| 2025-03-31 | Rank |
| Total securities | $919,749,000 | 268 |
| U.S. Government securities | $46,999,000 | 1,869 |
| U.S. Treasury securities | $0 | 2,481 |
| U.S. Government agency obligations | $46,999,000 | 1,628 |
| Securities issued by states & political subdivisions | $3,658,000 | 2,955 |
| Other domestic debt securities | $869,092,000 | 60 |
| Privately issued residential mortgage-backed securities | $22,300,000 | 163 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 549 |
| Structured financial products - Total | $0 | 891 |
| Other domestic debt securities - All other | $0 | 1,818 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $606,000 | 3,687 |
| Mortgage-backed securities | $916,091,000 | 173 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,050,000 | 2,832 |
| Privately issued | $0 | 189 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $607,000 | 2,422 |
| Privately issued | $22,300,000 | 183 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $43,342,000 | 195 |
| Other commercial mortgage-backed securities | $846,792,000 | 40 |
| Held to maturity securities (book value) | $0 | 1,669 |
| Available-for-sale securities (fair market value) | $919,749,000 | 223 |
| Total debt securities | $919,749,000 | 263 |
| Structured notes |
| Amortized cost | $0 | 936 |
| Fair value | $0 | 936 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 157 |
| 2024-12-31 | Rank |
| Total securities | $945,764,000 | 257 |
| U.S. Government securities | $46,905,000 | 1,879 |
| U.S. Treasury securities | $0 | 2,543 |
| U.S. Government agency obligations | $46,905,000 | 1,615 |
| Securities issued by states & political subdivisions | $3,532,000 | 3,007 |
| Other domestic debt securities | $895,327,000 | 60 |
| Privately issued residential mortgage-backed securities | $40,312,000 | 105 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 897 |
| Other domestic debt securities - All other | $0 | 1,833 |
| Foreign debt securities | $0 | 269 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $604,000 | 3,734 |
| Mortgage-backed securities | $942,232,000 | 166 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,036,000 | 2,838 |
| Privately issued | $0 | 197 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $625,000 | 2,400 |
| Privately issued | $40,312,000 | 140 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $43,244,000 | 186 |
| Other commercial mortgage-backed securities | $855,015,000 | 40 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $945,764,000 | 219 |
| Total debt securities | $945,764,000 | 253 |
| Structured notes |
| Amortized cost | $0 | 978 |
| Fair value | $0 | 977 |
| Trading account assets | $0 | 218 |
| Revaluation gains on off-balance sheet contracts | $0 | 2 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2024-09-30 | Rank |
| Total securities | $1,029,368,000 | 244 |
| U.S. Government securities | $43,119,000 | 2,005 |
| U.S. Treasury securities | $0 | 2,583 |
| U.S. Government agency obligations | $43,119,000 | 1,745 |
| Securities issued by states & political subdivisions | $3,567,000 | 3,045 |
| Other domestic debt securities | $982,682,000 | 61 |
| Privately issued residential mortgage-backed securities | $85,275,000 | 68 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 561 |
| Structured financial products - Total | $0 | 793 |
| Other domestic debt securities - All other | $0 | 1,835 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $752,000 | 3,754 |
| Mortgage-backed securities | $1,025,801,000 | 153 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $26,000,000 | 1,299 |
| Privately issued | $0 | 200 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $676,000 | 2,368 |
| Privately issued | $85,275,000 | 111 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $16,443,000 | 344 |
| Other commercial mortgage-backed securities | $897,407,000 | 42 |
| Held to maturity securities (book value) | $0 | 1,702 |
| Available-for-sale securities (fair market value) | $1,029,368,000 | 211 |
| Total debt securities | $1,029,369,000 | 240 |
| Structured notes |
| Amortized cost | $0 | 1,000 |
| Fair value | $0 | 1,000 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 161 |
| 2024-06-30 | Rank |
| Total securities | $1,008,752,000 | 252 |
| U.S. Government securities | $27,259,000 | 2,526 |
| U.S. Treasury securities | $0 | 2,648 |
| U.S. Government agency obligations | $27,259,000 | 2,181 |
| Securities issued by states & political subdivisions | $3,424,000 | 3,078 |
| Other domestic debt securities | $978,069,000 | 61 |
| Privately issued residential mortgage-backed securities | $105,814,000 | 59 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 551 |
| Structured financial products - Total | $0 | 784 |
| Other domestic debt securities - All other | $0 | 1,858 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $743,000 | 3,771 |
| Mortgage-backed securities | $1,005,328,000 | 150 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,543,000 | 1,992 |
| Privately issued | $0 | 187 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $683,000 | 2,325 |
| Privately issued | $105,814,000 | 105 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $16,033,000 | 348 |
| Other commercial mortgage-backed securities | $872,255,000 | 41 |
| Held to maturity securities (book value) | $0 | 1,716 |
| Available-for-sale securities (fair market value) | $1,008,752,000 | 209 |
| Total debt securities | $1,008,752,000 | 248 |
| Structured notes |
| Amortized cost | $0 | 1,030 |
| Fair value | $0 | 1,030 |
| Trading account assets | $0 | 220 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 159 |
| 2024-03-31 | Rank |
| Total securities | $1,100,074,000 | 233 |
| U.S. Government securities | $27,481,000 | 2,559 |
| U.S. Treasury securities | $0 | 2,737 |
| U.S. Government agency obligations | $27,481,000 | 2,243 |
| Securities issued by states & political subdivisions | $3,422,000 | 3,070 |
| Other domestic debt securities | $1,069,171,000 | 59 |
| Privately issued residential mortgage-backed securities | $171,553,000 | 41 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 725 |
| Other domestic debt securities - All other | $0 | 1,839 |
| Foreign debt securities | $0 | 306 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $758,000 | 3,785 |
| Mortgage-backed securities | $1,096,652,000 | 141 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,697,000 | 2,001 |
| Privately issued | $0 | 224 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $697,000 | 2,281 |
| Privately issued | $171,553,000 | 40 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $16,087,000 | 344 |
| Other commercial mortgage-backed securities | $897,618,000 | 42 |
| Held to maturity securities (book value) | $0 | 1,732 |
| Available-for-sale securities (fair market value) | $1,100,074,000 | 188 |
| Total debt securities | $1,100,074,000 | 229 |
| Structured notes |
| Amortized cost | $0 | 1,052 |
| Fair value | $0 | 1,052 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 161 |
| 2023-12-31 | Rank |
| Total securities | $1,081,635,000 | 234 |
| U.S. Government securities | $28,664,000 | 2,536 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $28,664,000 | 2,192 |
| Securities issued by states & political subdivisions | $3,440,000 | 3,099 |
| Other domestic debt securities | $1,049,531,000 | 56 |
| Privately issued residential mortgage-backed securities | $171,359,000 | 44 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $783,000 | 3,797 |
| Mortgage-backed securities | $1,078,195,000 | 143 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,396,000 | 1,949 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $737,000 | 2,247 |
| Privately issued | $171,359,000 | 43 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $16,531,000 | 339 |
| Other commercial mortgage-backed securities | $878,172,000 | 42 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $1,081,635,000 | 188 |
| Total debt securities | $1,081,636,000 | 231 |
| Structured notes |
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank |
| Total securities | $242,844,000 | 821 |
| U.S. Government securities | $27,624,000 | 2,561 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $27,624,000 | 2,208 |
| Securities issued by states & political subdivisions | $3,026,000 | 3,176 |
| Other domestic debt securities | $212,194,000 | 161 |
| Privately issued residential mortgage-backed securities | $169,819,000 | 44 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $754,000 | 3,810 |
| Mortgage-backed securities | $239,818,000 | 398 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,888,000 | 1,967 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $753,000 | 2,220 |
| Privately issued | $169,819,000 | 43 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $15,983,000 | 334 |
| Other commercial mortgage-backed securities | $42,375,000 | 205 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $242,844,000 | 679 |
| Total debt securities | $242,845,000 | 811 |
| Structured notes |
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank |
| Total securities | $239,382,000 | 842 |
| U.S. Government securities | $23,947,000 | 2,801 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $23,947,000 | 2,419 |
| Securities issued by states & political subdivisions | $3,398,000 | 3,161 |
| Other domestic debt securities | $212,037,000 | 157 |
| Privately issued residential mortgage-backed securities | $169,743,000 | 45 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $798,000 | 3,805 |
| Mortgage-backed securities | $235,984,000 | 409 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,643,000 | 2,410 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $797,000 | 2,206 |
| Privately issued | $169,743,000 | 44 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $16,507,000 | 335 |
| Other commercial mortgage-backed securities | $42,294,000 | 209 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $239,382,000 | 707 |
| Total debt securities | $239,383,000 | 833 |
| Structured notes |
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank |
| Total securities | $286,742,000 | 755 |
| U.S. Government securities | $22,782,000 | 2,944 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $22,782,000 | 2,497 |
| Securities issued by states & political subdivisions | $3,384,000 | 3,216 |
| Other domestic debt securities | $260,576,000 | 147 |
| Privately issued residential mortgage-backed securities | $170,695,000 | 47 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $47,146,000 | 124 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,006,000 | 3,751 |
| Mortgage-backed securities | $236,212,000 | 439 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,102,000 | 2,409 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $853,000 | 2,229 |
| Privately issued | $170,695,000 | 44 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $14,827,000 | 376 |
| Other commercial mortgage-backed securities | $42,735,000 | 220 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $286,742,000 | 645 |
| Total debt securities | $286,741,000 | 746 |
| Structured notes |
| Amortized cost | $47,000,000 | 39 |
| Fair value | $47,146,000 | 37 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank |
| Total securities | $255,652,000 | 846 |
| U.S. Government securities | $22,796,000 | 2,954 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $22,796,000 | 2,489 |
| Securities issued by states & political subdivisions | $3,327,000 | 3,268 |
| Other domestic debt securities | $229,529,000 | 160 |
| Privately issued residential mortgage-backed securities | $140,088,000 | 59 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $46,816,000 | 122 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,011,000 | 3,707 |
| Mortgage-backed securities | $205,509,000 | 484 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,216,000 | 2,422 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $887,000 | 2,229 |
| Privately issued | $140,088,000 | 56 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $14,693,000 | 375 |
| Other commercial mortgage-backed securities | $42,625,000 | 223 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $255,652,000 | 710 |
| Total debt securities | $255,651,000 | 835 |
| Structured notes |
| Amortized cost | $47,000,000 | 42 |
| Fair value | $46,816,000 | 40 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank |
| Total securities | $265,335,000 | 825 |
| U.S. Government securities | $23,763,000 | 2,942 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $23,763,000 | 2,473 |
| Securities issued by states & political subdivisions | $2,995,000 | 3,356 |
| Other domestic debt securities | $238,577,000 | 154 |
| Privately issued residential mortgage-backed securities | $142,336,000 | 60 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $46,864,000 | 104 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,005,000 | 3,716 |
| Mortgage-backed securities | $215,476,000 | 475 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,470,000 | 2,420 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $934,000 | 2,228 |
| Privately issued | $142,336,000 | 57 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $15,359,000 | 375 |
| Other commercial mortgage-backed securities | $49,377,000 | 219 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $265,335,000 | 704 |
| Total debt securities | $265,333,000 | 817 |
| Structured notes |
| Amortized cost | $47,000,000 | 39 |
| Fair value | $46,864,000 | 36 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank |
| Total securities | $277,275,000 | 799 |
| U.S. Government securities | $25,325,000 | 2,893 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $25,325,000 | 2,435 |
| Securities issued by states & political subdivisions | $3,248,000 | 3,353 |
| Other domestic debt securities | $248,702,000 | 135 |
| Privately issued residential mortgage-backed securities | $152,198,000 | 57 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $47,131,000 | 63 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,113,000 | 3,727 |
| Mortgage-backed securities | $226,896,000 | 482 |
| Certificates of participation in pools of residential mortgages | $7,863,000 | 2,470 |
| Issued or guaranteed by U.S. | $7,863,000 | 2,403 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $153,220,000 | 228 |
| CMOs issued by government agencies or sponsored agencies | $1,022,000 | 2,216 |
| Privately issued | $152,198,000 | 53 |
| Commercial mortgage-backed securities | $65,813,000 | 299 |
| Commercial mortgage pass-through securities | $16,440,000 | 368 |
| Other commercial mortgage-backed securities | $49,373,000 | 255 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $277,275,000 | 697 |
| Total debt securities | $277,276,000 | 789 |
| Structured notes |
| Amortized cost | $47,000,000 | 37 |
| Fair value | $47,131,000 | 35 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank |
| Total securities | $252,235,000 | 860 |
| U.S. Government securities | $27,203,000 | 2,737 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $27,203,000 | 2,372 |
| Securities issued by states & political subdivisions | $3,311,000 | 3,356 |
| Other domestic debt securities | $221,721,000 | 140 |
| Privately issued residential mortgage-backed securities | $124,759,000 | 65 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $47,517,000 | 63 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,206,000 | 3,732 |
| Mortgage-backed securities | $201,407,000 | 519 |
| Certificates of participation in pools of residential mortgages | $8,753,000 | 2,395 |
| Issued or guaranteed by U.S. | $8,753,000 | 2,337 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $125,877,000 | 267 |
| CMOs issued by government agencies or sponsored agencies | $1,118,000 | 2,197 |
| Privately issued | $124,759,000 | 60 |
| Commercial mortgage-backed securities | $66,777,000 | 306 |
| Commercial mortgage pass-through securities | $17,332,000 | 356 |
| Other commercial mortgage-backed securities | $49,445,000 | 258 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $252,235,000 | 774 |
| Total debt securities | $252,235,000 | 852 |
| Structured notes |
| Amortized cost | $46,993,000 | 34 |
| Fair value | $47,517,000 | 33 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank |
| Total securities | $164,257,000 | 1,226 |
| U.S. Government securities | $29,231,000 | 2,502 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $29,231,000 | 2,267 |
| Securities issued by states & political subdivisions | $3,536,000 | 3,371 |
| Other domestic debt securities | $131,490,000 | 205 |
| Privately issued residential mortgage-backed securities | $33,350,000 | 114 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $48,062,000 | 60 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,300,000 | 3,736 |
| Mortgage-backed securities | $112,659,000 | 803 |
| Certificates of participation in pools of residential mortgages | $9,304,000 | 2,345 |
| Issued or guaranteed by U.S. | $9,304,000 | 2,279 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $34,606,000 | 585 |
| CMOs issued by government agencies or sponsored agencies | $1,256,000 | 2,169 |
| Privately issued | $33,350,000 | 92 |
| Commercial mortgage-backed securities | $68,749,000 | 298 |
| Commercial mortgage pass-through securities | $18,671,000 | 336 |
| Other commercial mortgage-backed securities | $50,078,000 | 259 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $164,257,000 | 1,119 |
| Total debt securities | $164,257,000 | 1,211 |
| Structured notes |
| Amortized cost | $46,933,000 | 31 |
| Fair value | $48,062,000 | 31 |
| 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 | $160,940,000 | 1,181 |
| U.S. Government securities | $24,526,000 | 2,635 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $24,526,000 | 2,437 |
| Securities issued by states & political subdivisions | $3,501,000 | 3,403 |
| Other domestic debt securities | $132,913,000 | 180 |
| Privately issued residential mortgage-backed securities | $34,237,000 | 105 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $18,000 | 551 |
| Structured financial products - Total | $48,100,000 | 54 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,332,000 | 3,761 |
| Mortgage-backed securities | $109,321,000 | 778 |
| Certificates of participation in pools of residential mortgages | $9,494,000 | 2,325 |
| Issued or guaranteed by U.S. | $9,494,000 | 2,269 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $35,574,000 | 557 |
| CMOs issued by government agencies or sponsored agencies | $1,337,000 | 2,171 |
| Privately issued | $34,237,000 | 83 |
| Commercial mortgage-backed securities | $64,253,000 | 310 |
| Commercial mortgage pass-through securities | $13,695,000 | 401 |
| Other commercial mortgage-backed securities | $50,558,000 | 249 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $160,940,000 | 1,093 |
| Total debt securities | $160,939,000 | 1,167 |
| Structured notes |
| Amortized cost | $46,889,000 | 29 |
| Fair value | $48,118,000 | 29 |
| 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 | $213,208,000 | 885 |
| U.S. Government securities | $23,913,000 | 2,605 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $23,913,000 | 2,428 |
| Securities issued by states & political subdivisions | $3,565,000 | 3,408 |
| Other domestic debt securities | $185,730,000 | 137 |
| Privately issued residential mortgage-backed securities | $42,891,000 | 95 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $43,761,000 | 111 |
| Structured financial products - Total | $48,481,000 | 52 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,517,000 | 3,739 |
| Mortgage-backed securities | $117,401,000 | 713 |
| Certificates of participation in pools of residential mortgages | $9,896,000 | 2,266 |
| Issued or guaranteed by U.S. | $9,896,000 | 2,208 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $44,318,000 | 472 |
| CMOs issued by government agencies or sponsored agencies | $1,427,000 | 2,126 |
| Privately issued | $42,891,000 | 75 |
| Commercial mortgage-backed securities | $63,187,000 | 295 |
| Commercial mortgage pass-through securities | $12,590,000 | 407 |
| Other commercial mortgage-backed securities | $50,597,000 | 234 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $213,208,000 | 806 |
| Total debt securities | $213,204,000 | 872 |
| Structured notes |
| Amortized cost | $90,549,000 | 14 |
| Fair value | $92,242,000 | 14 |
| 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 | $244,861,000 | 718 |
| U.S. Government securities | $17,918,000 | 2,815 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $17,918,000 | 2,647 |
| Securities issued by states & political subdivisions | $3,521,000 | 3,398 |
| Other domestic debt securities | $223,422,000 | 107 |
| Privately issued residential mortgage-backed securities | $45,076,000 | 91 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $129,997,000 | 56 |
| Structured financial products - Total | $48,349,000 | 44 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,535,000 | 3,732 |
| Mortgage-backed securities | $62,994,000 | 1,090 |
| Certificates of participation in pools of residential mortgages | $10,352,000 | 2,174 |
| Issued or guaranteed by U.S. | $10,352,000 | 2,110 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $46,580,000 | 437 |
| CMOs issued by government agencies or sponsored agencies | $1,504,000 | 2,071 |
| Privately issued | $45,076,000 | 68 |
| Commercial mortgage-backed securities | $6,062,000 | 1,030 |
| Commercial mortgage pass-through securities | $6,062,000 | 620 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $244,861,000 | 650 |
| Total debt securities | $244,861,000 | 708 |
| Structured notes |
| Amortized cost | $175,147,000 | 8 |
| Fair value | $178,346,000 | 8 |
| 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 | $238,304,000 | 675 |
| U.S. Government securities | $16,975,000 | 2,707 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $16,975,000 | 2,584 |
| Securities issued by states & political subdivisions | $3,514,000 | 3,395 |
| Other domestic debt securities | $217,815,000 | 104 |
| Privately issued residential mortgage-backed securities | $47,410,000 | 77 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $122,676,000 | 57 |
| Structured financial products - Total | $47,729,000 | 42 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,691,000 | 3,716 |
| Mortgage-backed securities | $64,385,000 | 989 |
| Certificates of participation in pools of residential mortgages | $15,380,000 | 1,700 |
| Issued or guaranteed by U.S. | $15,380,000 | 1,658 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $49,005,000 | 418 |
| CMOs issued by government agencies or sponsored agencies | $1,595,000 | 2,081 |
| Privately issued | $47,410,000 | 62 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $238,304,000 | 627 |
| Total debt securities | $238,303,000 | 668 |
| Structured notes |
| Amortized cost | $168,215,000 | 6 |
| Fair value | $170,405,000 | 6 |
| 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 | $234,667,000 | 644 |
| U.S. Government securities | $16,057,000 | 2,733 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $16,057,000 | 2,598 |
| Securities issued by states & political subdivisions | $4,170,000 | 3,240 |
| Other domestic debt securities | $214,440,000 | 103 |
| Privately issued residential mortgage-backed securities | $50,148,000 | 77 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $117,278,000 | 59 |
| Structured financial products - Total | $47,014,000 | 39 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,837,000 | 3,717 |
| Mortgage-backed securities | $66,205,000 | 954 |
| Certificates of participation in pools of residential mortgages | $14,376,000 | 1,733 |
| Issued or guaranteed by U.S. | $14,376,000 | 1,690 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $51,829,000 | 411 |
| CMOs issued by government agencies or sponsored agencies | $1,681,000 | 2,090 |
| Privately issued | $50,148,000 | 61 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $234,667,000 | 590 |
| Total debt securities | $234,666,000 | 635 |
| Structured notes |
| Amortized cost | $163,394,000 | 5 |
| Fair value | $164,292,000 | 5 |
| 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 | $222,798,000 | 657 |
| U.S. Government securities | $16,826,000 | 2,683 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $16,826,000 | 2,551 |
| Securities issued by states & political subdivisions | $10,400,000 | 2,384 |
| Other domestic debt securities | $195,572,000 | 116 |
| Privately issued residential mortgage-backed securities | $55,302,000 | 73 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $94,450,000 | 60 |
| Structured financial products - Total | $45,820,000 | 41 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,769,000 | 3,765 |
| Mortgage-backed securities | $72,128,000 | 863 |
| Certificates of participation in pools of residential mortgages | $15,042,000 | 1,660 |
| Issued or guaranteed by U.S. | $15,042,000 | 1,615 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $57,086,000 | 384 |
| CMOs issued by government agencies or sponsored agencies | $1,784,000 | 2,084 |
| Privately issued | $55,302,000 | 58 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $222,798,000 | 600 |
| Total debt securities | $222,797,000 | 646 |
| Structured notes |
| Amortized cost | $142,981,000 | 6 |
| Fair value | $140,270,000 | 6 |
| 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 | $229,476,000 | 624 |
| U.S. Government securities | $14,443,000 | 2,906 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $14,443,000 | 2,757 |
| Securities issued by states & political subdivisions | $10,389,000 | 2,271 |
| Other domestic debt securities | $204,644,000 | 103 |
| Privately issued residential mortgage-backed securities | $51,494,000 | 68 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $153,150,000 | 41 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,783,000 | 3,781 |
| Mortgage-backed securities | $65,937,000 | 928 |
| Certificates of participation in pools of residential mortgages | $12,591,000 | 1,811 |
| Issued or guaranteed by U.S. | $12,591,000 | 1,762 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $53,346,000 | 394 |
| CMOs issued by government agencies or sponsored agencies | $1,852,000 | 2,072 |
| Privately issued | $51,494,000 | 50 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $229,476,000 | 569 |
| Total debt securities | $229,477,000 | 615 |
| Structured notes |
| Amortized cost | $156,315,000 | 6 |
| Fair value | $153,150,000 | 6 |
| 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 | $250,251,000 | 556 |
| U.S. Government securities | $12,171,000 | 3,178 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $12,171,000 | 3,020 |
| Securities issued by states & political subdivisions | $10,376,000 | 2,262 |
| Other domestic debt securities | $227,704,000 | 92 |
| Privately issued residential mortgage-backed securities | $56,701,000 | 59 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $148,221,000 | 42 |
| Structured financial products - Total | $22,782,000 | 55 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,814,000 | 3,837 |
| Mortgage-backed securities | $68,872,000 | 877 |
| Certificates of participation in pools of residential mortgages | $10,329,000 | 1,960 |
| Issued or guaranteed by U.S. | $10,329,000 | 1,906 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $58,543,000 | 379 |
| CMOs issued by government agencies or sponsored agencies | $1,842,000 | 2,088 |
| Privately issued | $56,701,000 | 43 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $250,251,000 | 504 |
| Total debt securities | $250,252,000 | 548 |
| Structured notes |
| Amortized cost | $170,796,000 | 7 |
| Fair value | $171,003,000 | 7 |
| 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 | $186,121,000 | 722 |
| U.S. Government securities | $9,144,000 | 3,515 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $9,144,000 | 3,361 |
| Securities issued by states & political subdivisions | $10,415,000 | 2,275 |
| Other domestic debt securities | $166,562,000 | 115 |
| Privately issued residential mortgage-backed securities | $13,132,000 | 143 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $153,430,000 | 43 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,837,000 | 3,898 |
| Mortgage-backed securities | $22,276,000 | 1,815 |
| Certificates of participation in pools of residential mortgages | $7,213,000 | 2,262 |
| Issued or guaranteed by U.S. | $7,213,000 | 2,197 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $15,063,000 | 945 |
| CMOs issued by government agencies or sponsored agencies | $1,931,000 | 2,089 |
| Privately issued | $13,132,000 | 94 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $186,121,000 | 646 |
| Total debt securities | $186,121,000 | 714 |
| Structured notes |
| Amortized cost | $152,018,000 | 8 |
| Fair value | $153,430,000 | 8 |
| 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 | $225,828,000 | 621 |
| U.S. Government securities | $9,586,000 | 3,546 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $9,586,000 | 3,388 |
| Securities issued by states & political subdivisions | $21,162,000 | 1,475 |
| Other domestic debt securities | $195,080,000 | 104 |
| Privately issued residential mortgage-backed securities | $13,025,000 | 125 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $182,055,000 | 41 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,895,000 | 3,935 |
| Mortgage-backed securities | $22,611,000 | 1,770 |
| Certificates of participation in pools of residential mortgages | $7,553,000 | 2,221 |
| Issued or guaranteed by U.S. | $7,553,000 | 2,177 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $15,058,000 | 920 |
| CMOs issued by government agencies or sponsored agencies | $2,033,000 | 2,034 |
| Privately issued | $13,025,000 | 97 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $225,828,000 | 547 |
| Total debt securities | $225,822,000 | 609 |
| Structured notes |
| Amortized cost | $179,976,000 | 9 |
| Fair value | $182,055,000 | 9 |
| 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 | $217,464,000 | 641 |
| U.S. Government securities | $10,070,000 | 3,524 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $10,070,000 | 3,358 |
| Securities issued by states & political subdivisions | $29,804,000 | 1,154 |
| Other domestic debt securities | $177,590,000 | 104 |
| Privately issued residential mortgage-backed securities | $13,122,000 | 123 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $164,468,000 | 41 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,013,000 | 3,959 |
| Mortgage-backed securities | $23,192,000 | 1,751 |
| Certificates of participation in pools of residential mortgages | $8,023,000 | 2,190 |
| Issued or guaranteed by U.S. | $8,023,000 | 2,143 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $15,169,000 | 914 |
| CMOs issued by government agencies or sponsored agencies | $2,047,000 | 2,029 |
| Privately issued | $13,122,000 | 94 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $217,464,000 | 568 |
| Total debt securities | $217,460,000 | 634 |
| Structured notes |
| Amortized cost | $163,330,000 | 9 |
| Fair value | $164,468,000 | 9 |
| 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 | $216,785,000 | 647 |
| U.S. Government securities | $10,295,000 | 3,543 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $10,295,000 | 3,387 |
| Securities issued by states & political subdivisions | $29,362,000 | 1,201 |
| Other domestic debt securities | $177,128,000 | 105 |
| Privately issued residential mortgage-backed securities | $14,421,000 | 106 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $162,707,000 | 40 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,006,000 | 4,001 |
| Mortgage-backed securities | $24,716,000 | 1,683 |
| Certificates of participation in pools of residential mortgages | $8,172,000 | 2,178 |
| Issued or guaranteed by U.S. | $8,172,000 | 2,144 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $16,544,000 | 857 |
| CMOs issued by government agencies or sponsored agencies | $2,123,000 | 2,009 |
| Privately issued | $14,421,000 | 88 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $216,785,000 | 571 |
| Total debt securities | $216,781,000 | 639 |
| Structured notes |
| Amortized cost | $160,708,000 | 9 |
| Fair value | $162,707,000 | 9 |
| 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 | $202,727,000 | 676 |
| U.S. Government securities | $10,685,000 | 3,545 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $10,685,000 | 3,390 |
| Securities issued by states & political subdivisions | $13,011,000 | 2,211 |
| Other domestic debt securities | $179,031,000 | 102 |
| Privately issued residential mortgage-backed securities | $14,970,000 | 95 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $160,397,000 | 39 |
| Structured financial products - Total | $3,664,000 | 84 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,057,000 | 4,035 |
| Mortgage-backed securities | $25,655,000 | 1,654 |
| Certificates of participation in pools of residential mortgages | $8,514,000 | 2,156 |
| Issued or guaranteed by U.S. | $8,514,000 | 2,144 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $17,141,000 | 817 |
| CMOs issued by government agencies or sponsored agencies | $2,171,000 | 1,981 |
| Privately issued | $14,970,000 | 87 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $202,727,000 | 594 |
| Total debt securities | $202,723,000 | 668 |
| Structured notes |
| Amortized cost | $161,700,000 | 9 |
| Fair value | $164,061,000 | 8 |
| 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 | $180,305,000 | 775 |
| U.S. Government securities | $12,926,000 | 3,314 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $12,926,000 | 3,164 |
| Securities issued by states & political subdivisions | $20,212,000 | 1,696 |
| Other domestic debt securities | $147,167,000 | 106 |
| Privately issued residential mortgage-backed securities | $17,443,000 | 140 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $125,352,000 | 44 |
| Structured financial products - Total | $4,372,000 | 83 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,550,000 | 3,975 |
| Mortgage-backed securities | $30,369,000 | 1,512 |
| Certificates of participation in pools of residential mortgages | $10,611,000 | 2,019 |
| Issued or guaranteed by U.S. | $10,611,000 | 1,931 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $19,758,000 | 761 |
| CMOs issued by government agencies or sponsored agencies | $2,315,000 | 1,962 |
| Privately issued | $17,443,000 | 82 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $180,305,000 | 668 |
| Total debt securities | $180,301,000 | 763 |
| Structured notes |
| Amortized cost | $127,557,000 | 11 |
| Fair value | $129,724,000 | 10 |
| 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 | $173,186,000 | 812 |
| U.S. Government securities | $17,310,000 | 2,984 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $17,310,000 | 2,844 |
| Securities issued by states & political subdivisions | $20,299,000 | 1,737 |
| Other domestic debt securities | $135,577,000 | 111 |
| Privately issued residential mortgage-backed securities | $17,630,000 | 87 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $112,448,000 | 45 |
| Structured financial products - Total | $5,499,000 | 76 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,095,000 | 4,376 |
| Mortgage-backed securities | $34,940,000 | 1,377 |
| Certificates of participation in pools of residential mortgages | $14,832,000 | 1,694 |
| Issued or guaranteed by U.S. | $14,832,000 | 1,691 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $20,108,000 | 740 |
| CMOs issued by government agencies or sponsored agencies | $2,478,000 | 1,922 |
| Privately issued | $17,630,000 | 82 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $173,186,000 | 704 |
| Total debt securities | $173,184,000 | 801 |
| Structured notes |
| Amortized cost | $116,187,000 | 11 |
| Fair value | $117,947,000 | 11 |
| 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 | $191,659,000 | 734 |
| U.S. Government securities | $20,801,000 | 2,738 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $20,801,000 | 2,611 |
| Securities issued by states & political subdivisions | $23,528,000 | 1,606 |
| Other domestic debt securities | $147,330,000 | 104 |
| Privately issued residential mortgage-backed securities | $24,725,000 | 76 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $114,627,000 | 41 |
| Structured financial products - Total | $7,978,000 | 66 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,247,000 | 4,403 |
| Mortgage-backed securities | $45,526,000 | 1,156 |
| Certificates of participation in pools of residential mortgages | $18,162,000 | 1,520 |
| Issued or guaranteed by U.S. | $18,162,000 | 1,518 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $27,364,000 | 611 |
| CMOs issued by government agencies or sponsored agencies | $2,639,000 | 1,869 |
| Privately issued | $24,725,000 | 74 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $191,659,000 | 644 |
| Total debt securities | $191,658,000 | 726 |
| Structured notes |
| Amortized cost | $120,021,000 | 10 |
| Fair value | $122,604,000 | 10 |
| 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 | $219,705,000 | 642 |
| U.S. Government securities | $23,461,000 | 2,597 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $23,461,000 | 2,491 |
| Securities issued by states & political subdivisions | $15,646,000 | 2,150 |
| Other domestic debt securities | $180,598,000 | 89 |
| Privately issued residential mortgage-backed securities | $66,611,000 | 45 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $103,942,000 | 45 |
| Structured financial products - Total | $10,045,000 | 66 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,404,000 | 3,566 |
| Mortgage-backed securities | $90,072,000 | 693 |
| Certificates of participation in pools of residential mortgages | $20,673,000 | 1,427 |
| Issued or guaranteed by U.S. | $20,673,000 | 1,424 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $69,399,000 | 332 |
| CMOs issued by government agencies or sponsored agencies | $2,788,000 | 1,859 |
| Privately issued | $66,611,000 | 42 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $219,705,000 | 564 |
| Total debt securities | $219,705,000 | 635 |
| Structured notes |
| Amortized cost | $112,425,000 | 13 |
| Fair value | $113,987,000 | 12 |
| 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 | $264,457,000 | 558 |
| U.S. Government securities | $27,207,000 | 2,427 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $27,207,000 | 2,328 |
| Securities issued by states & political subdivisions | $27,162,000 | 1,454 |
| Other domestic debt securities | $210,088,000 | 85 |
| Privately issued residential mortgage-backed securities | $71,490,000 | 44 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $107,891,000 | 47 |
| Structured financial products - Total | $30,707,000 | 49 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,319,000 | 3,435 |
| Mortgage-backed securities | $98,697,000 | 645 |
| Certificates of participation in pools of residential mortgages | $24,245,000 | 1,307 |
| Issued or guaranteed by U.S. | $24,245,000 | 1,306 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $74,452,000 | 317 |
| CMOs issued by government agencies or sponsored agencies | $2,962,000 | 1,853 |
| Privately issued | $71,490,000 | 42 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $264,457,000 | 484 |
| Total debt securities | $264,457,000 | 550 |
| Structured notes |
| Amortized cost | $137,171,000 | 10 |
| Fair value | $138,598,000 | 10 |
| Trading account assets | $8,326,000 | 85 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank |
| Total securities | $368,212,000 | 427 |
| U.S. Government securities | $130,227,000 | 741 |
| U.S. Treasury securities | $99,995,000 | 96 |
| U.S. Government agency obligations | $30,232,000 | 2,203 |
| Securities issued by states & political subdivisions | $29,392,000 | 1,349 |
| Other domestic debt securities | $208,593,000 | 87 |
| Privately issued residential mortgage-backed securities | $78,039,000 | 44 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $96,188,000 | 49 |
| Structured financial products - Total | $34,366,000 | 44 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,046,000 | 2,228 |
| Mortgage-backed securities | $108,271,000 | 628 |
| Certificates of participation in pools of residential mortgages | $27,129,000 | 1,226 |
| Issued or guaranteed by U.S. | $27,129,000 | 1,225 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $81,142,000 | 299 |
| CMOs issued by government agencies or sponsored agencies | $3,103,000 | 1,831 |
| Privately issued | $78,039,000 | 42 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $368,212,000 | 372 |
| Total debt securities | $368,212,000 | 419 |
| Structured notes |
| Amortized cost | $128,530,000 | 11 |
| Fair value | $130,553,000 | 11 |
| Trading account assets | $8,421,000 | 82 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank |
| Total securities | $379,685,000 | 400 |
| U.S. Government securities | $33,263,000 | 2,147 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $33,263,000 | 2,045 |
| Securities issued by states & political subdivisions | $29,374,000 | 1,363 |
| Other domestic debt securities | $317,048,000 | 68 |
| Privately issued residential mortgage-backed securities | $82,177,000 | 46 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $198,402,000 | 34 |
| Structured financial products - Total | $36,469,000 | 45 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $19,354,000 | 2,139 |
| Mortgage-backed securities | $115,440,000 | 577 |
| Certificates of participation in pools of residential mortgages | $29,972,000 | 1,136 |
| Issued or guaranteed by U.S. | $29,972,000 | 1,135 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $85,468,000 | 286 |
| CMOs issued by government agencies or sponsored agencies | $3,291,000 | 1,784 |
| Privately issued | $82,177,000 | 43 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $379,685,000 | 347 |
| Total debt securities | $379,685,000 | 394 |
| Structured notes |
| Amortized cost | $233,048,000 | 8 |
| Fair value | $234,871,000 | 8 |
| Trading account assets | $8,151,000 | 86 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank |
| Total securities | $444,428,000 | 345 |
| U.S. Government securities | $46,930,000 | 1,656 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $46,930,000 | 1,584 |
| Securities issued by states & political subdivisions | $67,032,000 | 588 |
| Other domestic debt securities | $330,466,000 | 69 |
| Privately issued residential mortgage-backed securities | $133,133,000 | 36 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $197,333,000 | 34 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $30,014,000 | 1,599 |
| Mortgage-backed securities | $180,063,000 | 402 |
| Certificates of participation in pools of residential mortgages | $43,377,000 | 871 |
| Issued or guaranteed by U.S. | $43,377,000 | 871 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $136,686,000 | 219 |
| CMOs issued by government agencies or sponsored agencies | $3,553,000 | 1,754 |
| Privately issued | $133,133,000 | 34 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $444,428,000 | 297 |
| Total debt securities | $444,428,000 | 340 |
| Structured notes |
| Amortized cost | $195,443,000 | 7 |
| Fair value | $197,333,000 | 7 |
| Trading account assets | $7,695,000 | 100 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank |
| Total securities | $464,608,000 | 329 |
| U.S. Government securities | $68,788,000 | 1,256 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $68,788,000 | 1,198 |
| Securities issued by states & political subdivisions | $70,615,000 | 539 |
| Other domestic debt securities | $325,205,000 | 72 |
| Privately issued residential mortgage-backed securities | $137,563,000 | 36 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $187,642,000 | 36 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $41,123,000 | 1,288 |
| Mortgage-backed securities | $206,351,000 | 367 |
| Certificates of participation in pools of residential mortgages | $65,237,000 | 626 |
| Issued or guaranteed by U.S. | $65,237,000 | 624 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $141,114,000 | 223 |
| CMOs issued by government agencies or sponsored agencies | $3,551,000 | 1,776 |
| Privately issued | $137,563,000 | 34 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $199,173,000 | 158 |
| Available-for-sale securities (fair market value) | $265,435,000 | 491 |
| Total debt securities | $464,608,000 | 326 |
| Structured notes |
| Amortized cost | $186,316,000 | 8 |
| Fair value | $187,642,000 | 8 |
| Trading account assets | $7,584,000 | 104 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank |
| Total securities | $489,915,000 | 319 |
| U.S. Government securities | $72,655,000 | 1,224 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $72,655,000 | 1,167 |
| Securities issued by states & political subdivisions | $69,533,000 | 539 |
| Other domestic debt securities | $347,727,000 | 68 |
| Privately issued residential mortgage-backed securities | $155,016,000 | 33 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $192,711,000 | 34 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $48,501,000 | 1,162 |
| Mortgage-backed securities | $227,671,000 | 342 |
| Certificates of participation in pools of residential mortgages | $68,904,000 | 598 |
| Issued or guaranteed by U.S. | $68,904,000 | 598 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $158,767,000 | 204 |
| CMOs issued by government agencies or sponsored agencies | $3,751,000 | 1,746 |
| Privately issued | $155,016,000 | 31 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $211,294,000 | 152 |
| Available-for-sale securities (fair market value) | $278,621,000 | 476 |
| Total debt securities | $489,915,000 | 315 |
| Structured notes |
| Amortized cost | $193,344,000 | 9 |
| Fair value | $192,712,000 | 9 |
| Trading account assets | $7,589,000 | 97 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank |
| Total securities | $444,330,000 | 351 |
| U.S. Government securities | $74,232,000 | 1,223 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $74,232,000 | 1,160 |
| Securities issued by states & political subdivisions | $66,950,000 | 564 |
| Other domestic debt securities | $303,148,000 | 75 |
| Privately issued residential mortgage-backed securities | $162,023,000 | 30 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $141,125,000 | 39 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $45,513,000 | 1,204 |
| Mortgage-backed securities | $236,255,000 | 331 |
| Certificates of participation in pools of residential mortgages | $69,169,000 | 598 |
| Issued or guaranteed by U.S. | $69,169,000 | 598 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $167,086,000 | 199 |
| CMOs issued by government agencies or sponsored agencies | $5,063,000 | 1,568 |
| Privately issued | $162,023,000 | 28 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $215,963,000 | 152 |
| Available-for-sale securities (fair market value) | $228,367,000 | 562 |
| Total debt securities | $444,330,000 | 344 |
| Structured notes |
| Amortized cost | $141,056,000 | 12 |
| Fair value | $141,125,000 | 12 |
| Trading account assets | $7,706,000 | 88 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank |
| Total securities | $385,718,000 | 407 |
| U.S. Government securities | $81,156,000 | 1,136 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $81,156,000 | 1,077 |
| Securities issued by states & political subdivisions | $58,071,000 | 658 |
| Other domestic debt securities | $246,491,000 | 83 |
| Privately issued residential mortgage-backed securities | $169,387,000 | 30 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $77,104,000 | 50 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $41,052,000 | 1,300 |
| Mortgage-backed securities | $250,543,000 | 317 |
| Certificates of participation in pools of residential mortgages | $74,464,000 | 560 |
| Issued or guaranteed by U.S. | $74,464,000 | 559 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $176,079,000 | 193 |
| CMOs issued by government agencies or sponsored agencies | $6,692,000 | 1,397 |
| Privately issued | $169,387,000 | 27 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $221,573,000 | 147 |
| Available-for-sale securities (fair market value) | $164,145,000 | 790 |
| Total debt securities | $385,718,000 | 400 |
| Structured notes |
| Amortized cost | $76,801,000 | 25 |
| Fair value | $77,104,000 | 25 |
| Trading account assets | $7,902,000 | 94 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank |
| Total securities | $388,713,000 | 399 |
| U.S. Government securities | $85,484,000 | 1,122 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $85,484,000 | 1,065 |
| Securities issued by states & political subdivisions | $58,012,000 | 649 |
| Other domestic debt securities | $245,217,000 | 79 |
| Privately issued residential mortgage-backed securities | $174,015,000 | 27 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $71,202,000 | 53 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $42,770,000 | 1,278 |
| Mortgage-backed securities | $259,499,000 | 307 |
| Certificates of participation in pools of residential mortgages | $76,576,000 | 559 |
| Issued or guaranteed by U.S. | $76,576,000 | 559 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $182,923,000 | 192 |
| CMOs issued by government agencies or sponsored agencies | $8,908,000 | 1,271 |
| Privately issued | $174,015,000 | 25 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $225,555,000 | 143 |
| Available-for-sale securities (fair market value) | $163,158,000 | 803 |
| Total debt securities | $388,713,000 | 393 |
| Structured notes |
| Amortized cost | $70,216,000 | 35 |
| Fair value | $71,202,000 | 35 |
| Trading account assets | $7,832,000 | 95 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank |
| Total securities | $400,780,000 | 391 |
| U.S. Government securities | $94,198,000 | 1,048 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $94,198,000 | 995 |
| Securities issued by states & political subdivisions | $57,368,000 | 645 |
| Other domestic debt securities | $249,214,000 | 79 |
| Privately issued residential mortgage-backed securities | $181,299,000 | 26 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $67,915,000 | 53 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $43,110,000 | 1,289 |
| Mortgage-backed securities | $275,497,000 | 298 |
| Certificates of participation in pools of residential mortgages | $80,258,000 | 534 |
| Issued or guaranteed by U.S. | $80,258,000 | 534 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $195,239,000 | 185 |
| CMOs issued by government agencies or sponsored agencies | $13,940,000 | 1,018 |
| Privately issued | $181,299,000 | 24 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $233,933,000 | 143 |
| Available-for-sale securities (fair market value) | $166,847,000 | 797 |
| Total debt securities | $400,780,000 | 383 |
| Structured notes |
| Amortized cost | $67,524,000 | 41 |
| Fair value | $67,915,000 | 40 |
| Trading account assets | $7,738,000 | 95 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank |
| Total securities | $415,204,000 | 380 |
| U.S. Government securities | $100,365,000 | 980 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $100,365,000 | 940 |
| Securities issued by states & political subdivisions | $55,959,000 | 649 |
| Other domestic debt securities | $258,880,000 | 76 |
| Privately issued residential mortgage-backed securities | $188,537,000 | 26 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $70,343,000 | 51 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $55,575,000 | 1,076 |
| Mortgage-backed securities | $288,902,000 | 291 |
| Certificates of participation in pools of residential mortgages | $81,966,000 | 542 |
| Issued or guaranteed by U.S. | $81,966,000 | 538 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $206,936,000 | 180 |
| CMOs issued by government agencies or sponsored agencies | $18,399,000 | 876 |
| Privately issued | $188,537,000 | 24 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $238,392,000 | 142 |
| Available-for-sale securities (fair market value) | $176,812,000 | 733 |
| Total debt securities | $415,204,000 | 372 |
| Structured notes |
| Amortized cost | $70,133,000 | 37 |
| Fair value | $70,343,000 | 37 |
| Trading account assets | $7,862,000 | 91 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank |
| Total securities | $448,901,000 | 345 |
| U.S. Government securities | $104,054,000 | 962 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $104,054,000 | 920 |
| Securities issued by states & political subdivisions | $65,318,000 | 531 |
| Other domestic debt securities | $279,529,000 | 75 |
| Privately issued residential mortgage-backed securities | $194,465,000 | 27 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $85,064,000 | 45 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $42,490,000 | 1,318 |
| Mortgage-backed securities | $298,519,000 | 284 |
| Certificates of participation in pools of residential mortgages | $83,156,000 | 541 |
| Issued or guaranteed by U.S. | $83,156,000 | 541 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $215,363,000 | 178 |
| CMOs issued by government agencies or sponsored agencies | $20,898,000 | 828 |
| Privately issued | $194,465,000 | 25 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $243,402,000 | 138 |
| Available-for-sale securities (fair market value) | $205,499,000 | 631 |
| Total debt securities | $448,901,000 | 337 |
| Structured notes |
| Amortized cost | $83,665,000 | 38 |
| Fair value | $85,064,000 | 38 |
| Trading account assets | $8,187,000 | 87 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank |
| Total securities | $462,419,000 | 331 |
| U.S. Government securities | $107,861,000 | 944 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $107,861,000 | 909 |
| Securities issued by states & political subdivisions | $64,995,000 | 523 |
| Other domestic debt securities | $289,563,000 | 76 |
| Privately issued residential mortgage-backed securities | $201,018,000 | 27 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $88,545,000 | 46 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $55,022,000 | 1,086 |
| Mortgage-backed securities | $308,879,000 | 278 |
| Certificates of participation in pools of residential mortgages | $84,305,000 | 540 |
| Issued or guaranteed by U.S. | $84,305,000 | 540 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $224,574,000 | 174 |
| CMOs issued by government agencies or sponsored agencies | $23,556,000 | 761 |
| Privately issued | $201,018,000 | 25 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $247,729,000 | 133 |
| Available-for-sale securities (fair market value) | $214,690,000 | 614 |
| Total debt securities | $462,419,000 | 323 |
| Structured notes |
| Amortized cost | $87,913,000 | 39 |
| Fair value | $88,545,000 | 39 |
| Trading account assets | $8,066,000 | 86 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank |
| Total securities | $459,349,000 | 334 |
| U.S. Government securities | $110,768,000 | 932 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $110,768,000 | 896 |
| Securities issued by states & political subdivisions | $65,013,000 | 519 |
| Other domestic debt securities | $283,568,000 | 81 |
| Privately issued residential mortgage-backed securities | $206,572,000 | 28 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $76,996,000 | 48 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $71,891,000 | 850 |
| Mortgage-backed securities | $317,340,000 | 273 |
| Certificates of participation in pools of residential mortgages | $85,739,000 | 549 |
| Issued or guaranteed by U.S. | $85,739,000 | 549 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $231,601,000 | 168 |
| CMOs issued by government agencies or sponsored agencies | $25,029,000 | 741 |
| Privately issued | $206,572,000 | 26 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $253,276,000 | 128 |
| Available-for-sale securities (fair market value) | $206,073,000 | 647 |
| Total debt securities | $459,349,000 | 324 |
| Structured notes |
| Amortized cost | $76,299,000 | 49 |
| Fair value | $76,996,000 | 46 |
| Trading account assets | $7,599,000 | 86 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank |
| Total securities | $470,186,000 | 326 |
| U.S. Government securities | $113,802,000 | 911 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $113,802,000 | 878 |
| Securities issued by states & political subdivisions | $64,243,000 | 526 |
| Other domestic debt securities | $292,141,000 | 80 |
| Privately issued residential mortgage-backed securities | $213,174,000 | 31 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $78,967,000 | 52 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $120,717,000 | 548 |
| Mortgage-backed securities | $326,976,000 | 262 |
| Certificates of participation in pools of residential mortgages | $87,628,000 | 516 |
| Issued or guaranteed by U.S. | $87,628,000 | 516 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $239,348,000 | 164 |
| CMOs issued by government agencies or sponsored agencies | $26,174,000 | 723 |
| Privately issued | $213,174,000 | 29 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $258,955,000 | 121 |
| Available-for-sale securities (fair market value) | $211,231,000 | 630 |
| Total debt securities | $470,186,000 | 319 |
| Structured notes |
| Amortized cost | $78,371,000 | 46 |
| Fair value | $78,967,000 | 43 |
| Trading account assets | $7,546,000 | 83 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank |
| Total securities | $487,581,000 | 315 |
| U.S. Government securities | $143,887,000 | 715 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $143,887,000 | 688 |
| Securities issued by states & political subdivisions | $64,253,000 | 535 |
| Other domestic debt securities | $279,441,000 | 81 |
| Privately issued residential mortgage-backed securities | $224,103,000 | 31 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $55,338,000 | 67 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $202,230,000 | 330 |
| Mortgage-backed securities | $342,955,000 | 251 |
| Certificates of participation in pools of residential mortgages | $91,348,000 | 494 |
| Issued or guaranteed by U.S. | $91,348,000 | 494 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $251,607,000 | 160 |
| CMOs issued by government agencies or sponsored agencies | $27,504,000 | 712 |
| Privately issued | $224,103,000 | 29 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $267,670,000 | 114 |
| Available-for-sale securities (fair market value) | $219,911,000 | 622 |
| Total debt securities | $487,581,000 | 308 |
| Structured notes |
| Amortized cost | $54,770,000 | 65 |
| Fair value | $55,338,000 | 62 |
| Trading account assets | $7,734,000 | 79 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank |
| Total securities | $461,192,000 | 337 |
| U.S. Government securities | $149,770,000 | 691 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $149,770,000 | 672 |
| Securities issued by states & political subdivisions | $47,227,000 | 794 |
| Other domestic debt securities | $264,195,000 | 83 |
| Privately issued residential mortgage-backed securities | $233,920,000 | 30 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $30,275,000 | 88 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $210,643,000 | 308 |
| Mortgage-backed securities | $358,627,000 | 244 |
| Certificates of participation in pools of residential mortgages | $94,696,000 | 478 |
| Issued or guaranteed by U.S. | $94,696,000 | 477 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $263,931,000 | 151 |
| CMOs issued by government agencies or sponsored agencies | $30,011,000 | 678 |
| Privately issued | $233,920,000 | 29 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $275,691,000 | 94 |
| Available-for-sale securities (fair market value) | $185,501,000 | 732 |
| Total debt securities | $461,192,000 | 329 |
| Structured notes |
| Amortized cost | $29,646,000 | 129 |
| Fair value | $30,275,000 | 122 |
| Trading account assets | $7,111,000 | 88 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank |
| Total securities | $440,298,000 | 345 |
| U.S. Government securities | $129,290,000 | 812 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $129,290,000 | 778 |
| Securities issued by states & political subdivisions | $41,738,000 | 893 |
| Other domestic debt securities | $269,270,000 | 80 |
| Privately issued residential mortgage-backed securities | $246,216,000 | 31 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $23,054,000 | 91 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $216,881,000 | 312 |
| Mortgage-backed securities | $350,410,000 | 258 |
| Certificates of participation in pools of residential mortgages | $70,320,000 | 648 |
| Issued or guaranteed by U.S. | $70,320,000 | 646 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $280,090,000 | 150 |
| CMOs issued by government agencies or sponsored agencies | $33,874,000 | 644 |
| Privately issued | $246,216,000 | 30 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $280,908,000 | 90 |
| Available-for-sale securities (fair market value) | $159,390,000 | 879 |
| Total debt securities | $440,297,000 | 338 |
| Structured notes |
| Amortized cost | $22,614,000 | 187 |
| Fair value | $23,054,000 | 182 |
| Trading account assets | $7,194,000 | 90 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank |
| Total securities | $455,574,000 | 334 |
| U.S. Government securities | $135,585,000 | 755 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $135,585,000 | 725 |
| Securities issued by states & political subdivisions | $41,797,000 | 861 |
| Other domestic debt securities | $278,192,000 | 77 |
| Privately issued residential mortgage-backed securities | $261,864,000 | 30 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $16,328,000 | 99 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $230,414,000 | 294 |
| Mortgage-backed securities | $372,331,000 | 238 |
| Certificates of participation in pools of residential mortgages | $72,664,000 | 608 |
| Issued or guaranteed by U.S. | $72,664,000 | 606 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $299,667,000 | 147 |
| CMOs issued by government agencies or sponsored agencies | $37,803,000 | 586 |
| Privately issued | $261,864,000 | 29 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $288,452,000 | 84 |
| Available-for-sale securities (fair market value) | $167,122,000 | 806 |
| Total debt securities | $455,574,000 | 328 |
| Structured notes |
| Amortized cost | $15,867,000 | 282 |
| Fair value | $16,328,000 | 277 |
| Trading account assets | $6,735,000 | 96 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank |
| Total securities | $460,339,000 | 335 |
| U.S. Government securities | $128,100,000 | 825 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $128,100,000 | 794 |
| Securities issued by states & political subdivisions | $41,872,000 | 841 |
| Other domestic debt securities | $290,367,000 | 77 |
| Privately issued residential mortgage-backed securities | $275,402,000 | 33 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $14,965,000 | 103 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $238,744,000 | 286 |
| Mortgage-backed securities | $393,454,000 | 246 |
| Certificates of participation in pools of residential mortgages | $76,071,000 | 608 |
| Issued or guaranteed by U.S. | $76,071,000 | 607 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $317,383,000 | 150 |
| CMOs issued by government agencies or sponsored agencies | $41,981,000 | 573 |
| Privately issued | $275,402,000 | 32 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $300,038,000 | 82 |
| Available-for-sale securities (fair market value) | $160,301,000 | 861 |
| Total debt securities | $460,339,000 | 330 |
| Structured notes |
| Amortized cost | $14,684,000 | 313 |
| Fair value | $14,965,000 | 307 |
| Trading account assets | $6,439,000 | 95 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank |
| Total securities | $477,137,000 | 329 |
| U.S. Government securities | $135,120,000 | 789 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $135,120,000 | 762 |
| Securities issued by states & political subdivisions | $41,691,000 | 823 |
| Other domestic debt securities | $300,326,000 | 76 |
| Privately issued residential mortgage-backed securities | $292,875,000 | 33 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $7,451,000 | 130 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $199,081,000 | 337 |
| Mortgage-backed securities | $417,958,000 | 237 |
| Certificates of participation in pools of residential mortgages | $79,241,000 | 607 |
| Issued or guaranteed by U.S. | $79,241,000 | 607 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $338,717,000 | 143 |
| CMOs issued by government agencies or sponsored agencies | $45,842,000 | 537 |
| Privately issued | $292,875,000 | 32 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $313,033,000 | 81 |
| Available-for-sale securities (fair market value) | $164,104,000 | 833 |
| Total debt securities | $477,137,000 | 323 |
| Structured notes |
| Amortized cost | $7,444,000 | 654 |
| Fair value | $7,451,000 | 654 |
| Trading account assets | $5,838,000 | 98 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank |
| Total securities | $498,907,000 | 318 |
| U.S. Government securities | $142,448,000 | 788 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $142,448,000 | 758 |
| Securities issued by states & political subdivisions | $36,207,000 | 898 |
| Other domestic debt securities | $320,252,000 | 70 |
| Privately issued residential mortgage-backed securities | $312,808,000 | 33 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $7,444,000 | 110 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $369,625,000 | 198 |
| Mortgage-backed securities | $445,219,000 | 223 |
| Certificates of participation in pools of residential mortgages | $82,431,000 | 584 |
| Issued or guaranteed by U.S. | $82,431,000 | 583 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $362,788,000 | 136 |
| CMOs issued by government agencies or sponsored agencies | $49,980,000 | 532 |
| Privately issued | $312,808,000 | 32 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $328,528,000 | 78 |
| Available-for-sale securities (fair market value) | $170,379,000 | 804 |
| Total debt securities | $498,907,000 | 313 |
| Structured notes |
| Amortized cost | $7,444,000 | 775 |
| Fair value | $7,444,000 | 771 |
| Trading account assets | $5,983,000 | 102 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank |
| Total securities | $504,703,000 | 307 |
| U.S. Government securities | $142,150,000 | 756 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $142,150,000 | 733 |
| Securities issued by states & political subdivisions | $36,224,000 | 883 |
| Other domestic debt securities | $332,007,000 | 77 |
| Privately issued residential mortgage-backed securities | $326,329,000 | 38 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $5,678,000 | 7 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $453,478,000 | 200 |
| Certificates of participation in pools of residential mortgages | $127,149,000 | 376 |
| Issued or guaranteed by U.S. | $127,149,000 | 375 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $326,329,000 | 146 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $326,329,000 | 37 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $339,691,000 | 75 |
| Available-for-sale securities (fair market value) | $165,012,000 | 811 |
| Total debt securities | $510,381,000 | 297 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $5,678,000 | 101 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank |
| Total securities | $506,114,000 | 293 |
| U.S. Government securities | $149,655,000 | 707 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $149,655,000 | 683 |
| Securities issued by states & political subdivisions | $36,239,000 | 847 |
| Other domestic debt securities | $325,468,000 | 82 |
| Privately issued residential mortgage-backed securities | $320,220,000 | 40 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $5,248,000 | 7 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $454,883,000 | 198 |
| Certificates of participation in pools of residential mortgages | $134,663,000 | 340 |
| Issued or guaranteed by U.S. | $134,663,000 | 338 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $320,220,000 | 144 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $320,220,000 | 38 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $350,065,000 | 77 |
| Available-for-sale securities (fair market value) | $156,049,000 | 830 |
| Total debt securities | $511,362,000 | 284 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $5,248,000 | 102 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank |
| Total securities | $516,205,000 | 291 |
| U.S. Government securities | $149,837,000 | 714 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $149,837,000 | 687 |
| Securities issued by states & political subdivisions | $36,254,000 | 778 |
| Other domestic debt securities | $335,167,000 | 81 |
| Privately issued residential mortgage-backed securities | $330,114,000 | 41 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $5,053,000 | 8 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $469,975,000 | 195 |
| Certificates of participation in pools of residential mortgages | $139,861,000 | 324 |
| Issued or guaranteed by U.S. | $139,861,000 | 322 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $330,114,000 | 138 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $330,114,000 | 39 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $370,627,000 | 69 |
| Available-for-sale securities (fair market value) | $145,578,000 | 877 |
| Total debt securities | $521,258,000 | 282 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $5,053,000 | 103 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank |
| Total securities | $540,614,000 | 277 |
| U.S. Government securities | $153,582,000 | 698 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $153,582,000 | 666 |
| Securities issued by states & political subdivisions | $36,266,000 | 757 |
| Other domestic debt securities | $355,235,000 | 79 |
| Privately issued residential mortgage-backed securities | $350,766,000 | 40 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $4,469,000 | 7 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $494,372,000 | 187 |
| Certificates of participation in pools of residential mortgages | $143,606,000 | 319 |
| Issued or guaranteed by U.S. | $143,606,000 | 318 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $350,766,000 | 130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $350,766,000 | 38 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $381,631,000 | 68 |
| Available-for-sale securities (fair market value) | $158,983,000 | 800 |
| Total debt securities | $545,083,000 | 269 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $4,469,000 | 102 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank |
| Total securities | $564,842,000 | 261 |
| U.S. Government securities | $153,451,000 | 660 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $153,451,000 | 632 |
| Securities issued by states & political subdivisions | $36,282,000 | 739 |
| Other domestic debt securities | $379,537,000 | 75 |
| Privately issued residential mortgage-backed securities | $375,109,000 | 39 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $4,428,000 | 6 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $498,585,000 | 175 |
| Certificates of participation in pools of residential mortgages | $123,476,000 | 341 |
| Issued or guaranteed by U.S. | $123,476,000 | 339 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $375,109,000 | 119 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $375,109,000 | 37 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $368,196,000 | 66 |
| Available-for-sale securities (fair market value) | $196,646,000 | 639 |
| Total debt securities | $569,270,000 | 257 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $4,428,000 | 104 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank |
| Total securities | $544,642,000 | 259 |
| U.S. Government securities | $155,113,000 | 631 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $155,113,000 | 602 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $393,970,000 | 69 |
| Privately issued residential mortgage-backed securities | $389,529,000 | 36 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $4,441,000 | 8 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $493,658,000 | 165 |
| Certificates of participation in pools of residential mortgages | $104,129,000 | 394 |
| Issued or guaranteed by U.S. | $104,129,000 | 392 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $389,529,000 | 107 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $389,529,000 | 33 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $304,968,000 | 67 |
| Available-for-sale securities (fair market value) | $239,674,000 | 500 |
| Total debt securities | $549,083,000 | 253 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $4,441,000 | 110 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank |
| Total securities | $562,575,000 | 240 |
| U.S. Government securities | $154,561,000 | 628 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $154,561,000 | 603 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $412,416,000 | 71 |
| Privately issued residential mortgage-backed securities | $408,014,000 | 39 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $4,402,000 | 8 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $501,610,000 | 161 |
| Certificates of participation in pools of residential mortgages | $93,596,000 | 421 |
| Issued or guaranteed by U.S. | $93,596,000 | 417 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $408,014,000 | 102 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $408,014,000 | 36 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $320,806,000 | 68 |
| Available-for-sale securities (fair market value) | $241,769,000 | 480 |
| Total debt securities | $566,977,000 | 234 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $4,402,000 | 112 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank |
| Total securities | $594,058,000 | 223 |
| U.S. Government securities | $157,256,000 | 612 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $157,256,000 | 582 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $441,218,000 | 67 |
| Privately issued residential mortgage-backed securities | $436,802,000 | 39 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $4,416,000 | 9 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $527,115,000 | 159 |
| Certificates of participation in pools of residential mortgages | $90,313,000 | 456 |
| Issued or guaranteed by U.S. | $90,313,000 | 451 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $436,802,000 | 97 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $436,802,000 | 36 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $347,067,000 | 63 |
| Available-for-sale securities (fair market value) | $246,991,000 | 475 |
| Total debt securities | $598,474,000 | 219 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $4,416,000 | 118 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank |
| Total securities | $618,694,000 | 216 |
| U.S. Government securities | $163,233,000 | 571 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $163,233,000 | 550 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $460,432,000 | 72 |
| Privately issued residential mortgage-backed securities | $455,461,000 | 39 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $4,971,000 | 10 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $552,747,000 | 156 |
| Certificates of participation in pools of residential mortgages | $97,286,000 | 436 |
| Issued or guaranteed by U.S. | $97,286,000 | 433 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $455,461,000 | 91 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $455,461,000 | 37 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $360,028,000 | 60 |
| Available-for-sale securities (fair market value) | $258,666,000 | 440 |
| Total debt securities | $623,665,000 | 209 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $4,971,000 | 122 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank |
| Total securities | $669,957,000 | 207 |
| U.S. Government securities | $196,174,000 | 474 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $196,174,000 | 456 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $479,082,000 | 73 |
| Privately issued residential mortgage-backed securities | $473,783,000 | 41 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $5,299,000 | 14 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $590,662,000 | 151 |
| Certificates of participation in pools of residential mortgages | $116,879,000 | 387 |
| Issued or guaranteed by U.S. | $116,879,000 | 383 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $473,783,000 | 88 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $473,783,000 | 37 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $394,237,000 | 64 |
| Available-for-sale securities (fair market value) | $275,720,000 | 412 |
| Total debt securities | $675,256,000 | 197 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $5,299,000 | 126 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank |
| Total securities | $627,373,000 | 218 |
| U.S. Government securities | $158,975,000 | 559 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $158,975,000 | 539 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $473,843,000 | 79 |
| Privately issued residential mortgage-backed securities | $468,398,000 | 43 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $5,445,000 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $568,372,000 | 159 |
| Certificates of participation in pools of residential mortgages | $99,974,000 | 451 |
| Issued or guaranteed by U.S. | $99,974,000 | 446 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $468,398,000 | 87 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $468,398,000 | 40 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $361,566,000 | 66 |
| Available-for-sale securities (fair market value) | $265,807,000 | 418 |
| Total debt securities | $632,818,000 | 206 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $5,445,000 | 130 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank |
| Total securities | $552,703,000 | 254 |
| U.S. Government securities | $202,143,000 | 452 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $202,143,000 | 438 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $357,378,000 | 93 |
| Privately issued residential mortgage-backed securities | $350,560,000 | 56 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $6,818,000 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $547,714,000 | 172 |
| Certificates of participation in pools of residential mortgages | $197,154,000 | 254 |
| Issued or guaranteed by U.S. | $197,154,000 | 248 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $350,560,000 | 120 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $350,560,000 | 52 |
| 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) | $374,828,000 | 61 |
| Available-for-sale securities (fair market value) | $177,875,000 | 599 |
| Total debt securities | $559,521,000 | 245 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $6,818,000 | 128 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank |
| Total securities | $510,351,000 | 264 |
| U.S. Government securities | $209,619,000 | 412 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $209,619,000 | 401 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $300,732,000 | 96 |
| Privately issued residential mortgage-backed securities | $293,552,000 | 63 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $498,182,000 | 186 |
| Certificates of participation in pools of residential mortgages | $204,630,000 | 240 |
| Issued or guaranteed by U.S. | $204,630,000 | 235 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $293,552,000 | 138 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $293,552,000 | 59 |
| 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) | $325,992,000 | 68 |
| Available-for-sale securities (fair market value) | $184,359,000 | 563 |
| Total debt securities | $510,351,000 | 258 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank |
| Total securities | $501,725,000 | 257 |
| U.S. Government securities | $214,231,000 | 402 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $214,231,000 | 389 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $287,494,000 | 98 |
| Privately issued residential mortgage-backed securities | $280,133,000 | 67 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $489,375,000 | 172 |
| Certificates of participation in pools of residential mortgages | $209,242,000 | 224 |
| Issued or guaranteed by U.S. | $209,242,000 | 219 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $280,133,000 | 133 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $280,133,000 | 62 |
| 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) | $312,803,000 | 68 |
| Available-for-sale securities (fair market value) | $188,922,000 | 535 |
| Total debt securities | $501,725,000 | 255 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank |
| Total securities | $510,015,000 | 259 |
| U.S. Government securities | $231,559,000 | 370 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $231,559,000 | 358 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $269,384,000 | 113 |
| Privately issued residential mortgage-backed securities | $258,329,000 | 76 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,072,000 | 300 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $479,905,000 | 176 |
| Certificates of participation in pools of residential mortgages | $221,576,000 | 206 |
| Issued or guaranteed by U.S. | $221,576,000 | 200 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $258,329,000 | 141 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $258,329,000 | 71 |
| 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) | $309,968,000 | 69 |
| Available-for-sale securities (fair market value) | $200,047,000 | 517 |
| Total debt securities | $500,943,000 | 257 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank |
| Total securities | $462,076,000 | 285 |
| U.S. Government securities | $317,257,000 | 283 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $317,257,000 | 277 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $135,112,000 | 166 |
| Privately issued residential mortgage-backed securities | $124,045,000 | 118 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,707,000 | 321 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $431,319,000 | 192 |
| Certificates of participation in pools of residential mortgages | $307,274,000 | 165 |
| Issued or guaranteed by U.S. | $307,274,000 | 155 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $124,045,000 | 245 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $124,045,000 | 104 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $178,599,000 | 106 |
| Available-for-sale securities (fair market value) | $283,477,000 | 384 |
| Total debt securities | $452,369,000 | 282 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank |
| Total securities | $440,220,000 | 292 |
| U.S. Government securities | $430,100,000 | 214 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $430,100,000 | 208 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,120,000 | 285 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $399,042,000 | 197 |
| Certificates of participation in pools of residential mortgages | $399,042,000 | 118 |
| Issued or guaranteed by U.S. | $399,042,000 | 115 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| 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) | $66,620,000 | 275 |
| Available-for-sale securities (fair market value) | $373,600,000 | 301 |
| Total debt securities | $430,100,000 | 290 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank |
| Total securities | $451,000,000 | 291 |
| U.S. Government securities | $451,000,000 | 213 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $451,000,000 | 207 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $401,134,000 | 190 |
| Certificates of participation in pools of residential mortgages | $401,134,000 | 116 |
| Issued or guaranteed by U.S. | $401,134,000 | 112 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| 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) | $72,618,000 | 270 |
| Available-for-sale securities (fair market value) | $378,382,000 | 298 |
| Total debt securities | $451,000,000 | 280 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank |
| Total securities | $357,970,000 | 376 |
| U.S. Government securities | $357,970,000 | 269 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $357,970,000 | 258 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $313,092,000 | 226 |
| Certificates of participation in pools of residential mortgages | $313,092,000 | 147 |
| Issued or guaranteed by U.S. | $313,092,000 | 138 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| 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) | $61,902,000 | 302 |
| Available-for-sale securities (fair market value) | $296,068,000 | 361 |
| Total debt securities | $357,970,000 | 362 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank |
| Total securities | $301,873,000 | 425 |
| U.S. Government securities | $301,873,000 | 315 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $301,873,000 | 306 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $264,588,000 | 267 |
| Certificates of participation in pools of residential mortgages | $264,588,000 | 176 |
| Issued or guaranteed by U.S. | $264,588,000 | 167 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| 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) | $49,662,000 | 397 |
| Available-for-sale securities (fair market value) | $252,211,000 | 424 |
| Total debt securities | $301,873,000 | 413 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank |
| Total securities | $238,559,000 | 523 |
| U.S. Government securities | $238,559,000 | 398 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $238,559,000 | 389 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $211,269,000 | 311 |
| Certificates of participation in pools of residential mortgages | $211,269,000 | 208 |
| Issued or guaranteed by U.S. | $211,269,000 | 200 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| 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) | $40,027,000 | 485 |
| Available-for-sale securities (fair market value) | $198,532,000 | 519 |
| Total debt securities | $238,559,000 | 508 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank |
| Total securities | $179,454,000 | 708 |
| U.S. Government securities | $179,454,000 | 525 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $179,454,000 | 510 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $170,974,000 | 371 |
| Certificates of participation in pools of residential mortgages | $170,974,000 | 252 |
| Issued or guaranteed by U.S. | $170,974,000 | 244 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| 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) | $17,303,000 | 966 |
| Available-for-sale securities (fair market value) | $162,151,000 | 646 |
| Total debt securities | $179,454,000 | 692 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank |
| Total securities | $139,636,000 | 889 |
| U.S. Government securities | $139,636,000 | 673 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $139,636,000 | 655 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $131,165,000 | 455 |
| Certificates of participation in pools of residential mortgages | $131,165,000 | 323 |
| Issued or guaranteed by U.S. | $131,165,000 | 317 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| 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) | $12,375,000 | 1,209 |
| Available-for-sale securities (fair market value) | $127,261,000 | 811 |
| Total debt securities | $139,636,000 | 871 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank |
| Total securities | $81,120,000 | 1,513 |
| U.S. Government securities | $81,120,000 | 1,122 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $81,120,000 | 1,085 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $77,653,000 | 675 |
| Certificates of participation in pools of residential mortgages | $77,653,000 | 477 |
| Issued or guaranteed by U.S. | $77,653,000 | 471 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| 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) | $7,617,000 | 1,610 |
| Available-for-sale securities (fair market value) | $73,503,000 | 1,432 |
| Total debt securities | $81,120,000 | 1,478 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank |
| Total securities | $87,044,000 | 1,413 |
| U.S. Government securities | $87,044,000 | 1,048 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $87,044,000 | 1,012 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $83,586,000 | 639 |
| Certificates of participation in pools of residential mortgages | $83,586,000 | 466 |
| Issued or guaranteed by U.S. | $83,586,000 | 460 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| 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) | $7,643,000 | 1,633 |
| Available-for-sale securities (fair market value) | $79,401,000 | 1,315 |
| Total debt securities | $87,044,000 | 1,377 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank |
| Total securities | $93,672,000 | 1,303 |
| U.S. Government securities | $93,672,000 | 977 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $93,672,000 | 937 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $90,222,000 | 614 |
| Certificates of participation in pools of residential mortgages | $90,222,000 | 450 |
| Issued or guaranteed by U.S. | $90,222,000 | 445 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,669,000 | 1,639 |
| Available-for-sale securities (fair market value) | $86,003,000 | 1,220 |
| Total debt securities | $93,672,000 | 1,276 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank |
| Total securities | $70,529,000 | 1,738 |
| U.S. Government securities | $70,477,000 | 1,294 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $70,477,000 | 1,248 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $52,000 | 1,875 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $67,035,000 | 773 |
| Certificates of participation in pools of residential mortgages | $67,035,000 | 577 |
| Issued or guaranteed by U.S. | $67,035,000 | 569 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,763,000 | 1,650 |
| Available-for-sale securities (fair market value) | $62,766,000 | 1,620 |
| Total debt securities | $70,477,000 | 1,699 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank |
| Total securities | $85,290,000 | 1,471 |
| U.S. Government securities | $84,764,000 | 1,093 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $84,764,000 | 1,054 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $526,000 | 1,398 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $81,331,000 | 684 |
| Certificates of participation in pools of residential mortgages | $81,331,000 | 509 |
| Issued or guaranteed by U.S. | $81,331,000 | 503 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,478,000 | 1,588 |
| Available-for-sale securities (fair market value) | $76,812,000 | 1,369 |
| Total debt securities | $84,764,000 | 1,445 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank |
| Total securities | $53,564,000 | 2,282 |
| U.S. Government securities | $53,041,000 | 1,745 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $53,041,000 | 1,674 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $523,000 | 1,429 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $49,616,000 | 1,031 |
| Certificates of participation in pools of residential mortgages | $49,616,000 | 750 |
| Issued or guaranteed by U.S. | $49,616,000 | 744 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,739,000 | 1,586 |
| Available-for-sale securities (fair market value) | $44,825,000 | 2,249 |
| Total debt securities | $53,041,000 | 2,265 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank |
| Total securities | $56,223,000 | 2,180 |
| U.S. Government securities | $55,702,000 | 1,664 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $55,702,000 | 1,605 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $521,000 | 1,452 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $52,285,000 | 987 |
| Certificates of participation in pools of residential mortgages | $52,285,000 | 714 |
| Issued or guaranteed by U.S. | $52,285,000 | 710 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,765,000 | 1,593 |
| Available-for-sale securities (fair market value) | $47,458,000 | 2,141 |
| Total debt securities | $55,702,000 | 2,147 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank |
| Total securities | $4,184,000 | 7,939 |
| U.S. Government securities | $3,665,000 | 7,629 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,665,000 | 7,471 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $519,000 | 1,481 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $256,000 | 6,435 |
| Certificates of participation in pools of residential mortgages | $256,000 | 6,015 |
| Issued or guaranteed by U.S. | $256,000 | 6,002 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,184,000 | 2,210 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $3,665,000 | 7,999 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank |
| Total securities | $806,000 | 8,745 |
| U.S. Government securities | $287,000 | 8,685 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $287,000 | 8,581 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $519,000 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $287,000 | 6,420 |
| Certificates of participation in pools of residential mortgages | $287,000 | 5,989 |
| Issued or guaranteed by U.S. | $287,000 | 5,970 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $806,000 | 3,486 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $287,000 | 8,799 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank |
| Total securities | $827,000 | 8,812 |
| U.S. Government securities | $311,000 | 8,743 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $311,000 | 8,631 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $516,000 | 1,547 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $311,000 | 6,429 |
| Certificates of participation in pools of residential mortgages | $311,000 | 6,004 |
| Issued or guaranteed by U.S. | $311,000 | 5,981 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $827,000 | 3,521 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $311,000 | 8,851 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank |
| Total securities | $948,000 | 8,820 |
| U.S. Government securities | $377,000 | 8,769 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $377,000 | 8,642 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $571,000 | 1,581 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $377,000 | 6,402 |
| Certificates of participation in pools of residential mortgages | $377,000 | 5,963 |
| Issued or guaranteed by U.S. | $377,000 | 5,937 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $948,000 | 3,458 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $377,000 | 8,884 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank |
| Total securities | $955,000 | 8,841 |
| U.S. Government securities | $441,000 | 8,775 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $441,000 | 8,642 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $514,000 | 1,632 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $441,000 | 6,384 |
| Certificates of participation in pools of residential mortgages | $441,000 | 5,919 |
| Issued or guaranteed by U.S. | $441,000 | 5,899 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $955,000 | 3,500 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $441,000 | 8,895 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank |
| Total securities | $17,728,000 | 5,025 |
| U.S. Government securities | $500,000 | 8,801 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $500,000 | 8,665 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $17,228,000 | 268 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $500,000 | 6,350 |
| Certificates of participation in pools of residential mortgages | $500,000 | 5,861 |
| Issued or guaranteed by U.S. | $500,000 | 5,843 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,728,000 | 1,009 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $500,000 | 8,927 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank |
| Total securities | $7,742,000 | 7,092 |
| U.S. Government securities | $564,000 | 8,822 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $564,000 | 8,684 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,178,000 | 547 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $564,000 | 6,274 |
| Certificates of participation in pools of residential mortgages | $564,000 | 5,748 |
| Issued or guaranteed by U.S. | $564,000 | 5,730 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,742,000 | 1,760 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $564,000 | 8,957 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank |
| Total securities | $1,192,000 | 9,088 |
| U.S. Government securities | $1,029,000 | 8,868 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,029,000 | 8,698 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $163,000 | 1,915 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,029,000 | 5,858 |
| Certificates of participation in pools of residential mortgages | $1,029,000 | 5,176 |
| Issued or guaranteed by U.S. | $1,029,000 | 5,152 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,192,000 | 3,678 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $1,029,000 | 9,053 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank |
| Total securities | $103,000 | 9,762 |
| U.S. Government securities | $0 | 9,633 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 9,486 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $103,000 | 6,770 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $103,000 | 5,438 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $0 | 9,692 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
