercial mortgage-backed securities | $49,000 | 639 |
| Commercial mortgage pass-through securities | $49,000 | 469 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $652,601,000 | 205 |
| Total debt securities | $648,368,000 | 233 |
| 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 | $654,757,000 | 238 |
| U.S. Government securities | $444,820,000 | 264 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $444,820,000 | 256 |
| Securities issued by states & political subdivisions | $198,581,000 | 97 |
| Other domestic debt securities | $11,356,000 | 664 |
| Privately issued residential mortgage-backed securities | $6,977,000 | 286 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $4,379,000 | 84 |
| 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 | $332,629,000 | 215 |
| Mortgage-backed securities | $449,813,000 | 216 |
| Certificates of participation in pools of residential mortgages | $305,669,000 | 168 |
| Issued or guaranteed by U.S. | $305,669,000 | 167 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $144,092,000 | 260 |
| CMOs issued by government agencies or sponsored agencies | $137,115,000 | 252 |
| Privately issued | $6,977,000 | 279 |
| Commercial mortgage-backed securities | $52,000 | 603 |
| Commercial mortgage pass-through securities | $52,000 | 432 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $654,757,000 | 210 |
| Total debt securities | $651,046,000 | 235 |
| 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 | $658,729,000 | 241 |
| U.S. Government securities | $450,912,000 | 268 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $450,912,000 | 262 |
| Securities issued by states & political subdivisions | $196,094,000 | 93 |
| Other domestic debt securities | $11,723,000 | 662 |
| Privately issued residential mortgage-backed securities | $7,238,000 | 301 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $4,485,000 | 83 |
| 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 | $347,316,000 | 209 |
| Mortgage-backed securities | $456,213,000 | 215 |
| Certificates of participation in pools of residential mortgages | $307,094,000 | 171 |
| Issued or guaranteed by U.S. | $307,094,000 | 170 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $149,065,000 | 270 |
| CMOs issued by government agencies or sponsored agencies | $141,827,000 | 258 |
| Privately issued | $7,238,000 | 293 |
| Commercial mortgage-backed securities | $54,000 | 562 |
| Commercial mortgage pass-through securities | $54,000 | 399 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $658,729,000 | 210 |
| Total debt securities | $654,913,000 | 235 |
| 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 | $663,384,000 | 237 |
| U.S. Government securities | $450,237,000 | 256 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $450,237,000 | 251 |
| Securities issued by states & political subdivisions | $195,581,000 | 93 |
| Other domestic debt securities | $17,566,000 | 532 |
| Privately issued residential mortgage-backed securities | $12,795,000 | 272 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $4,771,000 | 80 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $272,048,000 | 232 |
| Mortgage-backed securities | $459,018,000 | 197 |
| Certificates of participation in pools of residential mortgages | $310,969,000 | 165 |
| Issued or guaranteed by U.S. | $310,969,000 | 165 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $147,948,000 | 266 |
| CMOs issued by government agencies or sponsored agencies | $135,153,000 | 253 |
| Privately issued | $12,795,000 | 263 |
| Commercial mortgage-backed securities | $101,000 | 476 |
| Commercial mortgage pass-through securities | $101,000 | 335 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $663,384,000 | 202 |
| Total debt securities | $659,612,000 | 233 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $607,832,000 | 246 |
| U.S. Government securities | $428,228,000 | 259 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $428,228,000 | 255 |
| Securities issued by states & political subdivisions | $171,332,000 | 106 |
| Other domestic debt securities | $8,272,000 | 797 |
| Privately issued residential mortgage-backed securities | $6,000 | 1,261 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $8,266,000 | 58 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $252,123,000 | 242 |
| Mortgage-backed securities | $424,205,000 | 214 |
| Certificates of participation in pools of residential mortgages | $312,880,000 | 157 |
| Issued or guaranteed by U.S. | $312,880,000 | 156 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $111,203,000 | 327 |
| CMOs issued by government agencies or sponsored agencies | $111,197,000 | 281 |
| Privately issued | $6,000 | 1,193 |
| Commercial mortgage-backed securities | $122,000 | 418 |
| Commercial mortgage pass-through securities | $122,000 | 297 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $607,832,000 | 219 |
| Total debt securities | $600,468,000 | 245 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $610,955,000 | 251 |
| U.S. Government securities | $436,297,000 | 254 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $436,297,000 | 245 |
| Securities issued by states & political subdivisions | $165,806,000 | 106 |
| Other domestic debt securities | $8,852,000 | 751 |
| Privately issued residential mortgage-backed securities | $6,000 | 1,288 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $8,846,000 | 58 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $245,622,000 | 251 |
| Mortgage-backed securities | $434,260,000 | 214 |
| Certificates of participation in pools of residential mortgages | $328,134,000 | 147 |
| Issued or guaranteed by U.S. | $328,134,000 | 146 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $105,999,000 | 337 |
| CMOs issued by government agencies or sponsored agencies | $105,993,000 | 285 |
| Privately issued | $6,000 | 1,227 |
| Commercial mortgage-backed securities | $127,000 | 404 |
| Commercial mortgage pass-through securities | $127,000 | 298 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $610,955,000 | 219 |
| Total debt securities | $603,538,000 | 251 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $597,962,000 | 255 |
| U.S. Government securities | $432,439,000 | 259 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $432,439,000 | 252 |
| Securities issued by states & political subdivisions | $159,852,000 | 103 |
| Other domestic debt securities | $5,671,000 | 988 |
| Privately issued residential mortgage-backed securities | $6,000 | 1,321 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $5,665,000 | 76 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $238,863,000 | 260 |
| Mortgage-backed securities | $430,389,000 | 209 |
| Certificates of participation in pools of residential mortgages | $333,288,000 | 141 |
| Issued or guaranteed by U.S. | $333,288,000 | 140 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $96,968,000 | 342 |
| CMOs issued by government agencies or sponsored agencies | $96,962,000 | 287 |
| Privately issued | $6,000 | 1,258 |
| Commercial mortgage-backed securities | $133,000 | 394 |
| Commercial mortgage pass-through securities | $133,000 | 290 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $597,962,000 | 225 |
| Total debt securities | $593,666,000 | 253 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $558,311,000 | 266 |
| U.S. Government securities | $398,436,000 | 260 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $398,436,000 | 254 |
| Securities issued by states & political subdivisions | $157,540,000 | 103 |
| Other domestic debt securities | $2,335,000 | 1,585 |
| Privately issued residential mortgage-backed securities | $6,000 | 1,372 |
| Commercial mortgage-backed securities - Total | $139,000 | 360 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $2,190,000 | 120 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $259,918,000 | 238 |
| Mortgage-backed securities | $396,508,000 | 214 |
| Certificates of participation in pools of residential mortgages | $301,913,000 | 156 |
| Issued or guaranteed by U.S. | $301,913,000 | 155 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $94,456,000 | 343 |
| CMOs issued by government agencies or sponsored agencies | $94,450,000 | 284 |
| Privately issued | $6,000 | 1,307 |
| Commercial mortgage-backed securities | $139,000 | 360 |
| Commercial mortgage pass-through securities | $139,000 | 275 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $558,311,000 | 234 |
| Total debt securities | $557,574,000 | 262 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $588,018,000 | 232 |
| U.S. Government securities | $421,776,000 | 239 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $421,776,000 | 231 |
| Securities issued by states & political subdivisions | $163,892,000 | 95 |
| Other domestic debt securities | $2,350,000 | 1,616 |
| Privately issued residential mortgage-backed securities | $7,000 | 1,440 |
| Commercial mortgage-backed securities - Total | $146,000 | 328 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $2,197,000 | 124 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $361,984,000 | 170 |
| Mortgage-backed securities | $419,838,000 | 191 |
| Certificates of participation in pools of residential mortgages | $315,978,000 | 140 |
| Issued or guaranteed by U.S. | $315,978,000 | 139 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $103,714,000 | 329 |
| CMOs issued by government agencies or sponsored agencies | $103,707,000 | 269 |
| Privately issued | $7,000 | 1,371 |
| Commercial mortgage-backed securities | $146,000 | 328 |
| Commercial mortgage pass-through securities | $146,000 | 247 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $588,018,000 | 202 |
| Total debt securities | $587,334,000 | 230 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $594,255,000 | 227 |
| U.S. Government securities | $435,600,000 | 234 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $435,600,000 | 223 |
| Securities issued by states & political subdivisions | $156,362,000 | 94 |
| Other domestic debt securities | $2,293,000 | 1,621 |
| Privately issued residential mortgage-backed securities | $7,000 | 1,465 |
| Commercial mortgage-backed securities - Total | $155,000 | 319 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $2,131,000 | 135 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $361,851,000 | 167 |
| Mortgage-backed securities | $431,644,000 | 184 |
| Certificates of participation in pools of residential mortgages | $322,806,000 | 137 |
| Issued or guaranteed by U.S. | $322,806,000 | 136 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $108,683,000 | 304 |
| CMOs issued by government agencies or sponsored agencies | $108,676,000 | 247 |
| Privately issued | $7,000 | 1,395 |
| Commercial mortgage-backed securities | $155,000 | 319 |
| Commercial mortgage pass-through securities | $155,000 | 238 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $594,255,000 | 196 |
| Total debt securities | $593,578,000 | 226 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $571,261,000 | 232 |
| U.S. Government securities | $414,236,000 | 239 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $414,236,000 | 229 |
| Securities issued by states & political subdivisions | $154,727,000 | 98 |
| Other domestic debt securities | $2,298,000 | 1,669 |
| Privately issued residential mortgage-backed securities | $7,000 | 1,496 |
| Commercial mortgage-backed securities - Total | $161,000 | 333 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $2,130,000 | 138 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $372,866,000 | 165 |
| Mortgage-backed securities | $410,285,000 | 195 |
| Certificates of participation in pools of residential mortgages | $297,802,000 | 152 |
| Issued or guaranteed by U.S. | $297,802,000 | 151 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $112,322,000 | 297 |
| CMOs issued by government agencies or sponsored agencies | $112,315,000 | 236 |
| Privately issued | $7,000 | 1,430 |
| Commercial mortgage-backed securities | $161,000 | 333 |
| Commercial mortgage pass-through securities | $161,000 | 245 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $571,261,000 | 201 |
| Total debt securities | $570,584,000 | 229 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $580,484,000 | 231 |
| U.S. Government securities | $423,088,000 | 227 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $423,088,000 | 220 |
| Securities issued by states & political subdivisions | $148,734,000 | 101 |
| Other domestic debt securities | $8,662,000 | 917 |
| Privately issued residential mortgage-backed securities | $7,000 | 1,534 |
| Commercial mortgage-backed securities - Total | $167,000 | 316 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $1,416,000 | 186 |
| Other domestic debt securities - All other | $7,072,000 | 471 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $409,661,000 | 159 |
| Mortgage-backed securities | $419,114,000 | 192 |
| Certificates of participation in pools of residential mortgages | $299,383,000 | 155 |
| Issued or guaranteed by U.S. | $299,383,000 | 154 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $119,564,000 | 268 |
| CMOs issued by government agencies or sponsored agencies | $119,557,000 | 210 |
| Privately issued | $7,000 | 1,458 |
| Commercial mortgage-backed securities | $167,000 | 316 |
| Commercial mortgage pass-through securities | $167,000 | 233 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $580,484,000 | 200 |
| Total debt securities | $579,802,000 | 225 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $597,981,000 | 224 |
| U.S. Government securities | $435,461,000 | 220 |
| U.S. Treasury securities | $144,000 | 994 |
| U.S. Government agency obligations | $435,317,000 | 215 |
| Securities issued by states & political subdivisions | $153,235,000 | 103 |
| Other domestic debt securities | $9,285,000 | 938 |
| Privately issued residential mortgage-backed securities | $7,000 | 1,588 |
| Commercial mortgage-backed securities - Total | $161,000 | 339 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $2,170,000 | 169 |
| Other domestic debt securities - All other | $6,947,000 | 503 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $446,572,000 | 149 |
| Mortgage-backed securities | $431,333,000 | 193 |
| Certificates of participation in pools of residential mortgages | $314,570,000 | 159 |
| Issued or guaranteed by U.S. | $314,570,000 | 156 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $116,602,000 | 269 |
| CMOs issued by government agencies or sponsored agencies | $116,595,000 | 204 |
| Privately issued | $7,000 | 1,507 |
| Commercial mortgage-backed securities | $161,000 | 339 |
| Commercial mortgage pass-through securities | $161,000 | 240 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $597,981,000 | 192 |
| Total debt securities | $596,825,000 | 216 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $580,871,000 | 235 |
| U.S. Government securities | $424,820,000 | 219 |
| U.S. Treasury securities | $152,000 | 979 |
| U.S. Government agency obligations | $424,668,000 | 212 |
| Securities issued by states & political subdivisions | $146,481,000 | 102 |
| Other domestic debt securities | $9,570,000 | 945 |
| Privately issued residential mortgage-backed securities | $8,000 | 1,603 |
| Commercial mortgage-backed securities - Total | $176,000 | 275 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $2,957,000 | 150 |
| Other domestic debt securities - All other | $6,429,000 | 545 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $442,666,000 | 159 |
| Mortgage-backed securities | $424,852,000 | 202 |
| Certificates of participation in pools of residential mortgages | $317,631,000 | 159 |
| Issued or guaranteed by U.S. | $317,631,000 | 156 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $107,045,000 | 282 |
| CMOs issued by government agencies or sponsored agencies | $107,037,000 | 209 |
| Privately issued | $8,000 | 1,521 |
| Commercial mortgage-backed securities | $176,000 | 275 |
| Commercial mortgage pass-through securities | $176,000 | 176 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $580,871,000 | 201 |
| Total debt securities | $578,893,000 | 226 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $594,021,000 | 240 |
| U.S. Government securities | $436,425,000 | 221 |
| U.S. Treasury securities | $153,000 | 919 |
| U.S. Government agency obligations | $436,272,000 | 215 |
| Securities issued by states & political subdivisions | $148,238,000 | 97 |
| Other domestic debt securities | $9,358,000 | 914 |
| Privately issued residential mortgage-backed securities | $8,000 | 1,625 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,350,000 | 413 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $466,804,000 | 159 |
| Mortgage-backed securities | $436,280,000 | 202 |
| Certificates of participation in pools of residential mortgages | $331,347,000 | 162 |
| Issued or guaranteed by U.S. | $331,347,000 | 158 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $104,933,000 | 291 |
| CMOs issued by government agencies or sponsored agencies | $104,925,000 | 213 |
| Privately issued | $8,000 | 1,541 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $594,021,000 | 207 |
| Total debt securities | $594,021,000 | 232 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $589,270,000 | 240 |
| U.S. Government securities | $427,300,000 | 223 |
| U.S. Treasury securities | $154,000 | 907 |
| U.S. Government agency obligations | $427,146,000 | 218 |
| Securities issued by states & political subdivisions | $143,842,000 | 97 |
| Other domestic debt securities | $18,128,000 | 566 |
| Privately issued residential mortgage-backed securities | $7,495,000 | 584 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,633,000 | 358 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $401,817,000 | 173 |
| Mortgage-backed securities | $434,641,000 | 206 |
| Certificates of participation in pools of residential mortgages | $341,051,000 | 162 |
| Issued or guaranteed by U.S. | $341,051,000 | 157 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $93,590,000 | 321 |
| CMOs issued by government agencies or sponsored agencies | $86,095,000 | 235 |
| Privately issued | $7,495,000 | 557 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $589,270,000 | 203 |
| Total debt securities | $589,271,000 | 233 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $589,014,000 | 225 |
| U.S. Government securities | $419,557,000 | 214 |
| U.S. Treasury securities | $203,000 | 928 |
| U.S. Government agency obligations | $419,354,000 | 211 |
| Securities issued by states & political subdivisions | $140,912,000 | 95 |
| Other domestic debt securities | $28,545,000 | 434 |
| Privately issued residential mortgage-backed securities | $7,519,000 | 582 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,026,000 | 215 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $366,813,000 | 179 |
| Mortgage-backed securities | $426,873,000 | 194 |
| Certificates of participation in pools of residential mortgages | $344,129,000 | 145 |
| Issued or guaranteed by U.S. | $344,129,000 | 139 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $82,744,000 | 322 |
| CMOs issued by government agencies or sponsored agencies | $75,225,000 | 231 |
| Privately issued | $7,519,000 | 556 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $589,014,000 | 192 |
| Total debt securities | $589,014,000 | 220 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $599,085,000 | 232 |
| U.S. Government securities | $417,630,000 | 210 |
| U.S. Treasury securities | $202,000 | 932 |
| U.S. Government agency obligations | $417,428,000 | 209 |
| Securities issued by states & political subdivisions | $143,232,000 | 101 |
| Other domestic debt securities | $38,223,000 | 371 |
| Privately issued residential mortgage-backed securities | $9,000 | 1,528 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $38,214,000 | 145 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $308,657,000 | 219 |
| Mortgage-backed securities | $417,437,000 | 200 |
| Certificates of participation in pools of residential mortgages | $344,793,000 | 147 |
| Issued or guaranteed by U.S. | $344,793,000 | 140 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $72,644,000 | 346 |
| CMOs issued by government agencies or sponsored agencies | $72,635,000 | 236 |
| Privately issued | $9,000 | 1,438 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $599,085,000 | 193 |
| Total debt securities | $599,085,000 | 225 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $601,997,000 | 229 |
| U.S. Government securities | $424,663,000 | 218 |
| U.S. Treasury securities | $357,000 | 878 |
| U.S. Government agency obligations | $424,306,000 | 215 |
| Securities issued by states & political subdivisions | $142,442,000 | 103 |
| Other domestic debt securities | $34,892,000 | 388 |
| Privately issued residential mortgage-backed securities | $9,000 | 1,516 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $34,883,000 | 164 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $291,590,000 | 227 |
| Mortgage-backed securities | $424,315,000 | 196 |
| Certificates of participation in pools of residential mortgages | $347,811,000 | 146 |
| Issued or guaranteed by U.S. | $347,811,000 | 137 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $76,504,000 | 334 |
| CMOs issued by government agencies or sponsored agencies | $76,495,000 | 225 |
| Privately issued | $9,000 | 1,425 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $601,997,000 | 198 |
| Total debt securities | $601,997,000 | 223 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $550,001,000 | 245 |
| U.S. Government securities | $366,633,000 | 250 |
| U.S. Treasury securities | $353,000 | 978 |
| U.S. Government agency obligations | $366,280,000 | 243 |
| Securities issued by states & political subdivisions | $146,516,000 | 99 |
| Other domestic debt securities | $36,852,000 | 369 |
| Privately issued residential mortgage-backed securities | $9,000 | 1,422 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $36,843,000 | 163 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $275,036,000 | 241 |
| Mortgage-backed securities | $366,289,000 | 212 |
| Certificates of participation in pools of residential mortgages | $289,115,000 | 161 |
| Issued or guaranteed by U.S. | $289,115,000 | 154 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $77,174,000 | 327 |
| CMOs issued by government agencies or sponsored agencies | $77,165,000 | 220 |
| Privately issued | $9,000 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $550,001,000 | 209 |
| Total debt securities | $549,751,000 | 240 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $563,471,000 | 242 |
| U.S. Government securities | $373,092,000 | 250 |
| U.S. Treasury securities | $349,000 | 1,057 |
| U.S. Government agency obligations | $372,743,000 | 240 |
| Securities issued by states & political subdivisions | $151,651,000 | 99 |
| Other domestic debt securities | $38,728,000 | 343 |
| Privately issued residential mortgage-backed securities | $12,000 | 1,382 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $38,716,000 | 159 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $270,248,000 | 235 |
| Mortgage-backed securities | $372,755,000 | 202 |
| Certificates of participation in pools of residential mortgages | $292,457,000 | 157 |
| Issued or guaranteed by U.S. | $292,457,000 | 150 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $80,298,000 | 308 |
| CMOs issued by government agencies or sponsored agencies | $80,286,000 | 208 |
| Privately issued | $12,000 | 1,298 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $563,471,000 | 202 |
| Total debt securities | $563,217,000 | 235 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $561,251,000 | 246 |
| U.S. Government securities | $372,839,000 | 257 |
| U.S. Treasury securities | $344,000 | 1,181 |
| U.S. Government agency obligations | $372,495,000 | 246 |
| Securities issued by states & political subdivisions | $147,897,000 | 98 |
| Other domestic debt securities | $40,515,000 | 332 |
| Privately issued residential mortgage-backed securities | $12,000 | 1,342 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $40,503,000 | 146 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,581,000 | 258 |
| Mortgage-backed securities | $372,507,000 | 199 |
| Certificates of participation in pools of residential mortgages | $291,147,000 | 159 |
| Issued or guaranteed by U.S. | $291,147,000 | 151 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $81,360,000 | 302 |
| CMOs issued by government agencies or sponsored agencies | $81,348,000 | 212 |
| Privately issued | $12,000 | 1,252 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $561,251,000 | 209 |
| Total debt securities | $561,001,000 | 241 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $526,183,000 | 262 |
| U.S. Government securities | $343,645,000 | 281 |
| U.S. Treasury securities | $346,000 | 1,262 |
| U.S. Government agency obligations | $343,299,000 | 270 |
| Securities issued by states & political subdivisions | $141,877,000 | 100 |
| Other domestic debt securities | $40,661,000 | 329 |
| Privately issued residential mortgage-backed securities | $14,000 | 1,307 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $40,647,000 | 146 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $244,586,000 | 263 |
| Mortgage-backed securities | $343,313,000 | 214 |
| Certificates of participation in pools of residential mortgages | $268,396,000 | 171 |
| Issued or guaranteed by U.S. | $268,396,000 | 163 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $74,917,000 | 313 |
| CMOs issued by government agencies or sponsored agencies | $74,903,000 | 225 |
| Privately issued | $14,000 | 1,207 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $526,183,000 | 222 |
| Total debt securities | $525,934,000 | 259 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $521,395,000 | 261 |
| U.S. Government securities | $340,481,000 | 290 |
| U.S. Treasury securities | $446,000 | 1,290 |
| U.S. Government agency obligations | $340,035,000 | 280 |
| Securities issued by states & political subdivisions | $140,080,000 | 98 |
| Other domestic debt securities | $40,834,000 | 315 |
| Privately issued residential mortgage-backed securities | $16,000 | 1,296 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $40,818,000 | 153 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $248,595,000 | 257 |
| Mortgage-backed securities | $340,051,000 | 214 |
| Certificates of participation in pools of residential mortgages | $279,988,000 | 171 |
| Issued or guaranteed by U.S. | $279,988,000 | 163 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $60,063,000 | 362 |
| CMOs issued by government agencies or sponsored agencies | $60,047,000 | 267 |
| Privately issued | $16,000 | 1,204 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $521,395,000 | 219 |
| Total debt securities | $521,135,000 | 255 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $518,091,000 | 264 |
| U.S. Government securities | $331,872,000 | 303 |
| U.S. Treasury securities | $299,000 | 1,394 |
| U.S. Government agency obligations | $331,573,000 | 291 |
| Securities issued by states & political subdivisions | $139,390,000 | 100 |
| Other domestic debt securities | $46,829,000 | 298 |
| Privately issued residential mortgage-backed securities | $16,000 | 1,284 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $46,813,000 | 140 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $263,710,000 | 247 |
| Mortgage-backed securities | $328,095,000 | 226 |
| Certificates of participation in pools of residential mortgages | $285,923,000 | 174 |
| Issued or guaranteed by U.S. | $285,923,000 | 167 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $42,172,000 | 450 |
| CMOs issued by government agencies or sponsored agencies | $42,156,000 | 356 |
| Privately issued | $16,000 | 1,180 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $518,091,000 | 225 |
| Total debt securities | $517,823,000 | 258 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $519,890,000 | 274 |
| U.S. Government securities | $329,404,000 | 306 |
| U.S. Treasury securities | $297,000 | 1,448 |
| U.S. Government agency obligations | $329,107,000 | 291 |
| Securities issued by states & political subdivisions | $134,372,000 | 104 |
| Other domestic debt securities | $56,114,000 | 264 |
| Privately issued residential mortgage-backed securities | $19,000 | 1,266 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $56,095,000 | 121 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $264,642,000 | 250 |
| Mortgage-backed securities | $325,640,000 | 239 |
| Certificates of participation in pools of residential mortgages | $286,745,000 | 180 |
| Issued or guaranteed by U.S. | $286,745,000 | 174 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $38,895,000 | 467 |
| CMOs issued by government agencies or sponsored agencies | $38,876,000 | 363 |
| Privately issued | $19,000 | 1,169 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $519,890,000 | 229 |
| Total debt securities | $519,628,000 | 265 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $515,945,000 | 285 |
| U.S. Government securities | $328,306,000 | 315 |
| U.S. Treasury securities | $297,000 | 1,524 |
| U.S. Government agency obligations | $328,009,000 | 302 |
| Securities issued by states & political subdivisions | $131,399,000 | 104 |
| Other domestic debt securities | $56,240,000 | 270 |
| Privately issued residential mortgage-backed securities | $20,000 | 1,249 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $56,220,000 | 122 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $288,759,000 | 231 |
| Mortgage-backed securities | $324,546,000 | 245 |
| Certificates of participation in pools of residential mortgages | $281,095,000 | 184 |
| Issued or guaranteed by U.S. | $281,095,000 | 176 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $43,451,000 | 438 |
| CMOs issued by government agencies or sponsored agencies | $43,431,000 | 338 |
| Privately issued | $20,000 | 1,157 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $515,945,000 | 244 |
| Total debt securities | $515,943,000 | 277 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $494,400,000 | 302 |
| U.S. Government securities | $303,320,000 | 351 |
| U.S. Treasury securities | $296,000 | 1,544 |
| U.S. Government agency obligations | $303,024,000 | 339 |
| Securities issued by states & political subdivisions | $134,045,000 | 102 |
| Other domestic debt securities | $57,035,000 | 275 |
| Privately issued residential mortgage-backed securities | $23,000 | 1,233 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $57,012,000 | 127 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $172,776,000 | 339 |
| Mortgage-backed securities | $299,558,000 | 264 |
| Certificates of participation in pools of residential mortgages | $249,009,000 | 206 |
| Issued or guaranteed by U.S. | $249,009,000 | 198 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $50,549,000 | 390 |
| CMOs issued by government agencies or sponsored agencies | $50,526,000 | 300 |
| Privately issued | $23,000 | 1,132 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $494,400,000 | 258 |
| Total debt securities | $494,400,000 | 295 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $514,243,000 | 293 |
| U.S. Government securities | $285,357,000 | 366 |
| U.S. Treasury securities | $297,000 | 1,572 |
| U.S. Government agency obligations | $285,060,000 | 350 |
| Securities issued by states & political subdivisions | $137,610,000 | 97 |
| Other domestic debt securities | $91,276,000 | 221 |
| Privately issued residential mortgage-backed securities | $27,000 | 1,208 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $91,249,000 | 93 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $232,366,000 | 269 |
| Mortgage-backed securities | $281,576,000 | 269 |
| Certificates of participation in pools of residential mortgages | $229,048,000 | 221 |
| Issued or guaranteed by U.S. | $229,048,000 | 215 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $52,528,000 | 384 |
| CMOs issued by government agencies or sponsored agencies | $52,501,000 | 296 |
| Privately issued | $27,000 | 1,104 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $514,243,000 | 247 |
| Total debt securities | $514,241,000 | 288 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $435,053,000 | 337 |
| U.S. Government securities | $236,205,000 | 439 |
| U.S. Treasury securities | $297,000 | 1,638 |
| U.S. Government agency obligations | $235,908,000 | 422 |
| Securities issued by states & political subdivisions | $135,594,000 | 94 |
| Other domestic debt securities | $63,254,000 | 255 |
| Privately issued residential mortgage-backed securities | $25,000 | 1,181 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $63,229,000 | 115 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $210,953,000 | 286 |
| Mortgage-backed securities | $234,847,000 | 316 |
| Certificates of participation in pools of residential mortgages | $175,025,000 | 277 |
| Issued or guaranteed by U.S. | $175,025,000 | 269 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $59,822,000 | 365 |
| CMOs issued by government agencies or sponsored agencies | $59,797,000 | 284 |
| Privately issued | $25,000 | 1,072 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $435,053,000 | 286 |
| Total debt securities | $435,053,000 | 325 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $447,810,000 | 334 |
| U.S. Government securities | $244,558,000 | 432 |
| U.S. Treasury securities | $296,000 | 1,746 |
| U.S. Government agency obligations | $244,262,000 | 410 |
| Securities issued by states & political subdivisions | $137,100,000 | 94 |
| Other domestic debt securities | $66,152,000 | 247 |
| Privately issued residential mortgage-backed securities | $28,000 | 1,167 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $66,124,000 | 113 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $195,520,000 | 300 |
| Mortgage-backed securities | $243,221,000 | 307 |
| Certificates of participation in pools of residential mortgages | $165,437,000 | 296 |
| Issued or guaranteed by U.S. | $165,437,000 | 290 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $77,784,000 | 322 |
| CMOs issued by government agencies or sponsored agencies | $77,756,000 | 255 |
| Privately issued | $28,000 | 1,067 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $447,810,000 | 283 |
| Total debt securities | $447,809,000 | 322 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $424,538,000 | 351 |
| U.S. Government securities | $220,811,000 | 488 |
| U.S. Treasury securities | $148,000 | 1,876 |
| U.S. Government agency obligations | $220,663,000 | 465 |
| Securities issued by states & political subdivisions | $137,726,000 | 93 |
| Other domestic debt securities | $66,001,000 | 252 |
| Privately issued residential mortgage-backed securities | $34,000 | 1,147 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $65,967,000 | 115 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $196,909,000 | 303 |
| Mortgage-backed securities | $219,594,000 | 345 |
| Certificates of participation in pools of residential mortgages | $130,809,000 | 368 |
| Issued or guaranteed by U.S. | $130,809,000 | 364 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $88,785,000 | 304 |
| CMOs issued by government agencies or sponsored agencies | $88,751,000 | 239 |
| Privately issued | $34,000 | 1,053 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $424,538,000 | 304 |
| Total debt securities | $424,538,000 | 342 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $438,546,000 | 340 |
| U.S. Government securities | $229,315,000 | 473 |
| U.S. Treasury securities | $149,000 | 1,889 |
| U.S. Government agency obligations | $229,166,000 | 445 |
| Securities issued by states & political subdivisions | $141,416,000 | 96 |
| Other domestic debt securities | $67,815,000 | 250 |
| Privately issued residential mortgage-backed securities | $37,000 | 1,105 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $67,778,000 | 115 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $191,831,000 | 298 |
| Mortgage-backed securities | $228,080,000 | 339 |
| Certificates of participation in pools of residential mortgages | $127,968,000 | 372 |
| Issued or guaranteed by U.S. | $127,968,000 | 371 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $100,112,000 | 280 |
| CMOs issued by government agencies or sponsored agencies | $100,075,000 | 221 |
| Privately issued | $37,000 | 1,009 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $438,546,000 | 294 |
| Total debt securities | $438,546,000 | 332 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $395,578,000 | 366 |
| U.S. Government securities | $205,539,000 | 531 |
| U.S. Treasury securities | $148,000 | 2,009 |
| U.S. Government agency obligations | $205,391,000 | 508 |
| Securities issued by states & political subdivisions | $126,819,000 | 100 |
| Other domestic debt securities | $63,220,000 | 254 |
| Privately issued residential mortgage-backed securities | $38,000 | 1,097 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $63,182,000 | 121 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $171,784,000 | 323 |
| Mortgage-backed securities | $204,345,000 | 376 |
| Certificates of participation in pools of residential mortgages | $109,454,000 | 426 |
| Issued or guaranteed by U.S. | $109,454,000 | 425 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $94,891,000 | 296 |
| CMOs issued by government agencies or sponsored agencies | $94,853,000 | 237 |
| Privately issued | $38,000 | 1,004 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $395,578,000 | 321 |
| Total debt securities | $395,578,000 | 357 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $376,203,000 | 386 |
| U.S. Government securities | $192,319,000 | 561 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $192,319,000 | 541 |
| Securities issued by states & political subdivisions | $118,312,000 | 109 |
| Other domestic debt securities | $61,968,000 | 269 |
| Privately issued residential mortgage-backed securities | $41,000 | 1,153 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $61,927,000 | 133 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $3,604,000 | 781 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $150,396,000 | 357 |
| Mortgage-backed securities | $191,196,000 | 408 |
| Certificates of participation in pools of residential mortgages | $98,580,000 | 485 |
| Issued or guaranteed by U.S. | $98,580,000 | 480 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $92,616,000 | 309 |
| CMOs issued by government agencies or sponsored agencies | $92,575,000 | 251 |
| Privately issued | $41,000 | 1,052 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $376,203,000 | 331 |
| Total debt securities | $372,599,000 | 381 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $332,717,000 | 446 |
| U.S. Government securities | $161,443,000 | 660 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $161,443,000 | 640 |
| Securities issued by states & political subdivisions | $111,452,000 | 113 |
| Other domestic debt securities | $57,316,000 | 264 |
| Privately issued residential mortgage-backed securities | $54,000 | 992 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $57,262,000 | 164 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $2,506,000 | 921 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $146,282,000 | 371 |
| Mortgage-backed securities | $152,837,000 | 482 |
| Certificates of participation in pools of residential mortgages | $74,850,000 | 587 |
| Issued or guaranteed by U.S. | $74,850,000 | 579 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $77,987,000 | 343 |
| CMOs issued by government agencies or sponsored agencies | $77,933,000 | 304 |
| Privately issued | $54,000 | 862 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $332,717,000 | 386 |
| Total debt securities | $330,210,000 | 435 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $302,042,000 | 489 |
| U.S. Government securities | $146,771,000 | 702 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $146,771,000 | 675 |
| Securities issued by states & political subdivisions | $98,706,000 | 131 |
| Other domestic debt securities | $54,555,000 | 279 |
| Privately issued residential mortgage-backed securities | $100,000 | 1,018 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $54,455,000 | 179 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $2,010,000 | 1,071 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $143,708,000 | 361 |
| Mortgage-backed securities | $138,092,000 | 509 |
| Certificates of participation in pools of residential mortgages | $58,012,000 | 689 |
| Issued or guaranteed by U.S. | $58,012,000 | 686 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $80,080,000 | 338 |
| CMOs issued by government agencies or sponsored agencies | $79,980,000 | 299 |
| Privately issued | $100,000 | 891 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $302,042,000 | 425 |
| Total debt securities | $300,032,000 | 477 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $311,473,000 | 472 |
| U.S. Government securities | $162,840,000 | 623 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $162,840,000 | 605 |
| Securities issued by states & political subdivisions | $105,889,000 | 125 |
| Other domestic debt securities | $40,664,000 | 349 |
| Privately issued residential mortgage-backed securities | $154,000 | 1,028 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $40,510,000 | 221 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $2,080,000 | 1,071 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $123,026,000 | 393 |
| Mortgage-backed securities | $154,057,000 | 486 |
| Certificates of participation in pools of residential mortgages | $62,551,000 | 637 |
| Issued or guaranteed by U.S. | $62,551,000 | 632 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $91,506,000 | 334 |
| CMOs issued by government agencies or sponsored agencies | $91,352,000 | 289 |
| Privately issued | $154,000 | 909 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $311,473,000 | 408 |
| Total debt securities | $309,391,000 | 458 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $290,306,000 | 493 |
| U.S. Government securities | $151,032,000 | 649 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $151,032,000 | 629 |
| Securities issued by states & political subdivisions | $98,385,000 | 123 |
| Other domestic debt securities | $38,799,000 | 366 |
| Privately issued residential mortgage-backed securities | $948,000 | 725 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $37,851,000 | 243 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $2,090,000 | 1,056 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $140,686,000 | 349 |
| Mortgage-backed securities | $142,999,000 | 494 |
| Certificates of participation in pools of residential mortgages | $75,368,000 | 554 |
| Issued or guaranteed by U.S. | $75,368,000 | 550 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $67,631,000 | 396 |
| CMOs issued by government agencies or sponsored agencies | $66,683,000 | 350 |
| Privately issued | $948,000 | 641 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $290,306,000 | 420 |
| Total debt securities | $288,216,000 | 477 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $278,647,000 | 486 |
| U.S. Government securities | $134,759,000 | 692 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $134,759,000 | 661 |
| Securities issued by states & political subdivisions | $101,632,000 | 120 |
| Other domestic debt securities | $40,246,000 | 359 |
| Privately issued residential mortgage-backed securities | $2,422,000 | 507 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $37,824,000 | 250 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $2,010,000 | 1,099 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $141,461,000 | 348 |
| Mortgage-backed securities | $127,409,000 | 513 |
| Certificates of participation in pools of residential mortgages | $78,715,000 | 507 |
| Issued or guaranteed by U.S. | $78,715,000 | 503 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $48,694,000 | 478 |
| CMOs issued by government agencies or sponsored agencies | $46,272,000 | 446 |
| Privately issued | $2,422,000 | 451 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $278,647,000 | 409 |
| Total debt securities | $276,637,000 | 466 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $296,690,000 | 415 |
| U.S. Government securities | $157,435,000 | 553 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $157,435,000 | 531 |
| Securities issued by states & political subdivisions | $97,916,000 | 119 |
| Other domestic debt securities | $39,319,000 | 380 |
| Privately issued residential mortgage-backed securities | $3,502,000 | 482 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $35,817,000 | 272 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $2,020,000 | 1,032 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $138,796,000 | 343 |
| Mortgage-backed securities | $134,677,000 | 455 |
| Certificates of participation in pools of residential mortgages | $122,625,000 | 311 |
| Issued or guaranteed by U.S. | $122,625,000 | 308 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $12,052,000 | 1,164 |
| CMOs issued by government agencies or sponsored agencies | $8,550,000 | 1,317 |
| Privately issued | $3,502,000 | 433 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $296,690,000 | 362 |
| Total debt securities | $294,670,000 | 400 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $388,136,000 | 326 |
| U.S. Government securities | $241,193,000 | 386 |
| U.S. Treasury securities | $550,000 | 3,207 |
| U.S. Government agency obligations | $240,643,000 | 358 |
| Securities issued by states & political subdivisions | $98,512,000 | 116 |
| Other domestic debt securities | $23,233,000 | 489 |
| Privately issued residential mortgage-backed securities | $5,419,000 | 370 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,814,000 | 447 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $25,198,000 | 242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $144,296,000 | 327 |
| Mortgage-backed securities | $177,570,000 | 339 |
| Certificates of participation in pools of residential mortgages | $163,385,000 | 233 |
| Issued or guaranteed by U.S. | $163,385,000 | 231 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $14,185,000 | 829 |
| CMOs issued by government agencies or sponsored agencies | $8,766,000 | 993 |
| Privately issued | $5,419,000 | 327 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $388,136,000 | 267 |
| Total debt securities | $362,938,000 | 329 |
| Structured notes | ||
| Amortized cost | $502,000 | 522 |
| Fair value | $502,000 | 525 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $412,794,000 | 339 |
| U.S. Government securities | $281,403,000 | 367 |
| U.S. Treasury securities | $547,000 | 4,274 |
| U.S. Government agency obligations | $280,856,000 | 337 |
| Securities issued by states & political subdivisions | $94,326,000 | 113 |
| Other domestic debt securities | $14,513,000 | 668 |
| Privately issued residential mortgage-backed securities | $6,346,000 | 368 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,167,000 | 747 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $22,552,000 | 277 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $169,829,000 | 307 |
| Mortgage-backed securities | $207,841,000 | 336 |
| Certificates of participation in pools of residential mortgages | $191,940,000 | 228 |
| Issued or guaranteed by U.S. | $191,940,000 | 222 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $15,901,000 | 843 |
| CMOs issued by government agencies or sponsored agencies | $9,555,000 | 1,009 |
| Privately issued | $6,346,000 | 323 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $412,794,000 | 273 |
| Total debt securities | $390,242,000 | 353 |
| Structured notes | ||
| Amortized cost | $652,000 | 708 |
| Fair value | $652,000 | 705 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $446,799,000 | 317 |
| U.S. Government securities | $293,610,000 | 372 |
| U.S. Treasury securities | $5,631,000 | 2,040 |
| U.S. Government agency obligations | $287,979,000 | 337 |
| Securities issued by states & political subdivisions | $84,173,000 | 135 |
| Other domestic debt securities | $51,464,000 | 255 |
| Privately issued residential mortgage-backed securities | $10,824,000 | 266 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $40,640,000 | 203 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $17,552,000 | 309 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,231,000 | 560 |
| Mortgage-backed securities | $233,667,000 | 315 |
| Certificates of participation in pools of residential mortgages | $205,065,000 | 226 |
| Issued or guaranteed by U.S. | $205,065,000 | 222 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $28,602,000 | 605 |
| CMOs issued by government agencies or sponsored agencies | $17,778,000 | 745 |
| Privately issued | $10,824,000 | 223 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $446,799,000 | 260 |
| Total debt securities | $429,247,000 | 316 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $337,416,000 | 407 |
| U.S. Government securities | $228,869,000 | 470 |
| U.S. Treasury securities | $5,554,000 | 2,929 |
| U.S. Government agency obligations | $223,315,000 | 412 |
| Securities issued by states & political subdivisions | $79,179,000 | 119 |
| Other domestic debt securities | $11,816,000 | 522 |
| Privately issued residential mortgage-backed securities | $10,594,000 | 233 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,222,000 | 1,325 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $17,552,000 | 262 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,251,000 | 545 |
| Mortgage-backed securities | $150,639,000 | 424 |
| Certificates of participation in pools of residential mortgages | $115,757,000 | 358 |
| Issued or guaranteed by U.S. | $110,891,000 | 355 |
| Privately issued | $4,866,000 | 119 |
| Collaterized mortgage obligations | $34,882,000 | 480 |
| CMOs issued by government agencies or sponsored agencies | $29,154,000 | 505 |
| Privately issued | $5,728,000 | 216 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $337,416,000 | 304 |
| Total debt securities | $319,864,000 | 411 |
| Structured notes | ||
| Amortized cost | $10,045,000 | 127 |
| Fair value | $9,953,000 | 132 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $366,001,000 | 394 |
| U.S. Government securities | $259,986,000 | 446 |
| U.S. Treasury securities | $5,492,000 | 3,578 |
| U.S. Government agency obligations | $254,494,000 | 385 |
| Securities issued by states & political subdivisions | $71,739,000 | 130 |
| Other domestic debt securities | $16,463,000 | 417 |
| Privately issued residential mortgage-backed securities | $13,939,000 | 225 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,524,000 | 969 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $17,813,000 | 247 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $98,598,000 | 400 |
| Mortgage-backed securities | $149,807,000 | 449 |
| Certificates of participation in pools of residential mortgages | $123,171,000 | 371 |
| Issued or guaranteed by U.S. | $117,337,000 | 377 |
| Privately issued | $5,834,000 | 142 |
| Collaterized mortgage obligations | $26,636,000 | 600 |
| CMOs issued by government agencies or sponsored agencies | $18,531,000 | 719 |
| Privately issued | $8,105,000 | 197 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $366,001,000 | 294 |
| Total debt securities | $348,188,000 | 402 |
| Structured notes | ||
| Amortized cost | $3,002,000 | 664 |
| Fair value | $2,931,000 | 746 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $330,628,000 | 445 |
| U.S. Government securities | $218,922,000 | 530 |
| U.S. Treasury securities | $3,558,000 | 5,557 |
| U.S. Government agency obligations | $215,364,000 | 427 |
| Securities issued by states & political subdivisions | $79,262,000 | 114 |
| Other domestic debt securities | $20,246,000 | 436 |
| Privately issued residential mortgage-backed securities | $14,134,000 | 241 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,112,000 | 691 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $12,198,000 | 332 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,829,000 | 451 |
| Mortgage-backed securities | $123,560,000 | 533 |
| Certificates of participation in pools of residential mortgages | $81,611,000 | 482 |
| Issued or guaranteed by U.S. | $74,485,000 | 503 |
| Privately issued | $7,126,000 | 145 |
| Collaterized mortgage obligations | $41,949,000 | 495 |
| CMOs issued by government agencies or sponsored agencies | $34,941,000 | 513 |
| Privately issued | $7,008,000 | 226 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $330,628,000 | 336 |
| Total debt securities | $318,430,000 | 448 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $210,096,000 | 657 |
| U.S. Government securities | $102,819,000 | 1,050 |
| U.S. Treasury securities | $7,011,000 | 4,425 |
| U.S. Government agency obligations | $95,808,000 | 794 |
| Securities issued by states & political subdivisions | $74,110,000 | 126 |
| Other domestic debt securities | $26,833,000 | 384 |
| Privately issued residential mortgage-backed securities | $15,430,000 | 243 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,403,000 | 480 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $6,334,000 | 524 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $94,859,000 | 436 |
| Mortgage-backed securities | $90,758,000 | 682 |
| Certificates of participation in pools of residential mortgages | $72,035,000 | 550 |
| Issued or guaranteed by U.S. | $63,627,000 | 568 |
| Privately issued | $8,408,000 | 129 |
| Collaterized mortgage obligations | $18,723,000 | 950 |
| CMOs issued by government agencies or sponsored agencies | $11,701,000 | 1,255 |
| Privately issued | $7,022,000 | 243 |
| 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) | $93,553,000 | 810 |
| Available-for-sale securities (fair market value) | $116,543,000 | 498 |
| Total debt securities | $203,762,000 | 676 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $256,153,000 | 590 |
| U.S. Government securities | $155,584,000 | 745 |
| U.S. Treasury securities | $22,931,000 | 1,627 |
| U.S. Government agency obligations | $132,653,000 | 606 |
| Securities issued by states & political subdivisions | $69,291,000 | 147 |
| Other domestic debt securities | $26,581,000 | 460 |
| Privately issued residential mortgage-backed securities | $15,253,000 | 283 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,328,000 | 568 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $4,697,000 | 788 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $111,004,000 | 369 |
| Mortgage-backed securities | $127,614,000 | 555 |
| Certificates of participation in pools of residential mortgages | $82,969,000 | 511 |
| Issued or guaranteed by U.S. | $72,025,000 | 540 |
| Privately issued | $10,944,000 | 163 |
| Collaterized mortgage obligations | $44,645,000 | 566 |
| CMOs issued by government agencies or sponsored agencies | $40,336,000 | 572 |
| Privately issued | $4,309,000 | 360 |
| 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 | $251,456,000 | 584 |
| 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 | $285,462,000 | 524 |
| U.S. Government securities | $187,421,000 | 607 |
| U.S. Treasury securities | $19,176,000 | 1,955 |
| U.S. Government agency obligations | $168,245,000 | 465 |
| Securities issued by states & political subdivisions | $42,909,000 | 227 |
| Other domestic debt securities | $50,545,000 | 313 |
| Privately issued residential mortgage-backed securities | $43,550,000 | 180 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,995,000 | 929 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $4,587,000 | 681 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $101,281,000 | 374 |
| Mortgage-backed securities | $192,968,000 | 396 |
| Certificates of participation in pools of residential mortgages | $111,055,000 | 392 |
| Issued or guaranteed by U.S. | $80,030,000 | 477 |
| Privately issued | $31,025,000 | 114 |
| Collaterized mortgage obligations | $81,913,000 | 342 |
| CMOs issued by government agencies or sponsored agencies | $69,388,000 | 359 |
| Privately issued | $12,525,000 | 217 |
| 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 | $280,875,000 | 524 |
| 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 |