Home > Liberty Bank > Securities
Liberty Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $1,347,613,000 | 201 |
| U.S. Government securities | $865,278,000 | 206 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $865,278,000 | 191 |
| Securities issued by states & political subdivisions | $35,573,000 | 1,204 |
| Other domestic debt securities | $190,668,000 | 166 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $190,668,000 | 56 |
| Foreign debt securities | $1,075,000 | 190 |
| 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 | $76,664,000 | 1,095 |
| Mortgage-backed securities | $804,112,000 | 174 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $99,755,000 | 509 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $704,357,000 | 72 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $1,575,000 | 1,437 |
| Available-for-sale securities (fair market value) | $1,091,019,000 | 187 |
| Total debt securities | $1,092,594,000 | 230 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $1,318,129,000 | 204 |
| U.S. Government securities | $867,659,000 | 209 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $867,659,000 | 189 |
| Securities issued by states & political subdivisions | $32,220,000 | 1,272 |
| Other domestic debt securities | $183,919,000 | 174 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $183,919,000 | 56 |
| Foreign debt securities | $1,500,000 | 184 |
| 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 | $76,479,000 | 1,060 |
| Mortgage-backed securities | $801,751,000 | 171 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $129,620,000 | 401 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $672,131,000 | 75 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $2,000,000 | 1,418 |
| Available-for-sale securities (fair market value) | $1,083,298,000 | 187 |
| Total debt securities | $1,085,298,000 | 232 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $1,353,029,000 | 202 |
| U.S. Government securities | $895,202,000 | 200 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $895,202,000 | 190 |
| Securities issued by states & political subdivisions | $34,889,000 | 1,251 |
| Other domestic debt securities | $182,161,000 | 169 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $182,161,000 | 58 |
| Foreign debt securities | $1,500,000 | 188 |
| 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 | $69,433,000 | 1,136 |
| Mortgage-backed securities | $824,738,000 | 166 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $130,788,000 | 410 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $693,950,000 | 73 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $2,000,000 | 1,433 |
| Available-for-sale securities (fair market value) | $1,111,752,000 | 188 |
| Total debt securities | $1,113,752,000 | 228 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $1,356,012,000 | 214 |
| U.S. Government securities | $902,064,000 | 211 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $902,064,000 | 187 |
| Securities issued by states & political subdivisions | $42,810,000 | 1,090 |
| Other domestic debt securities | $183,588,000 | 179 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $183,588,000 | 58 |
| Foreign debt securities | $1,500,000 | 160 |
| 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 | $51,652,000 | 1,328 |
| Mortgage-backed securities | $827,557,000 | 173 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $124,330,000 | 444 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $703,227,000 | 74 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $2,000,000 | 1,469 |
| Available-for-sale securities (fair market value) | $1,127,962,000 | 198 |
| Total debt securities | $1,129,962,000 | 239 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $1,333,468,000 | 226 |
| U.S. Government securities | $893,201,000 | 219 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $893,201,000 | 196 |
| Securities issued by states & political subdivisions | $41,331,000 | 1,147 |
| Other domestic debt securities | $183,060,000 | 187 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $183,060,000 | 64 |
| Foreign debt securities | $1,525,000 | 164 |
| 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 | $49,421,000 | 1,277 |
| Mortgage-backed securities | $820,768,000 | 184 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $123,624,000 | 454 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $697,144,000 | 79 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $2,025,000 | 1,475 |
| Available-for-sale securities (fair market value) | $1,117,092,000 | 208 |
| Total debt securities | $1,119,117,000 | 249 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $1,298,098,000 | 229 |
| U.S. Government securities | $878,637,000 | 224 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $878,637,000 | 196 |
| Securities issued by states & political subdivisions | $37,639,000 | 1,238 |
| Other domestic debt securities | $181,861,000 | 185 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $181,861,000 | 67 |
| Foreign debt securities | $1,525,000 | 168 |
| 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 | $52,465,000 | 1,149 |
| Mortgage-backed securities | $811,423,000 | 188 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $125,201,000 | 455 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $686,222,000 | 84 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $2,025,000 | 1,459 |
| Available-for-sale securities (fair market value) | $1,097,637,000 | 209 |
| Total debt securities | $1,099,662,000 | 251 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $1,304,775,000 | 232 |
| U.S. Government securities | $871,201,000 | 233 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $871,201,000 | 209 |
| Securities issued by states & political subdivisions | $40,430,000 | 1,231 |
| Other domestic debt securities | $187,921,000 | 166 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $187,921,000 | 67 |
| Foreign debt securities | $1,525,000 | 171 |
| 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 | $75,396,000 | 873 |
| Mortgage-backed securities | $799,006,000 | 199 |
| Certificates of participation in pools of residential mortgages | $129,601,000 | 465 |
| Issued or guaranteed by U.S. | $129,601,000 | 460 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $669,405,000 | 98 |
| CMOs issued by government agencies or sponsored agencies | $669,405,000 | 88 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $2,025,000 | 1,391 |
| Available-for-sale securities (fair market value) | $1,099,052,000 | 211 |
| Total debt securities | $1,101,077,000 | 251 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $1,349,365,000 | 232 |
| U.S. Government securities | $885,850,000 | 232 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $885,850,000 | 208 |
| Securities issued by states & political subdivisions | $35,743,000 | 1,367 |
| Other domestic debt securities | $186,042,000 | 163 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $186,042,000 | 71 |
| Foreign debt securities | $1,525,000 | 171 |
| 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 | $72,134,000 | 856 |
| Mortgage-backed securities | $806,629,000 | 201 |
| Certificates of participation in pools of residential mortgages | $129,016,000 | 478 |
| Issued or guaranteed by U.S. | $129,016,000 | 474 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $677,613,000 | 96 |
| CMOs issued by government agencies or sponsored agencies | $677,613,000 | 87 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $2,025,000 | 1,297 |
| Available-for-sale securities (fair market value) | $1,107,135,000 | 218 |
| Total debt securities | $1,109,160,000 | 255 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $1,371,822,000 | 226 |
| U.S. Government securities | $889,166,000 | 230 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $889,166,000 | 209 |
| Securities issued by states & political subdivisions | $37,575,000 | 1,372 |
| Other domestic debt securities | $189,105,000 | 154 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $189,105,000 | 65 |
| Foreign debt securities | $1,620,000 | 154 |
| 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 | $77,753,000 | 811 |
| Mortgage-backed securities | $809,054,000 | 202 |
| Certificates of participation in pools of residential mortgages | $131,024,000 | 474 |
| Issued or guaranteed by U.S. | $131,024,000 | 470 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $678,030,000 | 99 |
| CMOs issued by government agencies or sponsored agencies | $678,030,000 | 90 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $2,120,000 | 1,191 |
| Available-for-sale securities (fair market value) | $1,115,346,000 | 218 |
| Total debt securities | $1,117,466,000 | 247 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $1,306,447,000 | 218 |
| U.S. Government securities | $893,096,000 | 214 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $893,096,000 | 198 |
| Securities issued by states & political subdivisions | $28,665,000 | 1,637 |
| Other domestic debt securities | $143,417,000 | 170 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $143,417,000 | 74 |
| Foreign debt securities | $1,020,000 | 171 |
| 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 | $87,203,000 | 730 |
| Mortgage-backed securities | $778,704,000 | 198 |
| Certificates of participation in pools of residential mortgages | $115,648,000 | 500 |
| Issued or guaranteed by U.S. | $115,648,000 | 496 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $663,056,000 | 96 |
| CMOs issued by government agencies or sponsored agencies | $663,056,000 | 88 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $1,520,000 | 1,248 |
| Available-for-sale securities (fair market value) | $1,064,678,000 | 221 |
| Total debt securities | $1,066,197,000 | 247 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $1,278,152,000 | 216 |
| U.S. Government securities | $876,782,000 | 213 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $876,782,000 | 197 |
| Securities issued by states & political subdivisions | $23,075,000 | 1,840 |
| Other domestic debt securities | $137,765,000 | 175 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $137,765,000 | 83 |
| Foreign debt securities | $1,020,000 | 166 |
| 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 | $75,687,000 | 800 |
| Mortgage-backed securities | $758,320,000 | 193 |
| Certificates of participation in pools of residential mortgages | $140,615,000 | 399 |
| Issued or guaranteed by U.S. | $140,615,000 | 395 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $617,705,000 | 97 |
| CMOs issued by government agencies or sponsored agencies | $617,705,000 | 90 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $1,520,000 | 1,240 |
| Available-for-sale securities (fair market value) | $1,037,122,000 | 217 |
| Total debt securities | $1,038,642,000 | 240 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $1,216,074,000 | 209 |
| U.S. Government securities | $850,289,000 | 207 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $850,289,000 | 194 |
| Securities issued by states & political subdivisions | $12,306,000 | 2,428 |
| Other domestic debt securities | $127,207,000 | 172 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $127,207,000 | 79 |
| Foreign debt securities | $1,070,000 | 166 |
| 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 | $76,989,000 | 763 |
| Mortgage-backed securities | $748,735,000 | 189 |
| Certificates of participation in pools of residential mortgages | $149,467,000 | 363 |
| Issued or guaranteed by U.S. | $149,467,000 | 358 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $599,268,000 | 96 |
| CMOs issued by government agencies or sponsored agencies | $599,268,000 | 91 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $1,570,000 | 1,201 |
| Available-for-sale securities (fair market value) | $989,302,000 | 211 |
| Total debt securities | $990,872,000 | 237 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $1,164,881,000 | 204 |
| U.S. Government securities | $824,835,000 | 200 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $824,835,000 | 186 |
| Securities issued by states & political subdivisions | $2,514,000 | 3,568 |
| Other domestic debt securities | $123,746,000 | 155 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $123,746,000 | 76 |
| Foreign debt securities | $1,120,000 | 158 |
| 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 | $96,034,000 | 624 |
| Mortgage-backed securities | $727,201,000 | 185 |
| Certificates of participation in pools of residential mortgages | $141,075,000 | 344 |
| Issued or guaranteed by U.S. | $141,075,000 | 342 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $586,126,000 | 96 |
| CMOs issued by government agencies or sponsored agencies | $586,126,000 | 91 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $1,620,000 | 1,190 |
| Available-for-sale securities (fair market value) | $950,595,000 | 213 |
| Total debt securities | $952,215,000 | 235 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $1,120,584,000 | 193 |
| U.S. Government securities | $809,868,000 | 192 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $809,868,000 | 183 |
| Securities issued by states & political subdivisions | $8,514,000 | 2,635 |
| Other domestic debt securities | $116,836,000 | 162 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $116,836,000 | 77 |
| Foreign debt securities | $645,000 | 209 |
| 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 | $110,964,000 | 536 |
| Mortgage-backed securities | $713,864,000 | 184 |
| Certificates of participation in pools of residential mortgages | $152,086,000 | 314 |
| Issued or guaranteed by U.S. | $152,086,000 | 310 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $561,778,000 | 95 |
| CMOs issued by government agencies or sponsored agencies | $561,778,000 | 92 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $1,145,000 | 1,268 |
| Available-for-sale securities (fair market value) | $934,718,000 | 207 |
| Total debt securities | $935,863,000 | 223 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $1,097,323,000 | 192 |
| U.S. Government securities | $818,036,000 | 187 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $818,036,000 | 175 |
| Securities issued by states & political subdivisions | $8,533,000 | 2,575 |
| Other domestic debt securities | $99,098,000 | 178 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $99,098,000 | 84 |
| Foreign debt securities | $695,000 | 203 |
| 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 | $117,160,000 | 525 |
| Mortgage-backed securities | $719,322,000 | 182 |
| Certificates of participation in pools of residential mortgages | $158,673,000 | 303 |
| Issued or guaranteed by U.S. | $158,673,000 | 298 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $560,649,000 | 97 |
| CMOs issued by government agencies or sponsored agencies | $560,649,000 | 90 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $1,195,000 | 1,266 |
| Available-for-sale securities (fair market value) | $925,167,000 | 198 |
| Total debt securities | $926,362,000 | 213 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $981,293,000 | 202 |
| U.S. Government securities | $770,604,000 | 194 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $770,604,000 | 183 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $76,142,000 | 203 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $76,142,000 | 95 |
| Foreign debt securities | $695,000 | 211 |
| 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 | $94,174,000 | 594 |
| Mortgage-backed securities | $667,018,000 | 186 |
| Certificates of participation in pools of residential mortgages | $133,128,000 | 345 |
| Issued or guaranteed by U.S. | $133,128,000 | 334 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $533,890,000 | 97 |
| CMOs issued by government agencies or sponsored agencies | $533,890,000 | 94 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $1,195,000 | 1,270 |
| Available-for-sale securities (fair market value) | $846,246,000 | 206 |
| Total debt securities | $847,441,000 | 223 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $970,349,000 | 204 |
| U.S. Government securities | $761,907,000 | 198 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $761,907,000 | 187 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $72,845,000 | 202 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $72,845,000 | 96 |
| Foreign debt securities | $845,000 | 191 |
| 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 | $66,250,000 | 768 |
| Mortgage-backed securities | $649,762,000 | 188 |
| Certificates of participation in pools of residential mortgages | $128,501,000 | 339 |
| Issued or guaranteed by U.S. | $128,501,000 | 330 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $521,261,000 | 103 |
| CMOs issued by government agencies or sponsored agencies | $521,261,000 | 99 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $1,345,000 | 1,283 |
| Available-for-sale securities (fair market value) | $834,252,000 | 206 |
| Total debt securities | $835,597,000 | 225 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $909,631,000 | 210 |
| U.S. Government securities | $727,319,000 | 198 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $727,319,000 | 188 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $54,633,000 | 245 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $54,633,000 | 119 |
| Foreign debt securities | $945,000 | 193 |
| 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 | $61,848,000 | 818 |
| Mortgage-backed securities | $611,875,000 | 187 |
| Certificates of participation in pools of residential mortgages | $104,625,000 | 389 |
| Issued or guaranteed by U.S. | $104,625,000 | 379 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $507,250,000 | 106 |
| CMOs issued by government agencies or sponsored agencies | $507,250,000 | 102 |
| Privately issued | $0 | 463 |
| 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) | $1,445,000 | 1,329 |
| Available-for-sale securities (fair market value) | $781,452,000 | 204 |
| Total debt securities | $782,897,000 | 224 |
| 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 | $892,840,000 | 212 |
| U.S. Government securities | $726,416,000 | 200 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $726,416,000 | 191 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $41,574,000 | 277 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $41,574,000 | 144 |
| Foreign debt securities | $970,000 | 203 |
| 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 | $59,414,000 | 856 |
| Mortgage-backed securities | $606,647,000 | 188 |
| Certificates of participation in pools of residential mortgages | $103,070,000 | 399 |
| Issued or guaranteed by U.S. | $103,070,000 | 397 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $503,577,000 | 105 |
| CMOs issued by government agencies or sponsored agencies | $503,577,000 | 102 |
| Privately issued | $0 | 476 |
| 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) | $1,470,000 | 1,374 |
| Available-for-sale securities (fair market value) | $767,490,000 | 207 |
| Total debt securities | $768,960,000 | 234 |
| 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 | $864,015,000 | 216 |
| U.S. Government securities | $732,774,000 | 195 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $732,774,000 | 186 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $10,429,000 | 608 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $10,429,000 | 412 |
| Foreign debt securities | $970,000 | 215 |
| 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 | $47,277,000 | 1,049 |
| Mortgage-backed securities | $611,278,000 | 185 |
| Certificates of participation in pools of residential mortgages | $91,918,000 | 438 |
| Issued or guaranteed by U.S. | $91,918,000 | 436 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $519,360,000 | 103 |
| CMOs issued by government agencies or sponsored agencies | $519,360,000 | 100 |
| Privately issued | $0 | 499 |
| 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) | $1,470,000 | 1,393 |
| Available-for-sale securities (fair market value) | $742,703,000 | 212 |
| Total debt securities | $744,173,000 | 238 |
| 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 | $753,200,000 | 238 |
| U.S. Government securities | $644,521,000 | 211 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $644,521,000 | 197 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $500,000 | 1,704 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $500,000 | 1,323 |
| Foreign debt securities | $970,000 | 210 |
| Equity securities | $107,209,000 | 5 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,015,000 | 2,129 |
| Mortgage-backed securities | $531,418,000 | 203 |
| Certificates of participation in pools of residential mortgages | $152,242,000 | 287 |
| Issued or guaranteed by U.S. | $152,242,000 | 286 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $379,176,000 | 120 |
| CMOs issued by government agencies or sponsored agencies | $379,176,000 | 116 |
| Privately issued | $0 | 498 |
| 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) | $1,470,000 | 1,421 |
| Available-for-sale securities (fair market value) | $751,730,000 | 211 |
| Total debt securities | $645,991,000 | 264 |
| 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 | $917,610,000 | 204 |
| U.S. Government securities | $632,291,000 | 210 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $632,291,000 | 199 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $500,000 | 1,673 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $500,000 | 1,334 |
| Foreign debt securities | $1,000,000 | 179 |
| Equity securities | $283,819,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,598,000 | 2,079 |
| Mortgage-backed securities | $534,557,000 | 202 |
| Certificates of participation in pools of residential mortgages | $145,176,000 | 303 |
| Issued or guaranteed by U.S. | $145,176,000 | 302 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $389,381,000 | 112 |
| CMOs issued by government agencies or sponsored agencies | $389,381,000 | 108 |
| Privately issued | $0 | 515 |
| 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) | $1,500,000 | 1,437 |
| Available-for-sale securities (fair market value) | $916,110,000 | 182 |
| Total debt securities | $633,791,000 | 263 |
| 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 | $897,112,000 | 209 |
| U.S. Government securities | $630,638,000 | 211 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $630,638,000 | 202 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $1,050,000 | 168 |
| Equity securities | $265,424,000 | 2 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,946,000 | 2,028 |
| Mortgage-backed securities | $537,659,000 | 205 |
| Certificates of participation in pools of residential mortgages | $148,097,000 | 306 |
| Issued or guaranteed by U.S. | $148,097,000 | 305 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $389,562,000 | 113 |
| CMOs issued by government agencies or sponsored agencies | $389,562,000 | 108 |
| Privately issued | $0 | 544 |
| 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) | $1,050,000 | 1,548 |
| Available-for-sale securities (fair market value) | $896,062,000 | 182 |
| Total debt securities | $631,688,000 | 262 |
| 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 | $885,654,000 | 209 |
| U.S. Government securities | $625,922,000 | 214 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $625,922,000 | 207 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $1,050,000 | 167 |
| Equity securities | $258,682,000 | 2 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,862,000 | 2,002 |
| Mortgage-backed securities | $540,099,000 | 203 |
| Certificates of participation in pools of residential mortgages | $149,622,000 | 308 |
| Issued or guaranteed by U.S. | $149,622,000 | 307 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $390,477,000 | 117 |
| CMOs issued by government agencies or sponsored agencies | $390,477,000 | 110 |
| Privately issued | $0 | 557 |
| 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) | $1,050,000 | 1,577 |
| Available-for-sale securities (fair market value) | $884,604,000 | 180 |
| Total debt securities | $626,972,000 | 264 |
| 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 | $876,099,000 | 206 |
| U.S. Government securities | $620,243,000 | 210 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $620,243,000 | 201 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $900,000 | 211 |
| Equity securities | $254,956,000 | 5 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,351,000 | 2,467 |
| Mortgage-backed securities | $543,434,000 | 194 |
| Certificates of participation in pools of residential mortgages | $157,527,000 | 300 |
| Issued or guaranteed by U.S. | $157,527,000 | 299 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $385,907,000 | 112 |
| CMOs issued by government agencies or sponsored agencies | $385,907,000 | 105 |
| Privately issued | $0 | 573 |
| 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) | $900,000 | 1,644 |
| Available-for-sale securities (fair market value) | $875,199,000 | 178 |
| Total debt securities | $621,143,000 | 264 |
| 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 | $845,803,000 | 212 |
| U.S. Government securities | $605,771,000 | 210 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $605,771,000 | 202 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $1,000,000 | 190 |
| Equity securities | $239,032,000 | 6 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,293,000 | 2,407 |
| Mortgage-backed securities | $537,864,000 | 195 |
| Certificates of participation in pools of residential mortgages | $150,499,000 | 306 |
| Issued or guaranteed by U.S. | $150,499,000 | 305 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $387,365,000 | 108 |
| CMOs issued by government agencies or sponsored agencies | $387,365,000 | 101 |
| Privately issued | $0 | 584 |
| 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) | $1,000,000 | 1,661 |
| Available-for-sale securities (fair market value) | $844,803,000 | 186 |
| Total debt securities | $606,771,000 | 262 |
| 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 | $846,734,000 | 210 |
| U.S. Government securities | $613,497,000 | 210 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $613,497,000 | 203 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $1,075,000 | 181 |
| Equity securities | $232,162,000 | 5 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,217,000 | 2,592 |
| Mortgage-backed securities | $548,037,000 | 195 |
| Certificates of participation in pools of residential mortgages | $149,297,000 | 307 |
| Issued or guaranteed by U.S. | $149,297,000 | 306 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $398,740,000 | 108 |
| CMOs issued by government agencies or sponsored agencies | $398,740,000 | 102 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $1,075,000 | 1,671 |
| Available-for-sale securities (fair market value) | $845,659,000 | 185 |
| Total debt securities | $614,572,000 | 264 |
| 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 | $829,006,000 | 220 |
| U.S. Government securities | $604,745,000 | 211 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $604,745,000 | 203 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $1,075,000 | 182 |
| Equity securities | $223,186,000 | 5 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,030,000 | 2,548 |
| Mortgage-backed securities | $541,680,000 | 192 |
| Certificates of participation in pools of residential mortgages | $136,529,000 | 326 |
| Issued or guaranteed by U.S. | $136,529,000 | 325 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $405,151,000 | 109 |
| CMOs issued by government agencies or sponsored agencies | $405,151,000 | 99 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $1,075,000 | 1,702 |
| Available-for-sale securities (fair market value) | $827,931,000 | 189 |
| Total debt securities | $605,820,000 | 272 |
| 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 | $805,149,000 | 223 |
| U.S. Government securities | $590,449,000 | 215 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $590,449,000 | 207 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $900,000 | 225 |
| Equity securities | $213,800,000 | 6 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,011,000 | 2,470 |
| Mortgage-backed securities | $543,827,000 | 192 |
| Certificates of participation in pools of residential mortgages | $139,908,000 | 309 |
| Issued or guaranteed by U.S. | $139,908,000 | 308 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $403,919,000 | 108 |
| CMOs issued by government agencies or sponsored agencies | $403,919,000 | 99 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $900,000 | 1,782 |
| Available-for-sale securities (fair market value) | $804,249,000 | 190 |
| Total debt securities | $591,349,000 | 266 |
| 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 | $738,817,000 | 230 |
| U.S. Government securities | $591,456,000 | 205 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $591,456,000 | 198 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $1,000,000 | 1,584 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $1,000,000 | 1,294 |
| Foreign debt securities | $1,025,000 | 186 |
| Equity securities | $145,336,000 | 9 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,340,000 | 2,355 |
| Mortgage-backed securities | $556,687,000 | 184 |
| Certificates of participation in pools of residential mortgages | $145,853,000 | 303 |
| Issued or guaranteed by U.S. | $145,853,000 | 302 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $410,834,000 | 109 |
| CMOs issued by government agencies or sponsored agencies | $410,834,000 | 101 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $2,025,000 | 1,570 |
| Available-for-sale securities (fair market value) | $736,792,000 | 196 |
| Total debt securities | $593,481,000 | 263 |
| 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 | $800,358,000 | 221 |
| U.S. Government securities | $600,529,000 | 208 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $600,529,000 | 202 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $1,000,000 | 1,603 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,000,000 | 1,288 |
| Foreign debt securities | $1,025,000 | 184 |
| Equity securities | $197,804,000 | 7 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,851,000 | 2,517 |
| Mortgage-backed securities | $564,835,000 | 185 |
| Certificates of participation in pools of residential mortgages | $154,942,000 | 293 |
| Issued or guaranteed by U.S. | $154,942,000 | 291 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $409,893,000 | 107 |
| CMOs issued by government agencies or sponsored agencies | $409,893,000 | 102 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $2,025,000 | 1,620 |
| Available-for-sale securities (fair market value) | $798,333,000 | 187 |
| Total debt securities | $602,554,000 | 263 |
| 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 | $786,504,000 | 223 |
| U.S. Government securities | $599,610,000 | 207 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $599,610,000 | 201 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $1,000,000 | 1,627 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,000,000 | 1,307 |
| Foreign debt securities | $975,000 | 216 |
| Equity securities | $184,919,000 | 8 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,139,000 | 2,510 |
| Mortgage-backed securities | $569,974,000 | 186 |
| Certificates of participation in pools of residential mortgages | $158,092,000 | 290 |
| Issued or guaranteed by U.S. | $158,092,000 | 289 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $411,882,000 | 112 |
| CMOs issued by government agencies or sponsored agencies | $411,882,000 | 105 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $1,975,000 | 1,672 |
| Available-for-sale securities (fair market value) | $784,529,000 | 192 |
| Total debt securities | $601,585,000 | 261 |
| 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 | $734,344,000 | 228 |
| U.S. Government securities | $547,829,000 | 219 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $547,829,000 | 213 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $1,000,000 | 1,614 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,000,000 | 1,293 |
| Foreign debt securities | $975,000 | 206 |
| Equity securities | $184,540,000 | 7 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,221,000 | 2,741 |
| Mortgage-backed securities | $531,326,000 | 187 |
| Certificates of participation in pools of residential mortgages | $123,091,000 | 352 |
| Issued or guaranteed by U.S. | $123,091,000 | 350 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $408,235,000 | 113 |
| CMOs issued by government agencies or sponsored agencies | $408,235,000 | 105 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $1,975,000 | 1,705 |
| Available-for-sale securities (fair market value) | $732,369,000 | 196 |
| Total debt securities | $549,804,000 | 279 |
| 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 | $718,251,000 | 233 |
| U.S. Government securities | $538,639,000 | 221 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $538,639,000 | 214 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $1,000,000 | 1,630 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,000,000 | 1,301 |
| Foreign debt securities | $950,000 | 211 |
| Equity securities | $177,662,000 | 9 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,091,000 | 2,668 |
| Mortgage-backed securities | $529,386,000 | 191 |
| Certificates of participation in pools of residential mortgages | $124,965,000 | 342 |
| Issued or guaranteed by U.S. | $124,965,000 | 341 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $404,421,000 | 113 |
| CMOs issued by government agencies or sponsored agencies | $404,421,000 | 104 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $1,950,000 | 1,708 |
| Available-for-sale securities (fair market value) | $716,301,000 | 197 |
| Total debt securities | $540,589,000 | 284 |
| 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 | $739,270,000 | 225 |
| U.S. Government securities | $542,321,000 | 218 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $542,321,000 | 213 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $1,000,000 | 1,640 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $1,000,000 | 1,309 |
| Foreign debt securities | $900,000 | 215 |
| Equity securities | $195,049,000 | 6 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,173,000 | 2,593 |
| Mortgage-backed securities | $537,618,000 | 185 |
| Certificates of participation in pools of residential mortgages | $128,919,000 | 341 |
| Issued or guaranteed by U.S. | $128,919,000 | 340 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $408,699,000 | 116 |
| CMOs issued by government agencies or sponsored agencies | $408,699,000 | 108 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $1,900,000 | 1,741 |
| Available-for-sale securities (fair market value) | $737,370,000 | 189 |
| Total debt securities | $544,221,000 | 281 |
| 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 | $739,814,000 | 230 |
| U.S. Government securities | $544,530,000 | 220 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $544,530,000 | 217 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $1,000,000 | 1,685 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $1,000,000 | 1,341 |
| Foreign debt securities | $950,000 | 219 |
| Equity securities | $193,334,000 | 8 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,563,000 | 2,593 |
| Mortgage-backed securities | $542,262,000 | 185 |
| Certificates of participation in pools of residential mortgages | $133,847,000 | 328 |
| Issued or guaranteed by U.S. | $133,847,000 | 326 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $408,415,000 | 116 |
| CMOs issued by government agencies or sponsored agencies | $408,415,000 | 107 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $1,950,000 | 1,732 |
| Available-for-sale securities (fair market value) | $737,864,000 | 194 |
| Total debt securities | $546,480,000 | 277 |
| 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 | $730,318,000 | 231 |
| U.S. Government securities | $542,079,000 | 221 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $542,079,000 | 219 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $1,000,000 | 1,686 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $1,000,000 | 1,340 |
| Foreign debt securities | $950,000 | 202 |
| Equity securities | $186,289,000 | 8 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,456,000 | 2,526 |
| Mortgage-backed securities | $539,731,000 | 186 |
| Certificates of participation in pools of residential mortgages | $140,875,000 | 317 |
| Issued or guaranteed by U.S. | $140,875,000 | 315 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $398,856,000 | 118 |
| CMOs issued by government agencies or sponsored agencies | $398,856,000 | 109 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $1,950,000 | 1,761 |
| Available-for-sale securities (fair market value) | $728,368,000 | 200 |
| Total debt securities | $544,029,000 | 275 |
| 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 | $709,037,000 | 229 |
| U.S. Government securities | $525,615,000 | 222 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $525,615,000 | 218 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $1,000,000 | 1,751 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $1,000,000 | 1,387 |
| Foreign debt securities | $950,000 | 200 |
| Equity securities | $181,472,000 | 9 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,499,000 | 2,446 |
| Mortgage-backed securities | $523,197,000 | 186 |
| Certificates of participation in pools of residential mortgages | $142,694,000 | 313 |
| Issued or guaranteed by U.S. | $142,694,000 | 311 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $380,503,000 | 118 |
| CMOs issued by government agencies or sponsored agencies | $380,503,000 | 110 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $1,950,000 | 1,782 |
| Available-for-sale securities (fair market value) | $707,087,000 | 196 |
| Total debt securities | $527,565,000 | 283 |
| 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 | $709,857,000 | 227 |
| U.S. Government securities | $519,057,000 | 223 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $519,057,000 | 218 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $1,000,000 | 1,802 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $1,000,000 | 1,423 |
| Foreign debt securities | $950,000 | 199 |
| Equity securities | $188,850,000 | 11 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,613,000 | 2,364 |
| Mortgage-backed securities | $516,554,000 | 193 |
| Certificates of participation in pools of residential mortgages | $149,013,000 | 305 |
| Issued or guaranteed by U.S. | $149,013,000 | 303 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $367,541,000 | 123 |
| CMOs issued by government agencies or sponsored agencies | $367,541,000 | 116 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $1,950,000 | 1,803 |
| Available-for-sale securities (fair market value) | $707,907,000 | 197 |
| Total debt securities | $521,007,000 | 278 |
| 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 | $702,463,000 | 227 |
| U.S. Government securities | $515,557,000 | 222 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $515,557,000 | 218 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $1,000,000 | 1,838 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $1,000,000 | 1,448 |
| Foreign debt securities | $950,000 | 199 |
| Equity securities | $184,956,000 | 12 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,850,000 | 2,275 |
| Mortgage-backed securities | $512,957,000 | 187 |
| Certificates of participation in pools of residential mortgages | $148,619,000 | 302 |
| Issued or guaranteed by U.S. | $148,619,000 | 300 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $364,338,000 | 126 |
| CMOs issued by government agencies or sponsored agencies | $364,338,000 | 118 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $1,950,000 | 1,801 |
| Available-for-sale securities (fair market value) | $700,513,000 | 196 |
| Total debt securities | $517,507,000 | 284 |
| 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 | $717,051,000 | 221 |
| U.S. Government securities | $532,027,000 | 214 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $532,027,000 | 208 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $1,000,000 | 1,876 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $1,000,000 | 1,471 |
| Foreign debt securities | $950,000 | 196 |
| Equity securities | $183,074,000 | 11 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,084,000 | 2,166 |
| Mortgage-backed securities | $529,335,000 | 181 |
| Certificates of participation in pools of residential mortgages | $156,338,000 | 296 |
| Issued or guaranteed by U.S. | $156,338,000 | 295 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $372,997,000 | 124 |
| CMOs issued by government agencies or sponsored agencies | $372,997,000 | 113 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $1,950,000 | 1,790 |
| Available-for-sale securities (fair market value) | $715,101,000 | 189 |
| Total debt securities | $533,977,000 | 273 |
| 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 | $723,395,000 | 217 |
| U.S. Government securities | $552,047,000 | 204 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $552,047,000 | 199 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $1,000,000 | 1,938 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,000,000 | 1,509 |
| Foreign debt securities | $950,000 | 202 |
| Equity securities | $169,398,000 | 12 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,510,000 | 2,053 |
| Mortgage-backed securities | $549,257,000 | 175 |
| Certificates of participation in pools of residential mortgages | $164,194,000 | 278 |
| Issued or guaranteed by U.S. | $164,194,000 | 276 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $385,063,000 | 119 |
| CMOs issued by government agencies or sponsored agencies | $385,063,000 | 108 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $1,950,000 | 1,766 |
| Available-for-sale securities (fair market value) | $721,445,000 | 187 |
| Total debt securities | $553,997,000 | 274 |
| 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 | $725,479,000 | 217 |
| U.S. Government securities | $568,057,000 | 202 |
| U.S. Treasury securities | $2,450,000 | 611 |
| U.S. Government agency obligations | $565,607,000 | 194 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $1,000,000 | 1,978 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,000,000 | 1,534 |
| Foreign debt securities | $950,000 | 197 |
| Equity securities | $155,472,000 | 15 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,226,000 | 1,832 |
| Mortgage-backed securities | $562,652,000 | 172 |
| Certificates of participation in pools of residential mortgages | $170,964,000 | 267 |
| Issued or guaranteed by U.S. | $170,964,000 | 265 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $391,688,000 | 120 |
| CMOs issued by government agencies or sponsored agencies | $391,688,000 | 108 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $4,400,000 | 1,394 |
| Available-for-sale securities (fair market value) | $721,079,000 | 195 |
| Total debt securities | $570,007,000 | 262 |
| 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 | $719,248,000 | 218 |
| U.S. Government securities | $567,011,000 | 205 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $567,011,000 | 200 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $1,000,000 | 1,995 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,000,000 | 1,530 |
| Foreign debt securities | $950,000 | 193 |
| Equity securities | $150,287,000 | 17 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,681,000 | 1,798 |
| Mortgage-backed securities | $563,976,000 | 171 |
| Certificates of participation in pools of residential mortgages | $172,811,000 | 267 |
| Issued or guaranteed by U.S. | $172,811,000 | 266 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $391,165,000 | 123 |
| CMOs issued by government agencies or sponsored agencies | $391,165,000 | 111 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $1,950,000 | 1,674 |
| Available-for-sale securities (fair market value) | $717,298,000 | 198 |
| Total debt securities | $568,961,000 | 269 |
| 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 | $715,876,000 | 214 |
| U.S. Government securities | $577,036,000 | 198 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $577,036,000 | 195 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $1,000,000 | 1,982 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $1,000,000 | 1,498 |
| Foreign debt securities | $950,000 | 191 |
| Equity securities | $136,890,000 | 16 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,069,000 | 1,627 |
| Mortgage-backed securities | $573,902,000 | 167 |
| Certificates of participation in pools of residential mortgages | $179,746,000 | 255 |
| Issued or guaranteed by U.S. | $179,746,000 | 253 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $394,156,000 | 124 |
| CMOs issued by government agencies or sponsored agencies | $394,156,000 | 113 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $1,950,000 | 1,688 |
| Available-for-sale securities (fair market value) | $713,926,000 | 191 |
| Total debt securities | $578,986,000 | 255 |
| 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 | $708,344,000 | 219 |
| U.S. Government securities | $574,496,000 | 198 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $574,496,000 | 195 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $1,000,000 | 2,040 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $1,000,000 | 1,544 |
| Foreign debt securities | $950,000 | 185 |
| Equity securities | $131,898,000 | 16 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,306,000 | 1,504 |
| Mortgage-backed securities | $571,250,000 | 169 |
| Certificates of participation in pools of residential mortgages | $177,065,000 | 281 |
| Issued or guaranteed by U.S. | $177,065,000 | 279 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $394,185,000 | 122 |
| CMOs issued by government agencies or sponsored agencies | $394,185,000 | 110 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $1,950,000 | 1,710 |
| Available-for-sale securities (fair market value) | $706,394,000 | 193 |
| Total debt securities | $576,446,000 | 260 |
| 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 | $691,076,000 | 223 |
| U.S. Government securities | $562,860,000 | 205 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $562,860,000 | 201 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $1,000,000 | 2,043 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $1,000,000 | 1,544 |
| Foreign debt securities | $950,000 | 177 |
| Equity securities | $126,266,000 | 18 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,984,000 | 1,787 |
| Mortgage-backed securities | $559,533,000 | 177 |
| Certificates of participation in pools of residential mortgages | $173,608,000 | 291 |
| Issued or guaranteed by U.S. | $173,608,000 | 289 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $385,925,000 | 130 |
| CMOs issued by government agencies or sponsored agencies | $385,925,000 | 118 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $1,950,000 | 1,715 |
| Available-for-sale securities (fair market value) | $689,126,000 | 198 |
| Total debt securities | $564,810,000 | 273 |
| 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 | $710,888,000 | 223 |
| U.S. Government securities | $576,601,000 | 207 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $576,601,000 | 205 |
| Securities issued by states & political subdivisions | $200,000 | 5,548 |
| Other domestic debt securities | $1,000,000 | 2,030 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $1,000,000 | 1,547 |
| Foreign debt securities | $950,000 | 132 |
| Equity securities | $132,137,000 | 16 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,794,000 | 1,638 |
| Mortgage-backed securities | $573,192,000 | 172 |
| Certificates of participation in pools of residential mortgages | $185,424,000 | 272 |
| Issued or guaranteed by U.S. | $185,424,000 | 270 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $387,768,000 | 130 |
| CMOs issued by government agencies or sponsored agencies | $387,768,000 | 118 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $1,950,000 | 1,743 |
| Available-for-sale securities (fair market value) | $708,938,000 | 194 |
| Total debt securities | $578,751,000 | 269 |
| 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 | $723,698,000 | 217 |
| U.S. Government securities | $602,324,000 | 192 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $602,324,000 | 189 |
| Securities issued by states & political subdivisions | $200,000 | 5,550 |
| Other domestic debt securities | $1,000,000 | 1,995 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $1,000,000 | 1,462 |
| Foreign debt securities | $950,000 | 94 |
| Equity securities | $119,224,000 | 17 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,546,000 | 2,268 |
| Mortgage-backed securities | $598,839,000 | 161 |
| Certificates of participation in pools of residential mortgages | $195,526,000 | 247 |
| Issued or guaranteed by U.S. | $195,526,000 | 245 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $403,313,000 | 118 |
| CMOs issued by government agencies or sponsored agencies | $403,313,000 | 104 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $1,950,000 | 1,809 |
| Available-for-sale securities (fair market value) | $721,748,000 | 190 |
| Total debt securities | $604,474,000 | 257 |
| 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 | $699,732,000 | 220 |
| U.S. Government securities | $588,269,000 | 193 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $588,269,000 | 189 |
| Securities issued by states & political subdivisions | $200,000 | 5,563 |
| Other domestic debt securities | $1,000,000 | 2,000 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,000,000 | 1,429 |
| Foreign debt securities | $950,000 | 95 |
| Equity securities | $109,313,000 | 23 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,261,000 | 2,037 |
| Mortgage-backed securities | $584,682,000 | 163 |
| Certificates of participation in pools of residential mortgages | $189,948,000 | 247 |
| Issued or guaranteed by U.S. | $189,948,000 | 243 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $394,734,000 | 119 |
| CMOs issued by government agencies or sponsored agencies | $394,734,000 | 102 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $1,950,000 | 1,824 |
| Available-for-sale securities (fair market value) | $697,782,000 | 192 |
| Total debt securities | $590,419,000 | 249 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $706,330,000 | 222 |
| U.S. Government securities | $571,837,000 | 206 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $571,837,000 | 198 |
| Securities issued by states & political subdivisions | $200,000 | 5,560 |
| Other domestic debt securities | $1,000,000 | 1,942 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $1,000,000 | 1,354 |
| Foreign debt securities | $950,000 | 91 |
| Equity securities | $132,343,000 | 21 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,593,000 | 2,444 |
| Mortgage-backed securities | $568,157,000 | 160 |
| Certificates of participation in pools of residential mortgages | $193,587,000 | 240 |
| Issued or guaranteed by U.S. | $193,587,000 | 237 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $374,570,000 | 122 |
| CMOs issued by government agencies or sponsored agencies | $374,570,000 | 102 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $1,950,000 | 1,865 |
| Available-for-sale securities (fair market value) | $704,380,000 | 192 |
| Total debt securities | $573,987,000 | 259 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $679,078,000 | 224 |
| U.S. Government securities | $546,506,000 | 212 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $546,506,000 | 206 |
| Securities issued by states & political subdivisions | $195,000 | 5,590 |
| Other domestic debt securities | $1,000,000 | 1,989 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $1,000,000 | 1,384 |
| Foreign debt securities | $950,000 | 87 |
| Equity securities | $130,427,000 | 23 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,411,000 | 2,274 |
| Mortgage-backed securities | $542,701,000 | 168 |
| Certificates of participation in pools of residential mortgages | $193,095,000 | 242 |
| Issued or guaranteed by U.S. | $193,095,000 | 240 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $349,606,000 | 131 |
| CMOs issued by government agencies or sponsored agencies | $349,606,000 | 109 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $1,950,000 | 1,884 |
| Available-for-sale securities (fair market value) | $677,128,000 | 197 |
| Total debt securities | $548,652,000 | 268 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $646,075,000 | 227 |
| U.S. Government securities | $521,368,000 | 213 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $521,368,000 | 209 |
| Securities issued by states & political subdivisions | $197,000 | 5,606 |
| Other domestic debt securities | $1,000,000 | 2,122 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $1,000,000 | 1,394 |
| Foreign debt securities | $950,000 | 78 |
| Equity securities | $122,560,000 | 23 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,508,000 | 2,102 |
| Mortgage-backed securities | $517,440,000 | 171 |
| Certificates of participation in pools of residential mortgages | $167,477,000 | 257 |
| Issued or guaranteed by U.S. | $167,477,000 | 255 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $349,963,000 | 125 |
| CMOs issued by government agencies or sponsored agencies | $349,963,000 | 102 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $1,950,000 | 1,909 |
| Available-for-sale securities (fair market value) | $644,125,000 | 199 |
| Total debt securities | $523,515,000 | 271 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $588,339,000 | 231 |
| U.S. Government securities | $479,279,000 | 217 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $479,279,000 | 209 |
| Securities issued by states & political subdivisions | $519,000 | 5,236 |
| Other domestic debt securities | $1,000,000 | 2,190 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $1,000,000 | 1,400 |
| Foreign debt securities | $925,000 | 74 |
| Equity securities | $106,616,000 | 24 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,257,000 | 1,940 |
| Mortgage-backed securities | $479,279,000 | 169 |
| Certificates of participation in pools of residential mortgages | $161,054,000 | 246 |
| Issued or guaranteed by U.S. | $161,054,000 | 243 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $318,225,000 | 127 |
| CMOs issued by government agencies or sponsored agencies | $318,225,000 | 101 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $1,925,000 | 1,951 |
| Available-for-sale securities (fair market value) | $586,414,000 | 203 |
| Total debt securities | $481,723,000 | 276 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $558,231,000 | 242 |
| U.S. Government securities | $460,465,000 | 225 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $460,465,000 | 218 |
| Securities issued by states & political subdivisions | $520,000 | 5,200 |
| Other domestic debt securities | $1,000,000 | 2,173 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $1,000,000 | 1,356 |
| Foreign debt securities | $925,000 | 72 |
| Equity securities | $95,321,000 | 29 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,389,000 | 2,134 |
| Mortgage-backed securities | $460,465,000 | 176 |
| Certificates of participation in pools of residential mortgages | $163,615,000 | 243 |
| Issued or guaranteed by U.S. | $163,615,000 | 240 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $296,850,000 | 132 |
| CMOs issued by government agencies or sponsored agencies | $296,850,000 | 101 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $1,925,000 | 2,023 |
| Available-for-sale securities (fair market value) | $556,306,000 | 205 |
| Total debt securities | $462,910,000 | 283 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $520,838,000 | 255 |
| U.S. Government securities | $412,108,000 | 242 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $412,108,000 | 231 |
| Securities issued by states & political subdivisions | $528,000 | 5,215 |
| Other domestic debt securities | $1,000,000 | 2,239 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $1,000,000 | 1,386 |
| Foreign debt securities | $925,000 | 78 |
| Equity securities | $106,277,000 | 30 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,408,000 | 2,333 |
| Mortgage-backed securities | $412,108,000 | 194 |
| Certificates of participation in pools of residential mortgages | $161,740,000 | 265 |
| Issued or guaranteed by U.S. | $161,740,000 | 262 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $250,368,000 | 155 |
| CMOs issued by government agencies or sponsored agencies | $250,368,000 | 118 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $1,925,000 | 2,048 |
| Available-for-sale securities (fair market value) | $518,913,000 | 225 |
| Total debt securities | $414,561,000 | 314 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $457,614,000 | 288 |
| U.S. Government securities | $352,405,000 | 272 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $352,405,000 | 263 |
| Securities issued by states & political subdivisions | $529,000 | 5,241 |
| Other domestic debt securities | $1,000,000 | 2,303 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $1,000,000 | 1,415 |
| Foreign debt securities | $925,000 | 74 |
| Equity securities | $102,755,000 | 35 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,181,000 | 2,217 |
| Mortgage-backed securities | $352,405,000 | 223 |
| Certificates of participation in pools of residential mortgages | $117,228,000 | 371 |
| Issued or guaranteed by U.S. | $117,228,000 | 369 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $235,177,000 | 166 |
| CMOs issued by government agencies or sponsored agencies | $235,177,000 | 127 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $1,925,000 | 2,076 |
| Available-for-sale securities (fair market value) | $455,689,000 | 255 |
| Total debt securities | $354,859,000 | 362 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $426,846,000 | 318 |
| U.S. Government securities | $327,534,000 | 287 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $327,534,000 | 277 |
| Securities issued by states & political subdivisions | $538,000 | 5,272 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $900,000 | 78 |
| Equity securities | $97,874,000 | 40 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,998,000 | 2,079 |
| Mortgage-backed securities | $327,534,000 | 249 |
| Certificates of participation in pools of residential mortgages | $116,444,000 | 389 |
| Issued or guaranteed by U.S. | $116,444,000 | 385 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $211,090,000 | 176 |
| CMOs issued by government agencies or sponsored agencies | $211,090,000 | 129 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $900,000 | 2,501 |
| Available-for-sale securities (fair market value) | $425,946,000 | 276 |
| Total debt securities | $328,972,000 | 391 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $388,608,000 | 348 |
| U.S. Government securities | $303,924,000 | 304 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $303,924,000 | 290 |
| Securities issued by states & political subdivisions | $533,000 | 5,291 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $900,000 | 75 |
| Equity securities | $83,251,000 | 46 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,683,000 | 2,724 |
| Mortgage-backed securities | $303,924,000 | 259 |
| Certificates of participation in pools of residential mortgages | $120,343,000 | 387 |
| Issued or guaranteed by U.S. | $120,343,000 | 381 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $183,581,000 | 189 |
| CMOs issued by government agencies or sponsored agencies | $183,581,000 | 134 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $900,000 | 2,531 |
| Available-for-sale securities (fair market value) | $387,708,000 | 301 |
| Total debt securities | $305,357,000 | 418 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $360,172,000 | 373 |
| U.S. Government securities | $289,096,000 | 325 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $289,096,000 | 317 |
| Securities issued by states & political subdivisions | $534,000 | 5,229 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $900,000 | 67 |
| Equity securities | $69,642,000 | 59 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,970,000 | 2,635 |
| Mortgage-backed securities | $289,096,000 | 275 |
| Certificates of participation in pools of residential mortgages | $117,960,000 | 414 |
| Issued or guaranteed by U.S. | $117,960,000 | 408 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $171,136,000 | 204 |
| CMOs issued by government agencies or sponsored agencies | $171,136,000 | 140 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $900,000 | 2,574 |
| Available-for-sale securities (fair market value) | $359,272,000 | 318 |
| Total debt securities | $290,530,000 | 440 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $367,162,000 | 360 |
| U.S. Government securities | $285,127,000 | 317 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $285,127,000 | 307 |
| Securities issued by states & political subdivisions | $508,000 | 5,226 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $830,000 | 61 |
| Equity securities | $80,697,000 | 45 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,383,000 | 2,530 |
| Mortgage-backed securities | $285,127,000 | 278 |
| Certificates of participation in pools of residential mortgages | $111,871,000 | 421 |
| Issued or guaranteed by U.S. | $111,871,000 | 418 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $173,256,000 | 192 |
| CMOs issued by government agencies or sponsored agencies | $173,256,000 | 133 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $830,000 | 2,613 |
| Available-for-sale securities (fair market value) | $366,332,000 | 309 |
| Total debt securities | $286,465,000 | 430 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $403,091,000 | 318 |
| U.S. Government securities | $288,739,000 | 304 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $288,739,000 | 300 |
| Securities issued by states & political subdivisions | $533,000 | 5,186 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $880,000 | 64 |
| Equity securities | $112,939,000 | 30 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,333,000 | 2,412 |
| Mortgage-backed securities | $288,739,000 | 267 |
| Certificates of participation in pools of residential mortgages | $114,384,000 | 389 |
| Issued or guaranteed by U.S. | $114,384,000 | 385 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $174,355,000 | 190 |
| CMOs issued by government agencies or sponsored agencies | $174,355,000 | 128 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $880,000 | 2,620 |
| Available-for-sale securities (fair market value) | $402,211,000 | 265 |
| Total debt securities | $290,152,000 | 421 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $410,386,000 | 312 |
| U.S. Government securities | $286,740,000 | 307 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $286,740,000 | 296 |
| Securities issued by states & political subdivisions | $549,000 | 5,220 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $880,000 | 65 |
| Equity securities | $122,217,000 | 33 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,091,000 | 2,569 |
| Mortgage-backed securities | $286,740,000 | 267 |
| Certificates of participation in pools of residential mortgages | $108,673,000 | 412 |
| Issued or guaranteed by U.S. | $108,673,000 | 407 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $178,067,000 | 187 |
| CMOs issued by government agencies or sponsored agencies | $178,067,000 | 130 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $880,000 | 2,627 |
| Available-for-sale securities (fair market value) | $409,506,000 | 266 |
| Total debt securities | $288,169,000 | 425 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $416,616,000 | 318 |
| U.S. Government securities | $289,257,000 | 305 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $289,257,000 | 296 |
| Securities issued by states & political subdivisions | $557,000 | 5,228 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $880,000 | 77 |
| Equity securities | $125,922,000 | 36 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,757,000 | 2,397 |
| Mortgage-backed securities | $289,257,000 | 264 |
| Certificates of participation in pools of residential mortgages | $106,701,000 | 401 |
| Issued or guaranteed by U.S. | $106,701,000 | 394 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $182,556,000 | 182 |
| CMOs issued by government agencies or sponsored agencies | $182,556,000 | 125 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $880,000 | 2,663 |
| Available-for-sale securities (fair market value) | $415,736,000 | 272 |
| Total debt securities | $290,694,000 | 422 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $417,935,000 | 314 |
| U.S. Government securities | $280,237,000 | 316 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $280,237,000 | 307 |
| Securities issued by states & political subdivisions | $563,000 | 5,249 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $880,000 | 79 |
| Equity securities | $136,255,000 | 33 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,253,000 | 2,555 |
| Mortgage-backed securities | $280,237,000 | 251 |
| Certificates of participation in pools of residential mortgages | $104,195,000 | 371 |
| Issued or guaranteed by U.S. | $104,195,000 | 367 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $176,042,000 | 184 |
| CMOs issued by government agencies or sponsored agencies | $176,042,000 | 126 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $880,000 | 2,744 |
| Available-for-sale securities (fair market value) | $417,055,000 | 268 |
| Total debt securities | $281,680,000 | 429 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $413,734,000 | 322 |
| U.S. Government securities | $272,504,000 | 335 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $272,504,000 | 326 |
| Securities issued by states & political subdivisions | $1,071,000 | 4,829 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $780,000 | 81 |
| Equity securities | $139,379,000 | 30 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,969,000 | 2,463 |
| Mortgage-backed securities | $272,504,000 | 255 |
| Certificates of participation in pools of residential mortgages | $97,067,000 | 375 |
| Issued or guaranteed by U.S. | $97,067,000 | 371 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $175,437,000 | 184 |
| CMOs issued by government agencies or sponsored agencies | $175,437,000 | 123 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $780,000 | 2,848 |
| Available-for-sale securities (fair market value) | $412,954,000 | 268 |
| Total debt securities | $274,355,000 | 446 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $404,683,000 | 336 |
| U.S. Government securities | $265,478,000 | 351 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $265,478,000 | 344 |
| Securities issued by states & political subdivisions | $1,070,000 | 4,851 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $780,000 | 82 |
| Equity securities | $137,355,000 | 26 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,396,000 | 2,877 |
| Mortgage-backed securities | $265,478,000 | 260 |
| Certificates of participation in pools of residential mortgages | $89,900,000 | 400 |
| Issued or guaranteed by U.S. | $89,900,000 | 395 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $175,578,000 | 189 |
| CMOs issued by government agencies or sponsored agencies | $175,578,000 | 131 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $780,000 | 2,880 |
| Available-for-sale securities (fair market value) | $403,903,000 | 283 |
| Total debt securities | $267,328,000 | 460 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $387,352,000 | 354 |
| U.S. Government securities | $258,133,000 | 362 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $258,133,000 | 353 |
| Securities issued by states & political subdivisions | $1,150,000 | 4,825 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $830,000 | 82 |
| Equity securities | $127,239,000 | 29 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,574,000 | 3,172 |
| Mortgage-backed securities | $258,133,000 | 271 |
| Certificates of participation in pools of residential mortgages | $93,858,000 | 397 |
| Issued or guaranteed by U.S. | $93,858,000 | 392 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $164,275,000 | 192 |
| CMOs issued by government agencies or sponsored agencies | $164,275,000 | 133 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $830,000 | 2,891 |
| Available-for-sale securities (fair market value) | $386,522,000 | 294 |
| Total debt securities | $260,113,000 | 468 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $381,392,000 | 353 |
| U.S. Government securities | $256,042,000 | 372 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $256,042,000 | 363 |
| Securities issued by states & political subdivisions | $1,151,000 | 4,854 |
| Other domestic debt securities | $830,000 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $830,000 | 1,512 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $123,369,000 | 28 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,029,000 | 3,401 |
| Mortgage-backed securities | $251,043,000 | 278 |
| Certificates of participation in pools of residential mortgages | $95,785,000 | 394 |
| Issued or guaranteed by U.S. | $95,785,000 | 389 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $155,258,000 | 203 |
| CMOs issued by government agencies or sponsored agencies | $155,258,000 | 144 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $830,000 | 2,959 |
| Available-for-sale securities (fair market value) | $380,562,000 | 295 |
| Total debt securities | $258,023,000 | 479 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $356,649,000 | 378 |
| U.S. Government securities | $238,891,000 | 400 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $238,891,000 | 391 |
| Securities issued by states & political subdivisions | $1,483,000 | 4,636 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $730,000 | 91 |
| Equity securities | $115,545,000 | 29 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,858,000 | 3,278 |
| Mortgage-backed securities | $233,894,000 | 289 |
| Certificates of participation in pools of residential mortgages | $92,442,000 | 412 |
| Issued or guaranteed by U.S. | $92,442,000 | 406 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $141,452,000 | 216 |
| CMOs issued by government agencies or sponsored agencies | $141,452,000 | 159 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $730,000 | 3,075 |
| Available-for-sale securities (fair market value) | $355,919,000 | 320 |
| Total debt securities | $241,104,000 | 518 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $350,630,000 | 392 |
| U.S. Government securities | $235,911,000 | 416 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $235,911,000 | 403 |
| Securities issued by states & political subdivisions | $1,475,000 | 4,658 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $730,000 | 97 |
| Equity securities | $112,514,000 | 29 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,797,000 | 3,635 |
| Mortgage-backed securities | $230,914,000 | 295 |
| Certificates of participation in pools of residential mortgages | $92,252,000 | 415 |
| Issued or guaranteed by U.S. | $92,252,000 | 412 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $138,662,000 | 217 |
| CMOs issued by government agencies or sponsored agencies | $138,662,000 | 161 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $730,000 | 3,104 |
| Available-for-sale securities (fair market value) | $349,900,000 | 328 |
| Total debt securities | $238,118,000 | 532 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $352,651,000 | 398 |
| U.S. Government securities | $237,758,000 | 421 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $237,758,000 | 406 |
| Securities issued by states & political subdivisions | $1,565,000 | 4,615 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $730,000 | 99 |
| Equity securities | $112,598,000 | 30 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,919,000 | 3,412 |
| Mortgage-backed securities | $232,761,000 | 295 |
| Certificates of participation in pools of residential mortgages | $90,421,000 | 431 |
| Issued or guaranteed by U.S. | $90,421,000 | 427 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $142,340,000 | 223 |
| CMOs issued by government agencies or sponsored agencies | $142,340,000 | 162 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $730,000 | 3,161 |
| Available-for-sale securities (fair market value) | $351,921,000 | 335 |
| Total debt securities | $240,055,000 | 539 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $343,992,000 | 414 |
| U.S. Government securities | $233,738,000 | 443 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $233,738,000 | 425 |
| Securities issued by states & political subdivisions | $1,582,000 | 4,627 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $780,000 | 93 |
| Equity securities | $107,892,000 | 33 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,057,000 | 3,203 |
| Mortgage-backed securities | $228,740,000 | 313 |
| Certificates of participation in pools of residential mortgages | $92,612,000 | 438 |
| Issued or guaranteed by U.S. | $92,612,000 | 433 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $136,128,000 | 224 |
| CMOs issued by government agencies or sponsored agencies | $136,128,000 | 173 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $780,000 | 3,210 |
| Available-for-sale securities (fair market value) | $343,212,000 | 347 |
| Total debt securities | $236,098,000 | 551 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $334,604,000 | 426 |
| U.S. Government securities | $225,696,000 | 451 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $225,696,000 | 430 |
| Securities issued by states & political subdivisions | $1,921,000 | 4,417 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $805,000 | 94 |
| Equity securities | $106,182,000 | 30 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,420,000 | 2,956 |
| Mortgage-backed securities | $220,696,000 | 323 |
| Certificates of participation in pools of residential mortgages | $98,076,000 | 425 |
| Issued or guaranteed by U.S. | $98,076,000 | 421 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $122,620,000 | 237 |
| CMOs issued by government agencies or sponsored agencies | $122,620,000 | 182 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $805,000 | 3,237 |
| Available-for-sale securities (fair market value) | $333,799,000 | 352 |
| Total debt securities | $228,420,000 | 562 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $332,591,000 | 421 |
| U.S. Government securities | $227,563,000 | 450 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $227,563,000 | 436 |
| Securities issued by states & political subdivisions | $1,943,000 | 4,383 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $755,000 | 98 |
| Equity securities | $102,330,000 | 31 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,580,000 | 3,255 |
| Mortgage-backed securities | $227,563,000 | 324 |
| Certificates of participation in pools of residential mortgages | $91,888,000 | 444 |
| Issued or guaranteed by U.S. | $91,888,000 | 435 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $135,675,000 | 227 |
| CMOs issued by government agencies or sponsored agencies | $135,675,000 | 178 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $755,000 | 3,324 |
| Available-for-sale securities (fair market value) | $331,836,000 | 357 |
| Total debt securities | $230,261,000 | 559 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $303,527,000 | 458 |
| U.S. Government securities | $199,076,000 | 523 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $199,076,000 | 500 |
| Securities issued by states & political subdivisions | $2,010,000 | 4,345 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $755,000 | 101 |
| Equity securities | $101,686,000 | 34 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,697,000 | 2,405 |
| Mortgage-backed securities | $199,076,000 | 365 |
| Certificates of participation in pools of residential mortgages | $57,886,000 | 651 |
| Issued or guaranteed by U.S. | $57,886,000 | 645 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $141,190,000 | 228 |
| CMOs issued by government agencies or sponsored agencies | $141,190,000 | 182 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $755,000 | 3,367 |
| Available-for-sale securities (fair market value) | $302,772,000 | 392 |
| Total debt securities | $201,841,000 | 634 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $312,875,000 | 452 |
| U.S. Government securities | $210,440,000 | 507 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $210,440,000 | 483 |
| Securities issued by states & political subdivisions | $2,029,000 | 4,343 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $755,000 | 107 |
| Equity securities | $99,651,000 | 40 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,102,000 | 2,227 |
| Mortgage-backed securities | $210,440,000 | 356 |
| Certificates of participation in pools of residential mortgages | $57,161,000 | 675 |
| Issued or guaranteed by U.S. | $57,161,000 | 672 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $153,279,000 | 228 |
| CMOs issued by government agencies or sponsored agencies | $153,279,000 | 177 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $755,000 | 3,391 |
| Available-for-sale securities (fair market value) | $312,120,000 | 390 |
| Total debt securities | $213,224,000 | 616 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $321,161,000 | 442 |
| U.S. Government securities | $228,085,000 | 475 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $228,085,000 | 447 |
| Securities issued by states & political subdivisions | $2,119,000 | 4,286 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $805,000 | 104 |
| Equity securities | $90,152,000 | 42 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,733,000 | 2,066 |
| Mortgage-backed securities | $228,085,000 | 338 |
| Certificates of participation in pools of residential mortgages | $61,663,000 | 636 |
| Issued or guaranteed by U.S. | $61,663,000 | 632 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $166,422,000 | 209 |
| CMOs issued by government agencies or sponsored agencies | $166,422,000 | 165 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $805,000 | 3,436 |
| Available-for-sale securities (fair market value) | $320,356,000 | 380 |
| Total debt securities | $231,009,000 | 576 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $333,687,000 | 436 |
| U.S. Government securities | $239,825,000 | 454 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $239,825,000 | 428 |
| Securities issued by states & political subdivisions | $2,096,000 | 4,291 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $705,000 | 102 |
| Equity securities | $91,061,000 | 45 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,150,000 | 1,926 |
| Mortgage-backed securities | $239,825,000 | 330 |
| Certificates of participation in pools of residential mortgages | $60,584,000 | 656 |
| Issued or guaranteed by U.S. | $60,584,000 | 650 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $179,241,000 | 199 |
| CMOs issued by government agencies or sponsored agencies | $179,241,000 | 151 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $705,000 | 3,532 |
| Available-for-sale securities (fair market value) | $332,982,000 | 372 |
| Total debt securities | $242,626,000 | 554 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $344,648,000 | 414 |
| U.S. Government securities | $253,658,000 | 437 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $253,658,000 | 417 |
| Securities issued by states & political subdivisions | $2,240,000 | 4,217 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $730,000 | 113 |
| Equity securities | $88,020,000 | 55 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,393,000 | 1,697 |
| Mortgage-backed securities | $253,658,000 | 325 |
| Certificates of participation in pools of residential mortgages | $61,820,000 | 650 |
| Issued or guaranteed by U.S. | $61,820,000 | 644 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $191,838,000 | 198 |
| CMOs issued by government agencies or sponsored agencies | $191,838,000 | 152 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $730,000 | 3,551 |
| Available-for-sale securities (fair market value) | $343,918,000 | 358 |
| Total debt securities | $256,628,000 | 535 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $357,415,000 | 408 |
| U.S. Government securities | $268,709,000 | 426 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $268,709,000 | 415 |
| Securities issued by states & political subdivisions | $2,216,000 | 4,264 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $730,000 | 119 |
| Equity securities | $85,760,000 | 55 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,993,000 | 1,580 |
| Mortgage-backed securities | $260,638,000 | 317 |
| Certificates of participation in pools of residential mortgages | $53,789,000 | 731 |
| Issued or guaranteed by U.S. | $53,789,000 | 723 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $206,849,000 | 180 |
| CMOs issued by government agencies or sponsored agencies | $206,849,000 | 149 |
| Privately issued | $0 | 1,065 |
| 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) | $730,000 | 3,593 |
| Available-for-sale securities (fair market value) | $356,685,000 | 359 |
| Total debt securities | $271,655,000 | 522 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $358,972,000 | 415 |
| U.S. Government securities | $280,576,000 | 410 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $280,576,000 | 395 |
| Securities issued by states & political subdivisions | $2,501,000 | 4,126 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $675,000 | 124 |
| Equity securities | $75,220,000 | 60 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,560,000 | 2,096 |
| Mortgage-backed securities | $267,904,000 | 315 |
| Certificates of participation in pools of residential mortgages | $52,637,000 | 749 |
| Issued or guaranteed by U.S. | $52,637,000 | 744 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $215,267,000 | 173 |
| CMOs issued by government agencies or sponsored agencies | $215,267,000 | 149 |
| Privately issued | $0 | 1,143 |
| 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) | $675,000 | 3,693 |
| Available-for-sale securities (fair market value) | $358,297,000 | 367 |
| Total debt securities | $283,752,000 | 500 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $365,321,000 | 393 |
| U.S. Government securities | $289,725,000 | 391 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $289,725,000 | 377 |
| Securities issued by states & political subdivisions | $2,844,000 | 3,906 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $700,000 | 127 |
| Equity securities | $72,052,000 | 72 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,728,000 | 1,876 |
| Mortgage-backed securities | $281,997,000 | 312 |
| Certificates of participation in pools of residential mortgages | $54,321,000 | 713 |
| Issued or guaranteed by U.S. | $54,321,000 | 711 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $227,676,000 | 178 |
| CMOs issued by government agencies or sponsored agencies | $227,676,000 | 159 |
| Privately issued | $0 | 1,203 |
| 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) | $700,000 | 3,694 |
| Available-for-sale securities (fair market value) | $364,621,000 | 343 |
| Total debt securities | $293,269,000 | 481 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $354,817,000 | 409 |
| U.S. Government securities | $290,306,000 | 395 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $290,306,000 | 380 |
| Securities issued by states & political subdivisions | $2,821,000 | 3,866 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $700,000 | 123 |
| Equity securities | $60,990,000 | 73 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,091,000 | 1,860 |
| Mortgage-backed securities | $276,778,000 | 317 |
| Certificates of participation in pools of residential mortgages | $48,524,000 | 759 |
| Issued or guaranteed by U.S. | $48,524,000 | 754 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $228,254,000 | 179 |
| CMOs issued by government agencies or sponsored agencies | $228,254,000 | 159 |
| Privately issued | $0 | 1,231 |
| 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) | $700,000 | 3,746 |
| Available-for-sale securities (fair market value) | $354,117,000 | 352 |
| Total debt securities | $293,827,000 | 468 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $364,311,000 | 380 |
| U.S. Government securities | $295,696,000 | 366 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $295,696,000 | 352 |
| Securities issued by states & political subdivisions | $2,820,000 | 3,843 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $725,000 | 120 |
| Equity securities | $65,070,000 | 76 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,301,000 | 1,187 |
| Mortgage-backed securities | $282,052,000 | 291 |
| Certificates of participation in pools of residential mortgages | $42,072,000 | 826 |
| Issued or guaranteed by U.S. | $42,072,000 | 821 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $239,980,000 | 161 |
| CMOs issued by government agencies or sponsored agencies | $239,980,000 | 138 |
| Privately issued | $0 | 1,253 |
| 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) | $725,000 | 3,812 |
| Available-for-sale securities (fair market value) | $363,586,000 | 324 |
| Total debt securities | $299,241,000 | 439 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $294,994,000 | 418 |
| U.S. Government securities | $202,440,000 | 452 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $202,440,000 | 425 |
| Securities issued by states & political subdivisions | $2,690,000 | 3,924 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $675,000 | 132 |
| Equity securities | $89,189,000 | 50 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,637,000 | 1,025 |
| Mortgage-backed securities | $202,440,000 | 338 |
| Certificates of participation in pools of residential mortgages | $42,570,000 | 720 |
| Issued or guaranteed by U.S. | $42,570,000 | 715 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $159,870,000 | 211 |
| CMOs issued by government agencies or sponsored agencies | $159,870,000 | 176 |
| Privately issued | $0 | 1,359 |
| 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) | $675,000 | 4,102 |
| Available-for-sale securities (fair market value) | $294,319,000 | 364 |
| Total debt securities | $205,805,000 | 572 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $215,112,000 | 552 |
| U.S. Government securities | $107,474,000 | 779 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $107,474,000 | 729 |
| Securities issued by states & political subdivisions | $2,130,000 | 4,302 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $625,000 | 128 |
| Equity securities | $104,883,000 | 72 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,227,000 | 1,048 |
| Mortgage-backed securities | $107,474,000 | 463 |
| Certificates of participation in pools of residential mortgages | $51,393,000 | 525 |
| Issued or guaranteed by U.S. | $51,393,000 | 521 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $56,081,000 | 347 |
| CMOs issued by government agencies or sponsored agencies | $56,081,000 | 313 |
| Privately issued | $0 | 1,355 |
| 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) | $625,000 | 4,784 |
| Available-for-sale securities (fair market value) | $214,487,000 | 441 |
| Total debt securities | $110,229,000 | 980 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $199,869,000 | 615 |
| U.S. Government securities | $108,524,000 | 831 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $108,524,000 | 749 |
| Securities issued by states & political subdivisions | $1,291,000 | 5,268 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| 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 | $600,000 | 144 |
| Equity securities | $89,454,000 | 75 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,306,000 | 734 |
| Mortgage-backed securities | $108,524,000 | 499 |
| Certificates of participation in pools of residential mortgages | $55,456,000 | 545 |
| Issued or guaranteed by U.S. | $55,456,000 | 538 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $53,068,000 | 402 |
| CMOs issued by government agencies or sponsored agencies | $53,068,000 | 358 |
| Privately issued | $0 | 1,450 |
| 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) | $600,000 | 5,227 |
| Available-for-sale securities (fair market value) | $199,269,000 | 495 |
| Total debt securities | $110,415,000 | 998 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $202,040,000 | 610 |
| U.S. Government securities | $113,646,000 | 804 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $113,646,000 | 698 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| 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 | $575,000 | 144 |
| Equity securities | $87,819,000 | 75 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,027,000 | 983 |
| Mortgage-backed securities | $113,646,000 | 496 |
| Certificates of participation in pools of residential mortgages | $58,956,000 | 566 |
| Issued or guaranteed by U.S. | $58,956,000 | 560 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $54,690,000 | 375 |
| CMOs issued by government agencies or sponsored agencies | $54,690,000 | 336 |
| Privately issued | $0 | 1,474 |
| 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) | $575,000 | 5,795 |
| Available-for-sale securities (fair market value) | $201,465,000 | 487 |
| Total debt securities | $114,221,000 | 989 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $165,023,000 | 733 |
| U.S. Government securities | $87,160,000 | 1,061 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $87,160,000 | 871 |
| Securities issued by states & political subdivisions | $115,000 | 7,770 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| 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 | $550,000 | 153 |
| Equity securities | $77,198,000 | 58 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,687,000 | 3,233 |
| Mortgage-backed securities | $86,458,000 | 598 |
| Certificates of participation in pools of residential mortgages | $67,902,000 | 521 |
| Issued or guaranteed by U.S. | $67,902,000 | 509 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $18,556,000 | 728 |
| CMOs issued by government agencies or sponsored agencies | $18,556,000 | 690 |
| Privately issued | $0 | 1,491 |
| 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) | $665,000 | 6,611 |
| Available-for-sale securities (fair market value) | $164,358,000 | 536 |
| Total debt securities | $87,825,000 | 1,258 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $171,287,000 | 730 |
| U.S. Government securities | $109,468,000 | 919 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $109,468,000 | 731 |
| Securities issued by states & political subdivisions | $115,000 | 8,188 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| 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 | $500,000 | 189 |
| Equity securities | $61,204,000 | 70 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,856,000 | 2,102 |
| Mortgage-backed securities | $99,712,000 | 580 |
| Certificates of participation in pools of residential mortgages | $80,753,000 | 481 |
| Issued or guaranteed by U.S. | $80,753,000 | 474 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $18,959,000 | 746 |
| CMOs issued by government agencies or sponsored agencies | $18,959,000 | 692 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $615,000 | 7,332 |
| Available-for-sale securities (fair market value) | $170,672,000 | 520 |
| Total debt securities | $110,626,000 | 1,045 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 160 |
| Fair value | $9,756,000 | 169 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $174,460,000 | 761 |
| U.S. Government securities | $122,678,000 | 853 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $122,678,000 | 652 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| 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 | $450,000 | 237 |
| Equity securities | $51,332,000 | 67 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,921,000 | 2,223 |
| Mortgage-backed securities | $113,003,000 | 569 |
| Certificates of participation in pools of residential mortgages | $65,122,000 | 566 |
| Issued or guaranteed by U.S. | $65,122,000 | 548 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $47,881,000 | 456 |
| CMOs issued by government agencies or sponsored agencies | $47,881,000 | 422 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $450,000 | 7,871 |
| Available-for-sale securities (fair market value) | $174,010,000 | 536 |
| Total debt securities | $123,940,000 | 978 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 272 |
| Fair value | $9,576,000 | 297 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $247,889,000 | 580 |
| U.S. Government securities | $208,781,000 | 565 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $208,781,000 | 423 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| 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 | $425,000 | 277 |
| Equity securities | $38,683,000 | 85 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,276,000 | 6,764 |
| Mortgage-backed securities | $198,781,000 | 391 |
| Certificates of participation in pools of residential mortgages | $87,115,000 | 480 |
| Issued or guaranteed by U.S. | $87,115,000 | 464 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $111,666,000 | 268 |
| CMOs issued by government agencies or sponsored agencies | $111,666,000 | 241 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $193,399,000 | 445 |
| Available-for-sale securities (fair market value) | $54,490,000 | 1,032 |
| Total debt securities | $211,170,000 | 646 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $238,079,000 | 626 |
| U.S. Government securities | $199,865,000 | 611 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $199,865,000 | 434 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| 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 | $400,000 | 294 |
| Equity securities | $37,814,000 | 96 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,364,000 | 2,917 |
| Mortgage-backed securities | $189,865,000 | 423 |
| Certificates of participation in pools of residential mortgages | $97,070,000 | 456 |
| Issued or guaranteed by U.S. | $97,070,000 | 432 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $92,795,000 | 331 |
| CMOs issued by government agencies or sponsored agencies | $92,795,000 | 301 |
| Privately issued | $0 | 2,902 |
| 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 | $200,265,000 | 712 |
| 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 | $120,926,000 | 1,127 |
| U.S. Government securities | $92,057,000 | 1,184 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $92,057,000 | 789 |
| 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 | $350,000 | 298 |
| Equity securities | $28,519,000 | 105 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $350,000 | 10,136 |
| Mortgage-backed securities | $92,057,000 | 701 |
| Certificates of participation in pools of residential mortgages | $6,211,000 | 3,481 |
| Issued or guaranteed by U.S. | $6,211,000 | 3,436 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $85,846,000 | 332 |
| CMOs issued by government agencies or sponsored agencies | $85,846,000 | 304 |
| Privately issued | $0 | 3,547 |
| 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 | $92,407,000 | 1,443 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $40,055,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |