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Fidelity Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $313,473,000 | 657 |
| U.S. Government securities | $300,292,000 | 470 |
| U.S. Treasury securities | $245,203,000 | 119 |
| U.S. Government agency obligations | $55,089,000 | 1,512 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $13,181,000 | 888 |
| Privately issued residential mortgage-backed securities | $86,000 | 613 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,095,000 | 322 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $8,000,000 | 740 |
| 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 | $287,258,000 | 383 |
| Mortgage-backed securities | $55,175,000 | 1,189 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $31,405,000 | 1,145 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $16,767,000 | 811 |
| Privately issued | $86,000 | 460 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $6,917,000 | 615 |
| Held to maturity securities (book value) | $13,127,000 | 912 |
| Available-for-sale securities (fair market value) | $300,346,000 | 561 |
| Total debt securities | $308,608,000 | 653 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $12,054,000 | 100 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $308,025,000 | 669 |
| U.S. Government securities | $294,931,000 | 489 |
| U.S. Treasury securities | $240,613,000 | 124 |
| U.S. Government agency obligations | $54,318,000 | 1,506 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $13,094,000 | 877 |
| Privately issued residential mortgage-backed securities | $83,000 | 594 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,011,000 | 316 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $8,000,000 | 733 |
| 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 | $294,874,000 | 363 |
| Mortgage-backed securities | $54,401,000 | 1,171 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $30,160,000 | 1,162 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $17,580,000 | 765 |
| Privately issued | $83,000 | 456 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $6,578,000 | 616 |
| Held to maturity securities (book value) | $13,302,000 | 919 |
| Available-for-sale securities (fair market value) | $294,723,000 | 580 |
| Total debt securities | $303,239,000 | 665 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $11,187,000 | 115 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $312,472,000 | 670 |
| U.S. Government securities | $299,297,000 | 479 |
| U.S. Treasury securities | $241,520,000 | 125 |
| U.S. Government agency obligations | $57,777,000 | 1,478 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $13,175,000 | 886 |
| Privately issued residential mortgage-backed securities | $84,000 | 601 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,091,000 | 312 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $8,000,000 | 740 |
| 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 | $299,238,000 | 354 |
| Mortgage-backed securities | $57,861,000 | 1,163 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $32,611,000 | 1,138 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $18,251,000 | 764 |
| Privately issued | $84,000 | 454 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $6,915,000 | 606 |
| Held to maturity securities (book value) | $13,594,000 | 914 |
| Available-for-sale securities (fair market value) | $298,878,000 | 588 |
| Total debt securities | $307,601,000 | 675 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $12,083,000 | 101 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $325,829,000 | 687 |
| U.S. Government securities | $311,145,000 | 488 |
| U.S. Treasury securities | $241,056,000 | 143 |
| U.S. Government agency obligations | $70,089,000 | 1,317 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $13,708,000 | 933 |
| Privately issued residential mortgage-backed securities | $88,000 | 639 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,620,000 | 306 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $8,000,000 | 790 |
| 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 | $309,989,000 | 298 |
| Mortgage-backed securities | $70,177,000 | 1,071 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $34,087,000 | 1,163 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $29,254,000 | 605 |
| Privately issued | $88,000 | 469 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $6,748,000 | 623 |
| Held to maturity securities (book value) | $14,224,000 | 943 |
| Available-for-sale securities (fair market value) | $310,629,000 | 605 |
| Total debt securities | $324,853,000 | 677 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $11,909,000 | 120 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $326,916,000 | 693 |
| U.S. Government securities | $312,203,000 | 487 |
| U.S. Treasury securities | $240,870,000 | 144 |
| U.S. Government agency obligations | $71,333,000 | 1,323 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $13,878,000 | 885 |
| Privately issued residential mortgage-backed securities | $87,000 | 628 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,791,000 | 302 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $8,000,000 | 785 |
| 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 | $235,096,000 | 363 |
| Mortgage-backed securities | $71,420,000 | 1,074 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $33,480,000 | 1,177 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $31,055,000 | 584 |
| Privately issued | $87,000 | 473 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $6,798,000 | 660 |
| Held to maturity securities (book value) | $13,420,000 | 952 |
| Available-for-sale securities (fair market value) | $312,661,000 | 605 |
| Total debt securities | $326,082,000 | 685 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $11,991,000 | 116 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $212,028,000 | 1,023 |
| U.S. Government securities | $196,806,000 | 726 |
| U.S. Treasury securities | $132,755,000 | 238 |
| U.S. Government agency obligations | $64,051,000 | 1,439 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $14,218,000 | 824 |
| Privately issued residential mortgage-backed securities | $98,000 | 637 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,120,000 | 301 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $8,000,000 | 792 |
| 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 | $196,727,000 | 408 |
| Mortgage-backed securities | $64,149,000 | 1,193 |
| Certificates of participation in pools of residential mortgages | $23,465,000 | 1,524 |
| Issued or guaranteed by U.S. | $23,465,000 | 1,493 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $33,346,000 | 628 |
| CMOs issued by government agencies or sponsored agencies | $33,248,000 | 567 |
| Privately issued | $98,000 | 473 |
| Commercial mortgage-backed securities | $7,338,000 | 1,002 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $7,338,000 | 685 |
| Held to maturity securities (book value) | $13,910,000 | 868 |
| Available-for-sale securities (fair market value) | $197,114,000 | 960 |
| Total debt securities | $211,023,000 | 1,014 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $26,126,000 | 69 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $157,730,000 | 1,317 |
| U.S. Government securities | $142,100,000 | 957 |
| U.S. Treasury securities | $91,566,000 | 303 |
| U.S. Government agency obligations | $50,534,000 | 1,683 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $14,499,000 | 806 |
| Privately issued residential mortgage-backed securities | $115,000 | 618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,384,000 | 310 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $8,000,000 | 786 |
| 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 | $72,210,000 | 851 |
| Mortgage-backed securities | $50,649,000 | 1,399 |
| Certificates of participation in pools of residential mortgages | $6,484,000 | 2,637 |
| Issued or guaranteed by U.S. | $6,484,000 | 2,565 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $36,300,000 | 591 |
| CMOs issued by government agencies or sponsored agencies | $36,185,000 | 534 |
| Privately issued | $115,000 | 449 |
| Commercial mortgage-backed securities | $7,865,000 | 975 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $7,865,000 | 664 |
| Held to maturity securities (book value) | $14,394,000 | 774 |
| Available-for-sale securities (fair market value) | $142,205,000 | 1,287 |
| Total debt securities | $156,596,000 | 1,304 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $98,986,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $83,575,000 | 2,002 |
| U.S. Government securities | $67,850,000 | 1,555 |
| U.S. Treasury securities | $13,398,000 | 879 |
| U.S. Government agency obligations | $54,452,000 | 1,569 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $14,620,000 | 774 |
| Privately issued residential mortgage-backed securities | $118,000 | 588 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,502,000 | 317 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $8,000,000 | 756 |
| 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 | $67,767,000 | 903 |
| Mortgage-backed securities | $54,570,000 | 1,321 |
| Certificates of participation in pools of residential mortgages | $7,165,000 | 2,551 |
| Issued or guaranteed by U.S. | $7,165,000 | 2,472 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $39,034,000 | 532 |
| CMOs issued by government agencies or sponsored agencies | $38,916,000 | 495 |
| Privately issued | $118,000 | 407 |
| Commercial mortgage-backed securities | $8,371,000 | 947 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $8,371,000 | 643 |
| Held to maturity securities (book value) | $15,063,000 | 655 |
| Available-for-sale securities (fair market value) | $67,407,000 | 2,146 |
| Total debt securities | $82,469,000 | 1,998 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $181,040,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $242,790,000 | 826 |
| U.S. Government securities | $226,843,000 | 575 |
| U.S. Treasury securities | $164,728,000 | 96 |
| U.S. Government agency obligations | $62,115,000 | 1,437 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $14,808,000 | 728 |
| Privately issued residential mortgage-backed securities | $127,000 | 566 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,681,000 | 309 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $8,000,000 | 712 |
| 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 | $221,445,000 | 343 |
| Mortgage-backed securities | $62,242,000 | 1,210 |
| Certificates of participation in pools of residential mortgages | $12,127,000 | 2,114 |
| Issued or guaranteed by U.S. | $12,127,000 | 2,058 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $41,624,000 | 502 |
| CMOs issued by government agencies or sponsored agencies | $41,497,000 | 474 |
| Privately issued | $127,000 | 393 |
| Commercial mortgage-backed securities | $8,491,000 | 948 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $8,491,000 | 641 |
| Held to maturity securities (book value) | $20,057,000 | 567 |
| Available-for-sale securities (fair market value) | $221,594,000 | 815 |
| Total debt securities | $241,650,000 | 816 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $296,118,000 | 670 |
| U.S. Government securities | $282,936,000 | 464 |
| U.S. Treasury securities | $215,113,000 | 74 |
| U.S. Government agency obligations | $67,823,000 | 1,302 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $11,986,000 | 777 |
| Privately issued residential mortgage-backed securities | $128,000 | 575 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,858,000 | 314 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $5,000,000 | 871 |
| 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 | $182,091,000 | 385 |
| Mortgage-backed securities | $67,951,000 | 1,089 |
| Certificates of participation in pools of residential mortgages | $13,734,000 | 1,975 |
| Issued or guaranteed by U.S. | $13,734,000 | 1,929 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $45,626,000 | 460 |
| CMOs issued by government agencies or sponsored agencies | $45,498,000 | 435 |
| Privately issued | $128,000 | 383 |
| Commercial mortgage-backed securities | $8,591,000 | 931 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $8,591,000 | 610 |
| Held to maturity securities (book value) | $18,646,000 | 557 |
| Available-for-sale securities (fair market value) | $276,276,000 | 647 |
| Total debt securities | $294,923,000 | 661 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $253,130,000 | 699 |
| U.S. Government securities | $239,763,000 | 477 |
| U.S. Treasury securities | $167,317,000 | 79 |
| U.S. Government agency obligations | $72,446,000 | 1,163 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $12,284,000 | 746 |
| Privately issued residential mortgage-backed securities | $140,000 | 575 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,144,000 | 302 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $5,000,000 | 796 |
| 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 | $164,262,000 | 423 |
| Mortgage-backed securities | $72,586,000 | 976 |
| Certificates of participation in pools of residential mortgages | $15,462,000 | 1,804 |
| Issued or guaranteed by U.S. | $15,462,000 | 1,748 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $48,684,000 | 423 |
| CMOs issued by government agencies or sponsored agencies | $48,544,000 | 387 |
| Privately issued | $140,000 | 375 |
| Commercial mortgage-backed securities | $8,440,000 | 888 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $8,440,000 | 586 |
| Held to maturity securities (book value) | $20,354,000 | 495 |
| Available-for-sale securities (fair market value) | $231,693,000 | 690 |
| Total debt securities | $252,047,000 | 689 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $331,667,000 | 512 |
| U.S. Government securities | $318,453,000 | 350 |
| U.S. Treasury securities | $232,293,000 | 60 |
| U.S. Government agency obligations | $86,160,000 | 928 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $12,286,000 | 695 |
| Privately issued residential mortgage-backed securities | $144,000 | 556 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,142,000 | 294 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $5,000,000 | 757 |
| 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 | $233,739,000 | 306 |
| Mortgage-backed securities | $86,304,000 | 784 |
| Certificates of participation in pools of residential mortgages | $17,806,000 | 1,563 |
| Issued or guaranteed by U.S. | $17,806,000 | 1,526 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $52,608,000 | 396 |
| CMOs issued by government agencies or sponsored agencies | $52,464,000 | 368 |
| Privately issued | $144,000 | 370 |
| Commercial mortgage-backed securities | $15,890,000 | 603 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $15,890,000 | 396 |
| Held to maturity securities (book value) | $22,594,000 | 448 |
| Available-for-sale securities (fair market value) | $308,145,000 | 491 |
| Total debt securities | $330,739,000 | 503 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $245,377,000 | 624 |
| U.S. Government securities | $229,507,000 | 424 |
| U.S. Treasury securities | $135,808,000 | 79 |
| U.S. Government agency obligations | $93,699,000 | 827 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $15,023,000 | 605 |
| Privately issued residential mortgage-backed securities | $129,000 | 561 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,894,000 | 240 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $5,000,000 | 712 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $192,052,000 | 347 |
| Mortgage-backed securities | $93,828,000 | 692 |
| Certificates of participation in pools of residential mortgages | $21,534,000 | 1,346 |
| Issued or guaranteed by U.S. | $21,534,000 | 1,312 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $56,356,000 | 388 |
| CMOs issued by government agencies or sponsored agencies | $56,227,000 | 357 |
| Privately issued | $129,000 | 366 |
| Commercial mortgage-backed securities | $15,938,000 | 588 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $15,938,000 | 381 |
| Held to maturity securities (book value) | $29,690,000 | 374 |
| Available-for-sale securities (fair market value) | $214,840,000 | 643 |
| Total debt securities | $244,531,000 | 615 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $150,125,000 | 926 |
| U.S. Government securities | $134,048,000 | 632 |
| U.S. Treasury securities | $21,353,000 | 276 |
| U.S. Government agency obligations | $112,695,000 | 704 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $15,258,000 | 571 |
| Privately issued residential mortgage-backed securities | $133,000 | 540 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,125,000 | 207 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $5,000,000 | 678 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $133,916,000 | 459 |
| Mortgage-backed securities | $112,828,000 | 609 |
| Certificates of participation in pools of residential mortgages | $25,788,000 | 1,162 |
| Issued or guaranteed by U.S. | $25,788,000 | 1,128 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $61,184,000 | 372 |
| CMOs issued by government agencies or sponsored agencies | $61,051,000 | 343 |
| Privately issued | $133,000 | 349 |
| Commercial mortgage-backed securities | $25,856,000 | 425 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $25,856,000 | 293 |
| Held to maturity securities (book value) | $33,931,000 | 352 |
| Available-for-sale securities (fair market value) | $115,375,000 | 1,077 |
| Total debt securities | $149,307,000 | 923 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $202,196,000 | 693 |
| U.S. Government securities | $191,247,000 | 495 |
| U.S. Treasury securities | $72,215,000 | 108 |
| U.S. Government agency obligations | $119,032,000 | 676 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $10,478,000 | 668 |
| Privately issued residential mortgage-backed securities | $133,000 | 558 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,345,000 | 190 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $139,008,000 | 432 |
| Mortgage-backed securities | $119,165,000 | 591 |
| Certificates of participation in pools of residential mortgages | $28,748,000 | 1,062 |
| Issued or guaranteed by U.S. | $28,748,000 | 1,032 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $65,198,000 | 356 |
| CMOs issued by government agencies or sponsored agencies | $65,065,000 | 332 |
| Privately issued | $133,000 | 353 |
| Commercial mortgage-backed securities | $25,219,000 | 432 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $25,219,000 | 298 |
| Held to maturity securities (book value) | $31,682,000 | 373 |
| Available-for-sale securities (fair market value) | $170,043,000 | 742 |
| Total debt securities | $201,725,000 | 684 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $266,165,000 | 529 |
| U.S. Government securities | $253,659,000 | 389 |
| U.S. Treasury securities | $134,290,000 | 84 |
| U.S. Government agency obligations | $119,369,000 | 676 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $11,957,000 | 606 |
| Privately issued residential mortgage-backed securities | $2,000 | 639 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $11,955,000 | 171 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $189,757,000 | 318 |
| Mortgage-backed securities | $119,371,000 | 577 |
| Certificates of participation in pools of residential mortgages | $44,131,000 | 747 |
| Issued or guaranteed by U.S. | $44,131,000 | 731 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $70,169,000 | 348 |
| CMOs issued by government agencies or sponsored agencies | $70,167,000 | 327 |
| Privately issued | $2,000 | 443 |
| Commercial mortgage-backed securities | $5,071,000 | 969 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $5,071,000 | 610 |
| Held to maturity securities (book value) | $40,012,000 | 332 |
| Available-for-sale securities (fair market value) | $225,604,000 | 556 |
| Total debt securities | $265,615,000 | 523 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $281,971,000 | 501 |
| U.S. Government securities | $266,405,000 | 371 |
| U.S. Treasury securities | $141,335,000 | 82 |
| U.S. Government agency obligations | $125,070,000 | 656 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $15,063,000 | 514 |
| Privately issued residential mortgage-backed securities | $162,000 | 561 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $14,901,000 | 154 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $190,625,000 | 314 |
| Mortgage-backed securities | $125,232,000 | 532 |
| Certificates of participation in pools of residential mortgages | $51,060,000 | 660 |
| Issued or guaranteed by U.S. | $51,060,000 | 642 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $74,172,000 | 325 |
| CMOs issued by government agencies or sponsored agencies | $74,010,000 | 311 |
| Privately issued | $162,000 | 340 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $44,560,000 | 338 |
| Available-for-sale securities (fair market value) | $236,908,000 | 521 |
| Total debt securities | $281,465,000 | 492 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $234,144,000 | 607 |
| U.S. Government securities | $217,820,000 | 445 |
| U.S. Treasury securities | $54,673,000 | 145 |
| U.S. Government agency obligations | $163,147,000 | 531 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $15,815,000 | 479 |
| Privately issued residential mortgage-backed securities | $163,000 | 531 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $15,652,000 | 140 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $142,549,000 | 419 |
| Mortgage-backed securities | $163,310,000 | 440 |
| Certificates of participation in pools of residential mortgages | $84,474,000 | 458 |
| Issued or guaranteed by U.S. | $84,474,000 | 455 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $78,836,000 | 311 |
| CMOs issued by government agencies or sponsored agencies | $78,673,000 | 297 |
| Privately issued | $163,000 | 352 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $48,237,000 | 340 |
| Available-for-sale securities (fair market value) | $185,398,000 | 646 |
| Total debt securities | $233,636,000 | 594 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $259,655,000 | 544 |
| U.S. Government securities | $243,047,000 | 414 |
| U.S. Treasury securities | $69,137,000 | 129 |
| U.S. Government agency obligations | $173,910,000 | 499 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $16,150,000 | 480 |
| Privately issued residential mortgage-backed securities | $160,000 | 545 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $15,990,000 | 134 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $177,577,000 | 340 |
| Mortgage-backed securities | $174,070,000 | 414 |
| Certificates of participation in pools of residential mortgages | $92,405,000 | 434 |
| Issued or guaranteed by U.S. | $92,405,000 | 432 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $81,665,000 | 296 |
| CMOs issued by government agencies or sponsored agencies | $81,505,000 | 282 |
| Privately issued | $160,000 | 366 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $51,825,000 | 333 |
| Available-for-sale securities (fair market value) | $207,372,000 | 590 |
| Total debt securities | $259,197,000 | 535 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $269,526,000 | 530 |
| U.S. Government securities | $252,754,000 | 398 |
| U.S. Treasury securities | $68,711,000 | 123 |
| U.S. Government agency obligations | $184,043,000 | 487 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $16,385,000 | 455 |
| Privately issued residential mortgage-backed securities | $121,000 | 528 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $16,264,000 | 126 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $190,609,000 | 330 |
| Mortgage-backed securities | $184,164,000 | 391 |
| Certificates of participation in pools of residential mortgages | $99,746,000 | 411 |
| Issued or guaranteed by U.S. | $99,746,000 | 408 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $84,418,000 | 293 |
| CMOs issued by government agencies or sponsored agencies | $84,297,000 | 277 |
| Privately issued | $121,000 | 377 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $55,400,000 | 338 |
| Available-for-sale securities (fair market value) | $213,739,000 | 577 |
| Total debt securities | $269,138,000 | 524 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $279,852,000 | 514 |
| U.S. Government securities | $262,525,000 | 388 |
| U.S. Treasury securities | $68,172,000 | 120 |
| U.S. Government agency obligations | $194,353,000 | 462 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $16,886,000 | 433 |
| Privately issued residential mortgage-backed securities | $170,000 | 459 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $16,716,000 | 118 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $200,328,000 | 321 |
| Mortgage-backed securities | $194,523,000 | 377 |
| Certificates of participation in pools of residential mortgages | $107,722,000 | 385 |
| Issued or guaranteed by U.S. | $107,722,000 | 384 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $86,801,000 | 286 |
| CMOs issued by government agencies or sponsored agencies | $86,631,000 | 270 |
| Privately issued | $170,000 | 367 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $59,035,000 | 336 |
| Available-for-sale securities (fair market value) | $220,376,000 | 546 |
| Total debt securities | $279,410,000 | 506 |
| 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 | $208,964,000 | 663 |
| U.S. Government securities | $191,600,000 | 496 |
| U.S. Treasury securities | $68,324,000 | 122 |
| U.S. Government agency obligations | $123,276,000 | 678 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $17,364,000 | 471 |
| Privately issued residential mortgage-backed securities | $183,000 | 712 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $17,181,000 | 116 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $139,328,000 | 433 |
| Mortgage-backed securities | $123,459,000 | 533 |
| Certificates of participation in pools of residential mortgages | $95,063,000 | 435 |
| Issued or guaranteed by U.S. | $95,063,000 | 433 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $28,396,000 | 593 |
| CMOs issued by government agencies or sponsored agencies | $28,213,000 | 566 |
| Privately issued | $183,000 | 377 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $63,487,000 | 316 |
| Available-for-sale securities (fair market value) | $145,477,000 | 828 |
| Total debt securities | $208,964,000 | 654 |
| 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 | $218,370,000 | 644 |
| U.S. Government securities | $199,786,000 | 484 |
| U.S. Treasury securities | $68,411,000 | 121 |
| U.S. Government agency obligations | $131,375,000 | 665 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $18,584,000 | 394 |
| Privately issued residential mortgage-backed securities | $174,000 | 426 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $18,410,000 | 108 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $145,767,000 | 433 |
| Mortgage-backed securities | $131,549,000 | 514 |
| Certificates of participation in pools of residential mortgages | $102,608,000 | 422 |
| Issued or guaranteed by U.S. | $102,608,000 | 421 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $28,941,000 | 591 |
| CMOs issued by government agencies or sponsored agencies | $28,767,000 | 561 |
| Privately issued | $174,000 | 393 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $68,054,000 | 309 |
| Available-for-sale securities (fair market value) | $150,316,000 | 814 |
| Total debt securities | $218,370,000 | 636 |
| 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 | $229,898,000 | 625 |
| U.S. Government securities | $207,883,000 | 468 |
| U.S. Treasury securities | $68,946,000 | 117 |
| U.S. Government agency obligations | $138,937,000 | 627 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $22,015,000 | 358 |
| Privately issued residential mortgage-backed securities | $183,000 | 425 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $21,832,000 | 95 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $174,250,000 | 367 |
| Mortgage-backed securities | $139,120,000 | 483 |
| Certificates of participation in pools of residential mortgages | $109,820,000 | 391 |
| Issued or guaranteed by U.S. | $109,820,000 | 390 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $29,300,000 | 582 |
| CMOs issued by government agencies or sponsored agencies | $29,117,000 | 553 |
| Privately issued | $183,000 | 396 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $75,375,000 | 287 |
| Available-for-sale securities (fair market value) | $154,523,000 | 796 |
| Total debt securities | $226,696,000 | 629 |
| 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 | $217,334,000 | 649 |
| U.S. Government securities | $188,571,000 | 513 |
| U.S. Treasury securities | $69,428,000 | 114 |
| U.S. Government agency obligations | $119,143,000 | 731 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $28,763,000 | 301 |
| Privately issued residential mortgage-backed securities | $212,000 | 424 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $28,551,000 | 79 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $149,025,000 | 429 |
| Mortgage-backed securities | $119,355,000 | 556 |
| Certificates of participation in pools of residential mortgages | $118,894,000 | 359 |
| Issued or guaranteed by U.S. | $118,894,000 | 358 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $461,000 | 2,671 |
| CMOs issued by government agencies or sponsored agencies | $249,000 | 2,719 |
| Privately issued | $212,000 | 397 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $84,422,000 | 279 |
| Available-for-sale securities (fair market value) | $132,912,000 | 923 |
| Total debt securities | $214,129,000 | 649 |
| 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 | $227,778,000 | 638 |
| U.S. Government securities | $198,612,000 | 495 |
| U.S. Treasury securities | $69,496,000 | 115 |
| U.S. Government agency obligations | $129,116,000 | 690 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $29,166,000 | 311 |
| Privately issued residential mortgage-backed securities | $214,000 | 434 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $28,952,000 | 74 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $155,241,000 | 421 |
| Mortgage-backed securities | $129,330,000 | 516 |
| Certificates of participation in pools of residential mortgages | $128,838,000 | 340 |
| Issued or guaranteed by U.S. | $128,838,000 | 339 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $492,000 | 2,683 |
| CMOs issued by government agencies or sponsored agencies | $278,000 | 2,727 |
| Privately issued | $214,000 | 406 |
| 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) | $89,142,000 | 275 |
| Available-for-sale securities (fair market value) | $138,636,000 | 903 |
| Total debt securities | $224,575,000 | 638 |
| 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 | $243,767,000 | 619 |
| U.S. Government securities | $209,789,000 | 472 |
| U.S. Treasury securities | $69,429,000 | 120 |
| U.S. Government agency obligations | $140,360,000 | 647 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $33,978,000 | 286 |
| Privately issued residential mortgage-backed securities | $217,000 | 463 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $33,761,000 | 70 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $172,536,000 | 397 |
| Mortgage-backed securities | $140,577,000 | 487 |
| Certificates of participation in pools of residential mortgages | $140,070,000 | 320 |
| Issued or guaranteed by U.S. | $140,070,000 | 319 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $507,000 | 2,713 |
| CMOs issued by government agencies or sponsored agencies | $290,000 | 2,759 |
| Privately issued | $217,000 | 437 |
| 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) | $99,466,000 | 259 |
| Available-for-sale securities (fair market value) | $144,301,000 | 878 |
| Total debt securities | $240,561,000 | 615 |
| 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 | $242,946,000 | 616 |
| U.S. Government securities | $204,760,000 | 478 |
| U.S. Treasury securities | $69,362,000 | 123 |
| U.S. Government agency obligations | $135,398,000 | 652 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $38,186,000 | 262 |
| Privately issued residential mortgage-backed securities | $365,000 | 438 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $37,821,000 | 70 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $211,554,000 | 324 |
| Mortgage-backed securities | $135,763,000 | 501 |
| Certificates of participation in pools of residential mortgages | $135,096,000 | 318 |
| Issued or guaranteed by U.S. | $135,096,000 | 317 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $667,000 | 2,631 |
| CMOs issued by government agencies or sponsored agencies | $302,000 | 2,743 |
| Privately issued | $365,000 | 414 |
| 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) | $103,923,000 | 252 |
| Available-for-sale securities (fair market value) | $139,023,000 | 897 |
| Total debt securities | $238,997,000 | 611 |
| 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 | $218,959,000 | 660 |
| U.S. Government securities | $180,611,000 | 535 |
| U.S. Treasury securities | $110,934,000 | 84 |
| U.S. Government agency obligations | $69,677,000 | 1,161 |
| Securities issued by states & political subdivisions | $1,610,000 | 4,273 |
| Other domestic debt securities | $36,738,000 | 271 |
| Privately issued residential mortgage-backed securities | $373,000 | 439 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $36,365,000 | 72 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $187,139,000 | 365 |
| Mortgage-backed securities | $70,050,000 | 868 |
| Certificates of participation in pools of residential mortgages | $69,333,000 | 586 |
| Issued or guaranteed by U.S. | $69,333,000 | 586 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $717,000 | 2,643 |
| CMOs issued by government agencies or sponsored agencies | $344,000 | 2,755 |
| Privately issued | $373,000 | 418 |
| 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) | $78,495,000 | 304 |
| Available-for-sale securities (fair market value) | $140,464,000 | 872 |
| Total debt securities | $215,022,000 | 658 |
| 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 | $143,557,000 | 994 |
| U.S. Government securities | $104,412,000 | 872 |
| U.S. Treasury securities | $61,364,000 | 111 |
| U.S. Government agency obligations | $43,048,000 | 1,741 |
| Securities issued by states & political subdivisions | $1,610,000 | 4,302 |
| Other domestic debt securities | $37,535,000 | 270 |
| Privately issued residential mortgage-backed securities | $1,191,000 | 325 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $36,344,000 | 72 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,782,000 | 562 |
| Mortgage-backed securities | $44,239,000 | 1,233 |
| Certificates of participation in pools of residential mortgages | $42,691,000 | 898 |
| Issued or guaranteed by U.S. | $42,691,000 | 895 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,548,000 | 2,336 |
| CMOs issued by government agencies or sponsored agencies | $357,000 | 2,769 |
| Privately issued | $1,191,000 | 307 |
| 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) | $59,521,000 | 374 |
| Available-for-sale securities (fair market value) | $84,036,000 | 1,459 |
| Total debt securities | $139,351,000 | 1,011 |
| 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 | $166,412,000 | 888 |
| U.S. Government securities | $126,633,000 | 751 |
| U.S. Treasury securities | $81,182,000 | 90 |
| U.S. Government agency obligations | $45,451,000 | 1,717 |
| Securities issued by states & political subdivisions | $2,115,000 | 4,189 |
| Other domestic debt securities | $37,664,000 | 272 |
| Privately issued residential mortgage-backed securities | $1,247,000 | 323 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $36,417,000 | 70 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $132,935,000 | 504 |
| Mortgage-backed securities | $46,698,000 | 1,191 |
| Certificates of participation in pools of residential mortgages | $45,064,000 | 860 |
| Issued or guaranteed by U.S. | $45,064,000 | 860 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,634,000 | 2,332 |
| CMOs issued by government agencies or sponsored agencies | $387,000 | 2,779 |
| Privately issued | $1,247,000 | 308 |
| 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) | $62,615,000 | 370 |
| Available-for-sale securities (fair market value) | $103,797,000 | 1,182 |
| Total debt securities | $162,175,000 | 899 |
| 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 | $177,289,000 | 842 |
| U.S. Government securities | $136,921,000 | 725 |
| U.S. Treasury securities | $89,290,000 | 92 |
| U.S. Government agency obligations | $47,631,000 | 1,677 |
| Securities issued by states & political subdivisions | $2,115,000 | 4,221 |
| Other domestic debt securities | $38,253,000 | 264 |
| Privately issued residential mortgage-backed securities | $1,278,000 | 313 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $36,975,000 | 70 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $143,304,000 | 468 |
| Mortgage-backed securities | $48,909,000 | 1,166 |
| Certificates of participation in pools of residential mortgages | $47,237,000 | 832 |
| Issued or guaranteed by U.S. | $47,237,000 | 831 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,672,000 | 2,348 |
| CMOs issued by government agencies or sponsored agencies | $394,000 | 2,813 |
| Privately issued | $1,278,000 | 299 |
| 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) | $64,966,000 | 372 |
| Available-for-sale securities (fair market value) | $112,323,000 | 1,110 |
| Total debt securities | $173,026,000 | 850 |
| 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 | $174,371,000 | 855 |
| U.S. Government securities | $130,874,000 | 751 |
| U.S. Treasury securities | $80,653,000 | 91 |
| U.S. Government agency obligations | $50,221,000 | 1,626 |
| Securities issued by states & political subdivisions | $4,840,000 | 3,644 |
| Other domestic debt securities | $38,657,000 | 255 |
| Privately issued residential mortgage-backed securities | $1,300,000 | 311 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $37,357,000 | 70 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $137,216,000 | 492 |
| Mortgage-backed securities | $51,521,000 | 1,102 |
| Certificates of participation in pools of residential mortgages | $49,782,000 | 789 |
| Issued or guaranteed by U.S. | $49,782,000 | 789 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,739,000 | 2,339 |
| CMOs issued by government agencies or sponsored agencies | $439,000 | 2,831 |
| Privately issued | $1,300,000 | 296 |
| 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) | $70,452,000 | 355 |
| Available-for-sale securities (fair market value) | $103,919,000 | 1,193 |
| Total debt securities | $170,069,000 | 863 |
| 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 | $173,033,000 | 875 |
| U.S. Government securities | $132,561,000 | 762 |
| U.S. Treasury securities | $79,731,000 | 92 |
| U.S. Government agency obligations | $52,830,000 | 1,606 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $40,472,000 | 246 |
| Privately issued residential mortgage-backed securities | $1,387,000 | 320 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $39,085,000 | 68 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $138,992,000 | 497 |
| Mortgage-backed securities | $54,217,000 | 1,088 |
| Certificates of participation in pools of residential mortgages | $52,352,000 | 783 |
| Issued or guaranteed by U.S. | $52,352,000 | 783 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,865,000 | 2,365 |
| CMOs issued by government agencies or sponsored agencies | $478,000 | 2,855 |
| Privately issued | $1,387,000 | 304 |
| 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) | $68,336,000 | 359 |
| Available-for-sale securities (fair market value) | $104,697,000 | 1,208 |
| Total debt securities | $167,918,000 | 889 |
| 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 | $165,621,000 | 914 |
| U.S. Government securities | $125,733,000 | 805 |
| U.S. Treasury securities | $70,369,000 | 90 |
| U.S. Government agency obligations | $55,364,000 | 1,578 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $39,888,000 | 250 |
| Privately issued residential mortgage-backed securities | $1,396,000 | 350 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $38,492,000 | 67 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $132,215,000 | 514 |
| Mortgage-backed securities | $56,760,000 | 1,049 |
| Certificates of participation in pools of residential mortgages | $55,041,000 | 759 |
| Issued or guaranteed by U.S. | $55,041,000 | 758 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,719,000 | 2,458 |
| CMOs issued by government agencies or sponsored agencies | $323,000 | 2,986 |
| Privately issued | $1,396,000 | 333 |
| 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) | $70,435,000 | 348 |
| Available-for-sale securities (fair market value) | $95,186,000 | 1,344 |
| Total debt securities | $160,424,000 | 932 |
| 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 | $116,934,000 | 1,251 |
| U.S. Government securities | $76,734,000 | 1,247 |
| U.S. Treasury securities | $17,970,000 | 269 |
| U.S. Government agency obligations | $58,764,000 | 1,505 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $40,200,000 | 245 |
| Privately issued residential mortgage-backed securities | $1,414,000 | 345 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $38,786,000 | 63 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,803,000 | 761 |
| Mortgage-backed securities | $60,178,000 | 1,024 |
| Certificates of participation in pools of residential mortgages | $58,390,000 | 732 |
| Issued or guaranteed by U.S. | $58,390,000 | 729 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,788,000 | 2,477 |
| CMOs issued by government agencies or sponsored agencies | $374,000 | 3,009 |
| Privately issued | $1,414,000 | 325 |
| 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) | $73,795,000 | 339 |
| Available-for-sale securities (fair market value) | $43,139,000 | 2,597 |
| Total debt securities | $111,636,000 | 1,274 |
| 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 | $120,112,000 | 1,236 |
| U.S. Government securities | $79,192,000 | 1,231 |
| U.S. Treasury securities | $17,828,000 | 262 |
| U.S. Government agency obligations | $61,364,000 | 1,489 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $40,920,000 | 240 |
| Privately issued residential mortgage-backed securities | $1,459,000 | 363 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $39,461,000 | 62 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,973,000 | 709 |
| Mortgage-backed securities | $62,823,000 | 1,014 |
| Certificates of participation in pools of residential mortgages | $60,922,000 | 718 |
| Issued or guaranteed by U.S. | $60,922,000 | 717 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,901,000 | 2,493 |
| CMOs issued by government agencies or sponsored agencies | $442,000 | 3,015 |
| Privately issued | $1,459,000 | 348 |
| 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) | $76,509,000 | 329 |
| Available-for-sale securities (fair market value) | $43,603,000 | 2,633 |
| Total debt securities | $114,681,000 | 1,256 |
| 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 | $131,499,000 | 1,148 |
| U.S. Government securities | $79,643,000 | 1,251 |
| U.S. Treasury securities | $14,925,000 | 267 |
| U.S. Government agency obligations | $64,718,000 | 1,437 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $51,856,000 | 211 |
| Privately issued residential mortgage-backed securities | $4,902,000 | 216 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $46,954,000 | 59 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $89,770,000 | 696 |
| Mortgage-backed securities | $69,620,000 | 927 |
| Certificates of participation in pools of residential mortgages | $64,209,000 | 694 |
| Issued or guaranteed by U.S. | $64,209,000 | 693 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $5,411,000 | 1,784 |
| CMOs issued by government agencies or sponsored agencies | $509,000 | 3,009 |
| Privately issued | $4,902,000 | 207 |
| 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) | $84,035,000 | 313 |
| Available-for-sale securities (fair market value) | $47,464,000 | 2,524 |
| Total debt securities | $126,368,000 | 1,179 |
| 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 | $136,145,000 | 1,116 |
| U.S. Government securities | $83,503,000 | 1,202 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $83,503,000 | 1,151 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $52,642,000 | 216 |
| Privately issued residential mortgage-backed securities | $5,035,000 | 212 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $47,607,000 | 61 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $92,960,000 | 682 |
| Mortgage-backed securities | $88,538,000 | 768 |
| Certificates of participation in pools of residential mortgages | $78,045,000 | 590 |
| Issued or guaranteed by U.S. | $78,045,000 | 590 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $10,493,000 | 1,322 |
| CMOs issued by government agencies or sponsored agencies | $5,458,000 | 1,701 |
| Privately issued | $5,035,000 | 203 |
| 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) | $87,767,000 | 292 |
| Available-for-sale securities (fair market value) | $48,378,000 | 2,500 |
| Total debt securities | $132,020,000 | 1,142 |
| 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 | $141,428,000 | 1,078 |
| U.S. Government securities | $88,055,000 | 1,130 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $88,055,000 | 1,087 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $53,373,000 | 225 |
| Privately issued residential mortgage-backed securities | $5,188,000 | 228 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $48,185,000 | 69 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,844,000 | 637 |
| Mortgage-backed securities | $93,243,000 | 724 |
| Certificates of participation in pools of residential mortgages | $82,153,000 | 560 |
| Issued or guaranteed by U.S. | $82,153,000 | 560 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $11,090,000 | 1,293 |
| CMOs issued by government agencies or sponsored agencies | $5,902,000 | 1,651 |
| Privately issued | $5,188,000 | 216 |
| 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) | $91,038,000 | 286 |
| Available-for-sale securities (fair market value) | $50,390,000 | 2,423 |
| Total debt securities | $137,458,000 | 1,098 |
| 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 | $149,793,000 | 1,033 |
| U.S. Government securities | $92,747,000 | 1,090 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $92,747,000 | 1,046 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $57,046,000 | 217 |
| Privately issued residential mortgage-backed securities | $5,305,000 | 239 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $51,741,000 | 69 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $102,245,000 | 613 |
| Mortgage-backed securities | $98,052,000 | 684 |
| Certificates of participation in pools of residential mortgages | $86,569,000 | 525 |
| Issued or guaranteed by U.S. | $86,569,000 | 525 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $11,483,000 | 1,279 |
| CMOs issued by government agencies or sponsored agencies | $6,178,000 | 1,646 |
| Privately issued | $5,305,000 | 226 |
| 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) | $94,923,000 | 262 |
| Available-for-sale securities (fair market value) | $54,870,000 | 2,271 |
| Total debt securities | $146,593,000 | 1,039 |
| 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 | $159,702,000 | 964 |
| U.S. Government securities | $100,875,000 | 1,019 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $100,875,000 | 985 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $58,827,000 | 210 |
| Privately issued residential mortgage-backed securities | $5,779,000 | 241 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $53,048,000 | 68 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $105,434,000 | 586 |
| Mortgage-backed securities | $106,654,000 | 657 |
| Certificates of participation in pools of residential mortgages | $94,396,000 | 482 |
| Issued or guaranteed by U.S. | $94,396,000 | 481 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $12,258,000 | 1,255 |
| CMOs issued by government agencies or sponsored agencies | $6,479,000 | 1,642 |
| Privately issued | $5,779,000 | 230 |
| 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) | $101,429,000 | 228 |
| Available-for-sale securities (fair market value) | $58,273,000 | 2,170 |
| Total debt securities | $156,503,000 | 972 |
| 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 | $169,718,000 | 916 |
| U.S. Government securities | $108,906,000 | 956 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $108,906,000 | 923 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $60,812,000 | 205 |
| Privately issued residential mortgage-backed securities | $7,570,000 | 224 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $53,242,000 | 65 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $118,770,000 | 555 |
| Mortgage-backed securities | $116,476,000 | 622 |
| Certificates of participation in pools of residential mortgages | $102,090,000 | 450 |
| Issued or guaranteed by U.S. | $102,090,000 | 449 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $14,386,000 | 1,209 |
| CMOs issued by government agencies or sponsored agencies | $6,816,000 | 1,653 |
| Privately issued | $7,570,000 | 217 |
| 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) | $107,876,000 | 200 |
| Available-for-sale securities (fair market value) | $61,842,000 | 2,100 |
| Total debt securities | $166,517,000 | 921 |
| 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 | $184,949,000 | 822 |
| U.S. Government securities | $117,413,000 | 874 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $117,413,000 | 842 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $67,536,000 | 186 |
| Privately issued residential mortgage-backed securities | $10,222,000 | 197 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $57,314,000 | 64 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $126,588,000 | 510 |
| Mortgage-backed securities | $127,635,000 | 575 |
| Certificates of participation in pools of residential mortgages | $110,190,000 | 412 |
| Issued or guaranteed by U.S. | $110,190,000 | 411 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $17,445,000 | 1,104 |
| CMOs issued by government agencies or sponsored agencies | $7,223,000 | 1,627 |
| Privately issued | $10,222,000 | 191 |
| 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) | $117,551,000 | 189 |
| Available-for-sale securities (fair market value) | $67,398,000 | 1,919 |
| Total debt securities | $181,720,000 | 822 |
| 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 | $193,363,000 | 788 |
| U.S. Government securities | $125,365,000 | 839 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $125,365,000 | 809 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $67,998,000 | 188 |
| Privately issued residential mortgage-backed securities | $10,257,000 | 216 |
| Commercial mortgage-backed securities - Total | $15,000 | 118 |
| Asset backed securities | $57,726,000 | 67 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $133,718,000 | 490 |
| Mortgage-backed securities | $135,637,000 | 571 |
| Certificates of participation in pools of residential mortgages | $117,675,000 | 415 |
| Issued or guaranteed by U.S. | $117,675,000 | 414 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $17,947,000 | 1,139 |
| CMOs issued by government agencies or sponsored agencies | $7,690,000 | 1,666 |
| Privately issued | $10,257,000 | 210 |
| Commercial mortgage-backed securities | $15,000 | 674 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $15,000 | 303 |
| Held to maturity securities (book value) | $123,470,000 | 179 |
| Available-for-sale securities (fair market value) | $69,893,000 | 1,857 |
| Total debt securities | $190,144,000 | 794 |
| 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 | $236,536,000 | 656 |
| U.S. Government securities | $134,957,000 | 791 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $134,957,000 | 764 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $101,579,000 | 147 |
| Privately issued residential mortgage-backed securities | $17,424,000 | 162 |
| Commercial mortgage-backed securities - Total | $27,982,000 | 44 |
| Asset backed securities | $56,173,000 | 68 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $170,912,000 | 389 |
| Mortgage-backed securities | $180,363,000 | 464 |
| Certificates of participation in pools of residential mortgages | $126,767,000 | 390 |
| Issued or guaranteed by U.S. | $126,767,000 | 389 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $25,614,000 | 915 |
| CMOs issued by government agencies or sponsored agencies | $8,190,000 | 1,652 |
| Privately issued | $17,424,000 | 158 |
| Commercial mortgage-backed securities | $27,982,000 | 101 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $27,982,000 | 66 |
| Held to maturity securities (book value) | $130,929,000 | 169 |
| Available-for-sale securities (fair market value) | $105,607,000 | 1,288 |
| Total debt securities | $233,354,000 | 654 |
| 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 | $252,467,000 | 629 |
| U.S. Government securities | $143,701,000 | 781 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $143,701,000 | 753 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $108,766,000 | 144 |
| Privately issued residential mortgage-backed securities | $17,863,000 | 168 |
| Commercial mortgage-backed securities - Total | $28,071,000 | 41 |
| Asset backed securities | $60,713,000 | 57 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $2,119,000 | 1,138 |
| 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 | $178,909,000 | 372 |
| Mortgage-backed securities | $189,635,000 | 451 |
| Certificates of participation in pools of residential mortgages | $134,818,000 | 378 |
| Issued or guaranteed by U.S. | $134,818,000 | 377 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $26,746,000 | 905 |
| CMOs issued by government agencies or sponsored agencies | $8,883,000 | 1,598 |
| Privately issued | $17,863,000 | 162 |
| Commercial mortgage-backed securities | $28,071,000 | 90 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $28,071,000 | 57 |
| Held to maturity securities (book value) | $143,244,000 | 158 |
| Available-for-sale securities (fair market value) | $109,223,000 | 1,266 |
| Total debt securities | $251,944,000 | 620 |
| 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 | $324,459,000 | 460 |
| U.S. Government securities | $151,953,000 | 712 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $151,953,000 | 686 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $172,506,000 | 117 |
| Privately issued residential mortgage-backed securities | $30,531,000 | 156 |
| Commercial mortgage-backed securities - Total | $28,397,000 | 33 |
| Asset backed securities | $110,929,000 | 40 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $2,649,000 | 967 |
| 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 | $192,177,000 | 325 |
| Mortgage-backed securities | $210,881,000 | 392 |
| Certificates of participation in pools of residential mortgages | $142,678,000 | 343 |
| Issued or guaranteed by U.S. | $142,678,000 | 342 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $39,806,000 | 680 |
| CMOs issued by government agencies or sponsored agencies | $9,275,000 | 1,494 |
| Privately issued | $30,531,000 | 151 |
| Commercial mortgage-backed securities | $28,397,000 | 69 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $28,397,000 | 48 |
| Held to maturity securities (book value) | $174,022,000 | 131 |
| Available-for-sale securities (fair market value) | $150,437,000 | 881 |
| Total debt securities | $323,942,000 | 458 |
| 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 | $349,933,000 | 409 |
| U.S. Government securities | $159,765,000 | 655 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $159,765,000 | 630 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $190,168,000 | 112 |
| Privately issued residential mortgage-backed securities | $187,497,000 | 52 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,671,000 | 950 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $347,262,000 | 254 |
| Certificates of participation in pools of residential mortgages | $150,238,000 | 312 |
| Issued or guaranteed by U.S. | $150,238,000 | 310 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $197,024,000 | 214 |
| CMOs issued by government agencies or sponsored agencies | $9,527,000 | 1,459 |
| Privately issued | $187,497,000 | 50 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $178,958,000 | 122 |
| Available-for-sale securities (fair market value) | $170,975,000 | 756 |
| Total debt securities | $349,933,000 | 404 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $374,399,000 | 387 |
| U.S. Government securities | $160,035,000 | 670 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $160,035,000 | 650 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $214,364,000 | 105 |
| Privately issued residential mortgage-backed securities | $211,330,000 | 50 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,034,000 | 824 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $371,365,000 | 233 |
| Certificates of participation in pools of residential mortgages | $157,870,000 | 292 |
| Issued or guaranteed by U.S. | $157,870,000 | 290 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $213,495,000 | 197 |
| CMOs issued by government agencies or sponsored agencies | $2,165,000 | 2,441 |
| Privately issued | $211,330,000 | 48 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $194,501,000 | 113 |
| Available-for-sale securities (fair market value) | $179,898,000 | 714 |
| Total debt securities | $374,399,000 | 383 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $401,432,000 | 362 |
| U.S. Government securities | $167,906,000 | 635 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $167,906,000 | 606 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $233,526,000 | 98 |
| Privately issued residential mortgage-backed securities | $230,476,000 | 48 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,050,000 | 837 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $398,382,000 | 224 |
| Certificates of participation in pools of residential mortgages | $165,545,000 | 280 |
| Issued or guaranteed by U.S. | $165,545,000 | 279 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $232,837,000 | 169 |
| CMOs issued by government agencies or sponsored agencies | $2,361,000 | 2,330 |
| Privately issued | $230,476,000 | 46 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $211,466,000 | 105 |
| Available-for-sale securities (fair market value) | $189,966,000 | 676 |
| Total debt securities | $401,432,000 | 355 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $439,912,000 | 324 |
| U.S. Government securities | $164,759,000 | 612 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $164,759,000 | 587 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $275,153,000 | 89 |
| Privately issued residential mortgage-backed securities | $271,695,000 | 48 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,458,000 | 777 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $436,454,000 | 200 |
| Certificates of participation in pools of residential mortgages | $162,543,000 | 266 |
| Issued or guaranteed by U.S. | $162,543,000 | 264 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $273,911,000 | 153 |
| CMOs issued by government agencies or sponsored agencies | $2,216,000 | 2,320 |
| Privately issued | $271,695,000 | 46 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $238,276,000 | 90 |
| Available-for-sale securities (fair market value) | $201,636,000 | 615 |
| Total debt securities | $439,912,000 | 316 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $470,725,000 | 288 |
| U.S. Government securities | $174,239,000 | 557 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $174,239,000 | 525 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $296,486,000 | 86 |
| Privately issued residential mortgage-backed securities | $284,826,000 | 46 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,660,000 | 325 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $459,065,000 | 176 |
| Certificates of participation in pools of residential mortgages | $172,548,000 | 237 |
| Issued or guaranteed by U.S. | $172,548,000 | 234 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $286,517,000 | 138 |
| CMOs issued by government agencies or sponsored agencies | $1,691,000 | 2,436 |
| Privately issued | $284,826,000 | 43 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $262,827,000 | 79 |
| Available-for-sale securities (fair market value) | $207,898,000 | 577 |
| Total debt securities | $470,725,000 | 282 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $501,422,000 | 274 |
| U.S. Government securities | $187,313,000 | 516 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $187,313,000 | 490 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $314,109,000 | 81 |
| Privately issued residential mortgage-backed securities | $301,814,000 | 48 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,295,000 | 300 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $489,127,000 | 165 |
| Certificates of participation in pools of residential mortgages | $184,933,000 | 222 |
| Issued or guaranteed by U.S. | $184,933,000 | 220 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $304,194,000 | 129 |
| CMOs issued by government agencies or sponsored agencies | $2,380,000 | 2,150 |
| Privately issued | $301,814,000 | 44 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $285,710,000 | 76 |
| Available-for-sale securities (fair market value) | $215,712,000 | 541 |
| Total debt securities | $501,422,000 | 263 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $534,385,000 | 245 |
| U.S. Government securities | $201,851,000 | 477 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $201,851,000 | 456 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $332,534,000 | 78 |
| Privately issued residential mortgage-backed securities | $320,144,000 | 46 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,390,000 | 301 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $521,995,000 | 161 |
| Certificates of participation in pools of residential mortgages | $198,770,000 | 217 |
| Issued or guaranteed by U.S. | $198,770,000 | 215 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $323,225,000 | 126 |
| CMOs issued by government agencies or sponsored agencies | $3,081,000 | 1,925 |
| Privately issued | $320,144,000 | 41 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $305,784,000 | 70 |
| Available-for-sale securities (fair market value) | $228,601,000 | 508 |
| Total debt securities | $534,385,000 | 241 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $562,144,000 | 234 |
| U.S. Government securities | $219,386,000 | 425 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $219,386,000 | 410 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $342,758,000 | 83 |
| Privately issued residential mortgage-backed securities | $329,715,000 | 48 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,043,000 | 284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $549,101,000 | 158 |
| Certificates of participation in pools of residential mortgages | $215,973,000 | 211 |
| Issued or guaranteed by U.S. | $215,973,000 | 209 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $333,128,000 | 122 |
| CMOs issued by government agencies or sponsored agencies | $3,413,000 | 1,829 |
| Privately issued | $329,715,000 | 45 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $326,920,000 | 69 |
| Available-for-sale securities (fair market value) | $235,224,000 | 481 |
| Total debt securities | $562,144,000 | 229 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $587,089,000 | 233 |
| U.S. Government securities | $232,923,000 | 391 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $232,923,000 | 377 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $354,166,000 | 87 |
| Privately issued residential mortgage-backed securities | $341,120,000 | 52 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,046,000 | 306 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $574,043,000 | 158 |
| Certificates of participation in pools of residential mortgages | $230,011,000 | 207 |
| Issued or guaranteed by U.S. | $230,011,000 | 205 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $344,032,000 | 116 |
| CMOs issued by government agencies or sponsored agencies | $2,912,000 | 1,919 |
| Privately issued | $341,120,000 | 45 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $347,225,000 | 70 |
| Available-for-sale securities (fair market value) | $239,864,000 | 470 |
| Total debt securities | $587,089,000 | 225 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $640,733,000 | 210 |
| U.S. Government securities | $248,319,000 | 363 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $248,319,000 | 352 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $392,414,000 | 86 |
| Privately issued residential mortgage-backed securities | $379,347,000 | 51 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,067,000 | 317 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $627,666,000 | 146 |
| Certificates of participation in pools of residential mortgages | $245,650,000 | 193 |
| Issued or guaranteed by U.S. | $245,650,000 | 191 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $382,016,000 | 106 |
| CMOs issued by government agencies or sponsored agencies | $2,669,000 | 1,924 |
| Privately issued | $379,347,000 | 46 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $379,583,000 | 62 |
| Available-for-sale securities (fair market value) | $261,150,000 | 429 |
| Total debt securities | $640,733,000 | 201 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $671,954,000 | 215 |
| U.S. Government securities | $263,201,000 | 359 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $263,201,000 | 351 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $408,753,000 | 82 |
| Privately issued residential mortgage-backed securities | $395,691,000 | 53 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,062,000 | 317 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $658,892,000 | 149 |
| Certificates of participation in pools of residential mortgages | $261,180,000 | 193 |
| Issued or guaranteed by U.S. | $261,180,000 | 190 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $397,712,000 | 110 |
| CMOs issued by government agencies or sponsored agencies | $2,021,000 | 2,136 |
| Privately issued | $395,691,000 | 48 |
| 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) | $407,148,000 | 57 |
| Available-for-sale securities (fair market value) | $264,806,000 | 419 |
| Total debt securities | $671,954,000 | 204 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $661,758,000 | 213 |
| U.S. Government securities | $276,948,000 | 330 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $276,948,000 | 321 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $387,979,000 | 78 |
| Privately issued residential mortgage-backed securities | $375,824,000 | 55 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,155,000 | 325 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $3,169,000 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $652,772,000 | 143 |
| Certificates of participation in pools of residential mortgages | $351,897,000 | 157 |
| Issued or guaranteed by U.S. | $274,849,000 | 179 |
| Privately issued | $77,048,000 | 25 |
| Collaterized mortgage obligations | $300,875,000 | 132 |
| CMOs issued by government agencies or sponsored agencies | $2,099,000 | 2,072 |
| Privately issued | $298,776,000 | 57 |
| 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) | $429,884,000 | 53 |
| Available-for-sale securities (fair market value) | $231,874,000 | 455 |
| Total debt securities | $664,927,000 | 204 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $3,169,000 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $698,937,000 | 197 |
| U.S. Government securities | $284,191,000 | 307 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $284,191,000 | 302 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $415,679,000 | 75 |
| Privately issued residential mortgage-backed securities | $402,583,000 | 54 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,096,000 | 302 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $933,000 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $686,774,000 | 133 |
| Certificates of participation in pools of residential mortgages | $360,619,000 | 138 |
| Issued or guaranteed by U.S. | $279,853,000 | 167 |
| Privately issued | $80,766,000 | 25 |
| Collaterized mortgage obligations | $326,155,000 | 118 |
| CMOs issued by government agencies or sponsored agencies | $4,338,000 | 1,507 |
| Privately issued | $321,817,000 | 56 |
| 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) | $452,555,000 | 48 |
| Available-for-sale securities (fair market value) | $246,382,000 | 417 |
| Total debt securities | $699,870,000 | 194 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $933,000 | 198 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $744,712,000 | 194 |
| U.S. Government securities | $293,767,000 | 301 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $293,767,000 | 290 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $451,498,000 | 78 |
| Privately issued residential mortgage-backed securities | $438,401,000 | 57 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,097,000 | 348 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $553,000 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $732,168,000 | 131 |
| Certificates of participation in pools of residential mortgages | $378,189,000 | 131 |
| Issued or guaranteed by U.S. | $288,947,000 | 160 |
| Privately issued | $89,242,000 | 26 |
| Collaterized mortgage obligations | $353,979,000 | 116 |
| CMOs issued by government agencies or sponsored agencies | $4,820,000 | 1,449 |
| Privately issued | $349,159,000 | 59 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $469,302,000 | 49 |
| Available-for-sale securities (fair market value) | $275,410,000 | 387 |
| Total debt securities | $745,265,000 | 186 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $553,000 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $760,054,000 | 196 |
| U.S. Government securities | $301,420,000 | 294 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $301,420,000 | 285 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $458,647,000 | 74 |
| Privately issued residential mortgage-backed securities | $445,549,000 | 58 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,098,000 | 359 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $13,000 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $746,969,000 | 134 |
| Certificates of participation in pools of residential mortgages | $382,835,000 | 133 |
| Issued or guaranteed by U.S. | $297,148,000 | 158 |
| Privately issued | $85,687,000 | 29 |
| Collaterized mortgage obligations | $364,134,000 | 116 |
| CMOs issued by government agencies or sponsored agencies | $4,272,000 | 1,515 |
| Privately issued | $359,862,000 | 60 |
| 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) | $466,573,000 | 42 |
| Available-for-sale securities (fair market value) | $293,481,000 | 378 |
| Total debt securities | $760,067,000 | 188 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $13,000 | 248 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $742,116,000 | 196 |
| U.S. Government securities | $314,229,000 | 284 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $314,229,000 | 278 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $427,971,000 | 79 |
| Privately issued residential mortgage-backed securities | $414,873,000 | 60 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,098,000 | 346 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $84,000 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $680,562,000 | 135 |
| Certificates of participation in pools of residential mortgages | $299,277,000 | 158 |
| Issued or guaranteed by U.S. | $260,774,000 | 164 |
| Privately issued | $38,503,000 | 37 |
| Collaterized mortgage obligations | $381,285,000 | 110 |
| CMOs issued by government agencies or sponsored agencies | $4,915,000 | 1,354 |
| Privately issued | $376,370,000 | 58 |
| 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) | $414,226,000 | 51 |
| Available-for-sale securities (fair market value) | $327,890,000 | 334 |
| Total debt securities | $742,200,000 | 188 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $84,000 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $737,564,000 | 198 |
| U.S. Government securities | $317,772,000 | 295 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $317,772,000 | 288 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $419,792,000 | 86 |
| Privately issued residential mortgage-backed securities | $406,693,000 | 61 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,099,000 | 334 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $676,642,000 | 132 |
| Certificates of participation in pools of residential mortgages | $304,027,000 | 150 |
| Issued or guaranteed by U.S. | $264,544,000 | 162 |
| Privately issued | $39,483,000 | 41 |
| Collaterized mortgage obligations | $372,615,000 | 108 |
| CMOs issued by government agencies or sponsored agencies | $5,405,000 | 1,268 |
| Privately issued | $367,210,000 | 58 |
| 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) | $389,191,000 | 57 |
| Available-for-sale securities (fair market value) | $348,373,000 | 320 |
| Total debt securities | $737,564,000 | 193 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $684,912,000 | 213 |
| U.S. Government securities | $311,418,000 | 302 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $311,418,000 | 293 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $373,494,000 | 92 |
| Privately issued residential mortgage-backed securities | $360,395,000 | 70 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,099,000 | 312 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $625,070,000 | 145 |
| Certificates of participation in pools of residential mortgages | $299,807,000 | 153 |
| Issued or guaranteed by U.S. | $259,213,000 | 164 |
| Privately issued | $40,594,000 | 46 |
| Collaterized mortgage obligations | $325,263,000 | 122 |
| CMOs issued by government agencies or sponsored agencies | $5,462,000 | 1,238 |
| Privately issued | $319,801,000 | 66 |
| 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) | $323,136,000 | 73 |
| Available-for-sale securities (fair market value) | $361,776,000 | 316 |
| Total debt securities | $684,912,000 | 209 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $726,879,000 | 211 |
| U.S. Government securities | $315,169,000 | 299 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $315,169,000 | 288 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $411,710,000 | 85 |
| Privately issued residential mortgage-backed securities | $398,610,000 | 68 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,100,000 | 329 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $667,404,000 | 142 |
| Certificates of participation in pools of residential mortgages | $301,364,000 | 153 |
| Issued or guaranteed by U.S. | $259,339,000 | 170 |
| Privately issued | $42,025,000 | 45 |
| Collaterized mortgage obligations | $366,040,000 | 118 |
| CMOs issued by government agencies or sponsored agencies | $9,455,000 | 883 |
| Privately issued | $356,585,000 | 61 |
| 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) | $321,928,000 | 77 |
| Available-for-sale securities (fair market value) | $404,951,000 | 279 |
| Total debt securities | $726,879,000 | 207 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $771,180,000 | 203 |
| U.S. Government securities | $329,462,000 | 300 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $329,462,000 | 289 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $441,718,000 | 76 |
| Privately issued residential mortgage-backed securities | $423,612,000 | 65 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,106,000 | 267 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $707,313,000 | 140 |
| Certificates of participation in pools of residential mortgages | $319,827,000 | 151 |
| Issued or guaranteed by U.S. | $273,735,000 | 168 |
| Privately issued | $46,092,000 | 40 |
| Collaterized mortgage obligations | $387,486,000 | 114 |
| CMOs issued by government agencies or sponsored agencies | $9,966,000 | 860 |
| Privately issued | $377,520,000 | 62 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $339,140,000 | 70 |
| Available-for-sale securities (fair market value) | $432,040,000 | 259 |
| Total debt securities | $771,180,000 | 198 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $825,833,000 | 199 |
| U.S. Government securities | $345,523,000 | 289 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $345,523,000 | 277 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $480,310,000 | 74 |
| Privately issued residential mortgage-backed securities | $462,207,000 | 60 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,103,000 | 268 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $762,394,000 | 132 |
| Certificates of participation in pools of residential mortgages | $341,901,000 | 150 |
| Issued or guaranteed by U.S. | $289,657,000 | 162 |
| Privately issued | $52,244,000 | 40 |
| Collaterized mortgage obligations | $420,493,000 | 112 |
| CMOs issued by government agencies or sponsored agencies | $10,530,000 | 819 |
| Privately issued | $409,963,000 | 61 |
| 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) | $359,491,000 | 66 |
| Available-for-sale securities (fair market value) | $466,342,000 | 245 |
| Total debt securities | $825,833,000 | 198 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $824,932,000 | 202 |
| U.S. Government securities | $346,030,000 | 291 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $346,030,000 | 278 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $478,902,000 | 75 |
| Privately issued residential mortgage-backed securities | $460,828,000 | 63 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,074,000 | 273 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $762,530,000 | 136 |
| Certificates of participation in pools of residential mortgages | $352,656,000 | 155 |
| Issued or guaranteed by U.S. | $295,505,000 | 167 |
| Privately issued | $57,151,000 | 38 |
| Collaterized mortgage obligations | $409,874,000 | 113 |
| CMOs issued by government agencies or sponsored agencies | $6,197,000 | 1,115 |
| Privately issued | $403,677,000 | 60 |
| 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) | $368,443,000 | 68 |
| Available-for-sale securities (fair market value) | $456,489,000 | 260 |
| Total debt securities | $824,932,000 | 202 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $786,155,000 | 213 |
| U.S. Government securities | $297,330,000 | 348 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $297,330,000 | 335 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $488,825,000 | 75 |
| Privately issued residential mortgage-backed securities | $470,790,000 | 65 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,035,000 | 285 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $724,003,000 | 142 |
| Certificates of participation in pools of residential mortgages | $315,082,000 | 171 |
| Issued or guaranteed by U.S. | $253,213,000 | 191 |
| Privately issued | $61,869,000 | 38 |
| Collaterized mortgage obligations | $408,921,000 | 110 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $408,921,000 | 59 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $295,484,000 | 89 |
| Available-for-sale securities (fair market value) | $490,671,000 | 253 |
| Total debt securities | $786,155,000 | 211 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $735,338,000 | 227 |
| U.S. Government securities | $293,094,000 | 361 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $293,094,000 | 348 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $442,244,000 | 82 |
| Privately issued residential mortgage-backed securities | $424,196,000 | 62 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,048,000 | 290 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $673,139,000 | 151 |
| Certificates of participation in pools of residential mortgages | $320,032,000 | 175 |
| Issued or guaranteed by U.S. | $248,943,000 | 200 |
| Privately issued | $71,089,000 | 32 |
| Collaterized mortgage obligations | $353,107,000 | 126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $353,107,000 | 65 |
| 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) | $244,667,000 | 101 |
| Available-for-sale securities (fair market value) | $490,671,000 | 260 |
| Total debt securities | $735,338,000 | 224 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $819,793,000 | 207 |
| U.S. Government securities | $378,979,000 | 291 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $378,979,000 | 278 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $440,814,000 | 88 |
| Privately issued residential mortgage-backed securities | $422,782,000 | 66 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,032,000 | 303 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $682,627,000 | 155 |
| Certificates of participation in pools of residential mortgages | $335,084,000 | 172 |
| Issued or guaranteed by U.S. | $259,845,000 | 193 |
| Privately issued | $75,239,000 | 33 |
| Collaterized mortgage obligations | $347,543,000 | 124 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $347,543,000 | 67 |
| 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) | $326,700,000 | 84 |
| Available-for-sale securities (fair market value) | $493,093,000 | 258 |
| Total debt securities | $819,793,000 | 204 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $840,443,000 | 204 |
| U.S. Government securities | $381,355,000 | 289 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $381,355,000 | 276 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $459,088,000 | 83 |
| Privately issued residential mortgage-backed securities | $441,079,000 | 59 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,009,000 | 318 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $702,806,000 | 154 |
| Certificates of participation in pools of residential mortgages | $338,565,000 | 173 |
| Issued or guaranteed by U.S. | $261,727,000 | 196 |
| Privately issued | $76,838,000 | 32 |
| Collaterized mortgage obligations | $364,241,000 | 124 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $364,241,000 | 62 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $319,016,000 | 83 |
| Available-for-sale securities (fair market value) | $521,427,000 | 245 |
| Total debt securities | $840,443,000 | 203 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $721,749,000 | 227 |
| U.S. Government securities | $292,940,000 | 361 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $292,940,000 | 344 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $428,809,000 | 85 |
| Privately issued residential mortgage-backed securities | $415,690,000 | 65 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,119,000 | 415 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $589,705,000 | 179 |
| Certificates of participation in pools of residential mortgages | $253,070,000 | 213 |
| Issued or guaranteed by U.S. | $174,015,000 | 280 |
| Privately issued | $79,055,000 | 26 |
| Collaterized mortgage obligations | $336,635,000 | 126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $336,635,000 | 61 |
| 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) | $333,059,000 | 77 |
| Available-for-sale securities (fair market value) | $388,690,000 | 319 |
| Total debt securities | $721,749,000 | 227 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $743,042,000 | 226 |
| U.S. Government securities | $306,086,000 | 354 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $306,086,000 | 336 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $436,976,000 | 87 |
| Privately issued residential mortgage-backed securities | $423,857,000 | 65 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,119,000 | 438 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $20,000 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $610,197,000 | 175 |
| Certificates of participation in pools of residential mortgages | $266,908,000 | 209 |
| Issued or guaranteed by U.S. | $186,340,000 | 266 |
| Privately issued | $80,568,000 | 25 |
| Collaterized mortgage obligations | $343,289,000 | 125 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $343,289,000 | 63 |
| 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) | $346,936,000 | 76 |
| Available-for-sale securities (fair market value) | $396,106,000 | 319 |
| Total debt securities | $743,062,000 | 225 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $20,000 | 147 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $757,440,000 | 230 |
| U.S. Government securities | $322,005,000 | 349 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $322,005,000 | 331 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $435,435,000 | 83 |
| Privately issued residential mortgage-backed securities | $422,315,000 | 58 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,120,000 | 451 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $624,333,000 | 172 |
| Certificates of participation in pools of residential mortgages | $284,784,000 | 206 |
| Issued or guaranteed by U.S. | $202,018,000 | 253 |
| Privately issued | $82,766,000 | 24 |
| Collaterized mortgage obligations | $339,549,000 | 119 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $339,549,000 | 59 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $363,737,000 | 72 |
| Available-for-sale securities (fair market value) | $393,703,000 | 319 |
| Total debt securities | $757,440,000 | 226 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $774,769,000 | 223 |
| U.S. Government securities | $331,512,000 | 341 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $331,512,000 | 324 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $443,257,000 | 83 |
| Privately issued residential mortgage-backed securities | $430,090,000 | 57 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,167,000 | 474 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $642,593,000 | 175 |
| Certificates of participation in pools of residential mortgages | $297,474,000 | 203 |
| Issued or guaranteed by U.S. | $212,503,000 | 243 |
| Privately issued | $84,971,000 | 23 |
| Collaterized mortgage obligations | $345,119,000 | 120 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $345,119,000 | 59 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $376,599,000 | 70 |
| Available-for-sale securities (fair market value) | $398,170,000 | 317 |
| Total debt securities | $774,769,000 | 221 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $688,571,000 | 248 |
| U.S. Government securities | $271,221,000 | 404 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $271,221,000 | 381 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $417,350,000 | 86 |
| Privately issued residential mortgage-backed securities | $404,183,000 | 63 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,167,000 | 505 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $554,636,000 | 190 |
| Certificates of participation in pools of residential mortgages | $237,264,000 | 233 |
| Issued or guaranteed by U.S. | $150,453,000 | 330 |
| Privately issued | $86,811,000 | 24 |
| Collaterized mortgage obligations | $317,372,000 | 135 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $317,372,000 | 68 |
| 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) | $315,933,000 | 81 |
| Available-for-sale securities (fair market value) | $372,638,000 | 334 |
| Total debt securities | $688,571,000 | 242 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $609,386,000 | 272 |
| U.S. Government securities | $541,037,000 | 236 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $541,037,000 | 228 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $101,374,000 | 183 |
| Privately issued residential mortgage-backed securities | $88,181,000 | 102 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,193,000 | 532 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $33,025,000 | 7 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $509,626,000 | 202 |
| Certificates of participation in pools of residential mortgages | $231,561,000 | 243 |
| Issued or guaranteed by U.S. | $143,380,000 | 348 |
| Privately issued | $88,181,000 | 26 |
| Collaterized mortgage obligations | $278,065,000 | 135 |
| CMOs issued by government agencies or sponsored agencies | $278,065,000 | 113 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $280,851,000 | 82 |
| Available-for-sale securities (fair market value) | $328,535,000 | 392 |
| Total debt securities | $642,411,000 | 256 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $33,025,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $494,237,000 | 319 |
| U.S. Government securities | $529,653,000 | 236 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $529,653,000 | 227 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $103,185,000 | 177 |
| Privately issued residential mortgage-backed securities | $89,992,000 | 96 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,193,000 | 561 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | $138,601,000 | 3 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $499,822,000 | 204 |
| Certificates of participation in pools of residential mortgages | $248,362,000 | 229 |
| Issued or guaranteed by U.S. | $158,370,000 | 313 |
| Privately issued | $89,992,000 | 23 |
| Collaterized mortgage obligations | $251,460,000 | 153 |
| CMOs issued by government agencies or sponsored agencies | $251,460,000 | 130 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $197,661,000 | 120 |
| Available-for-sale securities (fair market value) | $296,576,000 | 431 |
| Total debt securities | $632,838,000 | 254 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $138,601,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $371,231,000 | 387 |
| U.S. Government securities | $437,613,000 | 279 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $437,613,000 | 269 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $96,020,000 | 185 |
| Privately issued residential mortgage-backed securities | $82,761,000 | 106 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,259,000 | 574 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $162,402,000 | 4 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $520,374,000 | 200 |
| Certificates of participation in pools of residential mortgages | $271,908,000 | 205 |
| Issued or guaranteed by U.S. | $189,147,000 | 272 |
| Privately issued | $82,761,000 | 18 |
| Collaterized mortgage obligations | $248,466,000 | 166 |
| CMOs issued by government agencies or sponsored agencies | $248,466,000 | 142 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $127,898,000 | 172 |
| Available-for-sale securities (fair market value) | $243,333,000 | 492 |
| Total debt securities | $533,633,000 | 286 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $162,402,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $349,287,000 | 417 |
| U.S. Government securities | $433,839,000 | 277 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $433,839,000 | 267 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $115,819,000 | 161 |
| Privately issued residential mortgage-backed securities | $102,531,000 | 96 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,288,000 | 567 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | $200,371,000 | 3 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $536,370,000 | 196 |
| Certificates of participation in pools of residential mortgages | $286,074,000 | 189 |
| Issued or guaranteed by U.S. | $183,543,000 | 272 |
| Privately issued | $102,531,000 | 20 |
| Collaterized mortgage obligations | $250,296,000 | 168 |
| CMOs issued by government agencies or sponsored agencies | $250,296,000 | 144 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $151,732,000 | 144 |
| Available-for-sale securities (fair market value) | $197,555,000 | 582 |
| Total debt securities | $549,658,000 | 287 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $200,371,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $212,114,000 | 613 |
| U.S. Government securities | $411,831,000 | 276 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $411,831,000 | 264 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $98,886,000 | 185 |
| Privately issued residential mortgage-backed securities | $86,949,000 | 104 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,937,000 | 630 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $298,603,000 | 3 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $498,780,000 | 195 |
| Certificates of participation in pools of residential mortgages | $266,816,000 | 191 |
| Issued or guaranteed by U.S. | $179,867,000 | 264 |
| Privately issued | $86,949,000 | 20 |
| Collaterized mortgage obligations | $231,964,000 | 174 |
| CMOs issued by government agencies or sponsored agencies | $231,964,000 | 150 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $196,875,000 | 119 |
| Available-for-sale securities (fair market value) | $15,239,000 | 4,690 |
| Total debt securities | $510,717,000 | 286 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $298,603,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $80,307,000 | 1,401 |
| U.S. Government securities | $338,930,000 | 295 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $338,930,000 | 278 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $79,667,000 | 222 |
| Privately issued residential mortgage-backed securities | $67,686,000 | 121 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,981,000 | 637 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $338,290,000 | 2 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $406,616,000 | 206 |
| Certificates of participation in pools of residential mortgages | $406,346,000 | 133 |
| Issued or guaranteed by U.S. | $338,660,000 | 150 |
| Privately issued | $67,686,000 | 28 |
| Collaterized mortgage obligations | $270,000 | 4,006 |
| CMOs issued by government agencies or sponsored agencies | $270,000 | 3,829 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $80,307,000 | 256 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $418,597,000 | 309 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $338,290,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $225,198,000 | 533 |
| U.S. Government securities | $219,667,000 | 413 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $219,667,000 | 388 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $5,531,000 | 1,152 |
| Privately issued residential mortgage-backed securities | $5,531,000 | 369 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $225,198,000 | 281 |
| Certificates of participation in pools of residential mortgages | $216,616,000 | 187 |
| Issued or guaranteed by U.S. | $211,085,000 | 187 |
| Privately issued | $5,531,000 | 75 |
| Collaterized mortgage obligations | $8,582,000 | 1,119 |
| CMOs issued by government agencies or sponsored agencies | $8,582,000 | 1,006 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $218,935,000 | 134 |
| Available-for-sale securities (fair market value) | $6,263,000 | 6,819 |
| Total debt securities | $225,198,000 | 505 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $287,990,000 | 454 |
| U.S. Government securities | $487,099,000 | 224 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $487,099,000 | 205 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $7,160,000 | 993 |
| Privately issued residential mortgage-backed securities | $7,160,000 | 347 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $206,269,000 | 2 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $494,259,000 | 177 |
| Certificates of participation in pools of residential mortgages | $485,259,000 | 116 |
| Issued or guaranteed by U.S. | $478,099,000 | 116 |
| Privately issued | $7,160,000 | 71 |
| Collaterized mortgage obligations | $9,000,000 | 1,167 |
| CMOs issued by government agencies or sponsored agencies | $9,000,000 | 1,045 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $235,242,000 | 126 |
| Available-for-sale securities (fair market value) | $52,748,000 | 1,638 |
| Total debt securities | $494,259,000 | 279 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $206,269,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $128,199,000 | 910 |
| U.S. Government securities | $375,164,000 | 287 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $375,164,000 | 249 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $21,781,000 | 477 |
| Privately issued residential mortgage-backed securities | $21,781,000 | 193 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $268,746,000 | 3 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $396,475,000 | 208 |
| Certificates of participation in pools of residential mortgages | $394,737,000 | 138 |
| Issued or guaranteed by U.S. | $372,956,000 | 137 |
| Privately issued | $21,781,000 | 51 |
| Collaterized mortgage obligations | $1,738,000 | 2,775 |
| CMOs issued by government agencies or sponsored agencies | $1,738,000 | 2,636 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $128,199,000 | 234 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $396,945,000 | 337 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $268,746,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $472,147,000 | 306 |
| U.S. Government securities | $482,278,000 | 244 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $482,278,000 | 203 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $369,000 | 2,567 |
| Privately issued residential mortgage-backed securities | $369,000 | 890 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $10,288,000 | 12 |
| General valuation allowances for securities for TFR Reporters | $212,000 | 11 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $472,372,000 | 176 |
| Certificates of participation in pools of residential mortgages | $443,910,000 | 123 |
| Issued or guaranteed by U.S. | $443,541,000 | 120 |
| Privately issued | $369,000 | 264 |
| Collaterized mortgage obligations | $28,462,000 | 552 |
| CMOs issued by government agencies or sponsored agencies | $28,462,000 | 517 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $231,299,000 | 160 |
| Available-for-sale securities (fair market value) | $240,848,000 | 397 |
| Total debt securities | $482,647,000 | 290 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $10,288,000 | 89 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $418,439,000 | 351 |
| U.S. Government securities | $409,376,000 | 303 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $409,376,000 | 243 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $8,752,000 | 625 |
| Privately issued residential mortgage-backed securities | $8,752,000 | 270 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-311,000 | 1,169 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $418,128,000 | 209 |
| Certificates of participation in pools of residential mortgages | $387,956,000 | 153 |
| Issued or guaranteed by U.S. | $379,204,000 | 150 |
| Privately issued | $8,752,000 | 112 |
| Collaterized mortgage obligations | $30,172,000 | 560 |
| CMOs issued by government agencies or sponsored agencies | $30,172,000 | 520 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $143,614,000 | 287 |
| Available-for-sale securities (fair market value) | $274,825,000 | 360 |
| Total debt securities | $418,128,000 | 345 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $444,267,000 | 353 |
| U.S. Government securities | $442,930,000 | 294 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $442,930,000 | 227 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $748,000 | 2,800 |
| Privately issued residential mortgage-backed securities | $748,000 | 1,022 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-589,000 | 1,307 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $433,591,000 | 221 |
| Certificates of participation in pools of residential mortgages | $369,722,000 | 165 |
| Issued or guaranteed by U.S. | $368,974,000 | 154 |
| Privately issued | $748,000 | 317 |
| Collaterized mortgage obligations | $63,869,000 | 390 |
| CMOs issued by government agencies or sponsored agencies | $63,869,000 | 353 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $205,442,000 | 220 |
| Available-for-sale securities (fair market value) | $238,825,000 | 421 |
| Total debt securities | $443,678,000 | 346 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $407,929,000 | 385 |
| U.S. Government securities | $416,574,000 | 334 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $416,574,000 | 246 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $848,000 | 2,981 |
| Privately issued residential mortgage-backed securities | $848,000 | 1,008 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $9,302,000 | 9 |
| General valuation allowances for securities for TFR Reporters | $191,000 | 115 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $407,187,000 | 237 |
| Certificates of participation in pools of residential mortgages | $303,031,000 | 181 |
| Issued or guaranteed by U.S. | $302,183,000 | 175 |
| Privately issued | $848,000 | 282 |
| Collaterized mortgage obligations | $104,156,000 | 278 |
| CMOs issued by government agencies or sponsored agencies | $104,156,000 | 250 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $271,988,000 | 341 |
| Available-for-sale securities (fair market value) | $135,941,000 | 432 |
| Total debt securities | $417,422,000 | 374 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $9,302,000 | 112 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $394,106,000 | 408 |
| U.S. Government securities | $389,932,000 | 355 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $389,932,000 | 263 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $3,065,000 | 1,865 |
| Privately issued residential mortgage-backed securities | $3,065,000 | 664 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-1,109,000 | 1,581 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $392,997,000 | 248 |
| Certificates of participation in pools of residential mortgages | $261,614,000 | 203 |
| Issued or guaranteed by U.S. | $258,549,000 | 183 |
| Privately issued | $3,065,000 | 261 |
| Collaterized mortgage obligations | $131,383,000 | 263 |
| CMOs issued by government agencies or sponsored agencies | $131,383,000 | 243 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $392,997,000 | 400 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $383,556,000 | 414 |
| U.S. Government securities | $382,880,000 | 342 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $382,880,000 | 244 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-676,000 | 1,781 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $382,880,000 | 239 |
| Certificates of participation in pools of residential mortgages | $244,141,000 | 204 |
| Issued or guaranteed by U.S. | $244,141,000 | 185 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $138,739,000 | 229 |
| CMOs issued by government agencies or sponsored agencies | $138,739,000 | 213 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $382,880,000 | 410 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |