Home > Carter Bank & Trust > Securities
Carter Bank & Trust, Securities
| 2025-03-31 | Rank | |
| Total securities | $755,568,000 | 301 |
| U.S. Government securities | $272,961,000 | 476 |
| U.S. Treasury securities | $0 | 2,481 |
| U.S. Government agency obligations | $272,961,000 | 423 |
| Securities issued by states & political subdivisions | $226,820,000 | 160 |
| Other domestic debt securities | $245,609,000 | 137 |
| Privately issued residential mortgage-backed securities | $41,051,000 | 104 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $13,884,000 | 179 |
| Structured financial products - Total | $99,033,000 | 107 |
| Other domestic debt securities - All other | $63,773,000 | 167 |
| 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 | $298,212,000 | 344 |
| Mortgage-backed securities | $317,256,000 | 341 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $98,473,000 | 504 |
| Privately issued | $0 | 189 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $127,500,000 | 230 |
| Privately issued | $41,051,000 | 139 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $20,472,000 | 311 |
| Other commercial mortgage-backed securities | $29,760,000 | 253 |
| Held to maturity securities (book value) | $0 | 1,669 |
| Available-for-sale securities (fair market value) | $745,390,000 | 243 |
| Total debt securities | $745,390,000 | 297 |
| Structured notes | ||
| Amortized cost | $0 | 936 |
| Fair value | $0 | 936 |
| Trading account assets | $13,871,000 | 92 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $13,715,000 | 70 |
| 2024-12-31 | Rank | |
| Total securities | $728,441,000 | 300 |
| U.S. Government securities | $276,938,000 | 478 |
| U.S. Treasury securities | $0 | 2,543 |
| U.S. Government agency obligations | $276,938,000 | 412 |
| Securities issued by states & political subdivisions | $221,181,000 | 171 |
| Other domestic debt securities | $220,281,000 | 152 |
| Privately issued residential mortgage-backed securities | $18,171,000 | 180 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $14,292,000 | 177 |
| Structured financial products - Total | $104,229,000 | 104 |
| Other domestic debt securities - All other | $63,450,000 | 175 |
| 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 | $300,050,000 | 344 |
| Mortgage-backed securities | $288,298,000 | 356 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $96,153,000 | 515 |
| Privately issued | $0 | 197 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $130,417,000 | 220 |
| Privately issued | $18,171,000 | 198 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $21,587,000 | 291 |
| Other commercial mortgage-backed securities | $21,970,000 | 304 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $718,400,000 | 247 |
| Total debt securities | $718,400,000 | 298 |
| Structured notes | ||
| Amortized cost | $0 | 978 |
| Fair value | $0 | 977 |
| Trading account assets | $17,354,000 | 86 |
| Revaluation gains on off-balance sheet contracts | $0 | 2 |
| Revaluation losses on off-balance sheet contracts | $17,154,000 | 68 |
| 2024-09-30 | Rank | |
| Total securities | $747,842,000 | 294 |
| U.S. Government securities | $286,218,000 | 468 |
| U.S. Treasury securities | $0 | 2,583 |
| U.S. Government agency obligations | $286,218,000 | 411 |
| Securities issued by states & political subdivisions | $231,172,000 | 175 |
| Other domestic debt securities | $225,245,000 | 147 |
| Privately issued residential mortgage-backed securities | $21,445,000 | 174 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $14,836,000 | 181 |
| Structured financial products - Total | $106,310,000 | 98 |
| Other domestic debt securities - All other | $62,307,000 | 179 |
| 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 | $309,362,000 | 353 |
| Mortgage-backed securities | $300,535,000 | 347 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $98,809,000 | 504 |
| Privately issued | $0 | 200 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $134,973,000 | 215 |
| Privately issued | $21,445,000 | 190 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $23,041,000 | 282 |
| Other commercial mortgage-backed securities | $22,267,000 | 304 |
| Held to maturity securities (book value) | $0 | 1,702 |
| Available-for-sale securities (fair market value) | $742,635,000 | 241 |
| Total debt securities | $742,635,000 | 291 |
| Structured notes | ||
| Amortized cost | $0 | 1,000 |
| Fair value | $0 | 1,000 |
| Trading account assets | $13,754,000 | 92 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $13,654,000 | 73 |
| 2024-06-30 | Rank | |
| Total securities | $751,388,000 | 295 |
| U.S. Government securities | $290,673,000 | 457 |
| U.S. Treasury securities | $0 | 2,648 |
| U.S. Government agency obligations | $290,673,000 | 397 |
| Securities issued by states & political subdivisions | $220,262,000 | 178 |
| Other domestic debt securities | $235,390,000 | 146 |
| Privately issued residential mortgage-backed securities | $22,458,000 | 156 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $16,635,000 | 174 |
| Structured financial products - Total | $116,171,000 | 98 |
| Other domestic debt securities - All other | $60,213,000 | 183 |
| 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 | $308,151,000 | 351 |
| Mortgage-backed securities | $303,454,000 | 332 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $98,468,000 | 494 |
| Privately issued | $0 | 187 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $136,724,000 | 202 |
| Privately issued | $22,458,000 | 185 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $24,038,000 | 273 |
| Other commercial mortgage-backed securities | $21,766,000 | 297 |
| Held to maturity securities (book value) | $0 | 1,716 |
| Available-for-sale securities (fair market value) | $746,325,000 | 242 |
| Total debt securities | $746,325,000 | 291 |
| Structured notes | ||
| Amortized cost | $0 | 1,030 |
| Fair value | $0 | 1,030 |
| Trading account assets | $19,587,000 | 90 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $19,359,000 | 68 |
| 2024-03-31 | Rank | |
| Total securities | $768,832,000 | 297 |
| U.S. Government securities | $310,581,000 | 447 |
| U.S. Treasury securities | $0 | 2,737 |
| U.S. Government agency obligations | $310,581,000 | 406 |
| Securities issued by states & political subdivisions | $221,049,000 | 177 |
| Other domestic debt securities | $237,202,000 | 151 |
| Privately issued residential mortgage-backed securities | $18,002,000 | 190 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $17,689,000 | 173 |
| Structured financial products - Total | $121,585,000 | 96 |
| Other domestic debt securities - All other | $59,995,000 | 147 |
| 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 | $303,441,000 | 362 |
| Mortgage-backed securities | $309,142,000 | 335 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $99,784,000 | 498 |
| Privately issued | $0 | 224 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $140,339,000 | 197 |
| Privately issued | $18,002,000 | 162 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $29,120,000 | 240 |
| Other commercial mortgage-backed securities | $21,897,000 | 306 |
| Held to maturity securities (book value) | $0 | 1,732 |
| Available-for-sale securities (fair market value) | $768,832,000 | 241 |
| Total debt securities | $768,832,000 | 293 |
| Structured notes | ||
| Amortized cost | $0 | 1,052 |
| Fair value | $0 | 1,052 |
| Trading account assets | $19,722,000 | 87 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $19,496,000 | 71 |
| 2023-12-31 | Rank | |
| Total securities | $779,003,000 | 291 |
| U.S. Government securities | $319,025,000 | 444 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $319,025,000 | 395 |
| Securities issued by states & political subdivisions | $222,108,000 | 182 |
| Other domestic debt securities | $237,870,000 | 148 |
| Privately issued residential mortgage-backed securities | $18,615,000 | 199 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $18,462,000 | 169 |
| Structured financial products - Total | $121,544,000 | 95 |
| Other domestic debt securities - All other | $59,360,000 | 151 |
| 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 | $215,466,000 | 488 |
| Mortgage-backed securities | $313,702,000 | 333 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $99,150,000 | 512 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $142,918,000 | 183 |
| Privately issued | $18,615,000 | 165 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $31,163,000 | 235 |
| Other commercial mortgage-backed securities | $21,856,000 | 298 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $779,003,000 | 239 |
| Total debt securities | $779,003,000 | 287 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $17,437,000 | 86 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $17,225,000 | 74 |
| 2023-09-30 | Rank | |
| Total securities | $793,389,000 | 286 |
| U.S. Government securities | $338,118,000 | 431 |
| U.S. Treasury securities | $13,104,000 | 1,231 |
| U.S. Government agency obligations | $325,014,000 | 388 |
| Securities issued by states & political subdivisions | $222,644,000 | 177 |
| Other domestic debt securities | $232,627,000 | 154 |
| Privately issued residential mortgage-backed securities | $18,768,000 | 189 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $19,201,000 | 164 |
| Structured financial products - Total | $117,874,000 | 95 |
| Other domestic debt securities - All other | $57,524,000 | 159 |
| 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 | $213,010,000 | 487 |
| Mortgage-backed securities | $315,300,000 | 321 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $97,562,000 | 511 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $144,538,000 | 184 |
| Privately issued | $18,768,000 | 157 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $33,328,000 | 219 |
| Other commercial mortgage-backed securities | $21,104,000 | 316 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $793,389,000 | 236 |
| Total debt securities | $793,389,000 | 281 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $25,291,000 | 80 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $24,770,000 | 74 |
| 2023-06-30 | Rank | |
| Total securities | $821,370,000 | 282 |
| U.S. Government securities | $351,980,000 | 414 |
| U.S. Treasury securities | $13,174,000 | 1,244 |
| U.S. Government agency obligations | $338,806,000 | 381 |
| Securities issued by states & political subdivisions | $233,431,000 | 176 |
| Other domestic debt securities | $235,959,000 | 147 |
| Privately issued residential mortgage-backed securities | $19,283,000 | 193 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $19,746,000 | 161 |
| Structured financial products - Total | $118,976,000 | 93 |
| Other domestic debt securities - All other | $58,310,000 | 154 |
| 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 | $218,696,000 | 463 |
| Mortgage-backed securities | $326,225,000 | 319 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $100,163,000 | 518 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $149,794,000 | 177 |
| Privately issued | $19,283,000 | 158 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $35,402,000 | 207 |
| Other commercial mortgage-backed securities | $21,583,000 | 318 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $821,370,000 | 230 |
| Total debt securities | $821,370,000 | 277 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $21,101,000 | 78 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $20,814,000 | 69 |
| 2023-03-31 | Rank | |
| Total securities | $862,856,000 | 289 |
| U.S. Government securities | $382,407,000 | 398 |
| U.S. Treasury securities | $18,132,000 | 1,108 |
| U.S. Government agency obligations | $364,275,000 | 352 |
| Securities issued by states & political subdivisions | $237,239,000 | 182 |
| Other domestic debt securities | $243,210,000 | 155 |
| Privately issued residential mortgage-backed securities | $19,924,000 | 205 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $21,475,000 | 150 |
| Structured financial products - Total | $120,203,000 | 92 |
| Other domestic debt securities - All other | $61,733,000 | 156 |
| 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 | $224,816,000 | 433 |
| Mortgage-backed securities | $348,009,000 | 322 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $103,884,000 | 533 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $154,499,000 | 185 |
| Privately issued | $19,924,000 | 160 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $47,840,000 | 181 |
| Other commercial mortgage-backed securities | $21,862,000 | 325 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $862,856,000 | 235 |
| Total debt securities | $862,856,000 | 284 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $18,746,000 | 85 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $18,509,000 | 70 |
| 2022-12-31 | Rank | |
| Total securities | $836,273,000 | 300 |
| U.S. Government securities | $364,325,000 | 425 |
| U.S. Treasury securities | $17,866,000 | 1,148 |
| U.S. Government agency obligations | $346,459,000 | 364 |
| Securities issued by states & political subdivisions | $228,146,000 | 199 |
| Other domestic debt securities | $243,802,000 | 152 |
| Privately issued residential mortgage-backed securities | $20,825,000 | 200 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $23,029,000 | 138 |
| Structured financial products - Total | $118,354,000 | 95 |
| Other domestic debt securities - All other | $61,733,000 | 167 |
| 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 | $224,428,000 | 391 |
| Mortgage-backed securities | $337,381,000 | 333 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $103,685,000 | 534 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $155,797,000 | 190 |
| Privately issued | $20,825,000 | 152 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $34,675,000 | 226 |
| Other commercial mortgage-backed securities | $22,399,000 | 316 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $836,273,000 | 246 |
| Total debt securities | $836,273,000 | 296 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $22,973,000 | 86 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $22,542,000 | 75 |
| 2022-09-30 | Rank | |
| Total securities | $851,211,000 | 297 |
| U.S. Government securities | $438,068,000 | 365 |
| U.S. Treasury securities | $17,748,000 | 1,173 |
| U.S. Government agency obligations | $420,320,000 | 314 |
| Securities issued by states & political subdivisions | $228,655,000 | 196 |
| Other domestic debt securities | $184,488,000 | 184 |
| Privately issued residential mortgage-backed securities | $21,504,000 | 179 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $24,638,000 | 141 |
| Structured financial products - Total | $56,138,000 | 97 |
| Other domestic debt securities - All other | $62,414,000 | 168 |
| 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 | $227,558,000 | 368 |
| Mortgage-backed securities | $408,261,000 | 291 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $104,568,000 | 534 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $160,810,000 | 184 |
| Privately issued | $21,504,000 | 149 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $37,082,000 | 216 |
| Other commercial mortgage-backed securities | $84,297,000 | 150 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $851,211,000 | 241 |
| Total debt securities | $851,211,000 | 293 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $24,102,000 | 81 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $23,538,000 | 75 |
| 2022-06-30 | Rank | |
| Total securities | $907,034,000 | 294 |
| U.S. Government securities | $466,195,000 | 360 |
| U.S. Treasury securities | $18,275,000 | 1,156 |
| U.S. Government agency obligations | $447,920,000 | 315 |
| Securities issued by states & political subdivisions | $245,105,000 | 193 |
| Other domestic debt securities | $195,734,000 | 157 |
| Privately issued residential mortgage-backed securities | $23,219,000 | 169 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $25,574,000 | 141 |
| Structured financial products - Total | $56,859,000 | 62 |
| Other domestic debt securities - All other | $69,431,000 | 160 |
| 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 | $178,519,000 | 447 |
| Mortgage-backed securities | $435,013,000 | 288 |
| Certificates of participation in pools of residential mortgages | $110,437,000 | 531 |
| Issued or guaranteed by U.S. | $110,437,000 | 527 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $195,151,000 | 194 |
| CMOs issued by government agencies or sponsored agencies | $171,932,000 | 189 |
| Privately issued | $23,219,000 | 135 |
| Commercial mortgage-backed securities | $129,425,000 | 195 |
| Commercial mortgage pass-through securities | $40,351,000 | 214 |
| Other commercial mortgage-backed securities | $89,074,000 | 163 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $907,034,000 | 239 |
| Total debt securities | $907,034,000 | 290 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $17,836,000 | 79 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $17,567,000 | 68 |
| 2022-03-31 | Rank | |
| Total securities | $982,041,000 | 278 |
| U.S. Government securities | $508,306,000 | 334 |
| U.S. Treasury securities | $18,609,000 | 1,013 |
| U.S. Government agency obligations | $489,697,000 | 298 |
| Securities issued by states & political subdivisions | $270,743,000 | 178 |
| Other domestic debt securities | $202,992,000 | 154 |
| Privately issued residential mortgage-backed securities | $25,051,000 | 150 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $27,216,000 | 142 |
| Structured financial products - Total | $58,224,000 | 58 |
| Other domestic debt securities - All other | $70,930,000 | 149 |
| 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 | $164,687,000 | 456 |
| Mortgage-backed securities | $464,376,000 | 280 |
| Certificates of participation in pools of residential mortgages | $115,722,000 | 525 |
| Issued or guaranteed by U.S. | $115,722,000 | 521 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $211,797,000 | 185 |
| CMOs issued by government agencies or sponsored agencies | $186,746,000 | 183 |
| Privately issued | $25,051,000 | 123 |
| Commercial mortgage-backed securities | $136,857,000 | 192 |
| Commercial mortgage pass-through securities | $43,645,000 | 201 |
| Other commercial mortgage-backed securities | $93,212,000 | 163 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $982,041,000 | 237 |
| Total debt securities | $982,041,000 | 275 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $10,777,000 | 102 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $10,647,000 | 73 |
| 2021-12-31 | Rank | |
| Total securities | $922,400,000 | 287 |
| U.S. Government securities | $497,209,000 | 324 |
| U.S. Treasury securities | $4,413,000 | 1,467 |
| U.S. Government agency obligations | $492,796,000 | 302 |
| Securities issued by states & political subdivisions | $262,202,000 | 192 |
| Other domestic debt securities | $162,989,000 | 170 |
| Privately issued residential mortgage-backed securities | $9,760,000 | 237 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $29,173,000 | 136 |
| Structured financial products - Total | $52,690,000 | 56 |
| Other domestic debt securities - All other | $59,735,000 | 167 |
| 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 | $178,564,000 | 428 |
| Mortgage-backed securities | $401,795,000 | 314 |
| Certificates of participation in pools of residential mortgages | $110,013,000 | 544 |
| Issued or guaranteed by U.S. | $110,013,000 | 537 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $203,881,000 | 196 |
| CMOs issued by government agencies or sponsored agencies | $194,121,000 | 183 |
| Privately issued | $9,760,000 | 166 |
| Commercial mortgage-backed securities | $87,901,000 | 252 |
| Commercial mortgage pass-through securities | $4,168,000 | 768 |
| Other commercial mortgage-backed securities | $83,733,000 | 182 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $922,400,000 | 252 |
| Total debt securities | $922,400,000 | 285 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $3,508,000 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $3,682,000 | 102 |
| 2021-09-30 | Rank | |
| Total securities | $897,546,000 | 283 |
| U.S. Government securities | $468,784,000 | 332 |
| U.S. Treasury securities | $4,419,000 | 1,237 |
| U.S. Government agency obligations | $464,365,000 | 317 |
| Securities issued by states & political subdivisions | $231,907,000 | 205 |
| Other domestic debt securities | $196,855,000 | 135 |
| Privately issued residential mortgage-backed securities | $3,344,000 | 326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $90,538,000 | 72 |
| Structured financial products - Total | $49,664,000 | 51 |
| Other domestic debt securities - All other | $48,066,000 | 194 |
| 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 | $172,876,000 | 424 |
| Mortgage-backed securities | $361,096,000 | 339 |
| Certificates of participation in pools of residential mortgages | $83,898,000 | 634 |
| Issued or guaranteed by U.S. | $83,898,000 | 622 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $197,749,000 | 201 |
| CMOs issued by government agencies or sponsored agencies | $194,405,000 | 181 |
| Privately issued | $3,344,000 | 214 |
| Commercial mortgage-backed securities | $79,449,000 | 271 |
| Commercial mortgage pass-through securities | $4,222,000 | 755 |
| Other commercial mortgage-backed securities | $75,227,000 | 197 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $897,546,000 | 248 |
| Total debt securities | $897,546,000 | 280 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $3,351,000 | 158 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $3,426,000 | 105 |
| 2021-06-30 | Rank | |
| Total securities | $843,538,000 | 280 |
| U.S. Government securities | $427,267,000 | 332 |
| U.S. Treasury securities | $4,440,000 | 1,121 |
| U.S. Government agency obligations | $422,827,000 | 315 |
| Securities issued by states & political subdivisions | $229,734,000 | 200 |
| Other domestic debt securities | $186,537,000 | 136 |
| Privately issued residential mortgage-backed securities | $1,982,000 | 370 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $92,733,000 | 72 |
| Structured financial products - Total | $45,473,000 | 57 |
| Other domestic debt securities - All other | $41,058,000 | 210 |
| 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 | $145,932,000 | 484 |
| Mortgage-backed securities | $323,949,000 | 354 |
| Certificates of participation in pools of residential mortgages | $61,894,000 | 774 |
| Issued or guaranteed by U.S. | $61,894,000 | 758 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $191,233,000 | 195 |
| CMOs issued by government agencies or sponsored agencies | $189,251,000 | 183 |
| Privately issued | $1,982,000 | 230 |
| Commercial mortgage-backed securities | $70,822,000 | 275 |
| Commercial mortgage pass-through securities | $2,245,000 | 968 |
| Other commercial mortgage-backed securities | $68,577,000 | 197 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $843,538,000 | 251 |
| Total debt securities | $843,538,000 | 277 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $2,772,000 | 163 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,882,000 | 108 |
| 2021-03-31 | Rank | |
| Total securities | $780,032,000 | 285 |
| U.S. Government securities | $393,896,000 | 323 |
| U.S. Treasury securities | $2,360,000 | 1,079 |
| U.S. Government agency obligations | $391,536,000 | 307 |
| Securities issued by states & political subdivisions | $210,315,000 | 209 |
| Other domestic debt securities | $175,821,000 | 127 |
| Privately issued residential mortgage-backed securities | $2,243,000 | 354 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $107,443,000 | 65 |
| Structured financial products - Total | $30,056,000 | 53 |
| Other domestic debt securities - All other | $29,312,000 | 268 |
| 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 | $153,747,000 | 445 |
| Mortgage-backed securities | $293,589,000 | 352 |
| Certificates of participation in pools of residential mortgages | $33,454,000 | 1,111 |
| Issued or guaranteed by U.S. | $33,454,000 | 1,083 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $186,511,000 | 193 |
| CMOs issued by government agencies or sponsored agencies | $184,268,000 | 182 |
| Privately issued | $2,243,000 | 218 |
| Commercial mortgage-backed securities | $73,624,000 | 261 |
| Commercial mortgage pass-through securities | $5,285,000 | 660 |
| Other commercial mortgage-backed securities | $68,339,000 | 182 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $780,032,000 | 256 |
| Total debt securities | $780,032,000 | 281 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $3,295,000 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $3,129,000 | 112 |
| 2020-12-31 | Rank | |
| Total securities | $778,679,000 | 269 |
| U.S. Government securities | $358,107,000 | 323 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $358,107,000 | 307 |
| Securities issued by states & political subdivisions | $252,622,000 | 163 |
| Other domestic debt securities | $167,950,000 | 126 |
| Privately issued residential mortgage-backed securities | $2,511,000 | 320 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $98,283,000 | 65 |
| Structured financial products - Total | $35,274,000 | 48 |
| Other domestic debt securities - All other | $24,825,000 | 288 |
| 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 | $145,956,000 | 450 |
| Mortgage-backed securities | $268,530,000 | 346 |
| Certificates of participation in pools of residential mortgages | $44,724,000 | 842 |
| Issued or guaranteed by U.S. | $44,724,000 | 827 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $187,690,000 | 188 |
| CMOs issued by government agencies or sponsored agencies | $185,179,000 | 173 |
| Privately issued | $2,511,000 | 207 |
| Commercial mortgage-backed securities | $36,116,000 | 367 |
| Commercial mortgage pass-through securities | $5,447,000 | 616 |
| Other commercial mortgage-backed securities | $30,669,000 | 267 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $778,679,000 | 244 |
| Total debt securities | $778,679,000 | 263 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $4,493,000 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $4,756,000 | 107 |
| 2020-09-30 | Rank | |
| Total securities | $777,986,000 | 257 |
| U.S. Government securities | $376,265,000 | 290 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $376,265,000 | 277 |
| Securities issued by states & political subdivisions | $236,099,000 | 162 |
| Other domestic debt securities | $164,868,000 | 127 |
| Privately issued residential mortgage-backed securities | $2,932,000 | 309 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $94,715,000 | 65 |
| Structured financial products - Total | $34,868,000 | 44 |
| Other domestic debt securities - All other | $25,073,000 | 268 |
| Foreign debt securities | $754,000 | 203 |
| 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 | $126,400,000 | 489 |
| Mortgage-backed securities | $289,363,000 | 311 |
| Certificates of participation in pools of residential mortgages | $41,416,000 | 842 |
| Issued or guaranteed by U.S. | $41,416,000 | 824 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $189,493,000 | 176 |
| CMOs issued by government agencies or sponsored agencies | $186,561,000 | 168 |
| Privately issued | $2,932,000 | 186 |
| Commercial mortgage-backed securities | $58,454,000 | 265 |
| Commercial mortgage pass-through securities | $10,830,000 | 398 |
| Other commercial mortgage-backed securities | $47,624,000 | 210 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $777,986,000 | 234 |
| Total debt securities | $777,986,000 | 252 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $4,764,000 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $5,098,000 | 105 |
| 2020-06-30 | Rank | |
| Total securities | $749,029,000 | 252 |
| U.S. Government securities | $391,756,000 | 288 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $391,756,000 | 273 |
| Securities issued by states & political subdivisions | $209,205,000 | 166 |
| Other domestic debt securities | $147,328,000 | 138 |
| Privately issued residential mortgage-backed securities | $3,559,000 | 269 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $84,642,000 | 63 |
| Structured financial products - Total | $33,958,000 | 43 |
| Other domestic debt securities - All other | $17,792,000 | 334 |
| Foreign debt securities | $740,000 | 201 |
| 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 | $124,483,000 | 492 |
| Mortgage-backed securities | $304,575,000 | 293 |
| Certificates of participation in pools of residential mortgages | $54,414,000 | 662 |
| Issued or guaranteed by U.S. | $54,414,000 | 647 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $166,279,000 | 191 |
| CMOs issued by government agencies or sponsored agencies | $162,720,000 | 181 |
| Privately issued | $3,559,000 | 166 |
| Commercial mortgage-backed securities | $83,882,000 | 213 |
| Commercial mortgage pass-through securities | $10,883,000 | 397 |
| Other commercial mortgage-backed securities | $72,999,000 | 163 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $749,029,000 | 228 |
| Total debt securities | $749,029,000 | 247 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $3,352,000 | 161 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $3,600,000 | 110 |
| 2020-03-31 | Rank | |
| Total securities | $729,973,000 | 249 |
| U.S. Government securities | $413,808,000 | 277 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $413,808,000 | 260 |
| Securities issued by states & political subdivisions | $181,853,000 | 173 |
| Other domestic debt securities | $133,596,000 | 146 |
| Privately issued residential mortgage-backed securities | $4,303,000 | 257 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $76,000,000 | 58 |
| Structured financial products - Total | $31,885,000 | 46 |
| Other domestic debt securities - All other | $14,101,000 | 360 |
| Foreign debt securities | $716,000 | 209 |
| 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 | $124,541,000 | 475 |
| Mortgage-backed securities | $322,130,000 | 283 |
| Certificates of participation in pools of residential mortgages | $54,891,000 | 657 |
| Issued or guaranteed by U.S. | $54,891,000 | 640 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $174,094,000 | 187 |
| CMOs issued by government agencies or sponsored agencies | $169,791,000 | 184 |
| Privately issued | $4,303,000 | 149 |
| Commercial mortgage-backed securities | $93,145,000 | 205 |
| Commercial mortgage pass-through securities | $14,564,000 | 307 |
| Other commercial mortgage-backed securities | $78,581,000 | 159 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $729,973,000 | 228 |
| Total debt securities | $729,973,000 | 244 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $1,856,000 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,996,000 | 113 |
| 2019-12-31 | Rank | |
| Total securities | $742,617,000 | 246 |
| U.S. Government securities | $458,584,000 | 263 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $458,584,000 | 248 |
| Securities issued by states & political subdivisions | $148,480,000 | 193 |
| Other domestic debt securities | $134,798,000 | 139 |
| Privately issued residential mortgage-backed securities | $3,313,000 | 271 |
| Commercial mortgage-backed securities - Total | $7,713,000 | 100 |
| Asset backed securities | $76,368,000 | 57 |
| Structured financial products - Total | $33,271,000 | 48 |
| Other domestic debt securities - All other | $14,133,000 | 342 |
| Foreign debt securities | $755,000 | 193 |
| 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 | $150,552,000 | 400 |
| Mortgage-backed securities | $363,874,000 | 261 |
| Certificates of participation in pools of residential mortgages | $52,644,000 | 656 |
| Issued or guaranteed by U.S. | $52,644,000 | 641 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $177,009,000 | 188 |
| CMOs issued by government agencies or sponsored agencies | $173,696,000 | 184 |
| Privately issued | $3,313,000 | 169 |
| Commercial mortgage-backed securities | $134,221,000 | 164 |
| Commercial mortgage pass-through securities | $19,006,000 | 264 |
| Other commercial mortgage-backed securities | $115,215,000 | 132 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $742,617,000 | 222 |
| Total debt securities | $742,617,000 | 243 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $625,000 | 181 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $674,000 | 114 |
| 2019-09-30 | Rank | |
| Total securities | $734,453,000 | 241 |
| U.S. Government securities | $500,116,000 | 249 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $500,116,000 | 234 |
| Securities issued by states & political subdivisions | $103,888,000 | 284 |
| Other domestic debt securities | $129,698,000 | 138 |
| Privately issued residential mortgage-backed securities | $9,949,000 | 170 |
| Commercial mortgage-backed securities - Total | $8,422,000 | 99 |
| Asset backed securities | $66,903,000 | 65 |
| Structured financial products - Total | $30,307,000 | 45 |
| Other domestic debt securities - All other | $14,117,000 | 334 |
| Foreign debt securities | $751,000 | 202 |
| 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 | $90,461,000 | 579 |
| Mortgage-backed securities | $351,424,000 | 253 |
| Certificates of participation in pools of residential mortgages | $53,561,000 | 636 |
| Issued or guaranteed by U.S. | $53,561,000 | 620 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $179,118,000 | 190 |
| CMOs issued by government agencies or sponsored agencies | $169,169,000 | 183 |
| Privately issued | $9,949,000 | 110 |
| Commercial mortgage-backed securities | $118,745,000 | 174 |
| Commercial mortgage pass-through securities | $11,206,000 | 387 |
| Other commercial mortgage-backed securities | $107,539,000 | 133 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $734,453,000 | 216 |
| Total debt securities | $734,453,000 | 237 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $772,000 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $839,000 | 113 |
| 2019-06-30 | Rank | |
| Total securities | $803,673,000 | 228 |
| U.S. Government securities | $613,946,000 | 221 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $613,946,000 | 209 |
| Securities issued by states & political subdivisions | $92,434,000 | 328 |
| Other domestic debt securities | $96,544,000 | 154 |
| Privately issued residential mortgage-backed securities | $3,677,000 | 246 |
| Commercial mortgage-backed securities - Total | $8,391,000 | 94 |
| Asset backed securities | $57,198,000 | 71 |
| Structured financial products - Total | $13,185,000 | 61 |
| Other domestic debt securities - All other | $14,093,000 | 335 |
| Foreign debt securities | $749,000 | 214 |
| 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 | $243,889,000 | 260 |
| Mortgage-backed securities | $276,403,000 | 299 |
| Certificates of participation in pools of residential mortgages | $54,617,000 | 629 |
| Issued or guaranteed by U.S. | $54,617,000 | 624 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $140,184,000 | 207 |
| CMOs issued by government agencies or sponsored agencies | $136,507,000 | 205 |
| Privately issued | $3,677,000 | 166 |
| Commercial mortgage-backed securities | $81,602,000 | 210 |
| Commercial mortgage pass-through securities | $10,905,000 | 394 |
| Other commercial mortgage-backed securities | $70,697,000 | 161 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $803,673,000 | 198 |
| Total debt securities | $803,673,000 | 224 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $639,000 | 187 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $693,000 | 120 |
| 2019-03-31 | Rank | |
| Total securities | $798,669,000 | 230 |
| U.S. Government securities | $550,358,000 | 245 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $550,358,000 | 225 |
| Securities issued by states & political subdivisions | $159,657,000 | 180 |
| Other domestic debt securities | $87,904,000 | 155 |
| Privately issued residential mortgage-backed securities | $4,365,000 | 232 |
| Commercial mortgage-backed securities - Total | $3,487,000 | 110 |
| Asset backed securities | $55,959,000 | 69 |
| Structured financial products - Total | $10,122,000 | 61 |
| Other domestic debt securities - All other | $13,971,000 | 342 |
| Foreign debt securities | $750,000 | 228 |
| 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 | $247,028,000 | 267 |
| Mortgage-backed securities | $196,586,000 | 372 |
| Certificates of participation in pools of residential mortgages | $60,513,000 | 587 |
| Issued or guaranteed by U.S. | $60,513,000 | 585 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $92,804,000 | 277 |
| CMOs issued by government agencies or sponsored agencies | $88,439,000 | 265 |
| Privately issued | $4,365,000 | 159 |
| Commercial mortgage-backed securities | $43,269,000 | 275 |
| Commercial mortgage pass-through securities | $16,657,000 | 301 |
| Other commercial mortgage-backed securities | $26,612,000 | 244 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $798,669,000 | 203 |
| Total debt securities | $798,669,000 | 226 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $415,000 | 191 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $452,000 | 125 |
| 2018-12-31 | Rank | |
| Total securities | $782,758,000 | 232 |
| U.S. Government securities | $528,215,000 | 246 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $528,215,000 | 232 |
| Securities issued by states & political subdivisions | $167,474,000 | 179 |
| Other domestic debt securities | $86,330,000 | 156 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $893,000 | 136 |
| Asset backed securities | $48,891,000 | 72 |
| Structured financial products - Total | $9,970,000 | 56 |
| Other domestic debt securities - All other | $26,576,000 | 193 |
| Foreign debt securities | $739,000 | 232 |
| 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 | $249,381,000 | 264 |
| Mortgage-backed securities | $169,482,000 | 418 |
| Certificates of participation in pools of residential mortgages | $56,825,000 | 614 |
| Issued or guaranteed by U.S. | $56,825,000 | 611 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $76,819,000 | 307 |
| CMOs issued by government agencies or sponsored agencies | $76,819,000 | 290 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $35,838,000 | 297 |
| Commercial mortgage pass-through securities | $14,046,000 | 315 |
| Other commercial mortgage-backed securities | $21,792,000 | 264 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $782,758,000 | 205 |
| Total debt securities | $782,758,000 | 228 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $281,000 | 198 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $308,000 | 126 |
| 2018-09-30 | Rank | |
| Total securities | $785,128,000 | 227 |
| U.S. Government securities | $529,260,000 | 247 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $529,260,000 | 232 |
| Securities issued by states & political subdivisions | $169,701,000 | 177 |
| Other domestic debt securities | $85,418,000 | 154 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $1,089,000 | 119 |
| Asset backed securities | $47,618,000 | 70 |
| Structured financial products - Total | $10,236,000 | 57 |
| Other domestic debt securities - All other | $26,475,000 | 190 |
| Foreign debt securities | $749,000 | 226 |
| 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 | $246,685,000 | 269 |
| Mortgage-backed securities | $178,042,000 | 402 |
| Certificates of participation in pools of residential mortgages | $59,452,000 | 594 |
| Issued or guaranteed by U.S. | $59,452,000 | 593 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $82,849,000 | 295 |
| CMOs issued by government agencies or sponsored agencies | $82,849,000 | 278 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $35,741,000 | 300 |
| Commercial mortgage pass-through securities | $13,791,000 | 322 |
| Other commercial mortgage-backed securities | $21,950,000 | 251 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $785,128,000 | 204 |
| Total debt securities | $785,128,000 | 222 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $865,689,000 | 214 |
| U.S. Government securities | $570,512,000 | 234 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $570,512,000 | 220 |
| Securities issued by states & political subdivisions | $222,486,000 | 132 |
| Other domestic debt securities | $71,945,000 | 177 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $1,381,000 | 106 |
| Asset backed securities | $44,069,000 | 74 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $26,495,000 | 197 |
| Foreign debt securities | $746,000 | 226 |
| 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 | $293,791,000 | 234 |
| Mortgage-backed securities | $189,692,000 | 379 |
| Certificates of participation in pools of residential mortgages | $64,077,000 | 582 |
| Issued or guaranteed by U.S. | $64,077,000 | 575 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $86,273,000 | 286 |
| CMOs issued by government agencies or sponsored agencies | $86,273,000 | 272 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $39,342,000 | 272 |
| Commercial mortgage pass-through securities | $13,904,000 | 303 |
| Other commercial mortgage-backed securities | $25,438,000 | 223 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $865,689,000 | 188 |
| Total debt securities | $865,689,000 | 209 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $954,127,000 | 196 |
| U.S. Government securities | $584,898,000 | 224 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $584,898,000 | 215 |
| Securities issued by states & political subdivisions | $258,473,000 | 114 |
| Other domestic debt securities | $85,097,000 | 149 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $1,592,000 | 106 |
| Asset backed securities | $42,352,000 | 73 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $41,153,000 | 149 |
| Foreign debt securities | $25,659,000 | 42 |
| 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 | $294,062,000 | 240 |
| Mortgage-backed securities | $196,445,000 | 376 |
| Certificates of participation in pools of residential mortgages | $65,494,000 | 576 |
| Issued or guaranteed by U.S. | $65,494,000 | 576 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $88,433,000 | 276 |
| CMOs issued by government agencies or sponsored agencies | $88,433,000 | 260 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $42,518,000 | 243 |
| Commercial mortgage pass-through securities | $16,606,000 | 216 |
| Other commercial mortgage-backed securities | $25,912,000 | 219 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $954,127,000 | 172 |
| Total debt securities | $954,127,000 | 192 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $947,201,000 | 193 |
| U.S. Government securities | $511,864,000 | 241 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $511,864,000 | 231 |
| Securities issued by states & political subdivisions | $306,963,000 | 98 |
| Other domestic debt securities | $93,482,000 | 142 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $1,943,000 | 98 |
| Asset backed securities | $16,867,000 | 105 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $74,672,000 | 81 |
| Foreign debt securities | $34,892,000 | 35 |
| 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 | $295,784,000 | 238 |
| Mortgage-backed securities | $146,882,000 | 466 |
| Certificates of participation in pools of residential mortgages | $48,472,000 | 749 |
| Issued or guaranteed by U.S. | $48,472,000 | 749 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $61,594,000 | 347 |
| CMOs issued by government agencies or sponsored agencies | $61,594,000 | 326 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $36,816,000 | 259 |
| Commercial mortgage pass-through securities | $11,908,000 | 264 |
| Other commercial mortgage-backed securities | $24,908,000 | 217 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $947,201,000 | 166 |
| Total debt securities | $947,201,000 | 187 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $882,997,000 | 207 |
| U.S. Government securities | $436,491,000 | 270 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $436,491,000 | 263 |
| Securities issued by states & political subdivisions | $278,762,000 | 109 |
| Other domestic debt securities | $115,318,000 | 122 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $6,642,000 | 142 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $108,676,000 | 64 |
| Foreign debt securities | $52,426,000 | 31 |
| 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 | $297,700,000 | 248 |
| Mortgage-backed securities | $79,384,000 | 769 |
| Certificates of participation in pools of residential mortgages | $42,514,000 | 855 |
| Issued or guaranteed by U.S. | $42,514,000 | 855 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $21,331,000 | 699 |
| CMOs issued by government agencies or sponsored agencies | $21,331,000 | 667 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $15,539,000 | 402 |
| Commercial mortgage pass-through securities | $2,057,000 | 660 |
| Other commercial mortgage-backed securities | $13,482,000 | 279 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $882,997,000 | 177 |
| Total debt securities | $882,997,000 | 203 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $823,063,000 | 218 |
| U.S. Government securities | $338,102,000 | 328 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $338,102,000 | 315 |
| Securities issued by states & political subdivisions | $281,019,000 | 107 |
| Other domestic debt securities | $136,015,000 | 111 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $136,015,000 | 53 |
| Foreign debt securities | $67,927,000 | 28 |
| 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 | $322,892,000 | 223 |
| Mortgage-backed securities | $210,000 | 4,466 |
| Certificates of participation in pools of residential mortgages | $210,000 | 4,280 |
| Issued or guaranteed by U.S. | $210,000 | 4,275 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $823,063,000 | 69 |
| Available-for-sale securities (fair market value) | $0 | 5,348 |
| Total debt securities | $823,063,000 | 214 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $837,189,000 | 216 |
| U.S. Government securities | $338,112,000 | 332 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $338,112,000 | 318 |
| Securities issued by states & political subdivisions | $280,273,000 | 109 |
| Other domestic debt securities | $146,360,000 | 108 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $146,360,000 | 48 |
| Foreign debt securities | $72,444,000 | 27 |
| 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 | $337,891,000 | 223 |
| Mortgage-backed securities | $220,000 | 4,524 |
| Certificates of participation in pools of residential mortgages | $220,000 | 4,334 |
| Issued or guaranteed by U.S. | $220,000 | 4,330 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $837,189,000 | 70 |
| Available-for-sale securities (fair market value) | $0 | 5,415 |
| Total debt securities | $837,189,000 | 212 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $879,694,000 | 201 |
| U.S. Government securities | $303,119,000 | 343 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $303,119,000 | 329 |
| Securities issued by states & political subdivisions | $299,935,000 | 94 |
| Other domestic debt securities | $192,181,000 | 92 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $192,181,000 | 40 |
| Foreign debt securities | $84,459,000 | 27 |
| 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 | $302,891,000 | 235 |
| Mortgage-backed securities | $228,000 | 4,553 |
| Certificates of participation in pools of residential mortgages | $228,000 | 4,365 |
| Issued or guaranteed by U.S. | $228,000 | 4,360 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $879,694,000 | 68 |
| Available-for-sale securities (fair market value) | $0 | 5,466 |
| Total debt securities | $879,694,000 | 197 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $922,638,000 | 189 |
| U.S. Government securities | $303,127,000 | 352 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $303,127,000 | 336 |
| Securities issued by states & political subdivisions | $310,592,000 | 91 |
| Other domestic debt securities | $308,919,000 | 72 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $308,919,000 | 36 |
| 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 | $302,890,000 | 232 |
| Mortgage-backed securities | $237,000 | 4,591 |
| Certificates of participation in pools of residential mortgages | $237,000 | 4,399 |
| Issued or guaranteed by U.S. | $237,000 | 4,396 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $922,638,000 | 66 |
| Available-for-sale securities (fair market value) | $0 | 5,526 |
| Total debt securities | $922,637,000 | 185 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $992,017,000 | 182 |
| U.S. Government securities | $304,284,000 | 350 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $304,284,000 | 332 |
| Securities issued by states & political subdivisions | $320,183,000 | 86 |
| Other domestic debt securities | $367,550,000 | 68 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $367,550,000 | 29 |
| 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 | $304,037,000 | 227 |
| Mortgage-backed securities | $247,000 | 4,638 |
| Certificates of participation in pools of residential mortgages | $247,000 | 4,449 |
| Issued or guaranteed by U.S. | $247,000 | 4,443 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $992,017,000 | 65 |
| Available-for-sale securities (fair market value) | $0 | 5,605 |
| Total debt securities | $992,017,000 | 179 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $1,309,046,000 | 145 |
| U.S. Government securities | $582,431,000 | 210 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $582,431,000 | 205 |
| Securities issued by states & political subdivisions | $323,932,000 | 86 |
| Other domestic debt securities | $402,683,000 | 62 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $402,683,000 | 27 |
| 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 | $582,152,000 | 134 |
| Mortgage-backed securities | $279,000 | 4,665 |
| Certificates of participation in pools of residential mortgages | $279,000 | 4,466 |
| Issued or guaranteed by U.S. | $279,000 | 4,462 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $1,309,046,000 | 54 |
| Available-for-sale securities (fair market value) | $0 | 5,655 |
| Total debt securities | $1,309,046,000 | 144 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $1,422,101,000 | 137 |
| U.S. Government securities | $681,413,000 | 191 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $681,413,000 | 181 |
| Securities issued by states & political subdivisions | $331,765,000 | 84 |
| Other domestic debt securities | $408,923,000 | 52 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $408,923,000 | 24 |
| 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 | $681,125,000 | 125 |
| Mortgage-backed securities | $288,000 | 4,699 |
| Certificates of participation in pools of residential mortgages | $288,000 | 4,495 |
| Issued or guaranteed by U.S. | $288,000 | 4,492 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $1,422,101,000 | 52 |
| Available-for-sale securities (fair market value) | $0 | 5,708 |
| Total debt securities | $1,422,101,000 | 137 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $1,450,684,000 | 133 |
| U.S. Government securities | $681,403,000 | 186 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $681,403,000 | 179 |
| Securities issued by states & political subdivisions | $340,811,000 | 79 |
| Other domestic debt securities | $428,470,000 | 51 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $428,470,000 | 24 |
| 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 | $681,105,000 | 123 |
| Mortgage-backed securities | $298,000 | 4,764 |
| Certificates of participation in pools of residential mortgages | $298,000 | 4,551 |
| Issued or guaranteed by U.S. | $298,000 | 4,547 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $1,450,684,000 | 50 |
| Available-for-sale securities (fair market value) | $0 | 5,787 |
| Total debt securities | $1,450,684,000 | 133 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $1,597,163,000 | 123 |
| U.S. Government securities | $1,140,417,000 | 121 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $1,140,417,000 | 117 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $456,746,000 | 50 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $456,746,000 | 21 |
| 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 | $791,136,000 | 113 |
| Mortgage-backed securities | $308,000 | 4,837 |
| Certificates of participation in pools of residential mortgages | $308,000 | 4,624 |
| Issued or guaranteed by U.S. | $308,000 | 4,620 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $1,597,163,000 | 47 |
| Available-for-sale securities (fair market value) | $0 | 5,863 |
| Total debt securities | $1,597,163,000 | 123 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $1,751,099,000 | 118 |
| U.S. Government securities | $1,256,709,000 | 115 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $1,256,709,000 | 109 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $494,390,000 | 49 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $494,390,000 | 22 |
| 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 | $902,717,000 | 108 |
| Mortgage-backed securities | $319,000 | 4,885 |
| Certificates of participation in pools of residential mortgages | $319,000 | 4,670 |
| Issued or guaranteed by U.S. | $319,000 | 4,663 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $1,751,099,000 | 44 |
| Available-for-sale securities (fair market value) | $0 | 5,927 |
| Total debt securities | $1,751,099,000 | 118 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $1,828,264,000 | 112 |
| U.S. Government securities | $953,066,000 | 135 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $953,066,000 | 130 |
| Securities issued by states & political subdivisions | $358,102,000 | 69 |
| Other domestic debt securities | $517,096,000 | 48 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $517,096,000 | 22 |
| 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 | $445,313,000 | 165 |
| Mortgage-backed securities | $368,000 | 4,948 |
| Certificates of participation in pools of residential mortgages | $368,000 | 4,715 |
| Issued or guaranteed by U.S. | $368,000 | 4,710 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $1,828,264,000 | 42 |
| Available-for-sale securities (fair market value) | $0 | 6,022 |
| Total debt securities | $1,828,264,000 | 112 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $1,854,320,000 | 111 |
| U.S. Government securities | $968,062,000 | 129 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $968,062,000 | 126 |
| Securities issued by states & political subdivisions | $364,537,000 | 66 |
| Other domestic debt securities | $521,721,000 | 47 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $521,721,000 | 22 |
| 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 | $435,294,000 | 166 |
| Mortgage-backed securities | $383,000 | 5,023 |
| Certificates of participation in pools of residential mortgages | $383,000 | 4,796 |
| Issued or guaranteed by U.S. | $383,000 | 4,792 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $1,854,320,000 | 40 |
| Available-for-sale securities (fair market value) | $0 | 6,094 |
| Total debt securities | $1,854,319,000 | 111 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $1,879,023,000 | 112 |
| U.S. Government securities | $968,054,000 | 129 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $968,054,000 | 126 |
| Securities issued by states & political subdivisions | $374,480,000 | 64 |
| Other domestic debt securities | $536,489,000 | 47 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $536,489,000 | 22 |
| 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 | $435,715,000 | 160 |
| Mortgage-backed securities | $394,000 | 5,069 |
| Certificates of participation in pools of residential mortgages | $394,000 | 4,840 |
| Issued or guaranteed by U.S. | $394,000 | 4,837 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $1,879,023,000 | 40 |
| Available-for-sale securities (fair market value) | $0 | 6,156 |
| Total debt securities | $1,879,023,000 | 112 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $1,903,517,000 | 109 |
| U.S. Government securities | $968,046,000 | 132 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $968,046,000 | 129 |
| Securities issued by states & political subdivisions | $377,552,000 | 61 |
| Other domestic debt securities | $557,919,000 | 47 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $557,919,000 | 20 |
| 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 | $435,256,000 | 165 |
| Mortgage-backed securities | $406,000 | 5,112 |
| Certificates of participation in pools of residential mortgages | $406,000 | 4,874 |
| Issued or guaranteed by U.S. | $406,000 | 4,870 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $1,903,517,000 | 39 |
| Available-for-sale securities (fair market value) | $0 | 6,227 |
| Total debt securities | $1,903,517,000 | 109 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $1,920,420,000 | 109 |
| U.S. Government securities | $968,041,000 | 132 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $968,041,000 | 129 |
| Securities issued by states & political subdivisions | $382,347,000 | 59 |
| Other domestic debt securities | $570,032,000 | 47 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $570,032,000 | 20 |
| 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 | $976,550,000 | 101 |
| Mortgage-backed securities | $419,000 | 5,147 |
| Certificates of participation in pools of residential mortgages | $419,000 | 4,899 |
| Issued or guaranteed by U.S. | $419,000 | 4,895 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $1,920,420,000 | 36 |
| Available-for-sale securities (fair market value) | $0 | 6,303 |
| Total debt securities | $1,920,420,000 | 109 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $1,941,388,000 | 106 |
| U.S. Government securities | $975,495,000 | 130 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $975,495,000 | 128 |
| Securities issued by states & political subdivisions | $382,467,000 | 57 |
| Other domestic debt securities | $583,426,000 | 49 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $583,426,000 | 20 |
| 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 | $975,053,000 | 99 |
| Mortgage-backed securities | $442,000 | 5,174 |
| Certificates of participation in pools of residential mortgages | $442,000 | 4,920 |
| Issued or guaranteed by U.S. | $442,000 | 4,915 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $1,941,388,000 | 34 |
| Available-for-sale securities (fair market value) | $0 | 6,372 |
| Total debt securities | $1,941,387,000 | 106 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $1,952,530,000 | 110 |
| U.S. Government securities | $975,489,000 | 131 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $975,489,000 | 129 |
| Securities issued by states & political subdivisions | $390,149,000 | 55 |
| Other domestic debt securities | $586,892,000 | 45 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $586,892,000 | 20 |
| 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 | $975,034,000 | 92 |
| Mortgage-backed securities | $455,000 | 5,180 |
| Certificates of participation in pools of residential mortgages | $455,000 | 4,909 |
| Issued or guaranteed by U.S. | $455,000 | 4,904 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $1,952,530,000 | 27 |
| Available-for-sale securities (fair market value) | $0 | 6,421 |
| Total debt securities | $1,952,530,000 | 108 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $1,844,016,000 | 113 |
| U.S. Government securities | $897,752,000 | 142 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $897,752,000 | 139 |
| Securities issued by states & political subdivisions | $360,323,000 | 56 |
| Other domestic debt securities | $585,941,000 | 47 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $585,941,000 | 20 |
| 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 | $897,284,000 | 98 |
| Mortgage-backed securities | $468,000 | 5,231 |
| Certificates of participation in pools of residential mortgages | $468,000 | 4,946 |
| Issued or guaranteed by U.S. | $468,000 | 4,942 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $1,844,016,000 | 24 |
| Available-for-sale securities (fair market value) | $0 | 6,494 |
| Total debt securities | $1,844,016,000 | 113 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $1,760,974,000 | 114 |
| U.S. Government securities | $911,356,000 | 138 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $911,356,000 | 137 |
| Securities issued by states & political subdivisions | $343,006,000 | 60 |
| Other domestic debt securities | $506,612,000 | 50 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $506,612,000 | 20 |
| 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 | $910,807,000 | 98 |
| Mortgage-backed securities | $549,000 | 5,230 |
| Certificates of participation in pools of residential mortgages | $549,000 | 4,927 |
| Issued or guaranteed by U.S. | $549,000 | 4,926 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $1,760,974,000 | 23 |
| Available-for-sale securities (fair market value) | $0 | 6,540 |
| Total debt securities | $1,760,974,000 | 114 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $1,505,834,000 | 127 |
| U.S. Government securities | $708,995,000 | 162 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $708,995,000 | 160 |
| Securities issued by states & political subdivisions | $310,569,000 | 61 |
| Other domestic debt securities | $486,270,000 | 54 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $486,270,000 | 22 |
| 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 | $708,419,000 | 114 |
| Mortgage-backed securities | $576,000 | 5,320 |
| Certificates of participation in pools of residential mortgages | $576,000 | 5,028 |
| Issued or guaranteed by U.S. | $576,000 | 5,023 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $1,505,834,000 | 28 |
| Available-for-sale securities (fair market value) | $0 | 6,625 |
| Total debt securities | $1,505,834,000 | 125 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $1,391,156,000 | 132 |
| U.S. Government securities | $599,743,000 | 191 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $599,743,000 | 186 |
| Securities issued by states & political subdivisions | $306,707,000 | 59 |
| Other domestic debt securities | $484,706,000 | 54 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $484,706,000 | 23 |
| 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 | $599,153,000 | 129 |
| Mortgage-backed securities | $590,000 | 5,349 |
| Certificates of participation in pools of residential mortgages | $590,000 | 5,038 |
| Issued or guaranteed by U.S. | $590,000 | 5,033 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $1,391,156,000 | 29 |
| Available-for-sale securities (fair market value) | $0 | 6,685 |
| Total debt securities | $1,391,156,000 | 132 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $1,254,445,000 | 144 |
| U.S. Government securities | $479,619,000 | 251 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $479,619,000 | 246 |
| Securities issued by states & political subdivisions | $300,610,000 | 56 |
| Other domestic debt securities | $474,216,000 | 53 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $474,216,000 | 22 |
| 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 | $479,014,000 | 159 |
| Mortgage-backed securities | $605,000 | 5,365 |
| Certificates of participation in pools of residential mortgages | $605,000 | 5,047 |
| Issued or guaranteed by U.S. | $605,000 | 5,043 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $1,254,445,000 | 30 |
| Available-for-sale securities (fair market value) | $0 | 6,742 |
| Total debt securities | $1,254,445,000 | 144 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $1,139,920,000 | 148 |
| U.S. Government securities | $404,474,000 | 286 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $404,474,000 | 280 |
| Securities issued by states & political subdivisions | $298,416,000 | 55 |
| Other domestic debt securities | $437,030,000 | 62 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $437,030,000 | 25 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $403,853,000 | 159 |
| Mortgage-backed securities | $621,000 | 5,353 |
| Certificates of participation in pools of residential mortgages | $621,000 | 5,005 |
| Issued or guaranteed by U.S. | $621,000 | 4,996 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $1,139,920,000 | 32 |
| Available-for-sale securities (fair market value) | $0 | 6,765 |
| Total debt securities | $1,139,920,000 | 146 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $920,792,000 | 176 |
| U.S. Government securities | $286,242,000 | 369 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $286,242,000 | 358 |
| Securities issued by states & political subdivisions | $296,034,000 | 56 |
| Other domestic debt securities | $338,516,000 | 79 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $338,516,000 | 36 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $285,601,000 | 213 |
| Mortgage-backed securities | $641,000 | 5,349 |
| Certificates of participation in pools of residential mortgages | $641,000 | 4,999 |
| Issued or guaranteed by U.S. | $641,000 | 4,987 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $920,792,000 | 37 |
| Available-for-sale securities (fair market value) | $0 | 6,827 |
| Total debt securities | $920,792,000 | 175 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $1,046,658,000 | 160 |
| U.S. Government securities | $405,421,000 | 273 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $405,421,000 | 263 |
| Securities issued by states & political subdivisions | $297,578,000 | 59 |
| Other domestic debt securities | $343,659,000 | 79 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $343,659,000 | 37 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $404,767,000 | 158 |
| Mortgage-backed securities | $654,000 | 5,350 |
| Certificates of participation in pools of residential mortgages | $654,000 | 4,999 |
| Issued or guaranteed by U.S. | $654,000 | 4,988 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $1,046,658,000 | 33 |
| Available-for-sale securities (fair market value) | $0 | 6,900 |
| Total debt securities | $1,046,658,000 | 159 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $1,077,136,000 | 154 |
| U.S. Government securities | $433,877,000 | 258 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $433,877,000 | 251 |
| Securities issued by states & political subdivisions | $297,315,000 | 57 |
| Other domestic debt securities | $345,944,000 | 81 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $345,944,000 | 36 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $433,208,000 | 155 |
| Mortgage-backed securities | $669,000 | 5,323 |
| Certificates of participation in pools of residential mortgages | $669,000 | 4,957 |
| Issued or guaranteed by U.S. | $669,000 | 4,949 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $1,077,136,000 | 32 |
| Available-for-sale securities (fair market value) | $0 | 6,957 |
| Total debt securities | $1,077,136,000 | 153 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $1,075,894,000 | 150 |
| U.S. Government securities | $437,691,000 | 244 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $437,691,000 | 237 |
| Securities issued by states & political subdivisions | $299,774,000 | 56 |
| Other domestic debt securities | $338,429,000 | 83 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $338,429,000 | 37 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $436,994,000 | 147 |
| Mortgage-backed securities | $697,000 | 5,314 |
| Certificates of participation in pools of residential mortgages | $697,000 | 4,876 |
| Issued or guaranteed by U.S. | $697,000 | 4,869 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $1,075,894,000 | 28 |
| Available-for-sale securities (fair market value) | $0 | 7,005 |
| Total debt securities | $1,075,894,000 | 149 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $910,767,000 | 162 |
| U.S. Government securities | $307,728,000 | 315 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $307,728,000 | 304 |
| Securities issued by states & political subdivisions | $268,928,000 | 60 |
| Other domestic debt securities | $334,111,000 | 78 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $334,111,000 | 34 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $306,995,000 | 197 |
| Mortgage-backed securities | $733,000 | 5,331 |
| Certificates of participation in pools of residential mortgages | $733,000 | 4,870 |
| Issued or guaranteed by U.S. | $733,000 | 4,862 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $910,767,000 | 29 |
| Available-for-sale securities (fair market value) | $0 | 7,084 |
| Total debt securities | $910,767,000 | 161 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $846,531,000 | 170 |
| U.S. Government securities | $275,804,000 | 345 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $275,804,000 | 334 |
| Securities issued by states & political subdivisions | $264,226,000 | 57 |
| Other domestic debt securities | $306,501,000 | 83 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $306,501,000 | 35 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $275,000,000 | 224 |
| Mortgage-backed securities | $804,000 | 5,316 |
| Certificates of participation in pools of residential mortgages | $804,000 | 4,874 |
| Issued or guaranteed by U.S. | $804,000 | 4,867 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $846,531,000 | 32 |
| Available-for-sale securities (fair market value) | $0 | 7,144 |
| Total debt securities | $846,531,000 | 171 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $952,854,000 | 157 |
| U.S. Government securities | $422,743,000 | 233 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $422,743,000 | 224 |
| Securities issued by states & political subdivisions | $241,030,000 | 61 |
| Other domestic debt securities | $289,081,000 | 85 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $289,081,000 | 36 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $421,868,000 | 148 |
| Mortgage-backed securities | $875,000 | 5,382 |
| Certificates of participation in pools of residential mortgages | $875,000 | 4,959 |
| Issued or guaranteed by U.S. | $875,000 | 4,950 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $952,854,000 | 27 |
| Available-for-sale securities (fair market value) | $0 | 7,234 |
| Total debt securities | $952,855,000 | 156 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $1,053,195,000 | 154 |
| U.S. Government securities | $519,265,000 | 192 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $519,265,000 | 184 |
| Securities issued by states & political subdivisions | $237,762,000 | 63 |
| Other domestic debt securities | $296,168,000 | 90 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $296,168,000 | 36 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $518,375,000 | 134 |
| Mortgage-backed securities | $890,000 | 5,446 |
| Certificates of participation in pools of residential mortgages | $890,000 | 5,030 |
| Issued or guaranteed by U.S. | $890,000 | 5,021 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $1,053,195,000 | 25 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $1,053,195,000 | 150 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $763,472,000 | 179 |
| U.S. Government securities | $265,363,000 | 333 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $265,363,000 | 324 |
| Securities issued by states & political subdivisions | $200,526,000 | 77 |
| Other domestic debt securities | $297,583,000 | 97 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $297,583,000 | 38 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $264,457,000 | 236 |
| Mortgage-backed securities | $906,000 | 5,523 |
| Certificates of participation in pools of residential mortgages | $906,000 | 5,112 |
| Issued or guaranteed by U.S. | $906,000 | 5,100 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $763,472,000 | 43 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $763,472,000 | 177 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $735,463,000 | 190 |
| U.S. Government securities | $249,753,000 | 362 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $249,753,000 | 350 |
| Securities issued by states & political subdivisions | $184,056,000 | 82 |
| Other domestic debt securities | $301,654,000 | 101 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $301,654,000 | 36 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $248,834,000 | 256 |
| Mortgage-backed securities | $919,000 | 5,583 |
| Certificates of participation in pools of residential mortgages | $919,000 | 5,155 |
| Issued or guaranteed by U.S. | $919,000 | 5,140 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $735,463,000 | 36 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $735,463,000 | 184 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $813,253,000 | 182 |
| U.S. Government securities | $384,489,000 | 248 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $384,489,000 | 242 |
| Securities issued by states & political subdivisions | $128,063,000 | 116 |
| Other domestic debt securities | $300,701,000 | 102 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $300,701,000 | 32 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $383,513,000 | 186 |
| Mortgage-backed securities | $976,000 | 5,620 |
| Certificates of participation in pools of residential mortgages | $976,000 | 5,205 |
| Issued or guaranteed by U.S. | $976,000 | 5,187 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $813,253,000 | 30 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $813,253,000 | 175 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $688,018,000 | 205 |
| U.S. Government securities | $423,638,000 | 225 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $423,638,000 | 221 |
| Securities issued by states & political subdivisions | $66,460,000 | 254 |
| Other domestic debt securities | $197,920,000 | 124 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $197,920,000 | 32 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $422,648,000 | 166 |
| Mortgage-backed securities | $990,000 | 5,622 |
| Certificates of participation in pools of residential mortgages | $990,000 | 5,193 |
| Issued or guaranteed by U.S. | $990,000 | 5,179 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $688,018,000 | 39 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $688,018,000 | 196 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $681,536,000 | 201 |
| U.S. Government securities | $501,329,000 | 186 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $501,329,000 | 185 |
| Securities issued by states & political subdivisions | $38,514,000 | 485 |
| Other domestic debt securities | $141,693,000 | 157 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $141,693,000 | 43 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $502,443,000 | 142 |
| Mortgage-backed securities | $1,004,000 | 5,581 |
| Certificates of participation in pools of residential mortgages | $1,004,000 | 5,158 |
| Issued or guaranteed by U.S. | $1,004,000 | 5,143 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $681,536,000 | 39 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $681,536,000 | 197 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $706,468,000 | 202 |
| U.S. Government securities | $528,194,000 | 187 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $528,194,000 | 185 |
| Securities issued by states & political subdivisions | $36,648,000 | 528 |
| Other domestic debt securities | $141,626,000 | 166 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $141,626,000 | 55 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $529,438,000 | 132 |
| Mortgage-backed securities | $1,193,000 | 5,491 |
| Certificates of participation in pools of residential mortgages | $1,193,000 | 5,071 |
| Issued or guaranteed by U.S. | $1,193,000 | 5,051 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $706,468,000 | 41 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $706,468,000 | 194 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $437,950,000 | 304 |
| U.S. Government securities | $408,495,000 | 226 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $408,495,000 | 222 |
| Securities issued by states & political subdivisions | $29,455,000 | 702 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $407,218,000 | 163 |
| Mortgage-backed securities | $1,277,000 | 5,408 |
| Certificates of participation in pools of residential mortgages | $1,277,000 | 4,967 |
| Issued or guaranteed by U.S. | $1,277,000 | 4,944 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $437,950,000 | 44 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $437,950,000 | 292 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $443,183,000 | 290 |
| U.S. Government securities | $443,183,000 | 210 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $443,183,000 | 204 |
| 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 | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $441,888,000 | 157 |
| Mortgage-backed securities | $1,295,000 | 5,201 |
| Certificates of participation in pools of residential mortgages | $1,295,000 | 4,745 |
| Issued or guaranteed by U.S. | $1,295,000 | 4,725 |
| 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) | $443,183,000 | 49 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $443,184,000 | 280 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $552,880,000 | 247 |
| U.S. Government securities | $552,880,000 | 182 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $552,880,000 | 178 |
| 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 | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $551,543,000 | 128 |
| Mortgage-backed securities | $1,337,000 | 5,081 |
| Certificates of participation in pools of residential mortgages | $1,337,000 | 4,584 |
| Issued or guaranteed by U.S. | $1,337,000 | 4,571 |
| 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) | $552,880,000 | 45 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $552,880,000 | 240 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $592,557,000 | 235 |
| U.S. Government securities | $592,557,000 | 183 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $592,557,000 | 178 |
| 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 | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $591,205,000 | 129 |
| Mortgage-backed securities | $1,352,000 | 5,059 |
| Certificates of participation in pools of residential mortgages | $1,352,000 | 4,548 |
| Issued or guaranteed by U.S. | $1,352,000 | 4,533 |
| 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) | $592,557,000 | 43 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $592,557,000 | 227 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $397,386,000 | 347 |
| U.S. Government securities | $397,386,000 | 248 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $397,386,000 | 240 |
| 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 | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $395,980,000 | 176 |
| Mortgage-backed securities | $1,406,000 | 5,043 |
| Certificates of participation in pools of residential mortgages | $1,406,000 | 4,519 |
| Issued or guaranteed by U.S. | $1,406,000 | 4,502 |
| 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) | $397,386,000 | 60 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $397,386,000 | 334 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $452,181,000 | 299 |
| U.S. Government securities | $452,181,000 | 230 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $452,181,000 | 221 |
| 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 | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $450,673,000 | 165 |
| Mortgage-backed securities | $1,508,000 | 4,977 |
| Certificates of participation in pools of residential mortgages | $1,508,000 | 4,461 |
| Issued or guaranteed by U.S. | $1,508,000 | 4,447 |
| 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) | $452,181,000 | 51 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $452,181,000 | 289 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |