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SouthState Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $7,271,828,000 | 64 |
| U.S. Government securities | $6,009,492,000 | 59 |
| U.S. Treasury securities | $73,890,000 | 327 |
| U.S. Government agency obligations | $5,935,602,000 | 50 |
| Securities issued by states & political subdivisions | $977,462,000 | 41 |
| Other domestic debt securities | $284,874,000 | 130 |
| Privately issued residential mortgage-backed securities | $94,000 | 609 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $258,033,000 | 69 |
| Other domestic debt securities - All other | $26,747,000 | 329 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,661,532,000 | 65 |
| Mortgage-backed securities | $5,088,904,000 | 55 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,996,314,000 | 43 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $972,305,000 | 59 |
| Privately issued | $94,000 | 455 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $627,728,000 | 35 |
| Other commercial mortgage-backed securities | $492,463,000 | 59 |
| Held to maturity securities (book value) | $2,487,440,000 | 54 |
| Available-for-sale securities (fair market value) | $4,784,388,000 | 65 |
| Total debt securities | $7,271,829,000 | 63 |
| Structured notes | ||
| Amortized cost | $24,990,000 | 73 |
| Fair value | $20,102,000 | 81 |
| Trading account assets | $200,506,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $803,539,000 | 20 |
| 2023-09-30 | Rank | |
| Total securities | $7,157,331,000 | 64 |
| U.S. Government securities | $6,016,054,000 | 58 |
| U.S. Treasury securities | $172,259,000 | 174 |
| U.S. Government agency obligations | $5,843,795,000 | 51 |
| Securities issued by states & political subdivisions | $873,006,000 | 42 |
| Other domestic debt securities | $268,271,000 | 139 |
| Privately issued residential mortgage-backed securities | $94,000 | 588 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $241,714,000 | 78 |
| Other domestic debt securities - All other | $26,463,000 | 331 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,195,953,000 | 72 |
| Mortgage-backed securities | $4,997,903,000 | 54 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,962,972,000 | 45 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $971,356,000 | 60 |
| Privately issued | $94,000 | 450 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $586,532,000 | 37 |
| Other commercial mortgage-backed securities | $476,949,000 | 60 |
| Held to maturity securities (book value) | $2,533,713,000 | 51 |
| Available-for-sale securities (fair market value) | $4,623,618,000 | 66 |
| Total debt securities | $7,157,330,000 | 63 |
| Structured notes | ||
| Amortized cost | $24,990,000 | 71 |
| Fair value | $18,481,000 | 84 |
| Trading account assets | $325,261,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,251,059,000 | 17 |
| 2023-06-30 | Rank | |
| Total securities | $7,534,489,000 | 60 |
| U.S. Government securities | $6,320,181,000 | 57 |
| U.S. Treasury securities | $219,914,000 | 143 |
| U.S. Government agency obligations | $6,100,267,000 | 54 |
| Securities issued by states & political subdivisions | $954,453,000 | 41 |
| Other domestic debt securities | $259,855,000 | 137 |
| Privately issued residential mortgage-backed securities | $95,000 | 595 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $234,338,000 | 75 |
| Other domestic debt securities - All other | $25,422,000 | 341 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,242,697,000 | 72 |
| Mortgage-backed securities | $5,225,163,000 | 54 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,118,747,000 | 45 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,020,350,000 | 59 |
| Privately issued | $95,000 | 448 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $591,393,000 | 38 |
| Other commercial mortgage-backed securities | $494,578,000 | 58 |
| Held to maturity securities (book value) | $2,585,155,000 | 49 |
| Available-for-sale securities (fair market value) | $4,949,334,000 | 62 |
| Total debt securities | $7,534,488,000 | 59 |
| Structured notes | ||
| Amortized cost | $24,990,000 | 75 |
| Fair value | $19,276,000 | 83 |
| Trading account assets | $229,828,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $974,549,000 | 20 |
| 2023-03-31 | Rank | |
| Total securities | $7,796,672,000 | 62 |
| U.S. Government securities | $6,558,404,000 | 58 |
| U.S. Treasury securities | $268,096,000 | 118 |
| U.S. Government agency obligations | $6,290,308,000 | 51 |
| Securities issued by states & political subdivisions | $966,958,000 | 42 |
| Other domestic debt securities | $271,310,000 | 144 |
| Privately issued residential mortgage-backed securities | $95,000 | 623 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $244,032,000 | 76 |
| Other domestic debt securities - All other | $27,183,000 | 340 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,038,953,000 | 71 |
| Mortgage-backed securities | $5,391,107,000 | 56 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,226,439,000 | 46 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,060,206,000 | 60 |
| Privately issued | $95,000 | 465 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $596,214,000 | 40 |
| Other commercial mortgage-backed securities | $508,153,000 | 57 |
| Held to maturity securities (book value) | $2,636,673,000 | 52 |
| Available-for-sale securities (fair market value) | $5,159,999,000 | 63 |
| Total debt securities | $7,796,672,000 | 61 |
| Structured notes | ||
| Amortized cost | $24,990,000 | 82 |
| Fair value | $19,426,000 | 97 |
| Trading account assets | $173,053,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $806,584,000 | 19 |
| 2022-12-31 | Rank | |
| Total securities | $8,010,063,000 | 66 |
| U.S. Government securities | $6,669,949,000 | 63 |
| U.S. Treasury securities | $265,638,000 | 131 |
| U.S. Government agency obligations | $6,404,311,000 | 56 |
| Securities issued by states & political subdivisions | $1,064,852,000 | 40 |
| Other domestic debt securities | $275,262,000 | 141 |
| Privately issued residential mortgage-backed securities | $95,000 | 635 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $242,529,000 | 74 |
| Other domestic debt securities - All other | $32,638,000 | 299 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,350,598,000 | 55 |
| Mortgage-backed securities | $5,486,159,000 | 59 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,289,904,000 | 47 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,075,705,000 | 65 |
| Privately issued | $95,000 | 465 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $597,280,000 | 40 |
| Other commercial mortgage-backed securities | $523,175,000 | 62 |
| Held to maturity securities (book value) | $2,683,241,000 | 53 |
| Available-for-sale securities (fair market value) | $5,326,822,000 | 69 |
| Total debt securities | $8,010,062,000 | 65 |
| Structured notes | ||
| Amortized cost | $295,176,000 | 9 |
| Fair value | $247,353,000 | 11 |
| Trading account assets | $241,479,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,033,980,000 | 19 |
| 2022-09-30 | Rank | |
| Total securities | $8,107,788,000 | 68 |
| U.S. Government securities | $7,071,020,000 | 61 |
| U.S. Treasury securities | $264,425,000 | 132 |
| U.S. Government agency obligations | $6,806,595,000 | 53 |
| Securities issued by states & political subdivisions | $1,003,319,000 | 41 |
| Other domestic debt securities | $33,449,000 | 539 |
| Privately issued residential mortgage-backed securities | $96,000 | 624 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $33,353,000 | 286 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,598,093,000 | 63 |
| Mortgage-backed securities | $5,868,077,000 | 57 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,362,732,000 | 48 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,111,248,000 | 65 |
| Privately issued | $96,000 | 470 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $610,828,000 | 42 |
| Other commercial mortgage-backed securities | $783,173,000 | 53 |
| Held to maturity securities (book value) | $2,738,178,000 | 51 |
| Available-for-sale securities (fair market value) | $5,369,610,000 | 74 |
| Total debt securities | $8,107,791,000 | 66 |
| Structured notes | ||
| Amortized cost | $24,989,000 | 85 |
| Fair value | $19,067,000 | 102 |
| Trading account assets | $1,133,708,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,081,267,000 | 18 |
| 2022-06-30 | Rank | |
| Total securities | $8,472,473,000 | 66 |
| U.S. Government securities | $7,374,211,000 | 60 |
| U.S. Treasury securities | $316,458,000 | 116 |
| U.S. Government agency obligations | $7,057,753,000 | 54 |
| Securities issued by states & political subdivisions | $1,068,558,000 | 43 |
| Other domestic debt securities | $29,704,000 | 551 |
| Privately issued residential mortgage-backed securities | $96,000 | 639 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $29,608,000 | 334 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,563,457,000 | 65 |
| Mortgage-backed securities | $6,143,345,000 | 56 |
| Certificates of participation in pools of residential mortgages | $3,545,607,000 | 48 |
| Issued or guaranteed by U.S. | $3,545,607,000 | 48 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,161,940,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $1,161,844,000 | 63 |
| Privately issued | $96,000 | 474 |
| Commercial mortgage-backed securities | $1,435,798,000 | 54 |
| Commercial mortgage pass-through securities | $617,320,000 | 40 |
| Other commercial mortgage-backed securities | $818,478,000 | 58 |
| Held to maturity securities (book value) | $2,806,465,000 | 47 |
| Available-for-sale securities (fair market value) | $5,666,008,000 | 70 |
| Total debt securities | $8,472,474,000 | 66 |
| Structured notes | ||
| Amortized cost | $24,989,000 | 83 |
| Fair value | $21,012,000 | 88 |
| Trading account assets | $754,558,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $666,503,000 | 19 |
| 2022-03-31 | Rank | |
| Total securities | $8,751,975,000 | 64 |
| U.S. Government securities | $7,594,021,000 | 59 |
| U.S. Treasury securities | $268,581,000 | 123 |
| U.S. Government agency obligations | $7,325,440,000 | 54 |
| Securities issued by states & political subdivisions | $1,127,697,000 | 43 |
| Other domestic debt securities | $30,257,000 | 534 |
| Privately issued residential mortgage-backed securities | $97,000 | 625 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $30,160,000 | 320 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,581,609,000 | 63 |
| Mortgage-backed securities | $6,428,968,000 | 57 |
| Certificates of participation in pools of residential mortgages | $3,754,025,000 | 48 |
| Issued or guaranteed by U.S. | $3,754,025,000 | 48 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,149,982,000 | 76 |
| CMOs issued by government agencies or sponsored agencies | $1,149,885,000 | 66 |
| Privately issued | $97,000 | 452 |
| Commercial mortgage-backed securities | $1,524,961,000 | 52 |
| Commercial mortgage pass-through securities | $666,415,000 | 38 |
| Other commercial mortgage-backed securities | $858,546,000 | 56 |
| Held to maturity securities (book value) | $2,827,769,000 | 41 |
| Available-for-sale securities (fair market value) | $5,924,206,000 | 71 |
| Total debt securities | $8,751,974,000 | 64 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $482,668,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $409,083,000 | 21 |
| 2021-12-31 | Rank | |
| Total securities | $7,013,379,000 | 72 |
| U.S. Government securities | $6,181,859,000 | 68 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $6,181,859,000 | 57 |
| Securities issued by states & political subdivisions | $812,689,000 | 55 |
| Other domestic debt securities | $18,831,000 | 675 |
| Privately issued residential mortgage-backed securities | $97,000 | 598 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $18,734,000 | 437 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,578,983,000 | 59 |
| Mortgage-backed securities | $5,408,674,000 | 65 |
| Certificates of participation in pools of residential mortgages | $2,951,047,000 | 56 |
| Issued or guaranteed by U.S. | $2,951,047,000 | 56 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $900,270,000 | 83 |
| CMOs issued by government agencies or sponsored agencies | $900,173,000 | 77 |
| Privately issued | $97,000 | 411 |
| Commercial mortgage-backed securities | $1,557,357,000 | 51 |
| Commercial mortgage pass-through securities | $683,259,000 | 37 |
| Other commercial mortgage-backed securities | $874,098,000 | 55 |
| Held to maturity securities (book value) | $1,819,901,000 | 42 |
| Available-for-sale securities (fair market value) | $5,193,478,000 | 78 |
| Total debt securities | $7,013,378,000 | 71 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $486,465,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $410,137,000 | 16 |
| 2021-09-30 | Rank | |
| Total securities | $6,273,039,000 | 77 |
| U.S. Government securities | $5,529,495,000 | 68 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $5,529,495,000 | 60 |
| Securities issued by states & political subdivisions | $729,602,000 | 57 |
| Other domestic debt securities | $13,942,000 | 758 |
| Privately issued residential mortgage-backed securities | $97,000 | 574 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $13,845,000 | 500 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,535,426,000 | 61 |
| Mortgage-backed securities | $4,827,581,000 | 67 |
| Certificates of participation in pools of residential mortgages | $2,659,198,000 | 60 |
| Issued or guaranteed by U.S. | $2,659,198,000 | 60 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $852,765,000 | 80 |
| CMOs issued by government agencies or sponsored agencies | $852,668,000 | 76 |
| Privately issued | $97,000 | 398 |
| Commercial mortgage-backed securities | $1,315,618,000 | 55 |
| Commercial mortgage pass-through securities | $481,815,000 | 41 |
| Other commercial mortgage-backed securities | $833,803,000 | 52 |
| Held to maturity securities (book value) | $1,641,485,000 | 46 |
| Available-for-sale securities (fair market value) | $4,631,554,000 | 80 |
| Total debt securities | $6,273,038,000 | 77 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $541,894,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $482,104,000 | 15 |
| 2021-06-30 | Rank | |
| Total securities | $5,558,424,000 | 81 |
| U.S. Government securities | $4,851,306,000 | 70 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $4,851,306,000 | 64 |
| Securities issued by states & political subdivisions | $693,128,000 | 62 |
| Other domestic debt securities | $13,990,000 | 716 |
| Privately issued residential mortgage-backed securities | $98,000 | 585 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $13,892,000 | 465 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,574,718,000 | 55 |
| Mortgage-backed securities | $4,220,640,000 | 68 |
| Certificates of participation in pools of residential mortgages | $2,394,056,000 | 62 |
| Issued or guaranteed by U.S. | $2,394,056,000 | 62 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $764,038,000 | 85 |
| CMOs issued by government agencies or sponsored agencies | $763,940,000 | 80 |
| Privately issued | $98,000 | 390 |
| Commercial mortgage-backed securities | $1,062,546,000 | 59 |
| Commercial mortgage pass-through securities | $282,997,000 | 59 |
| Other commercial mortgage-backed securities | $779,549,000 | 52 |
| Held to maturity securities (book value) | $1,189,265,000 | 51 |
| Available-for-sale securities (fair market value) | $4,369,159,000 | 82 |
| Total debt securities | $5,558,427,000 | 81 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $606,557,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $518,221,000 | 15 |
| 2021-03-31 | Rank | |
| Total securities | $5,105,804,000 | 81 |
| U.S. Government securities | $4,496,015,000 | 72 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $4,496,015,000 | 68 |
| Securities issued by states & political subdivisions | $596,103,000 | 65 |
| Other domestic debt securities | $13,686,000 | 709 |
| 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 | $13,686,000 | 454 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,704,367,000 | 55 |
| Mortgage-backed securities | $3,918,938,000 | 70 |
| Certificates of participation in pools of residential mortgages | $2,297,973,000 | 63 |
| Issued or guaranteed by U.S. | $2,297,973,000 | 63 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $789,876,000 | 80 |
| CMOs issued by government agencies or sponsored agencies | $789,876,000 | 78 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $831,089,000 | 65 |
| Commercial mortgage pass-through securities | $193,857,000 | 77 |
| Other commercial mortgage-backed securities | $637,232,000 | 59 |
| Held to maturity securities (book value) | $1,214,314,000 | 49 |
| Available-for-sale securities (fair market value) | $3,891,490,000 | 88 |
| Total debt securities | $5,105,804,000 | 81 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $482,168,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $399,625,000 | 16 |
| 2020-12-31 | Rank | |
| Total securities | $4,286,214,000 | 88 |
| U.S. Government securities | $3,752,472,000 | 76 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $3,752,472,000 | 67 |
| Securities issued by states & political subdivisions | $520,040,000 | 71 |
| Other domestic debt securities | $13,702,000 | 659 |
| 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 | $13,702,000 | 427 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,639,086,000 | 54 |
| Mortgage-backed securities | $3,245,332,000 | 75 |
| Certificates of participation in pools of residential mortgages | $1,999,402,000 | 64 |
| Issued or guaranteed by U.S. | $1,999,402,000 | 64 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,005,822,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $1,005,822,000 | 65 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $240,108,000 | 136 |
| Commercial mortgage pass-through securities | $54,209,000 | 145 |
| Other commercial mortgage-backed securities | $185,899,000 | 106 |
| Held to maturity securities (book value) | $955,542,000 | 57 |
| Available-for-sale securities (fair market value) | $3,330,672,000 | 94 |
| Total debt securities | $4,286,213,000 | 87 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $813,437,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $804,832,000 | 14 |
| 2020-09-30 | Rank | |
| Total securities | $3,561,929,000 | 94 |
| U.S. Government securities | $3,089,082,000 | 81 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $3,089,082,000 | 71 |
| Securities issued by states & political subdivisions | $459,195,000 | 76 |
| Other domestic debt securities | $13,652,000 | 639 |
| 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 | $13,652,000 | 415 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,786,633,000 | 77 |
| Mortgage-backed securities | $2,646,820,000 | 79 |
| Certificates of participation in pools of residential mortgages | $1,554,062,000 | 67 |
| Issued or guaranteed by U.S. | $1,554,062,000 | 67 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $850,504,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $850,504,000 | 70 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $242,254,000 | 133 |
| Commercial mortgage pass-through securities | $41,560,000 | 162 |
| Other commercial mortgage-backed securities | $200,694,000 | 102 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $3,561,929,000 | 82 |
| Total debt securities | $3,561,929,000 | 93 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $931,386,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $937,357,000 | 12 |
| 2020-06-30 | Rank | |
| Total securities | $3,137,718,000 | 104 |
| U.S. Government securities | $2,678,369,000 | 95 |
| U.S. Treasury securities | $199,987,000 | 70 |
| U.S. Government agency obligations | $2,478,382,000 | 90 |
| Securities issued by states & political subdivisions | $453,654,000 | 72 |
| Other domestic debt securities | $5,695,000 | 929 |
| 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 | $5,695,000 | 637 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,777,912,000 | 76 |
| Mortgage-backed securities | $2,103,892,000 | 90 |
| Certificates of participation in pools of residential mortgages | $1,094,735,000 | 76 |
| Issued or guaranteed by U.S. | $1,094,735,000 | 76 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $760,360,000 | 81 |
| CMOs issued by government agencies or sponsored agencies | $760,360,000 | 77 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $248,797,000 | 125 |
| Commercial mortgage pass-through securities | $42,584,000 | 153 |
| Other commercial mortgage-backed securities | $206,213,000 | 95 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $3,137,718,000 | 95 |
| Total debt securities | $3,137,718,000 | 103 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $966,528,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $972,513,000 | 14 |
| 2020-03-31 | Rank | |
| Total securities | $2,334,390,000 | 125 |
| U.S. Government securities | $2,103,643,000 | 105 |
| U.S. Treasury securities | $99,997,000 | 94 |
| U.S. Government agency obligations | $2,003,646,000 | 103 |
| Securities issued by states & political subdivisions | $225,000,000 | 134 |
| Other domestic debt securities | $5,757,000 | 896 |
| 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 | $5,757,000 | 591 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,533,450,000 | 81 |
| Mortgage-backed securities | $1,855,687,000 | 99 |
| Certificates of participation in pools of residential mortgages | $1,773,639,000 | 59 |
| Issued or guaranteed by U.S. | $1,773,639,000 | 59 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $82,048,000 | 314 |
| CMOs issued by government agencies or sponsored agencies | $82,048,000 | 287 |
| 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) | $195,958,000 | 126 |
| Available-for-sale securities (fair market value) | $2,138,442,000 | 113 |
| Total debt securities | $2,334,400,000 | 124 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $840,323,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $833,977,000 | 16 |
| 2019-12-31 | Rank | |
| Total securities | $2,091,705,000 | 129 |
| U.S. Government securities | $1,858,733,000 | 111 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $1,858,733,000 | 102 |
| Securities issued by states & political subdivisions | $225,238,000 | 127 |
| Other domestic debt securities | $5,657,000 | 849 |
| 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 | $5,657,000 | 565 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,296,246,000 | 81 |
| Mortgage-backed securities | $1,838,803,000 | 97 |
| Certificates of participation in pools of residential mortgages | $1,752,635,000 | 59 |
| Issued or guaranteed by U.S. | $1,752,635,000 | 59 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $86,168,000 | 302 |
| CMOs issued by government agencies or sponsored agencies | $86,168,000 | 281 |
| 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) | $202,903,000 | 130 |
| Available-for-sale securities (fair market value) | $1,886,725,000 | 123 |
| Total debt securities | $2,089,628,000 | 128 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $278,055,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $274,215,000 | 16 |
| 2019-09-30 | Rank | |
| Total securities | $1,989,257,000 | 132 |
| U.S. Government securities | $1,754,770,000 | 112 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $1,754,770,000 | 104 |
| Securities issued by states & political subdivisions | $226,735,000 | 118 |
| Other domestic debt securities | $5,660,000 | 842 |
| 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 | $5,660,000 | 569 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,038,179,000 | 91 |
| Mortgage-backed securities | $1,699,479,000 | 103 |
| Certificates of participation in pools of residential mortgages | $1,608,779,000 | 62 |
| Issued or guaranteed by U.S. | $1,608,779,000 | 62 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $90,700,000 | 285 |
| CMOs issued by government agencies or sponsored agencies | $90,700,000 | 268 |
| 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) | $207,209,000 | 134 |
| Available-for-sale securities (fair market value) | $1,779,956,000 | 121 |
| Total debt securities | $1,987,165,000 | 131 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $372,223,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $369,601,000 | 15 |
| 2019-06-30 | Rank | |
| Total securities | $2,005,583,000 | 129 |
| U.S. Government securities | $1,773,983,000 | 111 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $1,773,983,000 | 101 |
| Securities issued by states & political subdivisions | $223,876,000 | 120 |
| Other domestic debt securities | $5,654,000 | 830 |
| 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 | $5,654,000 | 579 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,012,006,000 | 97 |
| Mortgage-backed securities | $1,736,805,000 | 102 |
| Certificates of participation in pools of residential mortgages | $1,639,683,000 | 62 |
| Issued or guaranteed by U.S. | $1,639,683,000 | 62 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $97,122,000 | 277 |
| CMOs issued by government agencies or sponsored agencies | $97,122,000 | 259 |
| 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) | $210,756,000 | 139 |
| Available-for-sale securities (fair market value) | $1,792,757,000 | 122 |
| Total debt securities | $2,003,513,000 | 128 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $230,386,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $231,325,000 | 17 |
| 2019-03-31 | Rank | |
| Total securities | $1,917,676,000 | 126 |
| U.S. Government securities | $1,688,126,000 | 113 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $1,688,126,000 | 101 |
| Securities issued by states & political subdivisions | $222,416,000 | 128 |
| Other domestic debt securities | $5,094,000 | 866 |
| 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 | $5,094,000 | 608 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $983,142,000 | 98 |
| Mortgage-backed securities | $1,651,770,000 | 100 |
| Certificates of participation in pools of residential mortgages | $1,560,131,000 | 64 |
| Issued or guaranteed by U.S. | $1,560,131,000 | 64 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $91,639,000 | 280 |
| CMOs issued by government agencies or sponsored agencies | $91,639,000 | 260 |
| 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) | $214,240,000 | 139 |
| Available-for-sale securities (fair market value) | $1,701,396,000 | 122 |
| Total debt securities | $1,915,636,000 | 125 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $130,122,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $130,790,000 | 19 |
| 2018-12-31 | Rank | |
| Total securities | $1,946,190,000 | 129 |
| U.S. Government securities | $1,717,126,000 | 114 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $1,717,126,000 | 100 |
| Securities issued by states & political subdivisions | $220,628,000 | 128 |
| Other domestic debt securities | $6,427,000 | 762 |
| 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 | $6,427,000 | 539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,065,431,000 | 96 |
| Mortgage-backed securities | $1,679,259,000 | 99 |
| Certificates of participation in pools of residential mortgages | $1,586,804,000 | 63 |
| Issued or guaranteed by U.S. | $1,586,804,000 | 63 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $92,455,000 | 276 |
| CMOs issued by government agencies or sponsored agencies | $92,455,000 | 257 |
| 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) | $216,833,000 | 148 |
| Available-for-sale securities (fair market value) | $1,727,348,000 | 128 |
| Total debt securities | $1,944,181,000 | 127 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $94,212,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $92,892,000 | 28 |
| 2018-09-30 | Rank | |
| Total securities | $1,756,692,000 | 135 |
| U.S. Government securities | $1,539,975,000 | 117 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $1,539,975,000 | 103 |
| Securities issued by states & political subdivisions | $210,356,000 | 140 |
| Other domestic debt securities | $6,361,000 | 733 |
| 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 | $6,361,000 | 536 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $989,192,000 | 96 |
| Mortgage-backed securities | $1,500,331,000 | 101 |
| Certificates of participation in pools of residential mortgages | $1,452,973,000 | 64 |
| Issued or guaranteed by U.S. | $1,452,973,000 | 64 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $47,358,000 | 408 |
| CMOs issued by government agencies or sponsored agencies | $47,358,000 | 386 |
| 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) | $219,850,000 | 148 |
| Available-for-sale securities (fair market value) | $1,536,842,000 | 133 |
| Total debt securities | $1,756,692,000 | 134 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $87,946,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $88,065,000 | 31 |
| 2018-06-30 | Rank | |
| Total securities | $1,752,109,000 | 131 |
| U.S. Government securities | $1,541,436,000 | 112 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $1,541,436,000 | 102 |
| Securities issued by states & political subdivisions | $205,579,000 | 152 |
| Other domestic debt securities | $5,094,000 | 925 |
| 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 | $5,094,000 | 601 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $955,863,000 | 101 |
| Mortgage-backed securities | $1,498,849,000 | 100 |
| Certificates of participation in pools of residential mortgages | $1,450,440,000 | 64 |
| Issued or guaranteed by U.S. | $1,450,440,000 | 64 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $48,409,000 | 399 |
| CMOs issued by government agencies or sponsored agencies | $48,409,000 | 378 |
| 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) | $223,839,000 | 146 |
| Available-for-sale securities (fair market value) | $1,528,270,000 | 130 |
| Total debt securities | $1,752,109,000 | 130 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $75,294,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $73,797,000 | 33 |
| 2018-03-31 | Rank | |
| Total securities | $1,758,505,000 | 130 |
| U.S. Government securities | $1,549,254,000 | 110 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $1,549,254,000 | 101 |
| Securities issued by states & political subdivisions | $204,107,000 | 155 |
| Other domestic debt securities | $5,144,000 | 811 |
| 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 | $5,144,000 | 612 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $935,935,000 | 105 |
| Mortgage-backed securities | $1,504,857,000 | 98 |
| Certificates of participation in pools of residential mortgages | $1,479,844,000 | 63 |
| Issued or guaranteed by U.S. | $1,479,844,000 | 63 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $25,013,000 | 643 |
| CMOs issued by government agencies or sponsored agencies | $25,013,000 | 612 |
| 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) | $227,966,000 | 142 |
| Available-for-sale securities (fair market value) | $1,530,539,000 | 128 |
| Total debt securities | $1,758,505,000 | 129 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $55,981,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $55,553,000 | 33 |
| Revaluation losses on off-balance sheet contracts | $55,991,000 | 34 |
| 2017-12-31 | Rank | |
| Total securities | $1,292,542,000 | 159 |
| U.S. Government securities | $1,082,224,000 | 139 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $1,082,224,000 | 129 |
| Securities issued by states & political subdivisions | $205,118,000 | 154 |
| Other domestic debt securities | $5,200,000 | 806 |
| 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 | $5,200,000 | 605 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $353,177,000 | 213 |
| Mortgage-backed securities | $1,072,650,000 | 126 |
| Certificates of participation in pools of residential mortgages | $1,046,912,000 | 80 |
| Issued or guaranteed by U.S. | $1,046,912,000 | 79 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $25,738,000 | 632 |
| CMOs issued by government agencies or sponsored agencies | $25,738,000 | 601 |
| 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) | $232,399,000 | 141 |
| Available-for-sale securities (fair market value) | $1,060,143,000 | 155 |
| Total debt securities | $1,292,542,000 | 156 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $49,256,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $42,479,000 | 36 |
| Revaluation losses on off-balance sheet contracts | $43,259,000 | 31 |
| 2017-09-30 | Rank | |
| Total securities | $1,104,530,000 | 176 |
| U.S. Government securities | $903,175,000 | 162 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $903,175,000 | 148 |
| Securities issued by states & political subdivisions | $196,180,000 | 160 |
| Other domestic debt securities | $5,175,000 | 822 |
| 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 | $5,175,000 | 623 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $359,237,000 | 215 |
| Mortgage-backed securities | $893,402,000 | 141 |
| Certificates of participation in pools of residential mortgages | $893,402,000 | 90 |
| Issued or guaranteed by U.S. | $893,402,000 | 89 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| 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) | $237,874,000 | 137 |
| Available-for-sale securities (fair market value) | $866,656,000 | 183 |
| Total debt securities | $1,104,530,000 | 173 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $2,973,000 | 127 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $1,107,132,000 | 174 |
| U.S. Government securities | $908,163,000 | 160 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $908,163,000 | 151 |
| Securities issued by states & political subdivisions | $193,919,000 | 160 |
| Other domestic debt securities | $5,050,000 | 848 |
| 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 | $5,050,000 | 647 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $286,197,000 | 253 |
| Mortgage-backed securities | $898,323,000 | 143 |
| Certificates of participation in pools of residential mortgages | $898,323,000 | 89 |
| Issued or guaranteed by U.S. | $898,323,000 | 88 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $238,798,000 | 140 |
| Available-for-sale securities (fair market value) | $868,334,000 | 180 |
| Total debt securities | $1,107,132,000 | 173 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $1,934,000 | 143 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $1,063,164,000 | 178 |
| U.S. Government securities | $905,580,000 | 158 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $905,580,000 | 149 |
| Securities issued by states & political subdivisions | $152,584,000 | 211 |
| Other domestic debt securities | $5,000,000 | 873 |
| 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 | $5,000,000 | 667 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $247,300,000 | 289 |
| Mortgage-backed securities | $896,065,000 | 141 |
| Certificates of participation in pools of residential mortgages | $896,065,000 | 90 |
| Issued or guaranteed by U.S. | $896,065,000 | 89 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $243,812,000 | 138 |
| Available-for-sale securities (fair market value) | $819,352,000 | 192 |
| Total debt securities | $1,063,164,000 | 176 |
| 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 | $991,245,000 | 185 |
| U.S. Government securities | $838,626,000 | 158 |
| U.S. Treasury securities | $1,001,000 | 1,058 |
| U.S. Government agency obligations | $837,625,000 | 152 |
| Securities issued by states & political subdivisions | $152,619,000 | 209 |
| 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 | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $248,728,000 | 274 |
| Mortgage-backed securities | $828,324,000 | 143 |
| Certificates of participation in pools of residential mortgages | $828,324,000 | 88 |
| Issued or guaranteed by U.S. | $828,324,000 | 87 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $250,543,000 | 137 |
| Available-for-sale securities (fair market value) | $740,702,000 | 203 |
| Total debt securities | $991,245,000 | 182 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $12,383,000 | 77 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $1,025,340,000 | 174 |
| U.S. Government securities | $883,366,000 | 152 |
| U.S. Treasury securities | $1,002,000 | 965 |
| U.S. Government agency obligations | $882,364,000 | 145 |
| Securities issued by states & political subdivisions | $141,974,000 | 225 |
| Other domestic debt securities | $0 | 2,187 |
| 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 | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $280,393,000 | 248 |
| Mortgage-backed securities | $857,544,000 | 138 |
| Certificates of participation in pools of residential mortgages | $857,544,000 | 83 |
| Issued or guaranteed by U.S. | $857,544,000 | 82 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $263,692,000 | 134 |
| Available-for-sale securities (fair market value) | $761,648,000 | 191 |
| Total debt securities | $1,025,340,000 | 172 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $2,166,000 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $1,011,657,000 | 177 |
| U.S. Government securities | $878,170,000 | 152 |
| U.S. Treasury securities | $1,003,000 | 997 |
| U.S. Government agency obligations | $877,167,000 | 147 |
| Securities issued by states & political subdivisions | $133,487,000 | 241 |
| Other domestic debt securities | $0 | 2,228 |
| 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 | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $294,128,000 | 238 |
| Mortgage-backed securities | $855,035,000 | 139 |
| Certificates of participation in pools of residential mortgages | $855,035,000 | 82 |
| Issued or guaranteed by U.S. | $855,035,000 | 81 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $267,082,000 | 130 |
| Available-for-sale securities (fair market value) | $744,575,000 | 203 |
| Total debt securities | $1,011,657,000 | 175 |
| 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 | $964,422,000 | 187 |
| U.S. Government securities | $859,812,000 | 159 |
| U.S. Treasury securities | $1,002,000 | 1,013 |
| U.S. Government agency obligations | $858,810,000 | 154 |
| Securities issued by states & political subdivisions | $104,610,000 | 319 |
| Other domestic debt securities | $0 | 2,247 |
| 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 | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $283,630,000 | 263 |
| Mortgage-backed securities | $821,696,000 | 143 |
| Certificates of participation in pools of residential mortgages | $821,696,000 | 83 |
| Issued or guaranteed by U.S. | $821,696,000 | 82 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $256,849,000 | 134 |
| Available-for-sale securities (fair market value) | $707,573,000 | 204 |
| Total debt securities | $964,422,000 | 182 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $2,719,000 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $877,579,000 | 199 |
| U.S. Government securities | $783,005,000 | 168 |
| U.S. Treasury securities | $1,000,000 | 1,052 |
| U.S. Government agency obligations | $782,005,000 | 161 |
| Securities issued by states & political subdivisions | $94,574,000 | 368 |
| Other domestic debt securities | $0 | 2,244 |
| 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 | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $243,999,000 | 295 |
| Mortgage-backed securities | $724,395,000 | 146 |
| Certificates of participation in pools of residential mortgages | $724,395,000 | 85 |
| Issued or guaranteed by U.S. | $724,395,000 | 84 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $272,840,000 | 130 |
| Available-for-sale securities (fair market value) | $604,739,000 | 229 |
| Total debt securities | $877,579,000 | 194 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $2,107,000 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $738,768,000 | 228 |
| U.S. Government securities | $650,297,000 | 195 |
| U.S. Treasury securities | $1,005,000 | 990 |
| U.S. Government agency obligations | $649,292,000 | 187 |
| Securities issued by states & political subdivisions | $88,471,000 | 389 |
| Other domestic debt securities | $0 | 2,283 |
| 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 | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $184,344,000 | 380 |
| Mortgage-backed securities | $613,820,000 | 166 |
| Certificates of participation in pools of residential mortgages | $613,820,000 | 99 |
| Issued or guaranteed by U.S. | $613,820,000 | 97 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $248,310,000 | 142 |
| Available-for-sale securities (fair market value) | $490,458,000 | 273 |
| Total debt securities | $738,768,000 | 224 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $1,266,000 | 177 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $782,922,000 | 214 |
| U.S. Government securities | $698,276,000 | 183 |
| U.S. Treasury securities | $1,005,000 | 1,011 |
| U.S. Government agency obligations | $697,271,000 | 179 |
| Securities issued by states & political subdivisions | $84,646,000 | 391 |
| Other domestic debt securities | $0 | 2,307 |
| 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 | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $184,630,000 | 384 |
| Mortgage-backed securities | $661,800,000 | 158 |
| Certificates of participation in pools of residential mortgages | $661,800,000 | 93 |
| Issued or guaranteed by U.S. | $661,800,000 | 92 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $250,482,000 | 136 |
| Available-for-sale securities (fair market value) | $532,440,000 | 253 |
| Total debt securities | $782,922,000 | 211 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $1,508,000 | 161 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $749,117,000 | 227 |
| U.S. Government securities | $676,585,000 | 191 |
| U.S. Treasury securities | $1,005,000 | 1,006 |
| U.S. Government agency obligations | $675,580,000 | 186 |
| Securities issued by states & political subdivisions | $72,532,000 | 465 |
| Other domestic debt securities | $0 | 2,369 |
| 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 | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $191,086,000 | 377 |
| Mortgage-backed securities | $632,798,000 | 165 |
| Certificates of participation in pools of residential mortgages | $632,798,000 | 95 |
| Issued or guaranteed by U.S. | $632,798,000 | 94 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $228,870,000 | 145 |
| Available-for-sale securities (fair market value) | $520,247,000 | 254 |
| Total debt securities | $749,117,000 | 223 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $1,017,000 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $754,819,000 | 225 |
| U.S. Government securities | $690,156,000 | 180 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $690,156,000 | 173 |
| Securities issued by states & political subdivisions | $64,663,000 | 540 |
| Other domestic debt securities | $0 | 2,403 |
| 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 | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $190,807,000 | 375 |
| Mortgage-backed securities | $640,360,000 | 160 |
| Certificates of participation in pools of residential mortgages | $640,360,000 | 93 |
| Issued or guaranteed by U.S. | $640,360,000 | 91 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $237,362,000 | 144 |
| Available-for-sale securities (fair market value) | $517,457,000 | 253 |
| Total debt securities | $754,819,000 | 220 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $3,421,000 | 129 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $541,140,000 | 279 |
| U.S. Government securities | $496,768,000 | 236 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $496,768,000 | 230 |
| Securities issued by states & political subdivisions | $44,372,000 | 865 |
| Other domestic debt securities | $0 | 2,460 |
| 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 | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $139,135,000 | 485 |
| Mortgage-backed securities | $496,765,000 | 200 |
| Certificates of participation in pools of residential mortgages | $496,765,000 | 110 |
| Issued or guaranteed by U.S. | $496,765,000 | 109 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $5,372,000 | 1,381 |
| Available-for-sale securities (fair market value) | $535,768,000 | 244 |
| Total debt securities | $541,140,000 | 271 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $656,000 | 183 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $542,164,000 | 280 |
| U.S. Government securities | $502,594,000 | 232 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $502,594,000 | 225 |
| Securities issued by states & political subdivisions | $39,570,000 | 968 |
| Other domestic debt securities | $0 | 2,520 |
| 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 | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $145,760,000 | 462 |
| Mortgage-backed securities | $502,590,000 | 196 |
| Certificates of participation in pools of residential mortgages | $502,590,000 | 108 |
| Issued or guaranteed by U.S. | $502,590,000 | 107 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $542,164,000 | 245 |
| Total debt securities | $542,164,000 | 274 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $89,000 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $617,143,000 | 253 |
| U.S. Government securities | $576,667,000 | 203 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $576,667,000 | 198 |
| Securities issued by states & political subdivisions | $40,476,000 | 957 |
| Other domestic debt securities | $0 | 2,593 |
| 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 | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $127,926,000 | 514 |
| Mortgage-backed securities | $576,663,000 | 174 |
| Certificates of participation in pools of residential mortgages | $576,663,000 | 98 |
| Issued or guaranteed by U.S. | $576,663,000 | 97 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $617,143,000 | 219 |
| Total debt securities | $617,143,000 | 246 |
| 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 | $457,086,000 | 335 |
| U.S. Government securities | $416,885,000 | 272 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $416,885,000 | 261 |
| Securities issued by states & political subdivisions | $40,201,000 | 960 |
| Other domestic debt securities | $0 | 2,651 |
| 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 | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $108,528,000 | 596 |
| Mortgage-backed securities | $416,881,000 | 224 |
| Certificates of participation in pools of residential mortgages | $416,881,000 | 122 |
| Issued or guaranteed by U.S. | $416,881,000 | 120 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $457,086,000 | 287 |
| Total debt securities | $457,086,000 | 330 |
| 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 | $456,555,000 | 339 |
| U.S. Government securities | $415,139,000 | 264 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $415,139,000 | 259 |
| Securities issued by states & political subdivisions | $41,416,000 | 924 |
| Other domestic debt securities | $0 | 2,731 |
| 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 | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $108,871,000 | 579 |
| Mortgage-backed securities | $415,134,000 | 222 |
| Certificates of participation in pools of residential mortgages | $415,134,000 | 121 |
| Issued or guaranteed by U.S. | $415,134,000 | 119 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $456,555,000 | 291 |
| Total debt securities | $456,555,000 | 332 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $398,000 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $492,087,000 | 309 |
| U.S. Government securities | $450,171,000 | 251 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $450,171,000 | 246 |
| Securities issued by states & political subdivisions | $41,916,000 | 900 |
| Other domestic debt securities | $0 | 2,792 |
| 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 | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $98,250,000 | 631 |
| Mortgage-backed securities | $445,127,000 | 210 |
| Certificates of participation in pools of residential mortgages | $445,127,000 | 116 |
| Issued or guaranteed by U.S. | $445,127,000 | 114 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $492,087,000 | 265 |
| Total debt securities | $492,087,000 | 303 |
| 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 | $460,534,000 | 339 |
| U.S. Government securities | $416,883,000 | 266 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $416,883,000 | 261 |
| Securities issued by states & political subdivisions | $43,651,000 | 853 |
| Other domestic debt securities | $0 | 2,789 |
| 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 | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $98,725,000 | 630 |
| Mortgage-backed securities | $390,634,000 | 232 |
| Certificates of participation in pools of residential mortgages | $390,634,000 | 132 |
| Issued or guaranteed by U.S. | $390,634,000 | 131 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $460,534,000 | 295 |
| Total debt securities | $460,528,000 | 329 |
| 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 | $425,752,000 | 356 |
| U.S. Government securities | $380,730,000 | 284 |
| U.S. Treasury securities | $5,000 | 1,131 |
| U.S. Government agency obligations | $380,725,000 | 275 |
| Securities issued by states & political subdivisions | $45,022,000 | 801 |
| Other domestic debt securities | $0 | 2,785 |
| 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 | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $108,737,000 | 584 |
| Mortgage-backed securities | $373,184,000 | 236 |
| Certificates of participation in pools of residential mortgages | $373,184,000 | 133 |
| Issued or guaranteed by U.S. | $373,184,000 | 132 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $425,752,000 | 305 |
| Total debt securities | $425,752,000 | 348 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $5,048,000 | 106 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $458,790,000 | 338 |
| U.S. Government securities | $414,013,000 | 279 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $414,013,000 | 273 |
| Securities issued by states & political subdivisions | $44,777,000 | 781 |
| Other domestic debt securities | $0 | 2,872 |
| 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 | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $125,974,000 | 517 |
| Mortgage-backed securities | $406,401,000 | 237 |
| Certificates of participation in pools of residential mortgages | $406,401,000 | 137 |
| Issued or guaranteed by U.S. | $406,401,000 | 135 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $458,790,000 | 297 |
| Total debt securities | $458,790,000 | 333 |
| 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 | $474,107,000 | 330 |
| U.S. Government securities | $430,892,000 | 271 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $430,892,000 | 265 |
| Securities issued by states & political subdivisions | $43,215,000 | 782 |
| Other domestic debt securities | $0 | 2,873 |
| 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 | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $139,766,000 | 473 |
| Mortgage-backed securities | $404,075,000 | 244 |
| Certificates of participation in pools of residential mortgages | $404,075,000 | 137 |
| Issued or guaranteed by U.S. | $404,075,000 | 135 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $474,107,000 | 288 |
| Total debt securities | $474,107,000 | 324 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,344 |
| Fair value | $2,502,000 | 1,373 |
| Trading account assets | $1,061,000 | 162 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $510,395,000 | 312 |
| U.S. Government securities | $472,463,000 | 254 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $472,463,000 | 249 |
| Securities issued by states & political subdivisions | $37,932,000 | 864 |
| Other domestic debt securities | $0 | 2,874 |
| 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 | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $143,994,000 | 461 |
| Mortgage-backed securities | $429,964,000 | 229 |
| Certificates of participation in pools of residential mortgages | $429,964,000 | 135 |
| Issued or guaranteed by U.S. | $429,964,000 | 133 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $510,395,000 | 279 |
| Total debt securities | $510,397,000 | 306 |
| Structured notes | ||
| Amortized cost | $3,501,000 | 1,290 |
| Fair value | $3,425,000 | 1,319 |
| Trading account assets | $552,000 | 177 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $561,571,000 | 274 |
| U.S. Government securities | $523,294,000 | 221 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $523,294,000 | 219 |
| Securities issued by states & political subdivisions | $38,277,000 | 830 |
| Other domestic debt securities | $0 | 2,876 |
| 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 | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $144,224,000 | 425 |
| Mortgage-backed securities | $446,934,000 | 204 |
| Certificates of participation in pools of residential mortgages | $446,934,000 | 124 |
| Issued or guaranteed by U.S. | $446,934,000 | 123 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $561,571,000 | 243 |
| Total debt securities | $561,571,000 | 272 |
| Structured notes | ||
| Amortized cost | $22,983,000 | 232 |
| Fair value | $23,026,000 | 232 |
| 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 | $531,827,000 | 280 |
| U.S. Government securities | $490,395,000 | 229 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $490,395,000 | 225 |
| Securities issued by states & political subdivisions | $41,432,000 | 712 |
| Other domestic debt securities | $0 | 2,858 |
| 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 | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $156,889,000 | 385 |
| Mortgage-backed securities | $412,111,000 | 219 |
| Certificates of participation in pools of residential mortgages | $412,111,000 | 135 |
| Issued or guaranteed by U.S. | $412,111,000 | 134 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $531,827,000 | 251 |
| Total debt securities | $531,828,000 | 276 |
| Structured notes | ||
| Amortized cost | $22,971,000 | 224 |
| Fair value | $23,086,000 | 224 |
| 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 | $427,483,000 | 346 |
| U.S. Government securities | $391,911,000 | 283 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $391,911,000 | 273 |
| Securities issued by states & political subdivisions | $35,572,000 | 797 |
| Other domestic debt securities | $0 | 2,821 |
| 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 | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $158,475,000 | 390 |
| Mortgage-backed securities | $317,164,000 | 276 |
| Certificates of participation in pools of residential mortgages | $317,164,000 | 153 |
| Issued or guaranteed by U.S. | $317,164,000 | 152 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $427,483,000 | 304 |
| Total debt securities | $427,482,000 | 337 |
| Structured notes | ||
| Amortized cost | $37,963,000 | 153 |
| Fair value | $38,134,000 | 151 |
| Trading account assets | $1,249,000 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $552,440,000 | 271 |
| U.S. Government securities | $519,283,000 | 221 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $519,283,000 | 215 |
| Securities issued by states & political subdivisions | $33,157,000 | 840 |
| Other domestic debt securities | $0 | 2,880 |
| 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 | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $169,371,000 | 365 |
| Mortgage-backed securities | $412,382,000 | 217 |
| Certificates of participation in pools of residential mortgages | $412,382,000 | 124 |
| Issued or guaranteed by U.S. | $412,382,000 | 123 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $552,440,000 | 241 |
| Total debt securities | $552,440,000 | 267 |
| Structured notes | ||
| Amortized cost | $56,341,000 | 101 |
| Fair value | $56,197,000 | 99 |
| Trading account assets | $2,192,000 | 128 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $482,952,000 | 295 |
| U.S. Government securities | $452,370,000 | 237 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $452,370,000 | 231 |
| Securities issued by states & political subdivisions | $30,582,000 | 905 |
| Other domestic debt securities | $0 | 3,063 |
| 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 | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $152,469,000 | 384 |
| Mortgage-backed securities | $344,498,000 | 238 |
| Certificates of participation in pools of residential mortgages | $344,498,000 | 139 |
| Issued or guaranteed by U.S. | $344,498,000 | 138 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $482,952,000 | 260 |
| Total debt securities | $482,952,000 | 289 |
| Structured notes | ||
| Amortized cost | $54,337,000 | 85 |
| Fair value | $54,308,000 | 81 |
| Trading account assets | $2,225,000 | 129 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $400,283,000 | 334 |
| U.S. Government securities | $379,980,000 | 255 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $379,980,000 | 248 |
| Securities issued by states & political subdivisions | $20,303,000 | 1,365 |
| Other domestic debt securities | $0 | 3,145 |
| 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 | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $112,680,000 | 510 |
| Mortgage-backed securities | $285,122,000 | 262 |
| Certificates of participation in pools of residential mortgages | $285,122,000 | 157 |
| Issued or guaranteed by U.S. | $285,122,000 | 156 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $400,283,000 | 299 |
| Total debt securities | $400,284,000 | 329 |
| Structured notes | ||
| Amortized cost | $44,349,000 | 108 |
| Fair value | $44,768,000 | 106 |
| Trading account assets | $1,582,000 | 137 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $428,875,000 | 310 |
| U.S. Government securities | $408,076,000 | 243 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $408,076,000 | 234 |
| Securities issued by states & political subdivisions | $20,799,000 | 1,242 |
| Other domestic debt securities | $0 | 3,148 |
| 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 | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $109,181,000 | 533 |
| Mortgage-backed securities | $275,372,000 | 270 |
| Certificates of participation in pools of residential mortgages | $275,372,000 | 160 |
| Issued or guaranteed by U.S. | $275,372,000 | 159 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $428,875,000 | 272 |
| Total debt securities | $428,875,000 | 304 |
| Structured notes | ||
| Amortized cost | $40,956,000 | 121 |
| Fair value | $41,269,000 | 121 |
| Trading account assets | $242,000 | 181 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $345,612,000 | 379 |
| U.S. Government securities | $324,812,000 | 298 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $324,812,000 | 287 |
| Securities issued by states & political subdivisions | $20,800,000 | 1,215 |
| Other domestic debt securities | $0 | 3,203 |
| 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 | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $102,943,000 | 584 |
| Mortgage-backed securities | $239,979,000 | 309 |
| Certificates of participation in pools of residential mortgages | $239,979,000 | 183 |
| Issued or guaranteed by U.S. | $239,979,000 | 182 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $345,612,000 | 336 |
| Total debt securities | $345,612,000 | 374 |
| Structured notes | ||
| Amortized cost | $9,978,000 | 557 |
| Fair value | $10,023,000 | 539 |
| Trading account assets | $1,153,000 | 163 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $310,381,000 | 423 |
| U.S. Government securities | $289,640,000 | 316 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $289,640,000 | 304 |
| Securities issued by states & political subdivisions | $20,741,000 | 1,208 |
| Other domestic debt securities | $0 | 3,260 |
| 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 | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $122,626,000 | 493 |
| Mortgage-backed securities | $278,325,000 | 277 |
| Certificates of participation in pools of residential mortgages | $278,325,000 | 161 |
| Issued or guaranteed by U.S. | $278,325,000 | 160 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $310,381,000 | 370 |
| Total debt securities | $310,381,000 | 417 |
| 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 | $366,496,000 | 355 |
| U.S. Government securities | $344,982,000 | 271 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $344,982,000 | 259 |
| Securities issued by states & political subdivisions | $21,514,000 | 1,162 |
| 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 | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $122,799,000 | 484 |
| Mortgage-backed securities | $338,407,000 | 242 |
| Certificates of participation in pools of residential mortgages | $338,407,000 | 151 |
| Issued or guaranteed by U.S. | $338,407,000 | 149 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $366,496,000 | 311 |
| Total debt securities | $366,496,000 | 343 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $3,431,000 | 140 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $379,883,000 | 354 |
| U.S. Government securities | $359,017,000 | 260 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $359,017,000 | 249 |
| Securities issued by states & political subdivisions | $20,866,000 | 1,139 |
| 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 | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $123,663,000 | 471 |
| Mortgage-backed securities | $346,308,000 | 230 |
| Certificates of participation in pools of residential mortgages | $346,308,000 | 147 |
| Issued or guaranteed by U.S. | $346,308,000 | 145 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $379,883,000 | 308 |
| Total debt securities | $379,883,000 | 345 |
| 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 | $452,843,000 | 295 |
| U.S. Government securities | $432,079,000 | 222 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $432,079,000 | 216 |
| Securities issued by states & political subdivisions | $20,764,000 | 1,085 |
| 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 | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,727,000 | 518 |
| Mortgage-backed securities | $416,150,000 | 212 |
| Certificates of participation in pools of residential mortgages | $416,150,000 | 133 |
| Issued or guaranteed by U.S. | $416,150,000 | 129 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $452,843,000 | 257 |
| Total debt securities | $452,843,000 | 288 |
| 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 | $132,881,000 | 922 |
| U.S. Government securities | $112,253,000 | 756 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $112,253,000 | 741 |
| Securities issued by states & political subdivisions | $20,628,000 | 1,061 |
| 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 | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,951,000 | 712 |
| Mortgage-backed securities | $101,989,000 | 635 |
| Certificates of participation in pools of residential mortgages | $101,989,000 | 448 |
| Issued or guaranteed by U.S. | $101,989,000 | 444 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $132,881,000 | 788 |
| Total debt securities | $132,881,000 | 902 |
| 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 | $77,257,000 | 1,538 |
| U.S. Government securities | $56,806,000 | 1,476 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $56,806,000 | 1,449 |
| Securities issued by states & political subdivisions | $20,451,000 | 1,046 |
| 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 | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,664,000 | 956 |
| Mortgage-backed securities | $48,733,000 | 1,156 |
| Certificates of participation in pools of residential mortgages | $48,733,000 | 817 |
| Issued or guaranteed by U.S. | $48,733,000 | 807 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $77,257,000 | 1,325 |
| Total debt securities | $77,257,000 | 1,511 |
| 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 | $92,546,000 | 1,314 |
| U.S. Government securities | $71,206,000 | 1,186 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $71,206,000 | 1,158 |
| Securities issued by states & political subdivisions | $21,340,000 | 1,015 |
| 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 | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,661,000 | 807 |
| Mortgage-backed securities | $50,827,000 | 1,114 |
| Certificates of participation in pools of residential mortgages | $50,827,000 | 783 |
| Issued or guaranteed by U.S. | $50,827,000 | 773 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $92,546,000 | 1,139 |
| Total debt securities | $92,546,000 | 1,280 |
| 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 | $96,240,000 | 1,265 |
| U.S. Government securities | $74,537,000 | 1,110 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $74,537,000 | 1,085 |
| Securities issued by states & political subdivisions | $21,703,000 | 1,005 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,533,000 | 745 |
| Mortgage-backed securities | $53,533,000 | 1,032 |
| Certificates of participation in pools of residential mortgages | $53,533,000 | 707 |
| Issued or guaranteed by U.S. | $53,533,000 | 699 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $96,240,000 | 1,099 |
| Total debt securities | $96,240,000 | 1,227 |
| 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 | $107,713,000 | 1,115 |
| U.S. Government securities | $85,960,000 | 962 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $85,960,000 | 929 |
| Securities issued by states & political subdivisions | $21,753,000 | 977 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,510,000 | 683 |
| Mortgage-backed securities | $59,416,000 | 858 |
| Certificates of participation in pools of residential mortgages | $59,416,000 | 578 |
| Issued or guaranteed by U.S. | $59,416,000 | 571 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $107,713,000 | 974 |
| Total debt securities | $107,713,000 | 1,095 |
| 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 | $117,099,000 | 1,024 |
| U.S. Government securities | $95,333,000 | 877 |
| U.S. Treasury securities | $4,976,000 | 344 |
| U.S. Government agency obligations | $90,357,000 | 906 |
| Securities issued by states & political subdivisions | $21,766,000 | 952 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,481,000 | 613 |
| Mortgage-backed securities | $62,244,000 | 783 |
| Certificates of participation in pools of residential mortgages | $62,244,000 | 535 |
| Issued or guaranteed by U.S. | $62,244,000 | 529 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $117,099,000 | 885 |
| Total debt securities | $117,099,000 | 998 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,697 |
| Fair value | $998,000 | 1,796 |
| 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 | $121,595,000 | 982 |
| U.S. Government securities | $100,325,000 | 847 |
| U.S. Treasury securities | $4,930,000 | 398 |
| U.S. Government agency obligations | $95,395,000 | 863 |
| Securities issued by states & political subdivisions | $21,270,000 | 963 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $90,460,000 | 581 |
| Mortgage-backed securities | $65,777,000 | 739 |
| Certificates of participation in pools of residential mortgages | $65,777,000 | 511 |
| Issued or guaranteed by U.S. | $65,777,000 | 503 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $121,595,000 | 840 |
| Total debt securities | $121,595,000 | 961 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,776 |
| Fair value | $993,000 | 1,859 |
| 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 | $127,506,000 | 949 |
| U.S. Government securities | $105,520,000 | 806 |
| U.S. Treasury securities | $9,918,000 | 273 |
| U.S. Government agency obligations | $95,602,000 | 870 |
| Securities issued by states & political subdivisions | $21,986,000 | 917 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $89,156,000 | 581 |
| Mortgage-backed securities | $67,566,000 | 730 |
| Certificates of participation in pools of residential mortgages | $67,566,000 | 508 |
| Issued or guaranteed by U.S. | $67,566,000 | 500 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $127,506,000 | 802 |
| Total debt securities | $127,506,000 | 928 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,848 |
| Fair value | $992,000 | 1,962 |
| 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 | $117,677,000 | 1,056 |
| U.S. Government securities | $98,348,000 | 903 |
| U.S. Treasury securities | $14,872,000 | 217 |
| U.S. Government agency obligations | $83,476,000 | 1,048 |
| Securities issued by states & political subdivisions | $19,329,000 | 1,044 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,883,000 | 663 |
| Mortgage-backed securities | $60,548,000 | 798 |
| Certificates of participation in pools of residential mortgages | $60,548,000 | 560 |
| Issued or guaranteed by U.S. | $60,548,000 | 552 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $117,677,000 | 895 |
| Total debt securities | $117,677,000 | 1,025 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,951 |
| Fair value | $988,000 | 2,074 |
| 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 | $125,903,000 | 986 |
| U.S. Government securities | $110,167,000 | 820 |
| U.S. Treasury securities | $25,786,000 | 139 |
| U.S. Government agency obligations | $84,381,000 | 1,043 |
| Securities issued by states & political subdivisions | $15,736,000 | 1,294 |
| 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 | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,146,000 | 727 |
| Mortgage-backed securities | $61,460,000 | 794 |
| Certificates of participation in pools of residential mortgages | $61,460,000 | 561 |
| Issued or guaranteed by U.S. | $61,460,000 | 552 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $125,903,000 | 830 |
| Total debt securities | $125,903,000 | 958 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,056 |
| Fair value | $984,000 | 2,202 |
| 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 | $115,919,000 | 1,070 |
| U.S. Government securities | $110,702,000 | 819 |
| U.S. Treasury securities | $31,554,000 | 129 |
| U.S. Government agency obligations | $79,148,000 | 1,112 |
| Securities issued by states & political subdivisions | $5,217,000 | 3,007 |
| 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 | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,430,000 | 808 |
| Mortgage-backed securities | $59,634,000 | 817 |
| Certificates of participation in pools of residential mortgages | $59,634,000 | 590 |
| Issued or guaranteed by U.S. | $59,634,000 | 583 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $115,919,000 | 900 |
| Total debt securities | $115,919,000 | 1,038 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,120 |
| Fair value | $973,000 | 2,277 |
| 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 | $114,105,000 | 1,104 |
| U.S. Government securities | $111,547,000 | 819 |
| U.S. Treasury securities | $36,624,000 | 119 |
| U.S. Government agency obligations | $74,923,000 | 1,175 |
| Securities issued by states & political subdivisions | $2,558,000 | 4,027 |
| 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 | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,195,000 | 931 |
| Mortgage-backed securities | $53,407,000 | 897 |
| Certificates of participation in pools of residential mortgages | $53,407,000 | 662 |
| Issued or guaranteed by U.S. | $53,407,000 | 654 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $114,105,000 | 926 |
| Total debt securities | $114,105,000 | 1,071 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,107 |
| Fair value | $976,000 | 2,300 |
| 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 | $80,422,000 | 1,513 |
| U.S. Government securities | $79,787,000 | 1,130 |
| U.S. Treasury securities | $50,483,000 | 100 |
| U.S. Government agency obligations | $29,304,000 | 2,753 |
| Securities issued by states & political subdivisions | $635,000 | 5,419 |
| 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 | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,903,000 | 1,479 |
| Mortgage-backed securities | $20,521,000 | 1,771 |
| Certificates of participation in pools of residential mortgages | $20,521,000 | 1,354 |
| Issued or guaranteed by U.S. | $20,521,000 | 1,345 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $80,422,000 | 1,297 |
| Total debt securities | $80,422,000 | 1,487 |
| 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 | $88,746,000 | 1,385 |
| U.S. Government securities | $88,111,000 | 1,027 |
| U.S. Treasury securities | $56,448,000 | 90 |
| U.S. Government agency obligations | $31,663,000 | 2,541 |
| Securities issued by states & political subdivisions | $635,000 | 5,442 |
| 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 | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,146,000 | 1,526 |
| Mortgage-backed securities | $22,871,000 | 1,667 |
| Certificates of participation in pools of residential mortgages | $22,871,000 | 1,274 |
| Issued or guaranteed by U.S. | $22,871,000 | 1,263 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $88,746,000 | 1,180 |
| Total debt securities | $88,746,000 | 1,358 |
| 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 | $81,505,000 | 1,507 |
| U.S. Government securities | $80,870,000 | 1,115 |
| U.S. Treasury securities | $52,588,000 | 98 |
| U.S. Government agency obligations | $28,282,000 | 2,824 |
| Securities issued by states & political subdivisions | $635,000 | 5,447 |
| 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 | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,984,000 | 1,852 |
| Mortgage-backed securities | $19,490,000 | 1,883 |
| Certificates of participation in pools of residential mortgages | $19,490,000 | 1,462 |
| Issued or guaranteed by U.S. | $19,490,000 | 1,447 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $81,505,000 | 1,286 |
| Total debt securities | $81,505,000 | 1,473 |
| 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 | $93,824,000 | 1,345 |
| U.S. Government securities | $93,189,000 | 1,003 |
| U.S. Treasury securities | $66,281,000 | 87 |
| U.S. Government agency obligations | $26,908,000 | 2,974 |
| Securities issued by states & political subdivisions | $635,000 | 5,455 |
| 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 | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,601,000 | 2,036 |
| Mortgage-backed securities | $18,138,000 | 2,032 |
| Certificates of participation in pools of residential mortgages | $18,138,000 | 1,583 |
| Issued or guaranteed by U.S. | $18,138,000 | 1,571 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $93,824,000 | 1,145 |
| Total debt securities | $93,824,000 | 1,314 |
| 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 | $97,161,000 | 1,322 |
| U.S. Government securities | $96,526,000 | 987 |
| U.S. Treasury securities | $77,510,000 | 83 |
| U.S. Government agency obligations | $19,016,000 | 3,866 |
| Securities issued by states & political subdivisions | $635,000 | 5,475 |
| 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 | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,705,000 | 1,927 |
| Mortgage-backed securities | $12,189,000 | 2,646 |
| Certificates of participation in pools of residential mortgages | $12,189,000 | 2,099 |
| Issued or guaranteed by U.S. | $12,189,000 | 2,090 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $97,161,000 | 1,131 |
| Total debt securities | $97,161,000 | 1,286 |
| 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 | $76,837,000 | 1,635 |
| U.S. Government securities | $76,202,000 | 1,223 |
| U.S. Treasury securities | $66,785,000 | 93 |
| U.S. Government agency obligations | $9,417,000 | 5,674 |
| Securities issued by states & political subdivisions | $635,000 | 5,527 |
| 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 | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,834,000 | 2,322 |
| Mortgage-backed securities | $7,423,000 | 3,400 |
| Certificates of participation in pools of residential mortgages | $7,423,000 | 2,796 |
| Issued or guaranteed by U.S. | $7,423,000 | 2,788 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $76,837,000 | 1,390 |
| Total debt securities | $76,837,000 | 1,595 |
| 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 | $77,462,000 | 1,652 |
| U.S. Government securities | $76,827,000 | 1,227 |
| U.S. Treasury securities | $67,722,000 | 94 |
| U.S. Government agency obligations | $9,105,000 | 5,828 |
| Securities issued by states & political subdivisions | $635,000 | 5,547 |
| 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 | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,363,000 | 2,270 |
| Mortgage-backed securities | $7,120,000 | 3,516 |
| Certificates of participation in pools of residential mortgages | $7,120,000 | 2,905 |
| Issued or guaranteed by U.S. | $7,120,000 | 2,898 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $77,462,000 | 1,403 |
| Total debt securities | $77,462,000 | 1,607 |
| 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 | $57,228,000 | 2,164 |
| U.S. Government securities | $56,593,000 | 1,648 |
| U.S. Treasury securities | $47,252,000 | 126 |
| U.S. Government agency obligations | $9,341,000 | 5,744 |
| Securities issued by states & political subdivisions | $635,000 | 5,552 |
| 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 | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,441,000 | 2,689 |
| Mortgage-backed securities | $6,336,000 | 3,718 |
| Certificates of participation in pools of residential mortgages | $6,336,000 | 3,075 |
| Issued or guaranteed by U.S. | $6,336,000 | 3,064 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $57,228,000 | 1,850 |
| Total debt securities | $57,228,000 | 2,097 |
| 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 | $47,678,000 | 2,588 |
| U.S. Government securities | $47,043,000 | 2,018 |
| U.S. Treasury securities | $36,185,000 | 153 |
| U.S. Government agency obligations | $10,858,000 | 5,394 |
| Securities issued by states & political subdivisions | $635,000 | 5,606 |
| 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 | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,890,000 | 2,846 |
| Mortgage-backed securities | $6,849,000 | 3,585 |
| Certificates of participation in pools of residential mortgages | $6,849,000 | 2,982 |
| Issued or guaranteed by U.S. | $6,849,000 | 2,968 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| 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) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $47,678,000 | 2,215 |
| Total debt securities | $47,678,000 | 2,535 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,606 |
| Fair value | $1,001,000 | 1,717 |
| 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 | $40,593,000 | 2,895 |
| U.S. Government securities | $39,958,000 | 2,253 |
| U.S. Treasury securities | $29,257,000 | 181 |
| U.S. Government agency obligations | $10,701,000 | 5,295 |
| Securities issued by states & political subdivisions | $635,000 | 5,646 |
| 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 | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,786,000 | 2,488 |
| Mortgage-backed securities | $5,690,000 | 3,849 |
| Certificates of participation in pools of residential mortgages | $5,690,000 | 3,233 |
| Issued or guaranteed by U.S. | $5,690,000 | 3,219 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| 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) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $40,593,000 | 2,489 |
| Total debt securities | $40,593,000 | 2,823 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,378 |
| Fair value | $1,003,000 | 1,444 |
| 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 | $35,408,000 | 3,165 |
| U.S. Government securities | $34,773,000 | 2,429 |
| U.S. Treasury securities | $25,364,000 | 203 |
| U.S. Government agency obligations | $9,409,000 | 5,528 |
| Securities issued by states & political subdivisions | $635,000 | 5,632 |
| 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 | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,585,000 | 3,130 |
| Mortgage-backed securities | $2,374,000 | 5,125 |
| Certificates of participation in pools of residential mortgages | $2,374,000 | 4,467 |
| Issued or guaranteed by U.S. | $2,374,000 | 4,449 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| 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) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $35,408,000 | 2,722 |
| Total debt securities | $35,408,000 | 3,083 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,191 |
| Fair value | $1,007,000 | 1,266 |
| 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 | $34,058,000 | 3,199 |
| U.S. Government securities | $33,423,000 | 2,484 |
| U.S. Treasury securities | $23,282,000 | 229 |
| U.S. Government agency obligations | $10,141,000 | 5,364 |
| Securities issued by states & political subdivisions | $635,000 | 5,598 |
| 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 | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,293,000 | 3,220 |
| Mortgage-backed securities | $3,127,000 | 4,823 |
| Certificates of participation in pools of residential mortgages | $3,127,000 | 4,118 |
| Issued or guaranteed by U.S. | $3,127,000 | 4,102 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| 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) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $34,058,000 | 2,762 |
| Total debt securities | $34,058,000 | 3,114 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 910 |
| Fair value | $1,004,000 | 1,022 |
| 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 | $23,797,000 | 4,141 |
| U.S. Government securities | $23,162,000 | 3,310 |
| U.S. Treasury securities | $16,269,000 | 310 |
| U.S. Government agency obligations | $6,893,000 | 6,315 |
| Securities issued by states & political subdivisions | $635,000 | 5,607 |
| 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 | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,541,000 | 4,222 |
| Mortgage-backed securities | $3,883,000 | 4,516 |
| Certificates of participation in pools of residential mortgages | $3,883,000 | 3,777 |
| Issued or guaranteed by U.S. | $3,883,000 | 3,764 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| 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) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $23,797,000 | 3,553 |
| Total debt securities | $23,797,000 | 4,062 |
| 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 | $15,733,000 | 5,237 |
| U.S. Government securities | $15,018,000 | 4,374 |
| U.S. Treasury securities | $11,195,000 | 423 |
| U.S. Government agency obligations | $3,823,000 | 7,478 |
| Securities issued by states & political subdivisions | $715,000 | 5,621 |
| 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 | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,627,000 | 4,160 |
| Mortgage-backed securities | $1,802,000 | 5,389 |
| Certificates of participation in pools of residential mortgages | $1,802,000 | 4,633 |
| Issued or guaranteed by U.S. | $1,802,000 | 4,612 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| 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) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $15,733,000 | 4,484 |
| Total debt securities | $15,733,000 | 5,144 |
| 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 | $16,603,000 | 5,239 |
| U.S. Government securities | $15,451,000 | 4,441 |
| U.S. Treasury securities | $15,123,000 | 439 |
| U.S. Government agency obligations | $328,000 | 9,312 |
| Securities issued by states & political subdivisions | $1,000,000 | 5,360 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $152,000 | 6,245 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,779,000 | 5,819 |
| Mortgage-backed securities | $328,000 | 6,394 |
| Certificates of participation in pools of residential mortgages | $328,000 | 5,774 |
| Issued or guaranteed by U.S. | $328,000 | 5,754 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| 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) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $16,603,000 | 4,304 |
| Total debt securities | $16,451,000 | 5,145 |
| 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 | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $20,162,000 | 4,832 |
| U.S. Government securities | $19,018,000 | 4,011 |
| U.S. Treasury securities | $8,982,000 | 971 |
| U.S. Government agency obligations | $10,036,000 | 5,578 |
| Securities issued by states & political subdivisions | $1,000,000 | 5,618 |
| 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 | NA | NA |
| Equity securities | $144,000 | 6,256 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,754,000 | 6,543 |
| Mortgage-backed securities | $1,084,000 | 5,761 |
| Certificates of participation in pools of residential mortgages | $1,084,000 | 4,933 |
| Issued or guaranteed by U.S. | $1,084,000 | 4,918 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| 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) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $20,162,000 | 3,876 |
| Total debt securities | $20,018,000 | 4,727 |
| 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 | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $23,810,000 | 4,301 |
| U.S. Government securities | $22,677,000 | 3,573 |
| U.S. Treasury securities | $8,597,000 | 1,495 |
| U.S. Government agency obligations | $14,080,000 | 4,289 |
| Securities issued by states & political subdivisions | $1,000,000 | 5,767 |
| 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 | NA | NA |
| Equity securities | $133,000 | 6,108 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,778,000 | 6,330 |
| Mortgage-backed securities | $1,040,000 | 6,059 |
| Certificates of participation in pools of residential mortgages | $1,040,000 | 5,220 |
| Issued or guaranteed by U.S. | $1,040,000 | 5,202 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| 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) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $23,810,000 | 3,352 |
| Total debt securities | $23,677,000 | 4,206 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $18,647,000 | 5,178 |
| U.S. Government securities | $18,527,000 | 4,320 |
| U.S. Treasury securities | $14,530,000 | 1,281 |
| U.S. Government agency obligations | $3,997,000 | 7,822 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| 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 | NA | NA |
| Equity securities | $120,000 | 6,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,246,000 | 7,242 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| 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) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $18,647,000 | 3,803 |
| Total debt securities | $18,527,000 | 5,077 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $17,655,000 | 5,778 |
| U.S. Government securities | $17,535,000 | 4,886 |
| U.S. Treasury securities | $16,036,000 | 1,431 |
| U.S. Government agency obligations | $1,499,000 | 9,811 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| 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 | NA | NA |
| Equity securities | $120,000 | 6,099 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,237,000 | 7,561 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $17,655,000 | 4,219 |
| Total debt securities | $17,535,000 | 5,691 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $15,254,000 | 6,644 |
| U.S. Government securities | $15,134,000 | 5,676 |
| U.S. Treasury securities | $13,124,000 | 2,101 |
| U.S. Government agency obligations | $2,010,000 | 9,728 |
| 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 | NA | NA |
| Equity securities | $120,000 | 5,914 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $851,000 | 8,357 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $15,254,000 | 4,839 |
| Total debt securities | $15,134,000 | 6,540 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $12,093,000 | 8,025 |
| U.S. Government securities | $11,973,000 | 6,972 |
| U.S. Treasury securities | $11,973,000 | 2,890 |
| U.S. Government agency obligations | $0 | 11,789 |
| 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 | NA | NA |
| Equity securities | $120,000 | 5,674 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $825,000 | 8,723 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| 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) | $0 | 11,523 |
| Available-for-sale securities (fair market value) | $12,093,000 | 4,205 |
| Total debt securities | $11,973,000 | 7,953 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $6,394,000 | 10,587 |
| U.S. Government securities | $6,274,000 | 9,795 |
| U.S. Treasury securities | $6,274,000 | 4,914 |
| U.S. Government agency obligations | $0 | 12,230 |
| 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 | NA | NA |
| Equity securities | $120,000 | 5,346 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $852,000 | 8,840 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| 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 | $6,274,000 | 10,502 |
| 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 | $9,925,000 | 9,185 |
| U.S. Government securities | $9,805,000 | 8,145 |
| U.S. Treasury securities | $9,307,000 | 3,697 |
| U.S. Government agency obligations | $498,000 | 12,148 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $120,000 | 4,774 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,100,000 | 8,468 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| 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 | $9,805,000 | 9,102 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |