Home > Great Western Bank > Securities
Great Western Bank, Securities
| 2021-12-31 | Rank | |
| Total securities | $2,809,070,000 | 135 |
| U.S. Government securities | $2,715,995,000 | 110 |
| U.S. Treasury securities | $97,918,000 | 194 |
| U.S. Government agency obligations | $2,618,077,000 | 101 |
| Securities issued by states & political subdivisions | $42,539,000 | 1,256 |
| Other domestic debt securities | $50,536,000 | 367 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $50,536,000 | 193 |
| 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 | $1,346,849,000 | 96 |
| Mortgage-backed securities | $2,467,164,000 | 104 |
| Certificates of participation in pools of residential mortgages | $835,330,000 | 127 |
| Issued or guaranteed by U.S. | $835,330,000 | 126 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $876,829,000 | 85 |
| CMOs issued by government agencies or sponsored agencies | $876,829,000 | 79 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $755,005,000 | 76 |
| Commercial mortgage pass-through securities | $439,383,000 | 51 |
| Other commercial mortgage-backed securities | $315,622,000 | 94 |
| Held to maturity securities (book value) | $358,924,000 | 131 |
| Available-for-sale securities (fair market value) | $2,450,146,000 | 132 |
| Total debt securities | $2,809,072,000 | 134 |
| 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 | $2,721,180,000 | 134 |
| U.S. Government securities | $2,622,397,000 | 114 |
| U.S. Treasury securities | $98,787,000 | 150 |
| U.S. Government agency obligations | $2,523,610,000 | 105 |
| Securities issued by states & political subdivisions | $47,999,000 | 1,077 |
| Other domestic debt securities | $50,784,000 | 348 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $50,784,000 | 181 |
| 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 | $1,255,309,000 | 94 |
| Mortgage-backed securities | $2,371,255,000 | 107 |
| Certificates of participation in pools of residential mortgages | $848,923,000 | 117 |
| Issued or guaranteed by U.S. | $848,923,000 | 116 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $807,982,000 | 84 |
| CMOs issued by government agencies or sponsored agencies | $807,982,000 | 81 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $714,350,000 | 77 |
| Commercial mortgage pass-through securities | $403,136,000 | 50 |
| Other commercial mortgage-backed securities | $311,214,000 | 95 |
| Held to maturity securities (book value) | $367,751,000 | 119 |
| Available-for-sale securities (fair market value) | $2,353,429,000 | 134 |
| Total debt securities | $2,721,180,000 | 133 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $2,384,341,000 | 140 |
| U.S. Government securities | $2,302,852,000 | 119 |
| U.S. Treasury securities | $99,150,000 | 137 |
| U.S. Government agency obligations | $2,203,702,000 | 111 |
| Securities issued by states & political subdivisions | $51,827,000 | 974 |
| Other domestic debt securities | $29,662,000 | 473 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $29,662,000 | 285 |
| 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 | $1,295,466,000 | 92 |
| Mortgage-backed securities | $2,050,891,000 | 112 |
| Certificates of participation in pools of residential mortgages | $661,837,000 | 135 |
| Issued or guaranteed by U.S. | $661,837,000 | 132 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $694,677,000 | 89 |
| CMOs issued by government agencies or sponsored agencies | $694,677,000 | 85 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $694,377,000 | 75 |
| Commercial mortgage pass-through securities | $347,927,000 | 51 |
| Other commercial mortgage-backed securities | $346,450,000 | 90 |
| Held to maturity securities (book value) | $202,445,000 | 149 |
| Available-for-sale securities (fair market value) | $2,181,896,000 | 132 |
| Total debt securities | $2,384,341,000 | 139 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $2,265,643,000 | 135 |
| U.S. Government securities | $2,214,902,000 | 116 |
| U.S. Treasury securities | $98,074,000 | 107 |
| U.S. Government agency obligations | $2,116,828,000 | 110 |
| Securities issued by states & political subdivisions | $49,320,000 | 975 |
| Other domestic debt securities | $1,421,000 | 1,642 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $1,421,000 | 1,275 |
| 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 | $1,235,928,000 | 92 |
| Mortgage-backed securities | $1,978,736,000 | 109 |
| Certificates of participation in pools of residential mortgages | $675,580,000 | 123 |
| Issued or guaranteed by U.S. | $675,580,000 | 122 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $651,706,000 | 92 |
| CMOs issued by government agencies or sponsored agencies | $651,706,000 | 86 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $651,450,000 | 77 |
| Commercial mortgage pass-through securities | $307,636,000 | 53 |
| Other commercial mortgage-backed securities | $343,814,000 | 88 |
| Held to maturity securities (book value) | $3,666,000 | 987 |
| Available-for-sale securities (fair market value) | $2,261,977,000 | 126 |
| Total debt securities | $2,265,643,000 | 134 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $2,059,997,000 | 139 |
| U.S. Government securities | $2,006,148,000 | 112 |
| U.S. Treasury securities | $25,014,000 | 241 |
| U.S. Government agency obligations | $1,981,134,000 | 105 |
| Securities issued by states & political subdivisions | $52,417,000 | 896 |
| Other domestic debt securities | $1,432,000 | 1,584 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $1,432,000 | 1,219 |
| 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 | $1,303,265,000 | 89 |
| Mortgage-backed securities | $1,816,612,000 | 108 |
| Certificates of participation in pools of residential mortgages | $539,502,000 | 129 |
| Issued or guaranteed by U.S. | $539,502,000 | 129 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $626,905,000 | 94 |
| CMOs issued by government agencies or sponsored agencies | $626,905,000 | 88 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $650,205,000 | 74 |
| Commercial mortgage pass-through securities | $270,053,000 | 54 |
| Other commercial mortgage-backed securities | $380,152,000 | 79 |
| Held to maturity securities (book value) | $3,666,000 | 964 |
| Available-for-sale securities (fair market value) | $2,056,331,000 | 124 |
| Total debt securities | $2,059,997,000 | 138 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $1,775,008,000 | 145 |
| U.S. Government securities | $1,707,292,000 | 121 |
| U.S. Treasury securities | $50,151,000 | 142 |
| U.S. Government agency obligations | $1,657,141,000 | 114 |
| Securities issued by states & political subdivisions | $55,580,000 | 771 |
| Other domestic debt securities | $12,136,000 | 676 |
| Privately issued residential mortgage-backed securities | $10,700,000 | 181 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $1,436,000 | 1,181 |
| 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 | $1,104,212,000 | 101 |
| Mortgage-backed securities | $1,502,254,000 | 118 |
| Certificates of participation in pools of residential mortgages | $352,636,000 | 175 |
| Issued or guaranteed by U.S. | $352,636,000 | 172 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $604,008,000 | 92 |
| CMOs issued by government agencies or sponsored agencies | $593,308,000 | 87 |
| Privately issued | $10,700,000 | 119 |
| Commercial mortgage-backed securities | $545,610,000 | 79 |
| Commercial mortgage pass-through securities | $147,631,000 | 76 |
| Other commercial mortgage-backed securities | $397,979,000 | 73 |
| Held to maturity securities (book value) | $3,797,000 | 948 |
| Available-for-sale securities (fair market value) | $1,771,211,000 | 132 |
| Total debt securities | $1,775,008,000 | 144 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $1,973,008,000 | 137 |
| U.S. Government securities | $1,912,349,000 | 114 |
| U.S. Treasury securities | $50,348,000 | 148 |
| U.S. Government agency obligations | $1,862,001,000 | 105 |
| Securities issued by states & political subdivisions | $59,226,000 | 680 |
| Other domestic debt securities | $1,433,000 | 1,494 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,433,000 | 1,137 |
| 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 | $1,045,277,000 | 102 |
| Mortgage-backed securities | $1,682,517,000 | 108 |
| Certificates of participation in pools of residential mortgages | $362,044,000 | 159 |
| Issued or guaranteed by U.S. | $362,044,000 | 156 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $657,064,000 | 87 |
| CMOs issued by government agencies or sponsored agencies | $657,064,000 | 82 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $663,409,000 | 66 |
| Commercial mortgage pass-through securities | $235,545,000 | 54 |
| Other commercial mortgage-backed securities | $427,864,000 | 70 |
| Held to maturity securities (book value) | $3,797,000 | 961 |
| Available-for-sale securities (fair market value) | $1,969,211,000 | 125 |
| Total debt securities | $1,973,008,000 | 136 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $1,990,409,000 | 134 |
| U.S. Government securities | $1,927,975,000 | 112 |
| U.S. Treasury securities | $70,583,000 | 109 |
| U.S. Government agency obligations | $1,857,392,000 | 105 |
| Securities issued by states & political subdivisions | $61,001,000 | 581 |
| Other domestic debt securities | $1,433,000 | 1,433 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $1,433,000 | 1,060 |
| 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 | $915,416,000 | 110 |
| Mortgage-backed securities | $1,680,057,000 | 107 |
| Certificates of participation in pools of residential mortgages | $345,686,000 | 158 |
| Issued or guaranteed by U.S. | $345,686,000 | 157 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $661,205,000 | 86 |
| CMOs issued by government agencies or sponsored agencies | $661,205,000 | 81 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $673,166,000 | 65 |
| Commercial mortgage pass-through securities | $242,244,000 | 56 |
| Other commercial mortgage-backed securities | $430,922,000 | 67 |
| Held to maturity securities (book value) | $3,986,000 | 958 |
| Available-for-sale securities (fair market value) | $1,986,423,000 | 120 |
| Total debt securities | $1,990,409,000 | 133 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $1,904,673,000 | 134 |
| U.S. Government securities | $1,840,913,000 | 113 |
| U.S. Treasury securities | $69,967,000 | 113 |
| U.S. Government agency obligations | $1,770,946,000 | 104 |
| Securities issued by states & political subdivisions | $62,347,000 | 529 |
| Other domestic debt securities | $1,413,000 | 1,406 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $1,413,000 | 1,038 |
| 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 | $952,944,000 | 101 |
| Mortgage-backed securities | $1,576,183,000 | 110 |
| Certificates of participation in pools of residential mortgages | $317,951,000 | 167 |
| Issued or guaranteed by U.S. | $317,951,000 | 167 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $607,835,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $607,835,000 | 89 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $650,397,000 | 64 |
| Commercial mortgage pass-through securities | $239,623,000 | 51 |
| Other commercial mortgage-backed securities | $410,774,000 | 66 |
| Held to maturity securities (book value) | $3,986,000 | 998 |
| Available-for-sale securities (fair market value) | $1,900,687,000 | 122 |
| Total debt securities | $1,904,673,000 | 133 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $1,783,591,000 | 138 |
| U.S. Government securities | $1,715,649,000 | 114 |
| U.S. Treasury securities | $94,745,000 | 106 |
| U.S. Government agency obligations | $1,620,904,000 | 112 |
| Securities issued by states & political subdivisions | $66,523,000 | 490 |
| Other domestic debt securities | $1,419,000 | 1,411 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,419,000 | 1,033 |
| 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 | $863,900,000 | 105 |
| Mortgage-backed securities | $1,424,515,000 | 114 |
| Certificates of participation in pools of residential mortgages | $269,336,000 | 180 |
| Issued or guaranteed by U.S. | $269,336,000 | 178 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $563,239,000 | 100 |
| CMOs issued by government agencies or sponsored agencies | $563,239,000 | 95 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $591,940,000 | 62 |
| Commercial mortgage pass-through securities | $234,873,000 | 51 |
| Other commercial mortgage-backed securities | $357,067,000 | 67 |
| Held to maturity securities (book value) | $4,120,000 | 1,039 |
| Available-for-sale securities (fair market value) | $1,779,471,000 | 122 |
| Total debt securities | $1,783,591,000 | 135 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $1,799,812,000 | 136 |
| U.S. Government securities | $1,729,958,000 | 115 |
| U.S. Treasury securities | $94,535,000 | 100 |
| U.S. Government agency obligations | $1,635,423,000 | 106 |
| Securities issued by states & political subdivisions | $68,451,000 | 462 |
| Other domestic debt securities | $1,403,000 | 1,409 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $1,403,000 | 1,057 |
| 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 | $950,342,000 | 101 |
| Mortgage-backed securities | $1,419,299,000 | 110 |
| Certificates of participation in pools of residential mortgages | $279,705,000 | 181 |
| Issued or guaranteed by U.S. | $279,705,000 | 180 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $581,429,000 | 97 |
| CMOs issued by government agencies or sponsored agencies | $581,429,000 | 92 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $558,165,000 | 58 |
| Commercial mortgage pass-through securities | $221,548,000 | 47 |
| Other commercial mortgage-backed securities | $336,617,000 | 64 |
| Held to maturity securities (book value) | $4,120,000 | 1,087 |
| Available-for-sale securities (fair market value) | $1,795,692,000 | 121 |
| Total debt securities | $1,799,811,000 | 133 |
| 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 | $1,763,706,000 | 132 |
| U.S. Government securities | $1,699,435,000 | 112 |
| U.S. Treasury securities | $93,819,000 | 104 |
| U.S. Government agency obligations | $1,605,616,000 | 103 |
| Securities issued by states & political subdivisions | $62,870,000 | 540 |
| Other domestic debt securities | $1,401,000 | 1,412 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,401,000 | 1,061 |
| 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 | $945,899,000 | 103 |
| Mortgage-backed securities | $1,394,019,000 | 109 |
| Certificates of participation in pools of residential mortgages | $294,114,000 | 174 |
| Issued or guaranteed by U.S. | $294,114,000 | 174 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $573,830,000 | 96 |
| CMOs issued by government agencies or sponsored agencies | $573,830,000 | 91 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $526,075,000 | 59 |
| Commercial mortgage pass-through securities | $233,727,000 | 47 |
| Other commercial mortgage-backed securities | $292,348,000 | 66 |
| Held to maturity securities (book value) | $1,000,000 | 1,477 |
| Available-for-sale securities (fair market value) | $1,762,706,000 | 118 |
| Total debt securities | $1,763,706,000 | 130 |
| 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 | $1,532,346,000 | 146 |
| U.S. Government securities | $1,467,455,000 | 128 |
| U.S. Treasury securities | $95,301,000 | 104 |
| U.S. Government agency obligations | $1,372,154,000 | 121 |
| Securities issued by states & political subdivisions | $63,480,000 | 552 |
| Other domestic debt securities | $1,411,000 | 1,388 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,411,000 | 1,056 |
| 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 | $765,112,000 | 117 |
| Mortgage-backed securities | $1,149,475,000 | 128 |
| Certificates of participation in pools of residential mortgages | $220,328,000 | 206 |
| Issued or guaranteed by U.S. | $220,328,000 | 205 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $488,195,000 | 104 |
| CMOs issued by government agencies or sponsored agencies | $488,195,000 | 101 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $440,952,000 | 66 |
| Commercial mortgage pass-through securities | $177,665,000 | 56 |
| Other commercial mortgage-backed securities | $263,287,000 | 68 |
| Held to maturity securities (book value) | $650,000 | 1,607 |
| Available-for-sale securities (fair market value) | $1,531,696,000 | 134 |
| Total debt securities | $1,532,346,000 | 145 |
| 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 | $1,386,121,000 | 153 |
| U.S. Government securities | $1,316,879,000 | 132 |
| U.S. Treasury securities | $167,173,000 | 79 |
| U.S. Government agency obligations | $1,149,706,000 | 136 |
| Securities issued by states & political subdivisions | $67,775,000 | 513 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $1,467,000 | 223 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $787,358,000 | 112 |
| Mortgage-backed securities | $941,570,000 | 144 |
| Certificates of participation in pools of residential mortgages | $227,590,000 | 202 |
| Issued or guaranteed by U.S. | $227,590,000 | 200 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $388,883,000 | 113 |
| CMOs issued by government agencies or sponsored agencies | $388,883,000 | 109 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $325,097,000 | 81 |
| Commercial mortgage pass-through securities | $79,549,000 | 84 |
| Other commercial mortgage-backed securities | $245,548,000 | 67 |
| Held to maturity securities (book value) | $650,000 | 1,635 |
| Available-for-sale securities (fair market value) | $1,385,471,000 | 140 |
| Total debt securities | $1,384,654,000 | 153 |
| 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 | $1,373,182,000 | 153 |
| U.S. Government securities | $1,302,684,000 | 134 |
| U.S. Treasury securities | $177,535,000 | 78 |
| U.S. Government agency obligations | $1,125,149,000 | 136 |
| Securities issued by states & political subdivisions | $69,027,000 | 525 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $1,471,000 | 234 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $901,053,000 | 105 |
| Mortgage-backed securities | $902,361,000 | 146 |
| Certificates of participation in pools of residential mortgages | $224,663,000 | 207 |
| Issued or guaranteed by U.S. | $224,663,000 | 205 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $367,540,000 | 122 |
| CMOs issued by government agencies or sponsored agencies | $367,540,000 | 116 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $310,158,000 | 81 |
| Commercial mortgage pass-through securities | $74,464,000 | 83 |
| Other commercial mortgage-backed securities | $235,694,000 | 69 |
| Held to maturity securities (book value) | $650,000 | 1,662 |
| Available-for-sale securities (fair market value) | $1,372,532,000 | 140 |
| Total debt securities | $1,371,711,000 | 152 |
| 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 | $1,308,068,000 | 161 |
| U.S. Government securities | $1,237,695,000 | 133 |
| U.S. Treasury securities | $177,419,000 | 71 |
| U.S. Government agency obligations | $1,060,276,000 | 140 |
| Securities issued by states & political subdivisions | $68,900,000 | 536 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $1,473,000 | 250 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $920,551,000 | 107 |
| Mortgage-backed securities | $827,012,000 | 150 |
| Certificates of participation in pools of residential mortgages | $216,396,000 | 224 |
| Issued or guaranteed by U.S. | $216,396,000 | 222 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $344,618,000 | 121 |
| CMOs issued by government agencies or sponsored agencies | $344,618,000 | 117 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $265,998,000 | 85 |
| Commercial mortgage pass-through securities | $37,139,000 | 126 |
| Other commercial mortgage-backed securities | $228,859,000 | 69 |
| Held to maturity securities (book value) | $650,000 | 1,684 |
| Available-for-sale securities (fair market value) | $1,307,418,000 | 141 |
| Total debt securities | $1,306,595,000 | 159 |
| 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 | $1,367,111,000 | 153 |
| U.S. Government securities | $1,296,443,000 | 121 |
| U.S. Treasury securities | $227,776,000 | 65 |
| U.S. Government agency obligations | $1,068,667,000 | 131 |
| Securities issued by states & political subdivisions | $69,177,000 | 552 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $1,491,000 | 424 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $989,128,000 | 99 |
| Mortgage-backed securities | $832,328,000 | 147 |
| Certificates of participation in pools of residential mortgages | $227,342,000 | 212 |
| Issued or guaranteed by U.S. | $227,342,000 | 210 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $354,276,000 | 119 |
| CMOs issued by government agencies or sponsored agencies | $354,276,000 | 114 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $250,710,000 | 88 |
| Commercial mortgage pass-through securities | $39,600,000 | 117 |
| Other commercial mortgage-backed securities | $211,110,000 | 69 |
| Held to maturity securities (book value) | $650,000 | 1,707 |
| Available-for-sale securities (fair market value) | $1,366,461,000 | 133 |
| Total debt securities | $1,365,620,000 | 151 |
| 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 | $1,368,431,000 | 148 |
| U.S. Government securities | $1,294,340,000 | 121 |
| U.S. Treasury securities | $228,603,000 | 61 |
| U.S. Government agency obligations | $1,065,737,000 | 134 |
| Securities issued by states & political subdivisions | $72,586,000 | 520 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $1,505,000 | 435 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $951,526,000 | 105 |
| Mortgage-backed securities | $842,007,000 | 146 |
| Certificates of participation in pools of residential mortgages | $241,436,000 | 199 |
| Issued or guaranteed by U.S. | $241,436,000 | 197 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $382,767,000 | 110 |
| CMOs issued by government agencies or sponsored agencies | $382,767,000 | 102 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $217,804,000 | 89 |
| Commercial mortgage pass-through securities | $43,038,000 | 111 |
| Other commercial mortgage-backed securities | $174,766,000 | 74 |
| Held to maturity securities (book value) | $650,000 | 1,766 |
| Available-for-sale securities (fair market value) | $1,367,781,000 | 125 |
| Total debt securities | $1,366,926,000 | 146 |
| 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 | $1,366,902,000 | 147 |
| U.S. Government securities | $1,292,882,000 | 121 |
| U.S. Treasury securities | $228,577,000 | 60 |
| U.S. Government agency obligations | $1,064,305,000 | 132 |
| Securities issued by states & political subdivisions | $72,524,000 | 524 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $1,496,000 | 437 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $915,066,000 | 109 |
| Mortgage-backed securities | $857,620,000 | 146 |
| Certificates of participation in pools of residential mortgages | $256,077,000 | 193 |
| Issued or guaranteed by U.S. | $256,077,000 | 191 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $412,122,000 | 104 |
| CMOs issued by government agencies or sponsored agencies | $412,122,000 | 96 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $189,421,000 | 93 |
| Commercial mortgage pass-through securities | $29,085,000 | 142 |
| Other commercial mortgage-backed securities | $160,336,000 | 78 |
| Held to maturity securities (book value) | $650,000 | 1,792 |
| Available-for-sale securities (fair market value) | $1,366,252,000 | 126 |
| Total debt securities | $1,365,406,000 | 146 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $1,351,353,000 | 149 |
| U.S. Government securities | $1,279,804,000 | 123 |
| U.S. Treasury securities | $228,710,000 | 61 |
| U.S. Government agency obligations | $1,051,094,000 | 132 |
| Securities issued by states & political subdivisions | $70,061,000 | 551 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $1,488,000 | 434 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $836,546,000 | 114 |
| Mortgage-backed securities | $853,963,000 | 144 |
| Certificates of participation in pools of residential mortgages | $269,213,000 | 190 |
| Issued or guaranteed by U.S. | $269,213,000 | 188 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $440,455,000 | 99 |
| CMOs issued by government agencies or sponsored agencies | $440,455,000 | 93 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $144,295,000 | 107 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $144,295,000 | 79 |
| Held to maturity securities (book value) | $650,000 | 1,825 |
| Available-for-sale securities (fair market value) | $1,350,703,000 | 126 |
| Total debt securities | $1,349,865,000 | 147 |
| 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 | $1,372,175,000 | 143 |
| U.S. Government securities | $1,298,880,000 | 120 |
| U.S. Treasury securities | $228,667,000 | 62 |
| U.S. Government agency obligations | $1,070,213,000 | 124 |
| Securities issued by states & political subdivisions | $66,604,000 | 584 |
| Other domestic debt securities | $5,022,000 | 865 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $5,022,000 | 649 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $1,669,000 | 418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $951,738,000 | 100 |
| Mortgage-backed securities | $904,255,000 | 135 |
| Certificates of participation in pools of residential mortgages | $280,837,000 | 182 |
| Issued or guaranteed by U.S. | $280,837,000 | 179 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $473,743,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $473,743,000 | 89 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $149,675,000 | 100 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $149,675,000 | 75 |
| Held to maturity securities (book value) | $650,000 | 1,846 |
| Available-for-sale securities (fair market value) | $1,371,525,000 | 120 |
| Total debt securities | $1,370,506,000 | 141 |
| 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 | $1,318,003,000 | 146 |
| U.S. Government securities | $1,255,818,000 | 120 |
| U.S. Treasury securities | $230,980,000 | 57 |
| U.S. Government agency obligations | $1,024,838,000 | 127 |
| Securities issued by states & political subdivisions | $55,484,000 | 719 |
| Other domestic debt securities | $5,022,000 | 868 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $5,022,000 | 651 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $1,679,000 | 430 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $971,293,000 | 100 |
| Mortgage-backed securities | $879,555,000 | 134 |
| Certificates of participation in pools of residential mortgages | $243,670,000 | 192 |
| Issued or guaranteed by U.S. | $243,670,000 | 191 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $476,590,000 | 96 |
| CMOs issued by government agencies or sponsored agencies | $476,590,000 | 89 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $159,295,000 | 98 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $159,295,000 | 71 |
| Held to maturity securities (book value) | $650,000 | 1,856 |
| Available-for-sale securities (fair market value) | $1,317,353,000 | 123 |
| Total debt securities | $1,316,324,000 | 144 |
| 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 | $1,361,754,000 | 141 |
| U.S. Government securities | $1,321,011,000 | 113 |
| U.S. Treasury securities | $231,997,000 | 57 |
| U.S. Government agency obligations | $1,089,014,000 | 124 |
| Securities issued by states & political subdivisions | $34,098,000 | 1,179 |
| Other domestic debt securities | $4,999,000 | 881 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $4,999,000 | 655 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $1,646,000 | 444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,082,673,000 | 89 |
| Mortgage-backed securities | $889,712,000 | 135 |
| Certificates of participation in pools of residential mortgages | $196,435,000 | 236 |
| Issued or guaranteed by U.S. | $196,435,000 | 235 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $523,315,000 | 89 |
| CMOs issued by government agencies or sponsored agencies | $523,315,000 | 84 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $169,962,000 | 93 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $169,962,000 | 69 |
| Held to maturity securities (book value) | $650,000 | 1,897 |
| Available-for-sale securities (fair market value) | $1,361,104,000 | 116 |
| Total debt securities | $1,360,108,000 | 140 |
| 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 | $1,329,242,000 | 144 |
| U.S. Government securities | $1,321,183,000 | 113 |
| U.S. Treasury securities | $230,837,000 | 57 |
| U.S. Government agency obligations | $1,090,346,000 | 125 |
| Securities issued by states & political subdivisions | $1,458,000 | 4,388 |
| Other domestic debt securities | $4,992,000 | 886 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $4,992,000 | 661 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $1,609,000 | 438 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $888,877,000 | 110 |
| Mortgage-backed securities | $880,349,000 | 138 |
| Certificates of participation in pools of residential mortgages | $196,547,000 | 236 |
| Issued or guaranteed by U.S. | $196,547,000 | 235 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $511,586,000 | 91 |
| CMOs issued by government agencies or sponsored agencies | $511,586,000 | 86 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $172,216,000 | 84 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $172,216,000 | 63 |
| Held to maturity securities (book value) | $650,000 | 1,933 |
| Available-for-sale securities (fair market value) | $1,328,592,000 | 122 |
| Total debt securities | $1,327,633,000 | 143 |
| 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 | $1,318,122,000 | 144 |
| U.S. Government securities | $1,310,075,000 | 115 |
| U.S. Treasury securities | $252,141,000 | 56 |
| U.S. Government agency obligations | $1,057,934,000 | 126 |
| Securities issued by states & political subdivisions | $1,473,000 | 4,427 |
| Other domestic debt securities | $5,015,000 | 865 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $5,015,000 | 640 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $1,559,000 | 452 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $922,803,000 | 104 |
| Mortgage-backed securities | $874,804,000 | 131 |
| Certificates of participation in pools of residential mortgages | $202,804,000 | 219 |
| Issued or guaranteed by U.S. | $202,804,000 | 218 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $498,928,000 | 95 |
| CMOs issued by government agencies or sponsored agencies | $498,928,000 | 88 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $173,072,000 | 77 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $173,072,000 | 60 |
| Held to maturity securities (book value) | $650,000 | 1,971 |
| Available-for-sale securities (fair market value) | $1,317,472,000 | 119 |
| Total debt securities | $1,316,563,000 | 144 |
| 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 | $1,327,844,000 | 142 |
| U.S. Government securities | $1,319,453,000 | 111 |
| U.S. Treasury securities | $254,797,000 | 53 |
| U.S. Government agency obligations | $1,064,656,000 | 124 |
| Securities issued by states & political subdivisions | $1,849,000 | 4,354 |
| Other domestic debt securities | $4,983,000 | 877 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $4,983,000 | 648 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $1,559,000 | 466 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $894,250,000 | 104 |
| Mortgage-backed securities | $888,166,000 | 129 |
| Certificates of participation in pools of residential mortgages | $172,452,000 | 259 |
| Issued or guaranteed by U.S. | $172,452,000 | 258 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $535,932,000 | 89 |
| CMOs issued by government agencies or sponsored agencies | $535,932,000 | 83 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $179,782,000 | 74 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $179,782,000 | 57 |
| Held to maturity securities (book value) | $650,000 | 1,991 |
| Available-for-sale securities (fair market value) | $1,327,194,000 | 114 |
| Total debt securities | $1,326,286,000 | 142 |
| 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 | $1,410,953,000 | 141 |
| U.S. Government securities | $1,402,534,000 | 109 |
| U.S. Treasury securities | $303,132,000 | 45 |
| U.S. Government agency obligations | $1,099,402,000 | 121 |
| Securities issued by states & political subdivisions | $1,864,000 | 4,371 |
| Other domestic debt securities | $5,030,000 | 875 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $5,030,000 | 656 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $1,525,000 | 474 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $974,158,000 | 99 |
| Mortgage-backed securities | $948,908,000 | 122 |
| Certificates of participation in pools of residential mortgages | $181,775,000 | 247 |
| Issued or guaranteed by U.S. | $181,775,000 | 246 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $584,811,000 | 86 |
| CMOs issued by government agencies or sponsored agencies | $584,811,000 | 80 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $182,322,000 | 72 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $182,322,000 | 55 |
| Held to maturity securities (book value) | $650,000 | 2,027 |
| Available-for-sale securities (fair market value) | $1,410,303,000 | 113 |
| Total debt securities | $1,409,428,000 | 140 |
| 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 | $1,402,976,000 | 135 |
| U.S. Government securities | $1,394,300,000 | 108 |
| U.S. Treasury securities | $275,476,000 | 49 |
| U.S. Government agency obligations | $1,118,824,000 | 119 |
| Securities issued by states & political subdivisions | $2,108,000 | 4,320 |
| Other domestic debt securities | $5,062,000 | 854 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $5,062,000 | 632 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $1,506,000 | 483 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,174,925,000 | 90 |
| Mortgage-backed securities | $993,463,000 | 114 |
| Certificates of participation in pools of residential mortgages | $192,746,000 | 241 |
| Issued or guaranteed by U.S. | $192,746,000 | 239 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $610,448,000 | 82 |
| CMOs issued by government agencies or sponsored agencies | $610,448,000 | 75 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $190,269,000 | 68 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $190,269,000 | 54 |
| Held to maturity securities (book value) | $650,000 | 2,029 |
| Available-for-sale securities (fair market value) | $1,402,326,000 | 113 |
| Total debt securities | $1,401,468,000 | 135 |
| 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 | $1,264,410,000 | 147 |
| U.S. Government securities | $1,255,680,000 | 111 |
| U.S. Treasury securities | $272,578,000 | 47 |
| U.S. Government agency obligations | $983,102,000 | 129 |
| Securities issued by states & political subdivisions | $2,118,000 | 4,386 |
| Other domestic debt securities | $5,141,000 | 856 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $5,141,000 | 628 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $1,471,000 | 487 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,161,654,000 | 93 |
| Mortgage-backed securities | $983,102,000 | 114 |
| Certificates of participation in pools of residential mortgages | $167,533,000 | 269 |
| Issued or guaranteed by U.S. | $167,533,000 | 268 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $624,818,000 | 80 |
| CMOs issued by government agencies or sponsored agencies | $624,818,000 | 75 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $190,751,000 | 63 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $190,751,000 | 50 |
| Held to maturity securities (book value) | $650,000 | 2,047 |
| Available-for-sale securities (fair market value) | $1,263,760,000 | 122 |
| Total debt securities | $1,262,939,000 | 146 |
| 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 | $1,341,669,000 | 142 |
| U.S. Government securities | $1,326,140,000 | 107 |
| U.S. Treasury securities | $222,725,000 | 49 |
| U.S. Government agency obligations | $1,103,415,000 | 112 |
| Securities issued by states & political subdivisions | $2,189,000 | 4,406 |
| Other domestic debt securities | $11,873,000 | 553 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $11,873,000 | 379 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $1,467,000 | 496 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,132,307,000 | 96 |
| Mortgage-backed securities | $1,103,415,000 | 105 |
| Certificates of participation in pools of residential mortgages | $175,333,000 | 256 |
| Issued or guaranteed by U.S. | $175,333,000 | 255 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $740,760,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $740,760,000 | 67 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $187,322,000 | 64 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $187,322,000 | 48 |
| Held to maturity securities (book value) | $650,000 | 2,077 |
| Available-for-sale securities (fair market value) | $1,341,019,000 | 117 |
| Total debt securities | $1,340,201,000 | 142 |
| 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 | $1,396,154,000 | 137 |
| U.S. Government securities | $1,380,543,000 | 105 |
| U.S. Treasury securities | $149,338,000 | 51 |
| U.S. Government agency obligations | $1,231,205,000 | 108 |
| Securities issued by states & political subdivisions | $2,220,000 | 4,439 |
| Other domestic debt securities | $11,968,000 | 568 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $11,968,000 | 384 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $1,423,000 | 522 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,174,019,000 | 94 |
| Mortgage-backed securities | $1,231,205,000 | 101 |
| Certificates of participation in pools of residential mortgages | $210,155,000 | 223 |
| Issued or guaranteed by U.S. | $210,155,000 | 222 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $828,140,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $828,140,000 | 65 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $192,910,000 | 59 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $192,910,000 | 45 |
| Held to maturity securities (book value) | $650,000 | 2,089 |
| Available-for-sale securities (fair market value) | $1,395,504,000 | 112 |
| Total debt securities | $1,394,731,000 | 137 |
| 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 | $1,316,817,000 | 141 |
| U.S. Government securities | $1,300,303,000 | 109 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $1,300,303,000 | 103 |
| Securities issued by states & political subdivisions | $3,012,000 | 4,226 |
| Other domestic debt securities | $11,992,000 | 587 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $11,992,000 | 389 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $1,510,000 | 501 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,162,858,000 | 91 |
| Mortgage-backed securities | $1,300,303,000 | 98 |
| Certificates of participation in pools of residential mortgages | $218,633,000 | 218 |
| Issued or guaranteed by U.S. | $218,633,000 | 217 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $888,587,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $888,587,000 | 60 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $193,083,000 | 57 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $193,083,000 | 43 |
| Held to maturity securities (book value) | $650,000 | 2,094 |
| Available-for-sale securities (fair market value) | $1,316,167,000 | 116 |
| Total debt securities | $1,315,309,000 | 141 |
| Structured notes | ||
| Amortized cost | $4,995,000 | 755 |
| Fair value | $5,099,000 | 703 |
| 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 | $1,385,110,000 | 136 |
| U.S. Government securities | $1,363,932,000 | 105 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,363,932,000 | 102 |
| Securities issued by states & political subdivisions | $3,243,000 | 4,192 |
| Other domestic debt securities | $12,019,000 | 612 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $12,019,000 | 401 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $5,916,000 | 229 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,162,791,000 | 86 |
| Mortgage-backed securities | $1,363,932,000 | 95 |
| Certificates of participation in pools of residential mortgages | $226,657,000 | 207 |
| Issued or guaranteed by U.S. | $226,657,000 | 206 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $943,722,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $943,722,000 | 59 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $193,553,000 | 56 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $193,553,000 | 40 |
| Held to maturity securities (book value) | $650,000 | 2,104 |
| Available-for-sale securities (fair market value) | $1,384,460,000 | 111 |
| Total debt securities | $1,379,195,000 | 136 |
| Structured notes | ||
| Amortized cost | $4,995,000 | 744 |
| Fair value | $5,046,000 | 695 |
| 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 | $1,480,888,000 | 130 |
| U.S. Government securities | $1,459,445,000 | 102 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,459,445,000 | 97 |
| Securities issued by states & political subdivisions | $3,532,000 | 4,126 |
| Other domestic debt securities | $12,013,000 | 630 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $12,013,000 | 414 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $5,898,000 | 240 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,090,370,000 | 88 |
| Mortgage-backed securities | $1,459,445,000 | 91 |
| Certificates of participation in pools of residential mortgages | $238,512,000 | 200 |
| Issued or guaranteed by U.S. | $238,512,000 | 199 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,024,753,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $1,024,753,000 | 56 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $196,180,000 | 53 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $196,180,000 | 37 |
| Held to maturity securities (book value) | $650,000 | 2,090 |
| Available-for-sale securities (fair market value) | $1,480,238,000 | 105 |
| Total debt securities | $1,474,989,000 | 130 |
| Structured notes | ||
| Amortized cost | $4,995,000 | 735 |
| Fair value | $4,986,000 | 699 |
| 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 | $1,603,768,000 | 118 |
| U.S. Government securities | $1,582,227,000 | 99 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $1,582,227,000 | 93 |
| Securities issued by states & political subdivisions | $1,714,000 | 4,664 |
| Other domestic debt securities | $13,980,000 | 582 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $13,980,000 | 380 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $5,847,000 | 238 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $980,266,000 | 90 |
| Mortgage-backed securities | $1,582,227,000 | 85 |
| Certificates of participation in pools of residential mortgages | $250,438,000 | 183 |
| Issued or guaranteed by U.S. | $250,438,000 | 182 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,142,301,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $1,142,301,000 | 52 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $189,488,000 | 53 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $189,488,000 | 36 |
| Held to maturity securities (book value) | $650,000 | 2,034 |
| Available-for-sale securities (fair market value) | $1,603,118,000 | 101 |
| Total debt securities | $1,597,921,000 | 118 |
| Structured notes | ||
| Amortized cost | $4,995,000 | 737 |
| Fair value | $4,981,000 | 706 |
| 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 | $1,519,656,000 | 125 |
| U.S. Government securities | $1,497,595,000 | 105 |
| U.S. Treasury securities | $5,021,000 | 455 |
| U.S. Government agency obligations | $1,492,574,000 | 99 |
| Securities issued by states & political subdivisions | $1,910,000 | 4,587 |
| Other domestic debt securities | $14,262,000 | 570 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $14,262,000 | 371 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $5,889,000 | 237 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $946,018,000 | 95 |
| Mortgage-backed securities | $1,492,574,000 | 92 |
| Certificates of participation in pools of residential mortgages | $239,208,000 | 202 |
| Issued or guaranteed by U.S. | $239,208,000 | 200 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,149,167,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $1,149,167,000 | 56 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $104,199,000 | 64 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $104,199,000 | 50 |
| Held to maturity securities (book value) | $650,000 | 2,027 |
| Available-for-sale securities (fair market value) | $1,519,006,000 | 105 |
| Total debt securities | $1,513,767,000 | 125 |
| Structured notes | ||
| Amortized cost | $4,995,000 | 729 |
| Fair value | $5,072,000 | 690 |
| 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 | $1,539,754,000 | 125 |
| U.S. Government securities | $1,515,930,000 | 105 |
| U.S. Treasury securities | $5,064,000 | 444 |
| U.S. Government agency obligations | $1,510,866,000 | 101 |
| Securities issued by states & political subdivisions | $1,951,000 | 4,579 |
| Other domestic debt securities | $15,992,000 | 519 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $15,992,000 | 332 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $5,881,000 | 229 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $954,292,000 | 96 |
| Mortgage-backed securities | $1,510,866,000 | 89 |
| Certificates of participation in pools of residential mortgages | $188,812,000 | 244 |
| Issued or guaranteed by U.S. | $188,812,000 | 242 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,237,877,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $1,237,877,000 | 56 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $84,177,000 | 66 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $84,177,000 | 49 |
| Held to maturity securities (book value) | $650,000 | 2,049 |
| Available-for-sale securities (fair market value) | $1,539,104,000 | 102 |
| Total debt securities | $1,533,873,000 | 125 |
| Structured notes | ||
| Amortized cost | $4,994,000 | 766 |
| Fair value | $5,054,000 | 720 |
| 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 | $1,582,195,000 | 119 |
| U.S. Government securities | $1,536,304,000 | 100 |
| U.S. Treasury securities | $5,107,000 | 397 |
| U.S. Government agency obligations | $1,531,197,000 | 95 |
| Securities issued by states & political subdivisions | $1,962,000 | 4,588 |
| Other domestic debt securities | $38,066,000 | 303 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $38,066,000 | 186 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $5,863,000 | 227 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $833,757,000 | 100 |
| Mortgage-backed securities | $1,531,197,000 | 86 |
| Certificates of participation in pools of residential mortgages | $64,117,000 | 714 |
| Issued or guaranteed by U.S. | $64,117,000 | 714 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,371,619,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $1,371,619,000 | 50 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $95,461,000 | 58 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $95,461,000 | 45 |
| Held to maturity securities (book value) | $650,000 | 2,088 |
| Available-for-sale securities (fair market value) | $1,581,545,000 | 100 |
| Total debt securities | $1,576,332,000 | 119 |
| Structured notes | ||
| Amortized cost | $4,994,000 | 799 |
| Fair value | $4,949,000 | 795 |
| 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 | $1,694,742,000 | 115 |
| U.S. Government securities | $1,649,787,000 | 94 |
| U.S. Treasury securities | $5,146,000 | 398 |
| U.S. Government agency obligations | $1,644,641,000 | 90 |
| Securities issued by states & political subdivisions | $2,494,000 | 4,388 |
| Other domestic debt securities | $36,925,000 | 309 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $36,925,000 | 185 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $5,536,000 | 227 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $855,357,000 | 102 |
| Mortgage-backed securities | $1,644,641,000 | 81 |
| Certificates of participation in pools of residential mortgages | $65,902,000 | 711 |
| Issued or guaranteed by U.S. | $65,902,000 | 711 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,484,080,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,484,080,000 | 49 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $94,659,000 | 54 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $94,659,000 | 40 |
| Held to maturity securities (book value) | $650,000 | 2,100 |
| Available-for-sale securities (fair market value) | $1,694,092,000 | 98 |
| Total debt securities | $1,689,206,000 | 114 |
| Structured notes | ||
| Amortized cost | $4,994,000 | 914 |
| Fair value | $4,747,000 | 932 |
| 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 | $1,845,370,000 | 110 |
| U.S. Government securities | $1,782,114,000 | 92 |
| U.S. Treasury securities | $5,204,000 | 415 |
| U.S. Government agency obligations | $1,776,910,000 | 86 |
| Securities issued by states & political subdivisions | $2,515,000 | 4,298 |
| Other domestic debt securities | $55,214,000 | 225 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $55,214,000 | 124 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $5,527,000 | 220 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $876,114,000 | 103 |
| Mortgage-backed securities | $1,776,910,000 | 78 |
| Certificates of participation in pools of residential mortgages | $78,193,000 | 618 |
| Issued or guaranteed by U.S. | $78,193,000 | 618 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,616,977,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $1,616,977,000 | 45 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $81,740,000 | 51 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $81,740,000 | 36 |
| Held to maturity securities (book value) | $650,000 | 2,140 |
| Available-for-sale securities (fair market value) | $1,844,720,000 | 92 |
| Total debt securities | $1,839,841,000 | 109 |
| Structured notes | ||
| Amortized cost | $4,994,000 | 1,064 |
| Fair value | $4,533,000 | 1,107 |
| 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 | $1,722,613,000 | 114 |
| U.S. Government securities | $1,665,372,000 | 92 |
| U.S. Treasury securities | $5,232,000 | 384 |
| U.S. Government agency obligations | $1,660,140,000 | 88 |
| Securities issued by states & political subdivisions | $2,518,000 | 4,287 |
| Other domestic debt securities | $53,199,000 | 241 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $53,199,000 | 122 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $1,524,000 | 462 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $856,470,000 | 95 |
| Mortgage-backed securities | $1,660,140,000 | 77 |
| Certificates of participation in pools of residential mortgages | $79,198,000 | 570 |
| Issued or guaranteed by U.S. | $79,198,000 | 569 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,519,807,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $1,519,807,000 | 45 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $61,135,000 | 43 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $61,135,000 | 36 |
| Held to maturity securities (book value) | $650,000 | 2,232 |
| Available-for-sale securities (fair market value) | $1,721,963,000 | 102 |
| Total debt securities | $1,721,089,000 | 114 |
| Structured notes | ||
| Amortized cost | $4,994,000 | 1,036 |
| Fair value | $4,308,000 | 1,114 |
| 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 | $1,509,245,000 | 125 |
| U.S. Government securities | $1,481,381,000 | 102 |
| U.S. Treasury securities | $5,270,000 | 391 |
| U.S. Government agency obligations | $1,476,111,000 | 98 |
| Securities issued by states & political subdivisions | $3,131,000 | 4,047 |
| Other domestic debt securities | $19,195,000 | 484 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $19,195,000 | 269 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $5,538,000 | 224 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $840,862,000 | 97 |
| Mortgage-backed securities | $1,476,111,000 | 84 |
| Certificates of participation in pools of residential mortgages | $53,257,000 | 795 |
| Issued or guaranteed by U.S. | $53,257,000 | 792 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,377,001,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $1,377,001,000 | 47 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $45,853,000 | 46 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $45,853,000 | 37 |
| Held to maturity securities (book value) | $650,000 | 2,259 |
| Available-for-sale securities (fair market value) | $1,508,595,000 | 107 |
| Total debt securities | $1,503,707,000 | 125 |
| Structured notes | ||
| Amortized cost | $4,993,000 | 1,070 |
| Fair value | $5,001,000 | 1,055 |
| 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 | $1,701,987,000 | 118 |
| U.S. Government securities | $1,681,818,000 | 95 |
| U.S. Treasury securities | $5,297,000 | 452 |
| U.S. Government agency obligations | $1,676,521,000 | 94 |
| Securities issued by states & political subdivisions | $6,102,000 | 3,235 |
| Other domestic debt securities | $8,541,000 | 768 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $8,541,000 | 431 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $5,526,000 | 227 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $923,672,000 | 90 |
| Mortgage-backed securities | $1,676,521,000 | 81 |
| Certificates of participation in pools of residential mortgages | $90,516,000 | 481 |
| Issued or guaranteed by U.S. | $90,516,000 | 478 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,586,005,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $1,586,005,000 | 45 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $650,000 | 2,285 |
| Available-for-sale securities (fair market value) | $1,701,337,000 | 101 |
| Total debt securities | $1,696,457,000 | 117 |
| Structured notes | ||
| Amortized cost | $4,993,000 | 1,197 |
| Fair value | $5,001,000 | 1,186 |
| 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 | $1,680,596,000 | 118 |
| U.S. Government securities | $1,594,601,000 | 98 |
| U.S. Treasury securities | $5,293,000 | 478 |
| U.S. Government agency obligations | $1,589,308,000 | 97 |
| Securities issued by states & political subdivisions | $6,875,000 | 2,992 |
| Other domestic debt securities | $73,625,000 | 196 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $73,625,000 | 101 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $5,495,000 | 225 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $841,679,000 | 100 |
| Mortgage-backed securities | $1,589,308,000 | 83 |
| Certificates of participation in pools of residential mortgages | $93,252,000 | 459 |
| Issued or guaranteed by U.S. | $93,252,000 | 455 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,496,056,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $1,496,056,000 | 44 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $650,000 | 2,294 |
| Available-for-sale securities (fair market value) | $1,679,946,000 | 102 |
| Total debt securities | $1,675,101,000 | 117 |
| Structured notes | ||
| Amortized cost | $69,902,000 | 70 |
| Fair value | $70,014,000 | 69 |
| 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 | $1,529,898,000 | 124 |
| U.S. Government securities | $1,446,076,000 | 102 |
| U.S. Treasury securities | $5,345,000 | 481 |
| U.S. Government agency obligations | $1,440,731,000 | 98 |
| Securities issued by states & political subdivisions | $7,669,000 | 2,859 |
| Other domestic debt securities | $70,599,000 | 206 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $2,012,000 | 185 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $68,587,000 | 103 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $5,554,000 | 226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $895,525,000 | 97 |
| Mortgage-backed securities | $1,442,743,000 | 85 |
| Certificates of participation in pools of residential mortgages | $175,602,000 | 251 |
| Issued or guaranteed by U.S. | $175,602,000 | 249 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,265,129,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $1,265,129,000 | 46 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $2,012,000 | 185 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $2,012,000 | 76 |
| Held to maturity securities (book value) | $650,000 | 2,321 |
| Available-for-sale securities (fair market value) | $1,529,248,000 | 105 |
| Total debt securities | $1,524,344,000 | 124 |
| Structured notes | ||
| Amortized cost | $69,899,000 | 55 |
| Fair value | $64,960,000 | 67 |
| 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 | $1,414,918,000 | 121 |
| U.S. Government securities | $1,328,869,000 | 101 |
| U.S. Treasury securities | $5,410,000 | 432 |
| U.S. Government agency obligations | $1,323,459,000 | 98 |
| Securities issued by states & political subdivisions | $8,024,000 | 2,694 |
| Other domestic debt securities | $72,458,000 | 202 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $2,035,000 | 160 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $70,423,000 | 97 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $5,567,000 | 235 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $865,105,000 | 96 |
| Mortgage-backed securities | $1,324,486,000 | 85 |
| Certificates of participation in pools of residential mortgages | $199,739,000 | 212 |
| Issued or guaranteed by U.S. | $199,739,000 | 209 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,122,712,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,122,712,000 | 45 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $2,035,000 | 160 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $2,035,000 | 68 |
| Held to maturity securities (book value) | $650,000 | 2,377 |
| Available-for-sale securities (fair market value) | $1,414,268,000 | 101 |
| Total debt securities | $1,409,351,000 | 120 |
| Structured notes | ||
| Amortized cost | $69,897,000 | 52 |
| Fair value | $66,717,000 | 54 |
| 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 | $1,506,592,000 | 117 |
| U.S. Government securities | $1,411,992,000 | 93 |
| U.S. Treasury securities | $5,386,000 | 409 |
| U.S. Government agency obligations | $1,406,606,000 | 92 |
| Securities issued by states & political subdivisions | $9,914,000 | 2,287 |
| Other domestic debt securities | $83,650,000 | 181 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $2,039,000 | 158 |
| Asset backed securities | $4,472,000 | 80 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $77,139,000 | 84 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $1,036,000 | 643 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $763,311,000 | 106 |
| Mortgage-backed securities | $1,407,625,000 | 82 |
| Certificates of participation in pools of residential mortgages | $230,087,000 | 184 |
| Issued or guaranteed by U.S. | $230,087,000 | 183 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,175,499,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $1,175,499,000 | 44 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $2,039,000 | 158 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $2,039,000 | 66 |
| Held to maturity securities (book value) | $650,000 | 2,440 |
| Available-for-sale securities (fair market value) | $1,505,942,000 | 97 |
| Total debt securities | $1,505,553,000 | 117 |
| Structured notes | ||
| Amortized cost | $69,895,000 | 51 |
| Fair value | $69,895,000 | 53 |
| 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 | $1,099,493,000 | 142 |
| U.S. Government securities | $1,082,244,000 | 107 |
| U.S. Treasury securities | $5,216,000 | 410 |
| U.S. Government agency obligations | $1,077,028,000 | 105 |
| Securities issued by states & political subdivisions | $10,244,000 | 2,191 |
| Other domestic debt securities | $5,976,000 | 1,083 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $2,165,000 | 160 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $3,811,000 | 720 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $1,029,000 | 640 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $567,547,000 | 127 |
| Mortgage-backed securities | $1,078,392,000 | 94 |
| Certificates of participation in pools of residential mortgages | $473,439,000 | 106 |
| Issued or guaranteed by U.S. | $473,439,000 | 104 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $602,788,000 | 76 |
| CMOs issued by government agencies or sponsored agencies | $602,788,000 | 58 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $2,165,000 | 160 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $2,165,000 | 69 |
| Held to maturity securities (book value) | $650,000 | 2,492 |
| Available-for-sale securities (fair market value) | $1,098,843,000 | 124 |
| Total debt securities | $1,098,463,000 | 143 |
| 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 | $926,207,000 | 163 |
| U.S. Government securities | $907,277,000 | 123 |
| U.S. Treasury securities | $5,206,000 | 364 |
| U.S. Government agency obligations | $902,071,000 | 118 |
| Securities issued by states & political subdivisions | $11,391,000 | 2,066 |
| Other domestic debt securities | $6,502,000 | 1,072 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $2,184,000 | 152 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $4,318,000 | 671 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $1,037,000 | 648 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $569,632,000 | 131 |
| Mortgage-backed securities | $899,321,000 | 110 |
| Certificates of participation in pools of residential mortgages | $740,343,000 | 84 |
| Issued or guaranteed by U.S. | $740,343,000 | 81 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $156,794,000 | 215 |
| CMOs issued by government agencies or sponsored agencies | $156,794,000 | 172 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $2,184,000 | 152 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $2,184,000 | 67 |
| Held to maturity securities (book value) | $650,000 | 2,540 |
| Available-for-sale securities (fair market value) | $925,557,000 | 146 |
| Total debt securities | $925,171,000 | 160 |
| Structured notes | ||
| Amortized cost | $511,000 | 2,392 |
| Fair value | $503,000 | 2,426 |
| 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 | $933,210,000 | 161 |
| U.S. Government securities | $912,986,000 | 130 |
| U.S. Treasury securities | $5,246,000 | 337 |
| U.S. Government agency obligations | $907,740,000 | 126 |
| Securities issued by states & political subdivisions | $12,510,000 | 1,942 |
| Other domestic debt securities | $6,691,000 | 1,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $2,304,000 | 162 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $4,387,000 | 703 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $1,023,000 | 702 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $561,832,000 | 132 |
| Mortgage-backed securities | $898,658,000 | 116 |
| Certificates of participation in pools of residential mortgages | $896,354,000 | 78 |
| Issued or guaranteed by U.S. | $896,354,000 | 76 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $2,304,000 | 162 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $2,304,000 | 79 |
| Held to maturity securities (book value) | $650,000 | 2,611 |
| Available-for-sale securities (fair market value) | $932,560,000 | 139 |
| Total debt securities | $932,183,000 | 160 |
| Structured notes | ||
| Amortized cost | $511,000 | 1,997 |
| Fair value | $513,000 | 2,005 |
| 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 | $928,886,000 | 164 |
| U.S. Government securities | $907,131,000 | 126 |
| U.S. Treasury securities | $5,201,000 | 329 |
| U.S. Government agency obligations | $901,930,000 | 122 |
| Securities issued by states & political subdivisions | $14,051,000 | 1,705 |
| Other domestic debt securities | $6,685,000 | 1,140 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $2,298,000 | 142 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $4,387,000 | 731 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $1,019,000 | 756 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $569,868,000 | 132 |
| Mortgage-backed securities | $846,410,000 | 123 |
| Certificates of participation in pools of residential mortgages | $844,112,000 | 83 |
| Issued or guaranteed by U.S. | $844,112,000 | 81 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $2,298,000 | 142 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $2,298,000 | 79 |
| Held to maturity securities (book value) | $650,000 | 2,648 |
| Available-for-sale securities (fair market value) | $928,236,000 | 145 |
| Total debt securities | $927,866,000 | 163 |
| Structured notes | ||
| Amortized cost | $511,000 | 1,527 |
| Fair value | $498,000 | 1,607 |
| 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 | $733,355,000 | 198 |
| U.S. Government securities | $709,907,000 | 155 |
| U.S. Treasury securities | $5,343,000 | 300 |
| U.S. Government agency obligations | $704,564,000 | 151 |
| Securities issued by states & political subdivisions | $17,999,000 | 1,272 |
| Other domestic debt securities | $4,432,000 | 1,326 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,432,000 | 717 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $1,017,000 | 752 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $440,016,000 | 166 |
| Mortgage-backed securities | $628,939,000 | 151 |
| Certificates of participation in pools of residential mortgages | $626,647,000 | 105 |
| Issued or guaranteed by U.S. | $626,647,000 | 103 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,292,000 | 2,422 |
| CMOs issued by government agencies or sponsored agencies | $2,292,000 | 2,052 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $650,000 | 2,695 |
| Available-for-sale securities (fair market value) | $732,705,000 | 168 |
| Total debt securities | $732,337,000 | 193 |
| Structured notes | ||
| Amortized cost | $456,000 | 1,426 |
| Fair value | $407,000 | 1,449 |
| 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 | $761,742,000 | 186 |
| U.S. Government securities | $730,919,000 | 152 |
| U.S. Treasury securities | $5,433,000 | 265 |
| U.S. Government agency obligations | $725,486,000 | 150 |
| Securities issued by states & political subdivisions | $25,333,000 | 849 |
| Other domestic debt securities | $4,489,000 | 1,278 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,489,000 | 705 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $1,001,000 | 727 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $454,294,000 | 158 |
| Mortgage-backed securities | $574,857,000 | 158 |
| Certificates of participation in pools of residential mortgages | $572,574,000 | 106 |
| Issued or guaranteed by U.S. | $572,574,000 | 103 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,283,000 | 2,344 |
| CMOs issued by government agencies or sponsored agencies | $2,283,000 | 2,023 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $650,000 | 2,721 |
| Available-for-sale securities (fair market value) | $761,092,000 | 159 |
| Total debt securities | $760,740,000 | 180 |
| Structured notes | ||
| Amortized cost | $456,000 | 1,463 |
| Fair value | $450,000 | 1,462 |
| 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 | $737,561,000 | 187 |
| U.S. Government securities | $696,003,000 | 146 |
| U.S. Treasury securities | $5,156,000 | 273 |
| U.S. Government agency obligations | $690,847,000 | 142 |
| Securities issued by states & political subdivisions | $36,061,000 | 525 |
| Other domestic debt securities | $4,486,000 | 1,257 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,486,000 | 676 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $1,011,000 | 738 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $408,661,000 | 164 |
| Mortgage-backed securities | $481,676,000 | 176 |
| Certificates of participation in pools of residential mortgages | $427,311,000 | 116 |
| Issued or guaranteed by U.S. | $427,311,000 | 111 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $54,365,000 | 442 |
| CMOs issued by government agencies or sponsored agencies | $54,365,000 | 304 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $650,000 | 2,748 |
| Available-for-sale securities (fair market value) | $736,911,000 | 162 |
| Total debt securities | $736,549,000 | 184 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,164 |
| Fair value | $714,000 | 1,185 |
| 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 | $579,576,000 | 241 |
| U.S. Government securities | $535,048,000 | 182 |
| U.S. Treasury securities | $8,030,000 | 202 |
| U.S. Government agency obligations | $527,018,000 | 186 |
| Securities issued by states & political subdivisions | $38,983,000 | 494 |
| Other domestic debt securities | $4,534,000 | 1,297 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,534,000 | 746 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $1,011,000 | 1,005 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $423,337,000 | 156 |
| Mortgage-backed securities | $336,309,000 | 240 |
| Certificates of participation in pools of residential mortgages | $336,125,000 | 150 |
| Issued or guaranteed by U.S. | $336,125,000 | 143 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $184,000 | 3,389 |
| CMOs issued by government agencies or sponsored agencies | $184,000 | 3,051 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $650,000 | 2,750 |
| Available-for-sale securities (fair market value) | $578,926,000 | 201 |
| Total debt securities | $578,565,000 | 236 |
| Structured notes | ||
| Amortized cost | $3,568,000 | 402 |
| Fair value | $3,602,000 | 391 |
| 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 | $576,784,000 | 238 |
| U.S. Government securities | $522,842,000 | 188 |
| U.S. Treasury securities | $23,388,000 | 102 |
| U.S. Government agency obligations | $499,454,000 | 189 |
| Securities issued by states & political subdivisions | $46,351,000 | 395 |
| Other domestic debt securities | $6,580,000 | 1,056 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,580,000 | 581 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $1,011,000 | 1,042 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $404,969,000 | 164 |
| Mortgage-backed securities | $319,391,000 | 248 |
| Certificates of participation in pools of residential mortgages | $319,146,000 | 158 |
| Issued or guaranteed by U.S. | $319,146,000 | 148 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $245,000 | 3,319 |
| CMOs issued by government agencies or sponsored agencies | $245,000 | 2,974 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $650,000 | 2,790 |
| Available-for-sale securities (fair market value) | $576,134,000 | 208 |
| Total debt securities | $575,773,000 | 232 |
| Structured notes | ||
| Amortized cost | $4,662,000 | 315 |
| Fair value | $4,732,000 | 315 |
| 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 | $604,265,000 | 219 |
| U.S. Government securities | $547,220,000 | 184 |
| U.S. Treasury securities | $22,993,000 | 114 |
| U.S. Government agency obligations | $524,227,000 | 188 |
| Securities issued by states & political subdivisions | $47,457,000 | 375 |
| Other domestic debt securities | $8,577,000 | 875 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,577,000 | 489 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $1,011,000 | 989 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $341,726,000 | 199 |
| Mortgage-backed securities | $326,192,000 | 232 |
| Certificates of participation in pools of residential mortgages | $325,896,000 | 145 |
| Issued or guaranteed by U.S. | $325,896,000 | 137 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $296,000 | 3,180 |
| CMOs issued by government agencies or sponsored agencies | $296,000 | 2,851 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $650,000 | 2,865 |
| Available-for-sale securities (fair market value) | $603,615,000 | 188 |
| Total debt securities | $603,255,000 | 217 |
| Structured notes | ||
| Amortized cost | $10,246,000 | 212 |
| Fair value | $10,279,000 | 213 |
| 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 | $580,918,000 | 234 |
| U.S. Government securities | $522,184,000 | 196 |
| U.S. Treasury securities | $22,631,000 | 118 |
| U.S. Government agency obligations | $499,553,000 | 197 |
| Securities issued by states & political subdivisions | $51,171,000 | 332 |
| Other domestic debt securities | $6,552,000 | 944 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,552,000 | 551 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $1,011,000 | 951 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $337,375,000 | 196 |
| Mortgage-backed securities | $277,732,000 | 253 |
| Certificates of participation in pools of residential mortgages | $277,381,000 | 162 |
| Issued or guaranteed by U.S. | $277,381,000 | 155 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $351,000 | 3,082 |
| CMOs issued by government agencies or sponsored agencies | $351,000 | 2,763 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $650,000 | 2,925 |
| Available-for-sale securities (fair market value) | $580,268,000 | 192 |
| Total debt securities | $579,907,000 | 226 |
| Structured notes | ||
| Amortized cost | $10,327,000 | 272 |
| Fair value | $10,197,000 | 275 |
| 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 | $509,866,000 | 263 |
| U.S. Government securities | $450,025,000 | 220 |
| U.S. Treasury securities | $22,258,000 | 132 |
| U.S. Government agency obligations | $427,767,000 | 220 |
| Securities issued by states & political subdivisions | $51,690,000 | 324 |
| Other domestic debt securities | $7,140,000 | 864 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,140,000 | 500 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $1,011,000 | 956 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $341,499,000 | 200 |
| Mortgage-backed securities | $176,359,000 | 355 |
| Certificates of participation in pools of residential mortgages | $175,954,000 | 233 |
| Issued or guaranteed by U.S. | $175,954,000 | 225 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $405,000 | 3,022 |
| CMOs issued by government agencies or sponsored agencies | $405,000 | 2,712 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $760,000 | 2,894 |
| Available-for-sale securities (fair market value) | $509,106,000 | 227 |
| Total debt securities | $508,855,000 | 259 |
| Structured notes | ||
| Amortized cost | $10,440,000 | 289 |
| Fair value | $10,122,000 | 289 |
| 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 | $458,557,000 | 299 |
| U.S. Government securities | $415,120,000 | 235 |
| U.S. Treasury securities | $22,337,000 | 142 |
| U.S. Government agency obligations | $392,783,000 | 241 |
| Securities issued by states & political subdivisions | $35,290,000 | 526 |
| Other domestic debt securities | $7,136,000 | 869 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,136,000 | 513 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $1,011,000 | 979 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $296,551,000 | 228 |
| Mortgage-backed securities | $188,655,000 | 334 |
| Certificates of participation in pools of residential mortgages | $188,181,000 | 222 |
| Issued or guaranteed by U.S. | $188,181,000 | 212 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $474,000 | 2,931 |
| CMOs issued by government agencies or sponsored agencies | $474,000 | 2,640 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $760,000 | 2,928 |
| Available-for-sale securities (fair market value) | $457,797,000 | 248 |
| Total debt securities | $457,545,000 | 290 |
| Structured notes | ||
| Amortized cost | $7,744,000 | 466 |
| Fair value | $7,578,000 | 470 |
| 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 | $215,911,000 | 588 |
| U.S. Government securities | $204,717,000 | 453 |
| U.S. Treasury securities | $5,833,000 | 413 |
| U.S. Government agency obligations | $198,884,000 | 450 |
| Securities issued by states & political subdivisions | $9,094,000 | 2,181 |
| Other domestic debt securities | $2,100,000 | 1,480 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,100,000 | 1,015 |
| 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 | $157,013,000 | 370 |
| Mortgage-backed securities | $104,853,000 | 528 |
| Certificates of participation in pools of residential mortgages | $104,621,000 | 366 |
| Issued or guaranteed by U.S. | $104,621,000 | 361 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $232,000 | 3,148 |
| CMOs issued by government agencies or sponsored agencies | $232,000 | 2,859 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $650,000 | 3,057 |
| Available-for-sale securities (fair market value) | $215,261,000 | 488 |
| Total debt securities | $215,909,000 | 566 |
| 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 | $211,412,000 | 607 |
| U.S. Government securities | $200,202,000 | 470 |
| U.S. Treasury securities | $5,813,000 | 424 |
| U.S. Government agency obligations | $194,389,000 | 466 |
| Securities issued by states & political subdivisions | $9,110,000 | 2,158 |
| Other domestic debt securities | $2,100,000 | 1,483 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,100,000 | 1,018 |
| 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 | $157,013,000 | 375 |
| Mortgage-backed securities | $93,746,000 | 581 |
| Certificates of participation in pools of residential mortgages | $93,485,000 | 409 |
| Issued or guaranteed by U.S. | $93,485,000 | 404 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $261,000 | 3,081 |
| CMOs issued by government agencies or sponsored agencies | $261,000 | 2,795 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $650,000 | 3,119 |
| Available-for-sale securities (fair market value) | $210,762,000 | 500 |
| Total debt securities | $211,410,000 | 592 |
| 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 | $210,039,000 | 614 |
| U.S. Government securities | $200,322,000 | 478 |
| U.S. Treasury securities | $5,729,000 | 463 |
| U.S. Government agency obligations | $194,593,000 | 476 |
| Securities issued by states & political subdivisions | $9,067,000 | 2,133 |
| Other domestic debt securities | $650,000 | 2,229 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $650,000 | 1,680 |
| 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 | $150,772,000 | 380 |
| Mortgage-backed securities | $95,791,000 | 570 |
| Certificates of participation in pools of residential mortgages | $95,496,000 | 410 |
| Issued or guaranteed by U.S. | $95,496,000 | 407 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $295,000 | 3,047 |
| CMOs issued by government agencies or sponsored agencies | $295,000 | 2,744 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $650,000 | 3,155 |
| Available-for-sale securities (fair market value) | $209,389,000 | 509 |
| Total debt securities | $210,040,000 | 600 |
| 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 | $217,920,000 | 604 |
| U.S. Government securities | $208,086,000 | 481 |
| U.S. Treasury securities | $5,757,000 | 502 |
| U.S. Government agency obligations | $202,329,000 | 472 |
| Securities issued by states & political subdivisions | $9,184,000 | 2,106 |
| Other domestic debt securities | $650,000 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $650,000 | 1,750 |
| 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 | $141,571,000 | 392 |
| Mortgage-backed securities | $101,801,000 | 555 |
| Certificates of participation in pools of residential mortgages | $101,465,000 | 402 |
| Issued or guaranteed by U.S. | $101,465,000 | 397 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $336,000 | 3,010 |
| CMOs issued by government agencies or sponsored agencies | $336,000 | 2,709 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $650,000 | 3,214 |
| Available-for-sale securities (fair market value) | $217,270,000 | 505 |
| Total debt securities | $217,921,000 | 588 |
| 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 | $195,916,000 | 665 |
| U.S. Government securities | $186,166,000 | 542 |
| U.S. Treasury securities | $5,777,000 | 506 |
| U.S. Government agency obligations | $180,389,000 | 536 |
| Securities issued by states & political subdivisions | $9,100,000 | 2,102 |
| Other domestic debt securities | $650,000 | 2,361 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $650,000 | 1,855 |
| 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 | $133,806,000 | 416 |
| Mortgage-backed securities | $80,665,000 | 661 |
| Certificates of participation in pools of residential mortgages | $80,281,000 | 476 |
| Issued or guaranteed by U.S. | $80,281,000 | 469 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $384,000 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $384,000 | 2,682 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $650,000 | 3,300 |
| Available-for-sale securities (fair market value) | $195,266,000 | 555 |
| Total debt securities | $195,917,000 | 650 |
| 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 | $168,751,000 | 751 |
| U.S. Government securities | $158,537,000 | 613 |
| U.S. Treasury securities | $5,832,000 | 489 |
| U.S. Government agency obligations | $152,705,000 | 602 |
| Securities issued by states & political subdivisions | $10,019,000 | 1,932 |
| Other domestic debt securities | $195,000 | 3,050 |
| Privately issued residential mortgage-backed securities | $45,000 | 1,177 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $150,000 | 2,547 |
| 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 | $135,156,000 | 406 |
| Mortgage-backed securities | $48,062,000 | 987 |
| Certificates of participation in pools of residential mortgages | $47,563,000 | 726 |
| Issued or guaranteed by U.S. | $47,563,000 | 718 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $499,000 | 2,860 |
| CMOs issued by government agencies or sponsored agencies | $454,000 | 2,628 |
| Privately issued | $45,000 | 1,079 |
| 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) | $150,000 | 3,895 |
| Available-for-sale securities (fair market value) | $168,601,000 | 628 |
| Total debt securities | $168,750,000 | 736 |
| 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 | $153,883,000 | 811 |
| U.S. Government securities | $143,370,000 | 652 |
| U.S. Treasury securities | $6,856,000 | 455 |
| U.S. Government agency obligations | $136,514,000 | 650 |
| Securities issued by states & political subdivisions | $10,318,000 | 1,875 |
| Other domestic debt securities | $195,000 | 3,095 |
| Privately issued residential mortgage-backed securities | $45,000 | 1,144 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $150,000 | 2,613 |
| 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 | $128,191,000 | 419 |
| Mortgage-backed securities | $31,428,000 | 1,373 |
| Certificates of participation in pools of residential mortgages | $30,850,000 | 1,041 |
| Issued or guaranteed by U.S. | $30,850,000 | 1,031 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $578,000 | 2,848 |
| CMOs issued by government agencies or sponsored agencies | $533,000 | 2,602 |
| Privately issued | $45,000 | 1,041 |
| 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) | $150,000 | 3,942 |
| Available-for-sale securities (fair market value) | $153,733,000 | 690 |
| Total debt securities | $153,882,000 | 791 |
| 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 | $170,775,000 | 752 |
| U.S. Government securities | $156,528,000 | 629 |
| U.S. Treasury securities | $6,794,000 | 501 |
| U.S. Government agency obligations | $149,734,000 | 627 |
| Securities issued by states & political subdivisions | $10,608,000 | 1,823 |
| Other domestic debt securities | $3,591,000 | 1,333 |
| Privately issued residential mortgage-backed securities | $69,000 | 1,097 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,522,000 | 988 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $48,000 | 1,924 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $126,938,000 | 420 |
| Mortgage-backed securities | $16,971,000 | 2,112 |
| Certificates of participation in pools of residential mortgages | $16,289,000 | 1,706 |
| Issued or guaranteed by U.S. | $16,289,000 | 1,694 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $682,000 | 2,830 |
| CMOs issued by government agencies or sponsored agencies | $613,000 | 2,601 |
| Privately issued | $69,000 | 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) | $150,000 | 4,012 |
| Available-for-sale securities (fair market value) | $170,625,000 | 632 |
| Total debt securities | $170,727,000 | 736 |
| 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 | $187,096,000 | 706 |
| U.S. Government securities | $171,285,000 | 603 |
| U.S. Treasury securities | $6,938,000 | 504 |
| U.S. Government agency obligations | $164,347,000 | 603 |
| Securities issued by states & political subdivisions | $11,071,000 | 1,773 |
| Other domestic debt securities | $4,692,000 | 1,194 |
| Privately issued residential mortgage-backed securities | $84,000 | 1,077 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,608,000 | 877 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $48,000 | 1,968 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $131,939,000 | 408 |
| Mortgage-backed securities | $18,161,000 | 2,045 |
| Certificates of participation in pools of residential mortgages | $17,372,000 | 1,656 |
| Issued or guaranteed by U.S. | $17,372,000 | 1,646 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $789,000 | 2,806 |
| CMOs issued by government agencies or sponsored agencies | $705,000 | 2,593 |
| Privately issued | $84,000 | 992 |
| 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) | $150,000 | 4,057 |
| Available-for-sale securities (fair market value) | $186,946,000 | 594 |
| Total debt securities | $187,048,000 | 687 |
| 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 | $159,700,000 | 807 |
| U.S. Government securities | $143,103,000 | 688 |
| U.S. Treasury securities | $7,019,000 | 473 |
| U.S. Government agency obligations | $136,084,000 | 690 |
| Securities issued by states & political subdivisions | $11,781,000 | 1,664 |
| Other domestic debt securities | $4,768,000 | 1,186 |
| Privately issued residential mortgage-backed securities | $92,000 | 1,023 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,676,000 | 895 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $48,000 | 2,000 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $135,099,000 | 402 |
| Mortgage-backed securities | $19,260,000 | 1,981 |
| Certificates of participation in pools of residential mortgages | $18,346,000 | 1,590 |
| Issued or guaranteed by U.S. | $18,346,000 | 1,581 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $914,000 | 2,727 |
| CMOs issued by government agencies or sponsored agencies | $822,000 | 2,552 |
| Privately issued | $92,000 | 940 |
| 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) | $150,000 | 4,112 |
| Available-for-sale securities (fair market value) | $159,550,000 | 690 |
| Total debt securities | $159,652,000 | 789 |
| 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 | $158,690,000 | 823 |
| U.S. Government securities | $141,795,000 | 708 |
| U.S. Treasury securities | $6,869,000 | 515 |
| U.S. Government agency obligations | $134,926,000 | 701 |
| Securities issued by states & political subdivisions | $12,272,000 | 1,600 |
| Other domestic debt securities | $4,570,000 | 1,256 |
| Privately issued residential mortgage-backed securities | $99,000 | 1,011 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,471,000 | 948 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $53,000 | 2,037 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $123,152,000 | 422 |
| Mortgage-backed securities | $19,618,000 | 1,995 |
| Certificates of participation in pools of residential mortgages | $18,528,000 | 1,604 |
| Issued or guaranteed by U.S. | $18,528,000 | 1,592 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,090,000 | 2,644 |
| CMOs issued by government agencies or sponsored agencies | $991,000 | 2,474 |
| Privately issued | $99,000 | 935 |
| 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) | $158,690,000 | 700 |
| Total debt securities | $158,636,000 | 799 |
| 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 | $162,454,000 | 815 |
| U.S. Government securities | $142,879,000 | 704 |
| U.S. Treasury securities | $7,167,000 | 479 |
| U.S. Government agency obligations | $135,712,000 | 708 |
| Securities issued by states & political subdivisions | $12,782,000 | 1,546 |
| Other domestic debt securities | $6,740,000 | 1,088 |
| Privately issued residential mortgage-backed securities | $138,000 | 1,052 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,602,000 | 806 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $53,000 | 2,056 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $115,533,000 | 433 |
| Mortgage-backed securities | $17,828,000 | 2,177 |
| Certificates of participation in pools of residential mortgages | $16,163,000 | 1,784 |
| Issued or guaranteed by U.S. | $16,163,000 | 1,776 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,665,000 | 2,452 |
| CMOs issued by government agencies or sponsored agencies | $1,527,000 | 2,269 |
| Privately issued | $138,000 | 966 |
| 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) | $162,454,000 | 703 |
| Total debt securities | $162,399,000 | 791 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 833 |
| Fair value | $4,007,000 | 866 |
| 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 | $144,757,000 | 926 |
| U.S. Government securities | $122,801,000 | 828 |
| U.S. Treasury securities | $7,548,000 | 492 |
| U.S. Government agency obligations | $115,253,000 | 845 |
| Securities issued by states & political subdivisions | $14,023,000 | 1,416 |
| Other domestic debt securities | $7,885,000 | 983 |
| Privately issued residential mortgage-backed securities | $184,000 | 878 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,158,000 | 217 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,543,000 | 865 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $48,000 | 2,111 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $115,994,000 | 431 |
| Mortgage-backed securities | $9,293,000 | 3,127 |
| Certificates of participation in pools of residential mortgages | $6,781,000 | 2,998 |
| Issued or guaranteed by U.S. | $6,781,000 | 2,984 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,512,000 | 2,118 |
| CMOs issued by government agencies or sponsored agencies | $2,328,000 | 2,042 |
| Privately issued | $184,000 | 767 |
| 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) | $144,757,000 | 800 |
| Total debt securities | $144,709,000 | 902 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 740 |
| Fair value | $4,020,000 | 745 |
| 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 | $143,572,000 | 935 |
| U.S. Government securities | $118,919,000 | 840 |
| U.S. Treasury securities | $7,560,000 | 491 |
| U.S. Government agency obligations | $111,359,000 | 856 |
| Securities issued by states & political subdivisions | $15,075,000 | 1,310 |
| Other domestic debt securities | $8,047,000 | 1,021 |
| Privately issued residential mortgage-backed securities | $200,000 | 934 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,326,000 | 223 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,521,000 | 925 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $1,531,000 | 1,193 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $116,073,000 | 415 |
| Mortgage-backed securities | $11,772,000 | 2,743 |
| Certificates of participation in pools of residential mortgages | $7,689,000 | 2,795 |
| Issued or guaranteed by U.S. | $7,689,000 | 2,781 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $4,083,000 | 1,766 |
| CMOs issued by government agencies or sponsored agencies | $3,883,000 | 1,690 |
| Privately issued | $200,000 | 818 |
| 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) | $143,572,000 | 802 |
| Total debt securities | $142,042,000 | 919 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 493 |
| Fair value | $5,024,000 | 495 |
| 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 | $133,492,000 | 980 |
| U.S. Government securities | $99,117,000 | 949 |
| U.S. Treasury securities | $4,671,000 | 699 |
| U.S. Government agency obligations | $94,446,000 | 956 |
| Securities issued by states & political subdivisions | $15,891,000 | 1,199 |
| Other domestic debt securities | $17,688,000 | 637 |
| Privately issued residential mortgage-backed securities | $244,000 | 947 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,406,000 | 229 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,038,000 | 504 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $796,000 | 1,501 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $122,400,000 | 397 |
| Mortgage-backed securities | $17,373,000 | 2,221 |
| Certificates of participation in pools of residential mortgages | $9,073,000 | 2,536 |
| Issued or guaranteed by U.S. | $9,073,000 | 2,523 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $8,300,000 | 1,344 |
| CMOs issued by government agencies or sponsored agencies | $8,056,000 | 1,275 |
| Privately issued | $244,000 | 838 |
| 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) | $133,492,000 | 839 |
| Total debt securities | $132,696,000 | 946 |
| Structured notes | ||
| Amortized cost | $4,998,000 | 404 |
| Fair value | $5,052,000 | 392 |
| 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 | $110,690,000 | 1,160 |
| U.S. Government securities | $82,824,000 | 1,126 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $82,824,000 | 1,079 |
| Securities issued by states & political subdivisions | $12,015,000 | 1,543 |
| Other domestic debt securities | $15,846,000 | 705 |
| Privately issued residential mortgage-backed securities | $255,000 | 976 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,591,000 | 514 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $5,000 | 2,331 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,222,000 | 514 |
| Mortgage-backed securities | $29,107,000 | 1,556 |
| Certificates of participation in pools of residential mortgages | $14,437,000 | 1,877 |
| Issued or guaranteed by U.S. | $14,437,000 | 1,871 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $14,670,000 | 1,012 |
| CMOs issued by government agencies or sponsored agencies | $14,415,000 | 940 |
| Privately issued | $255,000 | 866 |
| 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) | $110,690,000 | 991 |
| Total debt securities | $110,685,000 | 1,107 |
| 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 | $100,821,000 | 1,236 |
| U.S. Government securities | $71,316,000 | 1,260 |
| U.S. Treasury securities | $506,000 | 2,031 |
| U.S. Government agency obligations | $70,810,000 | 1,199 |
| Securities issued by states & political subdivisions | $13,594,000 | 1,349 |
| Other domestic debt securities | $15,906,000 | 699 |
| Privately issued residential mortgage-backed securities | $379,000 | 944 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,527,000 | 518 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $5,000 | 2,329 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $90,438,000 | 495 |
| Mortgage-backed securities | $44,371,000 | 1,128 |
| Certificates of participation in pools of residential mortgages | $17,919,000 | 1,585 |
| Issued or guaranteed by U.S. | $17,919,000 | 1,576 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $26,452,000 | 693 |
| CMOs issued by government agencies or sponsored agencies | $26,073,000 | 645 |
| Privately issued | $379,000 | 844 |
| 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) | $100,821,000 | 1,029 |
| Total debt securities | $100,816,000 | 1,186 |
| 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 | $87,727,000 | 1,300 |
| U.S. Government securities | $61,627,000 | 1,331 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $61,627,000 | 1,258 |
| Securities issued by states & political subdivisions | $4,580,000 | 3,026 |
| Other domestic debt securities | $21,467,000 | 584 |
| Privately issued residential mortgage-backed securities | $4,942,000 | 422 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,525,000 | 498 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $53,000 | 2,111 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,927,000 | 569 |
| Mortgage-backed securities | $58,940,000 | 838 |
| Certificates of participation in pools of residential mortgages | $9,514,000 | 2,186 |
| Issued or guaranteed by U.S. | $9,514,000 | 2,168 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $49,426,000 | 464 |
| CMOs issued by government agencies or sponsored agencies | $44,484,000 | 442 |
| Privately issued | $4,942,000 | 376 |
| 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) | $87,727,000 | 1,081 |
| Total debt securities | $87,674,000 | 1,261 |
| 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 | $68,410,000 | 1,595 |
| U.S. Government securities | $52,218,000 | 1,535 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $52,218,000 | 1,426 |
| Securities issued by states & political subdivisions | $4,922,000 | 2,831 |
| Other domestic debt securities | $9,886,000 | 811 |
| Privately issued residential mortgage-backed securities | $4,869,000 | 390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,017,000 | 1,011 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $1,384,000 | 2,027 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,940,000 | 651 |
| Mortgage-backed securities | $44,245,000 | 851 |
| Certificates of participation in pools of residential mortgages | $7,577,000 | 2,079 |
| Issued or guaranteed by U.S. | $7,577,000 | 2,064 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $36,668,000 | 456 |
| CMOs issued by government agencies or sponsored agencies | $31,799,000 | 443 |
| Privately issued | $4,869,000 | 344 |
| 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) | $68,410,000 | 1,254 |
| Total debt securities | $67,026,000 | 1,547 |
| Structured notes | ||
| Amortized cost | $955,000 | 427 |
| Fair value | $1,000,000 | 321 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $55,097,000 | 2,070 |
| U.S. Government securities | $41,921,000 | 2,008 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $41,921,000 | 1,816 |
| Securities issued by states & political subdivisions | $4,848,000 | 2,974 |
| Other domestic debt securities | $7,086,000 | 997 |
| Privately issued residential mortgage-backed securities | $2,732,000 | 521 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,354,000 | 1,038 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $1,242,000 | 2,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,867,000 | 869 |
| Mortgage-backed securities | $34,197,000 | 1,115 |
| Certificates of participation in pools of residential mortgages | $8,593,000 | 2,063 |
| Issued or guaranteed by U.S. | $8,593,000 | 2,053 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $25,604,000 | 636 |
| CMOs issued by government agencies or sponsored agencies | $22,872,000 | 602 |
| Privately issued | $2,732,000 | 456 |
| 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) | $55,097,000 | 1,572 |
| Total debt securities | $53,855,000 | 2,035 |
| Structured notes | ||
| Amortized cost | $995,000 | 611 |
| Fair value | $1,002,000 | 436 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $56,716,000 | 2,048 |
| U.S. Government securities | $45,402,000 | 1,933 |
| U.S. Treasury securities | $2,008,000 | 3,980 |
| U.S. Government agency obligations | $43,394,000 | 1,703 |
| Securities issued by states & political subdivisions | $5,517,000 | 2,782 |
| Other domestic debt securities | $4,993,000 | 1,116 |
| Privately issued residential mortgage-backed securities | $3,019,000 | 471 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,974,000 | 1,445 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $804,000 | 2,706 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,869,000 | 873 |
| Mortgage-backed securities | $44,517,000 | 984 |
| Certificates of participation in pools of residential mortgages | $11,053,000 | 1,837 |
| Issued or guaranteed by U.S. | $11,053,000 | 1,825 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $33,464,000 | 538 |
| CMOs issued by government agencies or sponsored agencies | $30,445,000 | 520 |
| Privately issued | $3,019,000 | 400 |
| 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) | $56,716,000 | 1,545 |
| Total debt securities | $55,912,000 | 1,990 |
| 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 | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $35,442,000 | 3,150 |
| U.S. Government securities | $29,190,000 | 2,996 |
| U.S. Treasury securities | $1,998,000 | 5,224 |
| U.S. Government agency obligations | $27,192,000 | 2,498 |
| Securities issued by states & political subdivisions | $4,248,000 | 3,080 |
| Other domestic debt securities | $17,000 | 3,723 |
| Privately issued residential mortgage-backed securities | $17,000 | 1,610 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $1,987,000 | 1,494 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,734,000 | 1,029 |
| Mortgage-backed securities | $23,735,000 | 1,488 |
| Certificates of participation in pools of residential mortgages | $4,839,000 | 2,962 |
| Issued or guaranteed by U.S. | $4,839,000 | 2,946 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $18,896,000 | 717 |
| CMOs issued by government agencies or sponsored agencies | $18,879,000 | 676 |
| Privately issued | $17,000 | 1,365 |
| 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) | $35,442,000 | 2,251 |
| Total debt securities | $33,455,000 | 3,236 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $41,144,000 | 2,942 |
| U.S. Government securities | $33,977,000 | 2,846 |
| U.S. Treasury securities | $2,485,000 | 5,551 |
| U.S. Government agency obligations | $31,492,000 | 2,280 |
| Securities issued by states & political subdivisions | $5,445,000 | 2,650 |
| Other domestic debt securities | $1,067,000 | 1,973 |
| Privately issued residential mortgage-backed securities | $160,000 | 1,395 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $907,000 | 1,649 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $655,000 | 3,018 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,659,000 | 1,192 |
| Mortgage-backed securities | $25,583,000 | 1,521 |
| Certificates of participation in pools of residential mortgages | $6,096,000 | 2,875 |
| Issued or guaranteed by U.S. | $5,936,000 | 2,896 |
| Privately issued | $160,000 | 374 |
| Collaterized mortgage obligations | $19,487,000 | 731 |
| CMOs issued by government agencies or sponsored agencies | $19,487,000 | 675 |
| Privately issued | $0 | 1,788 |
| 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) | $41,144,000 | 2,008 |
| Total debt securities | $40,489,000 | 2,898 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $30,281,000 | 4,034 |
| U.S. Government securities | $23,971,000 | 4,012 |
| U.S. Treasury securities | $3,979,000 | 5,314 |
| U.S. Government agency obligations | $19,992,000 | 3,317 |
| Securities issued by states & political subdivisions | $4,811,000 | 2,885 |
| Other domestic debt securities | $1,115,000 | 2,354 |
| Privately issued residential mortgage-backed securities | $208,000 | 1,574 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $907,000 | 2,039 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $384,000 | 3,793 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,881,000 | 1,155 |
| Mortgage-backed securities | $16,553,000 | 2,218 |
| Certificates of participation in pools of residential mortgages | $5,145,000 | 3,238 |
| Issued or guaranteed by U.S. | $4,937,000 | 3,285 |
| Privately issued | $208,000 | 405 |
| Collaterized mortgage obligations | $11,408,000 | 1,274 |
| CMOs issued by government agencies or sponsored agencies | $11,408,000 | 1,204 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $30,281,000 | 2,797 |
| Total debt securities | $29,897,000 | 3,977 |
| 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 | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $27,461,000 | 4,610 |
| U.S. Government securities | $20,450,000 | 4,835 |
| U.S. Treasury securities | $9,421,000 | 3,593 |
| U.S. Government agency obligations | $11,029,000 | 5,004 |
| Securities issued by states & political subdivisions | $4,823,000 | 3,021 |
| Other domestic debt securities | $2,184,000 | 1,928 |
| Privately issued residential mortgage-backed securities | $277,000 | 1,630 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,907,000 | 1,652 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $4,000 | 8,600 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,911,000 | 1,849 |
| Mortgage-backed securities | $10,306,000 | 3,177 |
| Certificates of participation in pools of residential mortgages | $2,859,000 | 4,468 |
| Issued or guaranteed by U.S. | $2,582,000 | 4,664 |
| Privately issued | $277,000 | 384 |
| Collaterized mortgage obligations | $7,447,000 | 1,782 |
| CMOs issued by government agencies or sponsored agencies | $7,447,000 | 1,684 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,338,000 | 3,168 |
| Available-for-sale securities (fair market value) | $5,123,000 | 6,798 |
| Total debt securities | $27,457,000 | 4,515 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $28,707,000 | 4,657 |
| U.S. Government securities | $19,492,000 | 5,243 |
| U.S. Treasury securities | $5,515,000 | 5,358 |
| U.S. Government agency obligations | $13,977,000 | 4,408 |
| Securities issued by states & political subdivisions | $6,804,000 | 2,310 |
| Other domestic debt securities | $2,407,000 | 2,151 |
| Privately issued residential mortgage-backed securities | $500,000 | 1,715 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,907,000 | 1,862 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $4,000 | 8,665 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,315,000 | 2,475 |
| Mortgage-backed securities | $13,977,000 | 2,926 |
| Certificates of participation in pools of residential mortgages | $9,072,000 | 2,638 |
| Issued or guaranteed by U.S. | $9,072,000 | 2,608 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $4,905,000 | 2,658 |
| CMOs issued by government agencies or sponsored agencies | $4,405,000 | 2,668 |
| Privately issued | $500,000 | 1,381 |
| 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 | $28,703,000 | 4,544 |
| 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 | $26,207,000 | 4,983 |
| U.S. Government securities | $14,776,000 | 6,315 |
| U.S. Treasury securities | $4,055,000 | 6,495 |
| U.S. Government agency obligations | $10,721,000 | 5,271 |
| Securities issued by states & political subdivisions | $7,419,000 | 1,878 |
| Other domestic debt securities | $4,008,000 | 1,950 |
| Privately issued residential mortgage-backed securities | $514,000 | 2,318 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,494,000 | 1,500 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $4,000 | 8,619 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,167,000 | 5,819 |
| Mortgage-backed securities | $9,984,000 | 3,752 |
| Certificates of participation in pools of residential mortgages | $4,362,000 | 4,259 |
| Issued or guaranteed by U.S. | $4,362,000 | 4,209 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $5,622,000 | 2,462 |
| CMOs issued by government agencies or sponsored agencies | $5,108,000 | 2,366 |
| Privately issued | $514,000 | 1,941 |
| 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 | $26,203,000 | 4,886 |
| 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 |