Home > Stockman Bank of Montana > Securities
Stockman Bank of Montana, Securities
| 2025-03-31 | Rank | |
| Total securities | $1,659,683,000 | 171 |
| U.S. Government securities | $1,401,776,000 | 148 |
| U.S. Treasury securities | $0 | 2,481 |
| U.S. Government agency obligations | $1,401,776,000 | 128 |
| Securities issued by states & political subdivisions | $160,169,000 | 245 |
| Other domestic debt securities | $97,629,000 | 257 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 549 |
| Structured financial products - Total | $74,116,000 | 119 |
| Other domestic debt securities - All other | $23,513,000 | 373 |
| 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 | $566,137,000 | 215 |
| Mortgage-backed securities | $1,265,737,000 | 131 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $582,070,000 | 136 |
| Privately issued | $0 | 189 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $302,948,000 | 148 |
| Privately issued | $0 | 564 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $241,694,000 | 74 |
| Other commercial mortgage-backed securities | $139,025,000 | 106 |
| Held to maturity securities (book value) | $0 | 1,669 |
| Available-for-sale securities (fair market value) | $1,659,574,000 | 144 |
| Total debt securities | $1,659,573,000 | 168 |
| Structured notes | ||
| Amortized cost | $0 | 936 |
| Fair value | $0 | 936 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 157 |
| 2024-12-31 | Rank | |
| Total securities | $1,744,828,000 | 163 |
| U.S. Government securities | $1,504,676,000 | 135 |
| U.S. Treasury securities | $29,887,000 | 589 |
| U.S. Government agency obligations | $1,474,789,000 | 121 |
| Securities issued by states & political subdivisions | $144,326,000 | 276 |
| Other domestic debt securities | $95,710,000 | 254 |
| Privately issued residential mortgage-backed securities | $0 | 716 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $77,261,000 | 114 |
| Other domestic debt securities - All other | $18,449,000 | 442 |
| Foreign debt securities | $0 | 269 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $594,116,000 | 204 |
| Mortgage-backed securities | $1,277,639,000 | 124 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $588,549,000 | 131 |
| Privately issued | $0 | 197 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $312,734,000 | 138 |
| Privately issued | $0 | 569 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $240,211,000 | 70 |
| Other commercial mortgage-backed securities | $136,145,000 | 107 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $1,744,712,000 | 134 |
| Total debt securities | $1,744,712,000 | 161 |
| Structured notes | ||
| Amortized cost | $0 | 978 |
| Fair value | $0 | 977 |
| Trading account assets | $0 | 218 |
| Revaluation gains on off-balance sheet contracts | $0 | 2 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2024-09-30 | Rank | |
| Total securities | $1,679,372,000 | 166 |
| U.S. Government securities | $1,388,952,000 | 149 |
| U.S. Treasury securities | $49,527,000 | 397 |
| U.S. Government agency obligations | $1,339,425,000 | 129 |
| Securities issued by states & political subdivisions | $142,280,000 | 290 |
| Other domestic debt securities | $148,030,000 | 196 |
| Privately issued residential mortgage-backed securities | $0 | 713 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 561 |
| Structured financial products - Total | $124,491,000 | 93 |
| Other domestic debt securities - All other | $23,539,000 | 381 |
| 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 | $534,536,000 | 227 |
| Mortgage-backed securities | $1,064,951,000 | 151 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $555,169,000 | 140 |
| Privately issued | $0 | 200 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $214,409,000 | 160 |
| Privately issued | $0 | 568 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $181,906,000 | 83 |
| Other commercial mortgage-backed securities | $113,467,000 | 121 |
| Held to maturity securities (book value) | $0 | 1,702 |
| Available-for-sale securities (fair market value) | $1,679,262,000 | 136 |
| Total debt securities | $1,679,262,000 | 162 |
| Structured notes | ||
| Amortized cost | $4,978,000 | 291 |
| Fair value | $4,996,000 | 252 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 161 |
| 2024-06-30 | Rank | |
| Total securities | $1,814,044,000 | 158 |
| U.S. Government securities | $1,502,809,000 | 137 |
| U.S. Treasury securities | $48,910,000 | 418 |
| U.S. Government agency obligations | $1,453,899,000 | 121 |
| Securities issued by states & political subdivisions | $135,339,000 | 291 |
| Other domestic debt securities | $175,799,000 | 175 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 551 |
| Structured financial products - Total | $155,076,000 | 90 |
| Other domestic debt securities - All other | $20,723,000 | 425 |
| 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 | $537,322,000 | 226 |
| Mortgage-backed securities | $1,044,780,000 | 144 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $556,403,000 | 137 |
| Privately issued | $0 | 187 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $215,168,000 | 156 |
| Privately issued | $0 | 579 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $184,524,000 | 80 |
| Other commercial mortgage-backed securities | $88,685,000 | 133 |
| Held to maturity securities (book value) | $0 | 1,716 |
| Available-for-sale securities (fair market value) | $1,813,947,000 | 129 |
| Total debt securities | $1,813,949,000 | 156 |
| Structured notes | ||
| Amortized cost | $4,965,000 | 297 |
| Fair value | $4,994,000 | 252 |
| Trading account assets | $0 | 220 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 159 |
| 2024-03-31 | Rank | |
| Total securities | $1,787,817,000 | 160 |
| U.S. Government securities | $1,457,668,000 | 142 |
| U.S. Treasury securities | $58,458,000 | 393 |
| U.S. Government agency obligations | $1,399,210,000 | 129 |
| Securities issued by states & political subdivisions | $129,327,000 | 325 |
| Other domestic debt securities | $200,706,000 | 160 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $178,536,000 | 84 |
| Other domestic debt securities - All other | $22,170,000 | 366 |
| Foreign debt securities | $0 | 306 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,165,592,000 | 132 |
| Mortgage-backed securities | $932,703,000 | 159 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $522,721,000 | 147 |
| Privately issued | $0 | 224 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $142,562,000 | 195 |
| Privately issued | $0 | 525 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $173,197,000 | 85 |
| Other commercial mortgage-backed securities | $94,223,000 | 129 |
| Held to maturity securities (book value) | $0 | 1,732 |
| Available-for-sale securities (fair market value) | $1,787,701,000 | 128 |
| Total debt securities | $1,787,699,000 | 158 |
| Structured notes | ||
| Amortized cost | $4,950,000 | 316 |
| Fair value | $4,968,000 | 262 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 161 |
| 2023-12-31 | Rank | |
| Total securities | $1,846,040,000 | 157 |
| U.S. Government securities | $1,461,397,000 | 140 |
| U.S. Treasury securities | $117,701,000 | 230 |
| U.S. Government agency obligations | $1,343,696,000 | 135 |
| Securities issued by states & political subdivisions | $133,710,000 | 316 |
| Other domestic debt securities | $250,816,000 | 142 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $221,612,000 | 76 |
| Other domestic debt securities - All other | $29,204,000 | 301 |
| 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 | $1,196,822,000 | 130 |
| Mortgage-backed securities | $795,110,000 | 175 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $479,689,000 | 158 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $86,448,000 | 269 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $165,922,000 | 85 |
| Other commercial mortgage-backed securities | $63,051,000 | 160 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $1,845,923,000 | 124 |
| Total debt securities | $1,845,917,000 | 155 |
| Structured notes | ||
| Amortized cost | $4,931,000 | 334 |
| Fair value | $4,957,000 | 287 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $1,677,683,000 | 173 |
| U.S. Government securities | $1,243,362,000 | 161 |
| U.S. Treasury securities | $192,774,000 | 161 |
| U.S. Government agency obligations | $1,050,588,000 | 157 |
| Securities issued by states & political subdivisions | $127,341,000 | 321 |
| Other domestic debt securities | $306,885,000 | 128 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $277,961,000 | 69 |
| Other domestic debt securities - All other | $28,924,000 | 307 |
| 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 | $1,139,534,000 | 131 |
| Mortgage-backed securities | $450,597,000 | 249 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $252,398,000 | 245 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $78,838,000 | 286 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $67,033,000 | 137 |
| Other commercial mortgage-backed securities | $52,328,000 | 184 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $1,677,588,000 | 133 |
| Total debt securities | $1,677,587,000 | 169 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $1,773,035,000 | 169 |
| U.S. Government securities | $1,279,816,000 | 159 |
| U.S. Treasury securities | $190,663,000 | 160 |
| U.S. Government agency obligations | $1,089,153,000 | 159 |
| Securities issued by states & political subdivisions | $131,393,000 | 331 |
| Other domestic debt securities | $361,736,000 | 115 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $328,020,000 | 62 |
| Other domestic debt securities - All other | $33,716,000 | 260 |
| 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 | $1,197,892,000 | 129 |
| Mortgage-backed securities | $469,272,000 | 241 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $256,273,000 | 243 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $84,803,000 | 277 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $71,907,000 | 130 |
| Other commercial mortgage-backed securities | $56,289,000 | 178 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $1,772,945,000 | 130 |
| Total debt securities | $1,772,945,000 | 165 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $1,884,248,000 | 167 |
| U.S. Government securities | $1,325,322,000 | 161 |
| U.S. Treasury securities | $190,660,000 | 170 |
| U.S. Government agency obligations | $1,134,662,000 | 153 |
| Securities issued by states & political subdivisions | $134,328,000 | 344 |
| Other domestic debt securities | $424,517,000 | 106 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $391,018,000 | 56 |
| Other domestic debt securities - All other | $33,499,000 | 273 |
| 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 | $974,329,000 | 138 |
| Mortgage-backed securities | $483,638,000 | 250 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $257,235,000 | 260 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $93,739,000 | 276 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $78,737,000 | 136 |
| Other commercial mortgage-backed securities | $53,927,000 | 187 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $1,884,167,000 | 131 |
| Total debt securities | $1,884,170,000 | 162 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $2,156,984,000 | 156 |
| U.S. Government securities | $1,527,838,000 | 155 |
| U.S. Treasury securities | $353,985,000 | 107 |
| U.S. Government agency obligations | $1,173,853,000 | 153 |
| Securities issued by states & political subdivisions | $133,504,000 | 365 |
| Other domestic debt securities | $495,573,000 | 100 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $462,025,000 | 47 |
| Other domestic debt securities - All other | $33,548,000 | 287 |
| 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 | $732,133,000 | 163 |
| Mortgage-backed securities | $506,172,000 | 247 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $262,258,000 | 264 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $100,353,000 | 261 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $86,287,000 | 123 |
| Other commercial mortgage-backed securities | $57,274,000 | 187 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $2,156,915,000 | 128 |
| Total debt securities | $2,156,915,000 | 154 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $2,343,489,000 | 150 |
| U.S. Government securities | $1,650,466,000 | 148 |
| U.S. Treasury securities | $391,779,000 | 104 |
| U.S. Government agency obligations | $1,258,687,000 | 150 |
| Securities issued by states & political subdivisions | $123,623,000 | 398 |
| Other domestic debt securities | $569,390,000 | 83 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $535,798,000 | 38 |
| Other domestic debt securities - All other | $33,355,000 | 285 |
| 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 | $687,917,000 | 154 |
| Mortgage-backed securities | $538,533,000 | 244 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $269,072,000 | 264 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $107,935,000 | 252 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $100,999,000 | 111 |
| Other commercial mortgage-backed securities | $60,527,000 | 192 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $2,343,479,000 | 126 |
| Total debt securities | $2,343,479,000 | 147 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $2,383,828,000 | 151 |
| U.S. Government securities | $2,225,107,000 | 126 |
| U.S. Treasury securities | $406,116,000 | 96 |
| U.S. Government agency obligations | $1,818,991,000 | 125 |
| Securities issued by states & political subdivisions | $131,263,000 | 394 |
| Other domestic debt securities | $27,388,000 | 587 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $26,475,000 | 368 |
| 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 | $695,179,000 | 149 |
| Mortgage-backed securities | $1,118,163,000 | 159 |
| Certificates of participation in pools of residential mortgages | $295,041,000 | 256 |
| Issued or guaranteed by U.S. | $295,041,000 | 255 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $115,877,000 | 279 |
| CMOs issued by government agencies or sponsored agencies | $115,877,000 | 243 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $707,245,000 | 82 |
| Commercial mortgage pass-through securities | $85,201,000 | 132 |
| Other commercial mortgage-backed securities | $622,044,000 | 63 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $2,383,758,000 | 127 |
| Total debt securities | $2,383,760,000 | 149 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $2,500,540,000 | 145 |
| U.S. Government securities | $2,352,789,000 | 122 |
| U.S. Treasury securities | $418,105,000 | 87 |
| U.S. Government agency obligations | $1,934,684,000 | 123 |
| Securities issued by states & political subdivisions | $130,295,000 | 410 |
| Other domestic debt securities | $17,381,000 | 725 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $771,000 | 481 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $16,610,000 | 492 |
| 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 | $705,689,000 | 149 |
| Mortgage-backed securities | $1,164,941,000 | 156 |
| Certificates of participation in pools of residential mortgages | $0 | 3,954 |
| Issued or guaranteed by U.S. | $0 | 3,898 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $446,528,000 | 126 |
| CMOs issued by government agencies or sponsored agencies | $446,528,000 | 113 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $718,413,000 | 79 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $718,413,000 | 61 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $2,500,465,000 | 123 |
| Total debt securities | $2,500,475,000 | 142 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $2,462,160,000 | 150 |
| U.S. Government securities | $2,299,533,000 | 126 |
| U.S. Treasury securities | $437,588,000 | 69 |
| U.S. Government agency obligations | $1,861,945,000 | 131 |
| Securities issued by states & political subdivisions | $140,659,000 | 384 |
| Other domestic debt securities | $21,886,000 | 620 |
| Privately issued residential mortgage-backed securities | $5,059,000 | 311 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $16,827,000 | 464 |
| 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 | $697,427,000 | 152 |
| Mortgage-backed securities | $1,152,744,000 | 158 |
| Certificates of participation in pools of residential mortgages | $0 | 3,982 |
| Issued or guaranteed by U.S. | $0 | 3,918 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $1,152,744,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $1,147,685,000 | 68 |
| Privately issued | $5,059,000 | 210 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $2,462,078,000 | 131 |
| Total debt securities | $2,462,078,000 | 149 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $2,123,323,000 | 165 |
| U.S. Government securities | $1,973,306,000 | 137 |
| U.S. Treasury securities | $371,644,000 | 64 |
| U.S. Government agency obligations | $1,601,662,000 | 137 |
| Securities issued by states & political subdivisions | $127,085,000 | 408 |
| Other domestic debt securities | $22,858,000 | 581 |
| Privately issued residential mortgage-backed securities | $5,828,000 | 264 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $17,030,000 | 435 |
| 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 | $644,195,000 | 154 |
| Mortgage-backed securities | $1,006,982,000 | 166 |
| Certificates of participation in pools of residential mortgages | $0 | 4,035 |
| Issued or guaranteed by U.S. | $0 | 3,975 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,006,982,000 | 75 |
| CMOs issued by government agencies or sponsored agencies | $1,001,154,000 | 70 |
| Privately issued | $5,828,000 | 175 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $2,123,249,000 | 142 |
| Total debt securities | $2,123,248,000 | 164 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $1,870,897,000 | 165 |
| U.S. Government securities | $1,735,800,000 | 139 |
| U.S. Treasury securities | $222,641,000 | 69 |
| U.S. Government agency obligations | $1,513,159,000 | 136 |
| Securities issued by states & political subdivisions | $116,588,000 | 434 |
| Other domestic debt securities | $18,444,000 | 620 |
| Privately issued residential mortgage-backed securities | $6,648,000 | 249 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $11,796,000 | 515 |
| 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 | $603,173,000 | 160 |
| Mortgage-backed securities | $950,555,000 | 167 |
| Certificates of participation in pools of residential mortgages | $0 | 4,051 |
| Issued or guaranteed by U.S. | $0 | 3,990 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $950,555,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $943,907,000 | 71 |
| Privately issued | $6,648,000 | 162 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $1,870,832,000 | 147 |
| Total debt securities | $1,870,832,000 | 164 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $1,849,229,000 | 156 |
| U.S. Government securities | $1,720,012,000 | 131 |
| U.S. Treasury securities | $222,907,000 | 65 |
| U.S. Government agency obligations | $1,497,105,000 | 131 |
| Securities issued by states & political subdivisions | $104,816,000 | 454 |
| Other domestic debt securities | $24,338,000 | 515 |
| Privately issued residential mortgage-backed securities | $7,485,000 | 239 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $16,853,000 | 391 |
| 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 | $591,861,000 | 156 |
| Mortgage-backed securities | $876,061,000 | 169 |
| Certificates of participation in pools of residential mortgages | $0 | 4,049 |
| Issued or guaranteed by U.S. | $0 | 3,983 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $876,061,000 | 77 |
| CMOs issued by government agencies or sponsored agencies | $868,576,000 | 73 |
| Privately issued | $7,485,000 | 147 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $1,849,166,000 | 136 |
| Total debt securities | $1,849,166,000 | 155 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $1,628,154,000 | 157 |
| U.S. Government securities | $1,503,252,000 | 137 |
| U.S. Treasury securities | $253,369,000 | 58 |
| U.S. Government agency obligations | $1,249,883,000 | 140 |
| Securities issued by states & political subdivisions | $99,470,000 | 462 |
| Other domestic debt securities | $25,385,000 | 468 |
| Privately issued residential mortgage-backed securities | $8,399,000 | 201 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $16,986,000 | 372 |
| 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 | $572,831,000 | 162 |
| Mortgage-backed securities | $612,814,000 | 204 |
| Certificates of participation in pools of residential mortgages | $0 | 4,054 |
| Issued or guaranteed by U.S. | $0 | 3,991 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $612,814,000 | 95 |
| CMOs issued by government agencies or sponsored agencies | $604,415,000 | 90 |
| Privately issued | $8,399,000 | 133 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $1,628,107,000 | 146 |
| Total debt securities | $1,628,108,000 | 156 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $1,256,975,000 | 176 |
| U.S. Government securities | $1,148,528,000 | 151 |
| U.S. Treasury securities | $162,734,000 | 74 |
| U.S. Government agency obligations | $985,794,000 | 159 |
| Securities issued by states & political subdivisions | $81,883,000 | 510 |
| Other domestic debt securities | $26,524,000 | 440 |
| Privately issued residential mortgage-backed securities | $9,499,000 | 198 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $17,025,000 | 357 |
| 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 | $561,833,000 | 165 |
| Mortgage-backed securities | $561,633,000 | 203 |
| Certificates of participation in pools of residential mortgages | $0 | 4,060 |
| Issued or guaranteed by U.S. | $0 | 3,999 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $561,633,000 | 96 |
| CMOs issued by government agencies or sponsored agencies | $552,134,000 | 93 |
| Privately issued | $9,499,000 | 125 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $1,256,935,000 | 162 |
| Total debt securities | $1,256,935,000 | 175 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $1,092,856,000 | 193 |
| U.S. Government securities | $984,303,000 | 163 |
| U.S. Treasury securities | $183,028,000 | 74 |
| U.S. Government agency obligations | $801,275,000 | 178 |
| Securities issued by states & political subdivisions | $78,326,000 | 495 |
| Other domestic debt securities | $30,187,000 | 395 |
| Privately issued residential mortgage-backed securities | $10,557,000 | 167 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $19,630,000 | 316 |
| 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 | $551,661,000 | 163 |
| Mortgage-backed securities | $562,443,000 | 199 |
| Certificates of participation in pools of residential mortgages | $0 | 4,071 |
| Issued or guaranteed by U.S. | $0 | 4,016 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $562,443,000 | 96 |
| CMOs issued by government agencies or sponsored agencies | $551,886,000 | 91 |
| Privately issued | $10,557,000 | 114 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $1,092,816,000 | 173 |
| Total debt securities | $1,092,816,000 | 190 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $884,323,000 | 220 |
| U.S. Government securities | $786,308,000 | 192 |
| U.S. Treasury securities | $173,997,000 | 70 |
| U.S. Government agency obligations | $612,311,000 | 207 |
| Securities issued by states & political subdivisions | $77,164,000 | 446 |
| Other domestic debt securities | $20,814,000 | 468 |
| Privately issued residential mortgage-backed securities | $11,273,000 | 166 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $9,541,000 | 456 |
| 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 | $410,902,000 | 195 |
| Mortgage-backed securities | $480,605,000 | 225 |
| Certificates of participation in pools of residential mortgages | $0 | 4,107 |
| Issued or guaranteed by U.S. | $0 | 4,042 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $480,605,000 | 107 |
| CMOs issued by government agencies or sponsored agencies | $469,332,000 | 103 |
| Privately issued | $11,273,000 | 106 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $884,286,000 | 197 |
| Total debt securities | $884,285,000 | 216 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $919,780,000 | 211 |
| U.S. Government securities | $810,765,000 | 190 |
| U.S. Treasury securities | $221,416,000 | 67 |
| U.S. Government agency obligations | $589,349,000 | 214 |
| Securities issued by states & political subdivisions | $74,176,000 | 433 |
| Other domestic debt securities | $34,786,000 | 334 |
| Privately issued residential mortgage-backed securities | $12,010,000 | 153 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $22,776,000 | 250 |
| 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 | $423,257,000 | 178 |
| Mortgage-backed securities | $439,117,000 | 229 |
| Certificates of participation in pools of residential mortgages | $0 | 4,141 |
| Issued or guaranteed by U.S. | $0 | 4,080 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $439,117,000 | 113 |
| CMOs issued by government agencies or sponsored agencies | $427,107,000 | 111 |
| Privately issued | $12,010,000 | 102 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $919,727,000 | 190 |
| Total debt securities | $919,727,000 | 205 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $735,844,000 | 240 |
| U.S. Government securities | $650,103,000 | 210 |
| U.S. Treasury securities | $111,221,000 | 97 |
| U.S. Government agency obligations | $538,882,000 | 225 |
| Securities issued by states & political subdivisions | $68,211,000 | 471 |
| Other domestic debt securities | $17,477,000 | 469 |
| 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 | $17,477,000 | 295 |
| 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 | $294,491,000 | 227 |
| Mortgage-backed securities | $253,863,000 | 317 |
| Certificates of participation in pools of residential mortgages | $0 | 4,185 |
| Issued or guaranteed by U.S. | $0 | 4,115 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $253,863,000 | 157 |
| CMOs issued by government agencies or sponsored agencies | $253,863,000 | 151 |
| 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) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $735,791,000 | 214 |
| Total debt securities | $735,792,000 | 235 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $716,290,000 | 250 |
| U.S. Government securities | $625,701,000 | 220 |
| U.S. Treasury securities | $165,908,000 | 73 |
| U.S. Government agency obligations | $459,793,000 | 252 |
| Securities issued by states & political subdivisions | $68,074,000 | 467 |
| Other domestic debt securities | $22,470,000 | 391 |
| 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 | $22,470,000 | 245 |
| 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 | $299,340,000 | 227 |
| Mortgage-backed securities | $184,229,000 | 395 |
| Certificates of participation in pools of residential mortgages | $0 | 4,219 |
| Issued or guaranteed by U.S. | $0 | 4,153 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $184,229,000 | 182 |
| CMOs issued by government agencies or sponsored agencies | $184,229,000 | 176 |
| 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) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $716,245,000 | 218 |
| Total debt securities | $716,245,000 | 246 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $729,041,000 | 246 |
| U.S. Government securities | $659,334,000 | 214 |
| U.S. Treasury securities | $185,141,000 | 72 |
| U.S. Government agency obligations | $474,193,000 | 252 |
| Securities issued by states & political subdivisions | $31,947,000 | 1,078 |
| Other domestic debt securities | $37,712,000 | 282 |
| 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 | $37,712,000 | 150 |
| 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 | $275,310,000 | 245 |
| Mortgage-backed securities | $185,241,000 | 388 |
| Certificates of participation in pools of residential mortgages | $0 | 4,262 |
| Issued or guaranteed by U.S. | $0 | 4,196 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $185,241,000 | 182 |
| CMOs issued by government agencies or sponsored agencies | $185,241,000 | 175 |
| 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) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $728,993,000 | 213 |
| Total debt securities | $728,992,000 | 241 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $810,953,000 | 223 |
| U.S. Government securities | $746,341,000 | 194 |
| U.S. Treasury securities | $194,176,000 | 74 |
| U.S. Government agency obligations | $552,165,000 | 225 |
| Securities issued by states & political subdivisions | $17,337,000 | 1,822 |
| Other domestic debt securities | $47,234,000 | 231 |
| 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 | $47,234,000 | 128 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $41,000 | 470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $282,303,000 | 243 |
| Mortgage-backed securities | $174,505,000 | 411 |
| Certificates of participation in pools of residential mortgages | $0 | 4,303 |
| Issued or guaranteed by U.S. | $0 | 4,252 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $174,505,000 | 184 |
| CMOs issued by government agencies or sponsored agencies | $174,505,000 | 178 |
| 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) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $810,953,000 | 193 |
| Total debt securities | $810,912,000 | 220 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $708,251,000 | 249 |
| U.S. Government securities | $643,479,000 | 208 |
| U.S. Treasury securities | $163,893,000 | 81 |
| U.S. Government agency obligations | $479,586,000 | 246 |
| Securities issued by states & political subdivisions | $17,226,000 | 1,853 |
| Other domestic debt securities | $47,497,000 | 227 |
| 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 | $47,497,000 | 131 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $49,000 | 492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $279,408,000 | 245 |
| Mortgage-backed securities | $153,721,000 | 449 |
| Certificates of participation in pools of residential mortgages | $0 | 4,362 |
| Issued or guaranteed by U.S. | $0 | 4,341 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $153,721,000 | 201 |
| CMOs issued by government agencies or sponsored agencies | $153,721,000 | 195 |
| 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) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $708,251,000 | 221 |
| Total debt securities | $708,212,000 | 242 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $719,199,000 | 247 |
| U.S. Government securities | $641,554,000 | 208 |
| U.S. Treasury securities | $163,817,000 | 82 |
| U.S. Government agency obligations | $477,737,000 | 249 |
| Securities issued by states & political subdivisions | $27,707,000 | 1,310 |
| Other domestic debt securities | $49,879,000 | 228 |
| 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 | $49,879,000 | 125 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $59,000 | 513 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $275,446,000 | 247 |
| Mortgage-backed securities | $171,167,000 | 414 |
| Certificates of participation in pools of residential mortgages | $0 | 4,414 |
| Issued or guaranteed by U.S. | $0 | 4,304 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $171,167,000 | 186 |
| CMOs issued by government agencies or sponsored agencies | $171,167,000 | 180 |
| 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) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $719,199,000 | 219 |
| Total debt securities | $719,138,000 | 242 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $718,632,000 | 249 |
| U.S. Government securities | $684,105,000 | 200 |
| U.S. Treasury securities | $119,408,000 | 90 |
| U.S. Government agency obligations | $564,697,000 | 220 |
| Securities issued by states & political subdivisions | $28,595,000 | 1,301 |
| Other domestic debt securities | $5,874,000 | 764 |
| 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 | $5,874,000 | 577 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $58,000 | 558 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $309,104,000 | 233 |
| Mortgage-backed securities | $194,234,000 | 380 |
| Certificates of participation in pools of residential mortgages | $0 | 4,464 |
| Issued or guaranteed by U.S. | $0 | 4,457 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $194,234,000 | 171 |
| CMOs issued by government agencies or sponsored agencies | $194,234,000 | 165 |
| 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) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $718,632,000 | 219 |
| Total debt securities | $718,574,000 | 242 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $743,722,000 | 234 |
| U.S. Government securities | $699,935,000 | 190 |
| U.S. Treasury securities | $90,306,000 | 105 |
| U.S. Government agency obligations | $609,629,000 | 204 |
| Securities issued by states & political subdivisions | $37,837,000 | 1,041 |
| Other domestic debt securities | $5,897,000 | 756 |
| 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 | $5,897,000 | 567 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $53,000 | 824 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $447,505,000 | 185 |
| Mortgage-backed securities | $211,044,000 | 356 |
| Certificates of participation in pools of residential mortgages | $0 | 4,517 |
| Issued or guaranteed by U.S. | $0 | 4,511 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $211,044,000 | 159 |
| CMOs issued by government agencies or sponsored agencies | $211,044,000 | 153 |
| 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) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $743,722,000 | 206 |
| Total debt securities | $743,670,000 | 227 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $673,390,000 | 253 |
| U.S. Government securities | $627,518,000 | 207 |
| U.S. Treasury securities | $11,305,000 | 351 |
| U.S. Government agency obligations | $616,213,000 | 200 |
| Securities issued by states & political subdivisions | $39,889,000 | 1,014 |
| Other domestic debt securities | $5,932,000 | 767 |
| 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 | $5,932,000 | 585 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $51,000 | 855 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $450,089,000 | 185 |
| Mortgage-backed securities | $216,520,000 | 356 |
| Certificates of participation in pools of residential mortgages | $0 | 4,578 |
| Issued or guaranteed by U.S. | $0 | 4,573 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $216,520,000 | 154 |
| CMOs issued by government agencies or sponsored agencies | $216,520,000 | 146 |
| 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) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $673,390,000 | 220 |
| Total debt securities | $673,339,000 | 247 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $711,218,000 | 247 |
| U.S. Government securities | $661,549,000 | 198 |
| U.S. Treasury securities | $1,385,000 | 982 |
| U.S. Government agency obligations | $660,164,000 | 195 |
| Securities issued by states & political subdivisions | $43,675,000 | 944 |
| Other domestic debt securities | $5,949,000 | 781 |
| 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 | $5,949,000 | 589 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $45,000 | 860 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $463,221,000 | 174 |
| Mortgage-backed securities | $230,211,000 | 335 |
| Certificates of participation in pools of residential mortgages | $0 | 4,616 |
| Issued or guaranteed by U.S. | $0 | 4,610 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $230,211,000 | 151 |
| CMOs issued by government agencies or sponsored agencies | $230,211,000 | 143 |
| 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) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $711,218,000 | 212 |
| Total debt securities | $711,172,000 | 240 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $715,905,000 | 246 |
| U.S. Government securities | $665,747,000 | 197 |
| U.S. Treasury securities | $1,367,000 | 1,012 |
| U.S. Government agency obligations | $664,380,000 | 189 |
| Securities issued by states & political subdivisions | $44,149,000 | 939 |
| Other domestic debt securities | $5,968,000 | 789 |
| 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 | $5,968,000 | 598 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $41,000 | 878 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $446,518,000 | 177 |
| Mortgage-backed securities | $244,042,000 | 322 |
| Certificates of participation in pools of residential mortgages | $0 | 4,686 |
| Issued or guaranteed by U.S. | $0 | 4,681 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $244,042,000 | 148 |
| CMOs issued by government agencies or sponsored agencies | $244,042,000 | 138 |
| 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) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $715,905,000 | 213 |
| Total debt securities | $715,864,000 | 241 |
| 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 | $719,593,000 | 237 |
| U.S. Government securities | $665,158,000 | 196 |
| U.S. Treasury securities | $1,357,000 | 991 |
| U.S. Government agency obligations | $663,801,000 | 187 |
| Securities issued by states & political subdivisions | $48,410,000 | 844 |
| Other domestic debt securities | $5,983,000 | 792 |
| 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 | $5,983,000 | 588 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $42,000 | 888 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $455,878,000 | 166 |
| Mortgage-backed securities | $233,131,000 | 328 |
| Certificates of participation in pools of residential mortgages | $0 | 4,738 |
| Issued or guaranteed by U.S. | $0 | 4,732 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $233,131,000 | 147 |
| CMOs issued by government agencies or sponsored agencies | $233,131,000 | 134 |
| 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) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $719,593,000 | 208 |
| Total debt securities | $719,551,000 | 232 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $590,073,000 | 271 |
| U.S. Government securities | $541,290,000 | 220 |
| U.S. Treasury securities | $1,409,000 | 868 |
| U.S. Government agency obligations | $539,881,000 | 212 |
| Securities issued by states & political subdivisions | $42,707,000 | 959 |
| Other domestic debt securities | $6,044,000 | 775 |
| 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 | $6,044,000 | 583 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $32,000 | 897 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $446,656,000 | 165 |
| Mortgage-backed securities | $132,861,000 | 511 |
| Certificates of participation in pools of residential mortgages | $0 | 4,779 |
| Issued or guaranteed by U.S. | $0 | 4,775 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $132,861,000 | 227 |
| CMOs issued by government agencies or sponsored agencies | $132,861,000 | 210 |
| 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) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $590,073,000 | 234 |
| Total debt securities | $590,043,000 | 265 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $764,009,000 | 228 |
| U.S. Government securities | $712,439,000 | 179 |
| U.S. Treasury securities | $1,409,000 | 890 |
| U.S. Government agency obligations | $711,030,000 | 173 |
| Securities issued by states & political subdivisions | $35,820,000 | 1,125 |
| Other domestic debt securities | $15,725,000 | 475 |
| 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 | $15,725,000 | 326 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $25,000 | 924 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $433,631,000 | 172 |
| Mortgage-backed securities | $171,685,000 | 427 |
| Certificates of participation in pools of residential mortgages | $0 | 4,845 |
| Issued or guaranteed by U.S. | $0 | 4,839 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $171,685,000 | 192 |
| CMOs issued by government agencies or sponsored agencies | $171,685,000 | 178 |
| 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) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $764,009,000 | 196 |
| Total debt securities | $763,984,000 | 223 |
| 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 | $860,877,000 | 206 |
| U.S. Government securities | $800,200,000 | 168 |
| U.S. Treasury securities | $21,391,000 | 241 |
| U.S. Government agency obligations | $778,809,000 | 167 |
| Securities issued by states & political subdivisions | $31,821,000 | 1,243 |
| Other domestic debt securities | $28,830,000 | 318 |
| 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 | $28,830,000 | 206 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $26,000 | 930 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $428,129,000 | 179 |
| Mortgage-backed securities | $155,901,000 | 459 |
| Certificates of participation in pools of residential mortgages | $0 | 4,893 |
| Issued or guaranteed by U.S. | $0 | 4,889 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $155,901,000 | 209 |
| CMOs issued by government agencies or sponsored agencies | $155,901,000 | 194 |
| 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) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $860,877,000 | 174 |
| Total debt securities | $860,851,000 | 201 |
| Structured notes | ||
| Amortized cost | $4,496,000 | 380 |
| Fair value | $4,579,000 | 373 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $968,376,000 | 184 |
| U.S. Government securities | $898,332,000 | 149 |
| U.S. Treasury securities | $92,195,000 | 90 |
| U.S. Government agency obligations | $806,137,000 | 156 |
| Securities issued by states & political subdivisions | $29,494,000 | 1,358 |
| Other domestic debt securities | $40,530,000 | 253 |
| 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 | $40,530,000 | 167 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $20,000 | 958 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $439,614,000 | 173 |
| Mortgage-backed securities | $127,275,000 | 530 |
| Certificates of participation in pools of residential mortgages | $0 | 4,929 |
| Issued or guaranteed by U.S. | $0 | 4,924 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $127,275,000 | 243 |
| CMOs issued by government agencies or sponsored agencies | $127,275,000 | 228 |
| 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) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $968,376,000 | 150 |
| Total debt securities | $968,357,000 | 180 |
| Structured notes | ||
| Amortized cost | $5,063,000 | 382 |
| Fair value | $5,164,000 | 379 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $785,752,000 | 218 |
| U.S. Government securities | $714,046,000 | 173 |
| U.S. Treasury securities | $53,000,000 | 128 |
| U.S. Government agency obligations | $661,046,000 | 182 |
| Securities issued by states & political subdivisions | $27,486,000 | 1,429 |
| Other domestic debt securities | $44,202,000 | 229 |
| 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 | $44,202,000 | 151 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $18,000 | 989 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $417,035,000 | 178 |
| Mortgage-backed securities | $78,120,000 | 789 |
| Certificates of participation in pools of residential mortgages | $0 | 4,993 |
| Issued or guaranteed by U.S. | $0 | 4,987 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $78,120,000 | 325 |
| CMOs issued by government agencies or sponsored agencies | $78,120,000 | 304 |
| 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) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $785,752,000 | 181 |
| Total debt securities | $785,733,000 | 213 |
| Structured notes | ||
| Amortized cost | $5,571,000 | 418 |
| Fair value | $5,723,000 | 413 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $796,993,000 | 213 |
| U.S. Government securities | $715,156,000 | 177 |
| U.S. Treasury securities | $52,949,000 | 128 |
| U.S. Government agency obligations | $662,207,000 | 189 |
| Securities issued by states & political subdivisions | $27,172,000 | 1,421 |
| Other domestic debt securities | $54,644,000 | 201 |
| 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 | $54,644,000 | 124 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $21,000 | 987 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $415,482,000 | 172 |
| Mortgage-backed securities | $82,417,000 | 772 |
| Certificates of participation in pools of residential mortgages | $0 | 5,073 |
| Issued or guaranteed by U.S. | $0 | 5,069 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $82,417,000 | 328 |
| CMOs issued by government agencies or sponsored agencies | $82,417,000 | 304 |
| 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) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $796,993,000 | 177 |
| Total debt securities | $796,972,000 | 209 |
| Structured notes | ||
| Amortized cost | $5,940,000 | 474 |
| Fair value | $6,116,000 | 447 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $918,554,000 | 183 |
| U.S. Government securities | $839,522,000 | 152 |
| U.S. Treasury securities | $93,098,000 | 79 |
| U.S. Government agency obligations | $746,424,000 | 169 |
| Securities issued by states & political subdivisions | $21,564,000 | 1,714 |
| Other domestic debt securities | $57,450,000 | 201 |
| 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 | $57,450,000 | 122 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $18,000 | 1,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $396,100,000 | 185 |
| Mortgage-backed securities | $77,867,000 | 813 |
| Certificates of participation in pools of residential mortgages | $0 | 5,132 |
| Issued or guaranteed by U.S. | $0 | 5,123 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $77,867,000 | 343 |
| CMOs issued by government agencies or sponsored agencies | $77,867,000 | 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) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $918,554,000 | 152 |
| Total debt securities | $918,537,000 | 182 |
| Structured notes | ||
| Amortized cost | $11,649,000 | 291 |
| Fair value | $11,860,000 | 286 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $934,923,000 | 180 |
| U.S. Government securities | $855,711,000 | 150 |
| U.S. Treasury securities | $132,630,000 | 63 |
| U.S. Government agency obligations | $723,081,000 | 165 |
| Securities issued by states & political subdivisions | $21,041,000 | 1,753 |
| Other domestic debt securities | $58,154,000 | 192 |
| 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 | $58,154,000 | 118 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $17,000 | 1,026 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $399,733,000 | 180 |
| Mortgage-backed securities | $77,471,000 | 824 |
| Certificates of participation in pools of residential mortgages | $0 | 5,212 |
| Issued or guaranteed by U.S. | $0 | 5,203 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $77,471,000 | 343 |
| CMOs issued by government agencies or sponsored agencies | $77,471,000 | 319 |
| 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) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $934,923,000 | 152 |
| Total debt securities | $934,905,000 | 179 |
| Structured notes | ||
| Amortized cost | $12,397,000 | 276 |
| Fair value | $12,647,000 | 265 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $653,296,000 | 240 |
| U.S. Government securities | $575,556,000 | 204 |
| U.S. Treasury securities | $33,760,000 | 153 |
| U.S. Government agency obligations | $541,796,000 | 212 |
| Securities issued by states & political subdivisions | $18,644,000 | 1,951 |
| Other domestic debt securities | $59,078,000 | 187 |
| 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 | $59,078,000 | 119 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $18,000 | 1,051 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $377,998,000 | 182 |
| Mortgage-backed securities | $70,268,000 | 903 |
| Certificates of participation in pools of residential mortgages | $0 | 5,299 |
| Issued or guaranteed by U.S. | $0 | 5,292 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $70,268,000 | 367 |
| CMOs issued by government agencies or sponsored agencies | $70,268,000 | 343 |
| 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) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $653,296,000 | 208 |
| Total debt securities | $653,278,000 | 235 |
| Structured notes | ||
| Amortized cost | $13,432,000 | 294 |
| Fair value | $13,725,000 | 287 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $733,767,000 | 221 |
| U.S. Government securities | $662,553,000 | 179 |
| U.S. Treasury securities | $52,773,000 | 105 |
| U.S. Government agency obligations | $609,780,000 | 192 |
| Securities issued by states & political subdivisions | $13,813,000 | 2,414 |
| Other domestic debt securities | $57,389,000 | 197 |
| 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 | $57,389,000 | 123 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $12,000 | 1,117 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $365,997,000 | 184 |
| Mortgage-backed securities | $100,000,000 | 695 |
| Certificates of participation in pools of residential mortgages | $0 | 5,353 |
| Issued or guaranteed by U.S. | $0 | 5,347 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $100,000,000 | 295 |
| CMOs issued by government agencies or sponsored agencies | $100,000,000 | 281 |
| 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) | $733,767,000 | 191 |
| Total debt securities | $733,755,000 | 216 |
| Structured notes | ||
| Amortized cost | $17,650,000 | 245 |
| Fair value | $18,008,000 | 232 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $728,830,000 | 218 |
| U.S. Government securities | $658,151,000 | 184 |
| U.S. Treasury securities | $12,726,000 | 281 |
| U.S. Government agency obligations | $645,425,000 | 184 |
| Securities issued by states & political subdivisions | $13,089,000 | 2,502 |
| Other domestic debt securities | $57,577,000 | 202 |
| 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 | $57,577,000 | 126 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $13,000 | 1,127 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $365,689,000 | 195 |
| Mortgage-backed securities | $66,600,000 | 970 |
| Certificates of participation in pools of residential mortgages | $0 | 5,421 |
| Issued or guaranteed by U.S. | $0 | 5,413 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $66,600,000 | 379 |
| CMOs issued by government agencies or sponsored agencies | $66,600,000 | 360 |
| 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) | $728,830,000 | 186 |
| Total debt securities | $728,816,000 | 213 |
| Structured notes | ||
| Amortized cost | $18,762,000 | 244 |
| Fair value | $19,128,000 | 229 |
| 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 | $783,171,000 | 207 |
| U.S. Government securities | $709,927,000 | 166 |
| U.S. Treasury securities | $52,552,000 | 89 |
| U.S. Government agency obligations | $657,375,000 | 173 |
| Securities issued by states & political subdivisions | $15,481,000 | 2,252 |
| Other domestic debt securities | $57,750,000 | 211 |
| 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 | $57,750,000 | 129 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $13,000 | 1,152 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $361,136,000 | 195 |
| Mortgage-backed securities | $69,663,000 | 930 |
| Certificates of participation in pools of residential mortgages | $0 | 5,462 |
| Issued or guaranteed by U.S. | $0 | 5,453 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $69,663,000 | 367 |
| CMOs issued by government agencies or sponsored agencies | $69,663,000 | 343 |
| 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) | $783,171,000 | 173 |
| Total debt securities | $783,158,000 | 205 |
| Structured notes | ||
| Amortized cost | $20,183,000 | 224 |
| Fair value | $20,603,000 | 203 |
| 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 | $685,381,000 | 226 |
| U.S. Government securities | $612,103,000 | 179 |
| U.S. Treasury securities | $42,690,000 | 101 |
| U.S. Government agency obligations | $569,413,000 | 194 |
| Securities issued by states & political subdivisions | $15,530,000 | 2,229 |
| Other domestic debt securities | $57,733,000 | 212 |
| 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 | $57,733,000 | 135 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $15,000 | 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 | $345,844,000 | 211 |
| Mortgage-backed securities | $71,647,000 | 917 |
| Certificates of participation in pools of residential mortgages | $0 | 5,517 |
| Issued or guaranteed by U.S. | $0 | 5,508 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $71,647,000 | 362 |
| CMOs issued by government agencies or sponsored agencies | $71,647,000 | 337 |
| 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) | $685,381,000 | 197 |
| Total debt securities | $685,366,000 | 221 |
| Structured notes | ||
| Amortized cost | $22,050,000 | 197 |
| Fair value | $22,515,000 | 178 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $651,917,000 | 236 |
| U.S. Government securities | $577,419,000 | 199 |
| U.S. Treasury securities | $13,692,000 | 233 |
| U.S. Government agency obligations | $563,727,000 | 197 |
| Securities issued by states & political subdivisions | $17,016,000 | 2,091 |
| Other domestic debt securities | $57,470,000 | 212 |
| Privately issued residential mortgage-backed securities | $30,000 | 924 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $57,440,000 | 135 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $12,000 | 1,145 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $368,629,000 | 191 |
| Mortgage-backed securities | $74,702,000 | 903 |
| Certificates of participation in pools of residential mortgages | $0 | 5,540 |
| Issued or guaranteed by U.S. | $0 | 5,530 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $74,702,000 | 362 |
| CMOs issued by government agencies or sponsored agencies | $74,672,000 | 331 |
| Privately issued | $30,000 | 884 |
| 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) | $651,917,000 | 209 |
| Total debt securities | $651,905,000 | 230 |
| Structured notes | ||
| Amortized cost | $26,344,000 | 152 |
| Fair value | $26,836,000 | 136 |
| 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 | $754,657,000 | 210 |
| U.S. Government securities | $695,665,000 | 165 |
| U.S. Treasury securities | $43,824,000 | 99 |
| U.S. Government agency obligations | $651,841,000 | 172 |
| Securities issued by states & political subdivisions | $16,793,000 | 2,100 |
| Other domestic debt securities | $42,187,000 | 280 |
| Privately issued residential mortgage-backed securities | $36,000 | 960 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $42,151,000 | 169 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $12,000 | 1,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $396,176,000 | 183 |
| Mortgage-backed securities | $83,448,000 | 827 |
| Certificates of participation in pools of residential mortgages | $0 | 5,582 |
| Issued or guaranteed by U.S. | $0 | 5,574 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $83,448,000 | 349 |
| CMOs issued by government agencies or sponsored agencies | $83,412,000 | 322 |
| Privately issued | $36,000 | 919 |
| 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) | $754,657,000 | 188 |
| Total debt securities | $754,645,000 | 206 |
| Structured notes | ||
| Amortized cost | $36,507,000 | 101 |
| Fair value | $37,218,000 | 100 |
| 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 | $566,853,000 | 267 |
| U.S. Government securities | $551,739,000 | 208 |
| U.S. Treasury securities | $3,780,000 | 523 |
| U.S. Government agency obligations | $547,959,000 | 205 |
| Securities issued by states & political subdivisions | $15,061,000 | 2,209 |
| Other domestic debt securities | $41,000 | 2,723 |
| Privately issued residential mortgage-backed securities | $41,000 | 983 |
| 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 | $12,000 | 1,152 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $393,913,000 | 183 |
| Mortgage-backed securities | $88,856,000 | 778 |
| Certificates of participation in pools of residential mortgages | $0 | 5,614 |
| Issued or guaranteed by U.S. | $0 | 5,608 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $88,856,000 | 347 |
| CMOs issued by government agencies or sponsored agencies | $88,815,000 | 317 |
| Privately issued | $41,000 | 944 |
| 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) | $566,853,000 | 236 |
| Total debt securities | $566,841,000 | 262 |
| Structured notes | ||
| Amortized cost | $52,485,000 | 64 |
| Fair value | $53,192,000 | 61 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $558,729,000 | 277 |
| U.S. Government securities | $547,648,000 | 214 |
| U.S. Treasury securities | $3,776,000 | 475 |
| U.S. Government agency obligations | $543,872,000 | 215 |
| Securities issued by states & political subdivisions | $11,016,000 | 2,657 |
| Other domestic debt securities | $54,000 | 2,794 |
| Privately issued residential mortgage-backed securities | $54,000 | 1,012 |
| 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 | $11,000 | 1,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $379,248,000 | 190 |
| Mortgage-backed securities | $88,281,000 | 826 |
| Certificates of participation in pools of residential mortgages | $0 | 5,717 |
| Issued or guaranteed by U.S. | $0 | 5,706 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $88,281,000 | 366 |
| CMOs issued by government agencies or sponsored agencies | $88,227,000 | 335 |
| Privately issued | $54,000 | 972 |
| 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) | $558,729,000 | 246 |
| Total debt securities | $558,718,000 | 272 |
| Structured notes | ||
| Amortized cost | $75,013,000 | 36 |
| Fair value | $75,631,000 | 35 |
| 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 | $587,839,000 | 267 |
| U.S. Government securities | $576,395,000 | 199 |
| U.S. Treasury securities | $3,756,000 | 468 |
| U.S. Government agency obligations | $572,639,000 | 198 |
| Securities issued by states & political subdivisions | $11,360,000 | 2,560 |
| Other domestic debt securities | $74,000 | 2,778 |
| Privately issued residential mortgage-backed securities | $74,000 | 1,051 |
| 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 | $10,000 | 1,175 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $339,717,000 | 213 |
| Mortgage-backed securities | $91,061,000 | 824 |
| Certificates of participation in pools of residential mortgages | $0 | 5,754 |
| Issued or guaranteed by U.S. | $0 | 5,744 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $91,061,000 | 370 |
| CMOs issued by government agencies or sponsored agencies | $90,987,000 | 341 |
| Privately issued | $74,000 | 1,010 |
| 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) | $587,839,000 | 238 |
| Total debt securities | $587,839,000 | 262 |
| Structured notes | ||
| Amortized cost | $93,789,000 | 30 |
| Fair value | $94,347,000 | 29 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $706,877,000 | 225 |
| U.S. Government securities | $696,874,000 | 172 |
| U.S. Treasury securities | $3,660,000 | 501 |
| U.S. Government agency obligations | $693,214,000 | 168 |
| Securities issued by states & political subdivisions | $9,908,000 | 2,690 |
| Other domestic debt securities | $86,000 | 2,760 |
| Privately issued residential mortgage-backed securities | $86,000 | 1,076 |
| 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 | $9,000 | 1,158 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $335,702,000 | 215 |
| Mortgage-backed securities | $103,549,000 | 755 |
| Certificates of participation in pools of residential mortgages | $0 | 5,796 |
| Issued or guaranteed by U.S. | $0 | 5,788 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $103,549,000 | 354 |
| CMOs issued by government agencies or sponsored agencies | $103,463,000 | 327 |
| Privately issued | $86,000 | 1,036 |
| 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) | $706,877,000 | 195 |
| Total debt securities | $706,877,000 | 223 |
| Structured notes | ||
| Amortized cost | $117,392,000 | 22 |
| Fair value | $118,293,000 | 20 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $644,833,000 | 244 |
| U.S. Government securities | $635,315,000 | 181 |
| U.S. Treasury securities | $3,675,000 | 472 |
| U.S. Government agency obligations | $631,640,000 | 179 |
| Securities issued by states & political subdivisions | $9,387,000 | 2,732 |
| Other domestic debt securities | $125,000 | 2,708 |
| Privately issued residential mortgage-backed securities | $125,000 | 1,136 |
| 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 | $6,000 | 1,221 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $330,301,000 | 191 |
| Mortgage-backed securities | $63,144,000 | 1,101 |
| Certificates of participation in pools of residential mortgages | $0 | 5,792 |
| Issued or guaranteed by U.S. | $0 | 5,781 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $63,144,000 | 488 |
| CMOs issued by government agencies or sponsored agencies | $63,019,000 | 434 |
| Privately issued | $125,000 | 1,080 |
| 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) | $644,833,000 | 210 |
| Total debt securities | $644,833,000 | 241 |
| Structured notes | ||
| Amortized cost | $129,728,000 | 22 |
| Fair value | $130,654,000 | 21 |
| 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 | $463,924,000 | 317 |
| U.S. Government securities | $454,900,000 | 244 |
| U.S. Treasury securities | $3,647,000 | 492 |
| U.S. Government agency obligations | $451,253,000 | 241 |
| Securities issued by states & political subdivisions | $8,817,000 | 2,760 |
| Other domestic debt securities | $200,000 | 2,622 |
| Privately issued residential mortgage-backed securities | $200,000 | 1,102 |
| 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 | $7,000 | 1,248 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $307,568,000 | 201 |
| Mortgage-backed securities | $68,300,000 | 990 |
| Certificates of participation in pools of residential mortgages | $0 | 5,817 |
| Issued or guaranteed by U.S. | $0 | 5,805 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $68,300,000 | 474 |
| CMOs issued by government agencies or sponsored agencies | $68,100,000 | 410 |
| Privately issued | $200,000 | 1,041 |
| 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) | $463,924,000 | 279 |
| Total debt securities | $463,924,000 | 310 |
| Structured notes | ||
| Amortized cost | $144,856,000 | 15 |
| Fair value | $146,968,000 | 15 |
| 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 | $537,277,000 | 280 |
| U.S. Government securities | $528,124,000 | 219 |
| U.S. Treasury securities | $3,436,000 | 570 |
| U.S. Government agency obligations | $524,688,000 | 211 |
| Securities issued by states & political subdivisions | $8,917,000 | 2,686 |
| Other domestic debt securities | $229,000 | 2,545 |
| Privately issued residential mortgage-backed securities | $229,000 | 1,106 |
| 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 | $7,000 | 1,279 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $328,937,000 | 188 |
| Mortgage-backed securities | $91,521,000 | 771 |
| Certificates of participation in pools of residential mortgages | $0 | 5,842 |
| Issued or guaranteed by U.S. | $0 | 5,835 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $91,521,000 | 377 |
| CMOs issued by government agencies or sponsored agencies | $91,292,000 | 319 |
| Privately issued | $229,000 | 1,052 |
| 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) | $537,277,000 | 247 |
| Total debt securities | $537,277,000 | 275 |
| Structured notes | ||
| Amortized cost | $180,388,000 | 13 |
| Fair value | $181,630,000 | 12 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $609,236,000 | 250 |
| U.S. Government securities | $602,323,000 | 193 |
| U.S. Treasury securities | $9,393,000 | 356 |
| U.S. Government agency obligations | $592,930,000 | 189 |
| Securities issued by states & political subdivisions | $6,634,000 | 3,055 |
| Other domestic debt securities | $272,000 | 2,535 |
| Privately issued residential mortgage-backed securities | $272,000 | 1,119 |
| 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 | $7,000 | 1,301 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $332,172,000 | 192 |
| Mortgage-backed securities | $96,080,000 | 718 |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $96,080,000 | 344 |
| CMOs issued by government agencies or sponsored agencies | $95,808,000 | 290 |
| Privately issued | $272,000 | 1,065 |
| 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) | $609,236,000 | 219 |
| Total debt securities | $609,236,000 | 247 |
| Structured notes | ||
| Amortized cost | $182,768,000 | 12 |
| Fair value | $183,726,000 | 11 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $631,004,000 | 235 |
| U.S. Government securities | $623,231,000 | 179 |
| U.S. Treasury securities | $16,465,000 | 242 |
| U.S. Government agency obligations | $606,766,000 | 178 |
| Securities issued by states & political subdivisions | $7,493,000 | 2,887 |
| Other domestic debt securities | $274,000 | 2,687 |
| Privately issued residential mortgage-backed securities | $274,000 | 1,173 |
| 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 | $6,000 | 1,321 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $341,969,000 | 181 |
| Mortgage-backed securities | $114,007,000 | 601 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $114,007,000 | 299 |
| CMOs issued by government agencies or sponsored agencies | $113,733,000 | 253 |
| Privately issued | $274,000 | 1,116 |
| 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) | $631,004,000 | 206 |
| Total debt securities | $631,004,000 | 232 |
| Structured notes | ||
| Amortized cost | $168,533,000 | 13 |
| Fair value | $168,859,000 | 13 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $484,365,000 | 281 |
| U.S. Government securities | $476,809,000 | 218 |
| U.S. Treasury securities | $16,689,000 | 217 |
| U.S. Government agency obligations | $460,120,000 | 216 |
| Securities issued by states & political subdivisions | $7,234,000 | 2,861 |
| Other domestic debt securities | $318,000 | 2,730 |
| Privately issued residential mortgage-backed securities | $318,000 | 1,225 |
| 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 | $4,000 | 1,395 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $323,935,000 | 187 |
| Mortgage-backed securities | $115,599,000 | 584 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $115,599,000 | 299 |
| CMOs issued by government agencies or sponsored agencies | $115,281,000 | 248 |
| Privately issued | $318,000 | 1,169 |
| 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) | $484,365,000 | 244 |
| Total debt securities | $484,366,000 | 274 |
| Structured notes | ||
| Amortized cost | $114,067,000 | 28 |
| Fair value | $116,923,000 | 28 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $449,050,000 | 298 |
| U.S. Government securities | $442,087,000 | 230 |
| U.S. Treasury securities | $16,641,000 | 212 |
| U.S. Government agency obligations | $425,446,000 | 225 |
| Securities issued by states & political subdivisions | $6,609,000 | 2,855 |
| Other domestic debt securities | $348,000 | 2,698 |
| Privately issued residential mortgage-backed securities | $348,000 | 1,252 |
| 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 | $6,000 | 1,422 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $311,892,000 | 194 |
| Mortgage-backed securities | $118,150,000 | 576 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $118,150,000 | 287 |
| CMOs issued by government agencies or sponsored agencies | $117,802,000 | 236 |
| Privately issued | $348,000 | 1,200 |
| 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) | $449,050,000 | 258 |
| Total debt securities | $449,050,000 | 293 |
| Structured notes | ||
| Amortized cost | $63,291,000 | 64 |
| Fair value | $66,311,000 | 58 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $493,214,000 | 276 |
| U.S. Government securities | $486,751,000 | 205 |
| U.S. Treasury securities | $23,520,000 | 173 |
| U.S. Government agency obligations | $463,231,000 | 209 |
| Securities issued by states & political subdivisions | $6,075,000 | 2,966 |
| Other domestic debt securities | $383,000 | 2,738 |
| Privately issued residential mortgage-backed securities | $383,000 | 1,285 |
| 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 | $5,000 | 1,491 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $308,335,000 | 209 |
| Mortgage-backed securities | $113,294,000 | 598 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $113,294,000 | 294 |
| CMOs issued by government agencies or sponsored agencies | $112,911,000 | 234 |
| Privately issued | $383,000 | 1,234 |
| 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) | $493,214,000 | 242 |
| Total debt securities | $493,213,000 | 267 |
| Structured notes | ||
| Amortized cost | $52,754,000 | 60 |
| Fair value | $55,252,000 | 55 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $448,048,000 | 295 |
| U.S. Government securities | $441,518,000 | 218 |
| U.S. Treasury securities | $2,119,000 | 589 |
| U.S. Government agency obligations | $439,399,000 | 210 |
| Securities issued by states & political subdivisions | $6,109,000 | 2,966 |
| Other domestic debt securities | $418,000 | 2,762 |
| Privately issued residential mortgage-backed securities | $418,000 | 1,310 |
| 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 | $3,000 | 1,576 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $299,665,000 | 213 |
| Mortgage-backed securities | $173,136,000 | 410 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $173,136,000 | 202 |
| CMOs issued by government agencies or sponsored agencies | $172,718,000 | 160 |
| Privately issued | $418,000 | 1,255 |
| 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) | $448,048,000 | 258 |
| Total debt securities | $448,050,000 | 289 |
| 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 | $374,472,000 | 351 |
| U.S. Government securities | $368,892,000 | 254 |
| U.S. Treasury securities | $2,159,000 | 536 |
| U.S. Government agency obligations | $366,733,000 | 246 |
| Securities issued by states & political subdivisions | $5,153,000 | 3,200 |
| Other domestic debt securities | $424,000 | 2,858 |
| Privately issued residential mortgage-backed securities | $424,000 | 1,360 |
| 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 | $3,000 | 1,636 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $279,257,000 | 224 |
| Mortgage-backed securities | $69,207,000 | 902 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $69,207,000 | 407 |
| CMOs issued by government agencies or sponsored agencies | $68,783,000 | 310 |
| Privately issued | $424,000 | 1,301 |
| 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) | $374,472,000 | 307 |
| Total debt securities | $374,475,000 | 339 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $379,219,000 | 355 |
| U.S. Government securities | $373,783,000 | 252 |
| U.S. Treasury securities | $2,077,000 | 518 |
| U.S. Government agency obligations | $371,706,000 | 242 |
| Securities issued by states & political subdivisions | $5,004,000 | 3,217 |
| Other domestic debt securities | $430,000 | 2,912 |
| Privately issued residential mortgage-backed securities | $430,000 | 1,376 |
| 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 | $2,000 | 1,704 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $272,422,000 | 235 |
| Mortgage-backed securities | $42,076,000 | 1,382 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $42,076,000 | 557 |
| CMOs issued by government agencies or sponsored agencies | $41,646,000 | 423 |
| Privately issued | $430,000 | 1,311 |
| 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) | $379,219,000 | 309 |
| Total debt securities | $379,217,000 | 346 |
| 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 | $392,702,000 | 343 |
| U.S. Government securities | $387,349,000 | 241 |
| U.S. Treasury securities | $2,195,000 | 465 |
| U.S. Government agency obligations | $385,154,000 | 240 |
| Securities issued by states & political subdivisions | $5,004,000 | 3,133 |
| Other domestic debt securities | $348,000 | 2,911 |
| Privately issued residential mortgage-backed securities | $348,000 | 1,425 |
| 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 | $1,000 | 1,772 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $198,896,000 | 322 |
| Mortgage-backed securities | $35,563,000 | 1,604 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $35,563,000 | 625 |
| CMOs issued by government agencies or sponsored agencies | $35,215,000 | 448 |
| Privately issued | $348,000 | 1,365 |
| 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) | $392,702,000 | 297 |
| Total debt securities | $392,702,000 | 332 |
| 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 | $377,785,000 | 349 |
| U.S. Government securities | $372,446,000 | 253 |
| U.S. Treasury securities | $2,254,000 | 430 |
| U.S. Government agency obligations | $370,192,000 | 250 |
| Securities issued by states & political subdivisions | $5,121,000 | 3,085 |
| Other domestic debt securities | $217,000 | 2,997 |
| Privately issued residential mortgage-backed securities | $217,000 | 1,449 |
| 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 | $1,000 | 1,767 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $244,408,000 | 272 |
| Mortgage-backed securities | $13,994,000 | 2,869 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $13,994,000 | 1,087 |
| CMOs issued by government agencies or sponsored agencies | $13,777,000 | 866 |
| Privately issued | $217,000 | 1,382 |
| 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) | $377,785,000 | 299 |
| Total debt securities | $377,784,000 | 338 |
| 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 | $331,921,000 | 376 |
| U.S. Government securities | $327,057,000 | 275 |
| U.S. Treasury securities | $2,003,000 | 493 |
| U.S. Government agency obligations | $325,054,000 | 269 |
| Securities issued by states & political subdivisions | $4,863,000 | 3,133 |
| 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 | $1,000 | 1,867 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $181,828,000 | 338 |
| Mortgage-backed securities | $15,887,000 | 2,600 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $15,887,000 | 956 |
| CMOs issued by government agencies or sponsored agencies | $15,887,000 | 726 |
| 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) | $331,921,000 | 320 |
| Total debt securities | $331,924,000 | 370 |
| 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 | $354,869,000 | 358 |
| U.S. Government securities | $349,976,000 | 255 |
| U.S. Treasury securities | $1,914,000 | 507 |
| U.S. Government agency obligations | $348,062,000 | 257 |
| Securities issued by states & political subdivisions | $4,886,000 | 3,138 |
| 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 | $7,000 | 1,889 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $152,450,000 | 380 |
| Mortgage-backed securities | $15,146,000 | 2,645 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $15,146,000 | 975 |
| CMOs issued by government agencies or sponsored agencies | $15,146,000 | 753 |
| 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) | $354,869,000 | 308 |
| Total debt securities | $354,862,000 | 350 |
| 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 | $375,318,000 | 352 |
| U.S. Government securities | $370,424,000 | 247 |
| U.S. Treasury securities | $3,963,000 | 356 |
| U.S. Government agency obligations | $366,461,000 | 242 |
| Securities issued by states & political subdivisions | $4,886,000 | 3,159 |
| 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 | $8,000 | 1,863 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $156,085,000 | 368 |
| Mortgage-backed securities | $10,600,000 | 3,105 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $10,600,000 | 1,194 |
| CMOs issued by government agencies or sponsored agencies | $10,600,000 | 944 |
| 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) | $375,318,000 | 305 |
| Total debt securities | $375,309,000 | 342 |
| 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 | $373,368,000 | 353 |
| U.S. Government securities | $368,466,000 | 248 |
| U.S. Treasury securities | $3,836,000 | 400 |
| U.S. Government agency obligations | $364,630,000 | 245 |
| Securities issued by states & political subdivisions | $4,893,000 | 3,132 |
| 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 | $9,000 | 1,806 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $167,292,000 | 351 |
| Mortgage-backed securities | $9,796,000 | 2,937 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $9,796,000 | 1,170 |
| CMOs issued by government agencies or sponsored agencies | $9,796,000 | 938 |
| 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) | $8,988,000 | 1,268 |
| Available-for-sale securities (fair market value) | $364,380,000 | 309 |
| Total debt securities | $373,359,000 | 343 |
| 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 | $282,132,000 | 443 |
| U.S. Government securities | $277,228,000 | 326 |
| U.S. Treasury securities | $2,742,000 | 514 |
| U.S. Government agency obligations | $274,486,000 | 324 |
| Securities issued by states & political subdivisions | $4,893,000 | 3,111 |
| 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 | $11,000 | 1,730 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $98,530,000 | 534 |
| Mortgage-backed securities | $9,862,000 | 2,756 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $9,862,000 | 1,115 |
| CMOs issued by government agencies or sponsored agencies | $9,862,000 | 889 |
| 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) | $8,987,000 | 1,328 |
| Available-for-sale securities (fair market value) | $273,145,000 | 389 |
| Total debt securities | $282,121,000 | 433 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $258,764,000 | 481 |
| U.S. Government securities | $253,743,000 | 365 |
| U.S. Treasury securities | $2,692,000 | 573 |
| U.S. Government agency obligations | $251,051,000 | 360 |
| Securities issued by states & political subdivisions | $5,008,000 | 3,068 |
| 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 | $13,000 | 1,755 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $94,300,000 | 559 |
| Mortgage-backed securities | $9,983,000 | 2,681 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $9,983,000 | 1,071 |
| CMOs issued by government agencies or sponsored agencies | $9,983,000 | 857 |
| 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) | $8,987,000 | 1,336 |
| Available-for-sale securities (fair market value) | $249,777,000 | 423 |
| Total debt securities | $258,751,000 | 476 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $262,356,000 | 479 |
| U.S. Government securities | $258,309,000 | 360 |
| U.S. Treasury securities | $2,719,000 | 612 |
| U.S. Government agency obligations | $255,590,000 | 363 |
| Securities issued by states & political subdivisions | $4,037,000 | 3,405 |
| 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 | $10,000 | 1,789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $108,043,000 | 488 |
| Mortgage-backed securities | $9,029,000 | 2,799 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $9,029,000 | 1,121 |
| CMOs issued by government agencies or sponsored agencies | $9,029,000 | 909 |
| 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) | $8,986,000 | 1,352 |
| Available-for-sale securities (fair market value) | $253,370,000 | 419 |
| Total debt securities | $262,346,000 | 466 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $258,833,000 | 493 |
| U.S. Government securities | $254,777,000 | 374 |
| U.S. Treasury securities | $2,706,000 | 658 |
| U.S. Government agency obligations | $252,071,000 | 371 |
| Securities issued by states & political subdivisions | $4,046,000 | 3,417 |
| 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 | $10,000 | 1,844 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $129,665,000 | 428 |
| Mortgage-backed securities | $8,355,000 | 2,885 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $8,355,000 | 1,165 |
| CMOs issued by government agencies or sponsored agencies | $8,355,000 | 966 |
| 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) | $8,986,000 | 1,398 |
| Available-for-sale securities (fair market value) | $249,847,000 | 431 |
| Total debt securities | $258,823,000 | 478 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $172,261,000 | 744 |
| U.S. Government securities | $169,665,000 | 559 |
| U.S. Treasury securities | $718,000 | 1,186 |
| U.S. Government agency obligations | $168,947,000 | 546 |
| Securities issued by states & political subdivisions | $2,587,000 | 3,985 |
| 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 | $9,000 | 1,889 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $85,599,000 | 625 |
| Mortgage-backed securities | $8,543,000 | 2,841 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $8,543,000 | 1,115 |
| CMOs issued by government agencies or sponsored agencies | $8,543,000 | 925 |
| 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) | $8,985,000 | 1,432 |
| Available-for-sale securities (fair market value) | $163,276,000 | 639 |
| Total debt securities | $172,252,000 | 726 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $185,052,000 | 694 |
| U.S. Government securities | $182,421,000 | 533 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $182,421,000 | 513 |
| Securities issued by states & political subdivisions | $2,622,000 | 3,950 |
| 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 | $9,000 | 1,915 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,726,000 | 619 |
| Mortgage-backed securities | $8,938,000 | 2,778 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $8,938,000 | 1,084 |
| CMOs issued by government agencies or sponsored agencies | $8,938,000 | 905 |
| 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) | $8,984,000 | 1,447 |
| Available-for-sale securities (fair market value) | $176,068,000 | 606 |
| Total debt securities | $185,043,000 | 675 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $213,925,000 | 615 |
| U.S. Government securities | $211,294,000 | 475 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $211,294,000 | 455 |
| Securities issued by states & political subdivisions | $2,621,000 | 3,989 |
| 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 | $10,000 | 1,948 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $90,112,000 | 599 |
| Mortgage-backed securities | $9,733,000 | 2,706 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $9,733,000 | 1,037 |
| CMOs issued by government agencies or sponsored agencies | $9,733,000 | 852 |
| 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) | $8,984,000 | 1,476 |
| Available-for-sale securities (fair market value) | $204,941,000 | 535 |
| Total debt securities | $213,915,000 | 597 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $217,850,000 | 610 |
| U.S. Government securities | $215,188,000 | 473 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $215,188,000 | 455 |
| Securities issued by states & political subdivisions | $2,651,000 | 3,990 |
| 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 | $11,000 | 1,971 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $97,288,000 | 554 |
| Mortgage-backed securities | $6,432,000 | 3,353 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $6,432,000 | 1,297 |
| CMOs issued by government agencies or sponsored agencies | $6,432,000 | 1,096 |
| 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) | $8,983,000 | 1,513 |
| Available-for-sale securities (fair market value) | $208,867,000 | 523 |
| Total debt securities | $217,833,000 | 592 |
| 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 | $174,694,000 | 729 |
| U.S. Government securities | $172,032,000 | 576 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $172,032,000 | 552 |
| Securities issued by states & political subdivisions | $2,652,000 | 3,988 |
| 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 | $10,000 | 1,985 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,877,000 | 583 |
| Mortgage-backed securities | $4,843,000 | 3,770 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,843,000 | 1,506 |
| CMOs issued by government agencies or sponsored agencies | $4,843,000 | 1,303 |
| 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) | $8,983,000 | 1,524 |
| Available-for-sale securities (fair market value) | $165,711,000 | 637 |
| Total debt securities | $174,684,000 | 716 |
| 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 | $178,110,000 | 716 |
| U.S. Government securities | $176,813,000 | 565 |
| U.S. Treasury securities | $4,928,000 | 578 |
| U.S. Government agency obligations | $171,885,000 | 553 |
| Securities issued by states & political subdivisions | $1,289,000 | 4,840 |
| 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 | $8,000 | 2,013 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $94,339,000 | 548 |
| Mortgage-backed securities | $3,245,000 | 4,383 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $3,245,000 | 1,825 |
| CMOs issued by government agencies or sponsored agencies | $3,245,000 | 1,603 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,982,000 | 1,520 |
| Available-for-sale securities (fair market value) | $169,128,000 | 621 |
| Total debt securities | $178,102,000 | 702 |
| 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 | $169,569,000 | 756 |
| U.S. Government securities | $168,273,000 | 597 |
| U.S. Treasury securities | $4,902,000 | 641 |
| U.S. Government agency obligations | $163,371,000 | 587 |
| Securities issued by states & political subdivisions | $1,289,000 | 4,841 |
| 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 | $7,000 | 2,067 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $89,245,000 | 581 |
| Mortgage-backed securities | $2,439,000 | 4,782 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,439,000 | 2,025 |
| CMOs issued by government agencies or sponsored agencies | $2,439,000 | 1,804 |
| 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) | $3,982,000 | 2,215 |
| Available-for-sale securities (fair market value) | $165,587,000 | 650 |
| Total debt securities | $169,562,000 | 739 |
| 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 | $165,337,000 | 787 |
| U.S. Government securities | $164,081,000 | 628 |
| U.S. Treasury securities | $4,917,000 | 659 |
| U.S. Government agency obligations | $159,164,000 | 615 |
| Securities issued by states & political subdivisions | $1,247,000 | 4,904 |
| 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 | $9,000 | 2,095 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $92,595,000 | 561 |
| Mortgage-backed securities | $2,940,000 | 4,636 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $2,940,000 | 1,929 |
| CMOs issued by government agencies or sponsored agencies | $2,940,000 | 1,714 |
| 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) | $165,337,000 | 663 |
| Total debt securities | $165,328,000 | 770 |
| 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 | $138,302,000 | 923 |
| U.S. Government securities | $136,544,000 | 721 |
| U.S. Treasury securities | $9,934,000 | 388 |
| U.S. Government agency obligations | $126,610,000 | 735 |
| Securities issued by states & political subdivisions | $1,249,000 | 4,929 |
| Other domestic debt securities | $500,000 | 2,813 |
| 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 | $500,000 | 2,410 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $9,000 | 2,129 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,347,000 | 511 |
| Mortgage-backed securities | $3,723,000 | 4,368 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,723,000 | 1,752 |
| CMOs issued by government agencies or sponsored agencies | $3,723,000 | 1,552 |
| 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) | $138,302,000 | 790 |
| Total debt securities | $138,293,000 | 901 |
| 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 | $150,332,000 | 871 |
| U.S. Government securities | $147,525,000 | 684 |
| U.S. Treasury securities | $9,909,000 | 401 |
| U.S. Government agency obligations | $137,616,000 | 692 |
| Securities issued by states & political subdivisions | $1,283,000 | 4,889 |
| Other domestic debt securities | $1,514,000 | 2,114 |
| 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 | $1,514,000 | 1,762 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $10,000 | 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 | $140,217,000 | 384 |
| Mortgage-backed securities | $4,585,000 | 4,156 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,585,000 | 1,618 |
| CMOs issued by government agencies or sponsored agencies | $4,585,000 | 1,430 |
| 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) | $150,332,000 | 745 |
| Total debt securities | $150,322,000 | 843 |
| 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 | $168,460,000 | 785 |
| U.S. Government securities | $165,624,000 | 640 |
| U.S. Treasury securities | $5,031,000 | 629 |
| U.S. Government agency obligations | $160,593,000 | 631 |
| Securities issued by states & political subdivisions | $1,287,000 | 4,894 |
| Other domestic debt securities | $1,539,000 | 2,180 |
| 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 | $1,539,000 | 1,832 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $10,000 | 2,188 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $141,438,000 | 370 |
| Mortgage-backed securities | $8,327,000 | 3,313 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $8,327,000 | 1,259 |
| CMOs issued by government agencies or sponsored agencies | $8,327,000 | 1,102 |
| 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) | $168,460,000 | 677 |
| Total debt securities | $168,450,000 | 767 |
| 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 | $203,902,000 | 675 |
| U.S. Government securities | $201,061,000 | 561 |
| U.S. Treasury securities | $10,048,000 | 408 |
| U.S. Government agency obligations | $191,013,000 | 561 |
| Securities issued by states & political subdivisions | $1,287,000 | 4,938 |
| Other domestic debt securities | $1,543,000 | 2,218 |
| 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 | $1,543,000 | 1,933 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $11,000 | 2,235 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $139,545,000 | 383 |
| Mortgage-backed securities | $15,818,000 | 2,324 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $15,818,000 | 878 |
| CMOs issued by government agencies or sponsored agencies | $15,818,000 | 810 |
| 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) | $203,902,000 | 585 |
| Total debt securities | $203,891,000 | 656 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $126,851,000 | 1,063 |
| U.S. Government securities | $124,006,000 | 822 |
| U.S. Treasury securities | $30,105,000 | 176 |
| U.S. Government agency obligations | $93,901,000 | 1,004 |
| Securities issued by states & political subdivisions | $1,290,000 | 4,960 |
| Other domestic debt securities | $1,544,000 | 2,335 |
| 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 | $1,544,000 | 2,049 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $11,000 | 2,291 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,985,000 | 487 |
| Mortgage-backed securities | $18,895,000 | 2,080 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $18,895,000 | 801 |
| CMOs issued by government agencies or sponsored agencies | $18,895,000 | 740 |
| 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) | $126,851,000 | 908 |
| Total debt securities | $126,840,000 | 1,023 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $150,670,000 | 872 |
| U.S. Government securities | $147,693,000 | 678 |
| U.S. Treasury securities | $35,307,000 | 157 |
| U.S. Government agency obligations | $112,386,000 | 825 |
| Securities issued by states & political subdivisions | $1,423,000 | 4,814 |
| Other domestic debt securities | $1,546,000 | 2,396 |
| 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 | $1,546,000 | 2,099 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $8,000 | 2,294 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $130,688,000 | 378 |
| Mortgage-backed securities | $30,735,000 | 1,508 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $30,735,000 | 620 |
| CMOs issued by government agencies or sponsored agencies | $30,735,000 | 571 |
| 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) | $150,670,000 | 750 |
| Total debt securities | $150,662,000 | 843 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $151,479,000 | 852 |
| U.S. Government securities | $148,257,000 | 658 |
| U.S. Treasury securities | $30,356,000 | 186 |
| U.S. Government agency obligations | $117,901,000 | 775 |
| Securities issued by states & political subdivisions | $2,145,000 | 4,197 |
| Other domestic debt securities | $1,069,000 | 2,714 |
| 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 | $1,069,000 | 2,376 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $8,000 | 2,304 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $139,287,000 | 354 |
| Mortgage-backed securities | $9,220,000 | 3,187 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $9,220,000 | 1,319 |
| CMOs issued by government agencies or sponsored agencies | $9,220,000 | 1,228 |
| 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) | $151,479,000 | 731 |
| Total debt securities | $151,471,000 | 820 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $186,816,000 | 688 |
| U.S. Government securities | $183,516,000 | 550 |
| U.S. Treasury securities | $30,439,000 | 193 |
| U.S. Government agency obligations | $153,077,000 | 593 |
| Securities issued by states & political subdivisions | $2,221,000 | 4,157 |
| Other domestic debt securities | $1,069,000 | 2,736 |
| 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 | $1,069,000 | 2,398 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $10,000 | 2,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $164,881,000 | 310 |
| Mortgage-backed securities | $9,705,000 | 3,058 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $9,705,000 | 1,292 |
| CMOs issued by government agencies or sponsored agencies | $9,705,000 | 1,197 |
| 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) | $186,816,000 | 588 |
| Total debt securities | $186,806,000 | 669 |
| 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 | $238,413,000 | 509 |
| U.S. Government securities | $234,161,000 | 394 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $234,161,000 | 376 |
| Securities issued by states & political subdivisions | $4,236,000 | 3,161 |
| 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 | $16,000 | 2,220 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $214,275,000 | 232 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| 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) | $238,413,000 | 438 |
| Total debt securities | $238,397,000 | 484 |
| 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 | $141,676,000 | 809 |
| U.S. Government securities | $136,229,000 | 629 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $136,229,000 | 589 |
| Securities issued by states & political subdivisions | $1,127,000 | 5,171 |
| 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 | $0 | 313 |
| Equity securities | $4,320,000 | 946 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $124,516,000 | 369 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $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) | $141,676,000 | 612 |
| Total debt securities | $137,356,000 | 792 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $134,147,000 | 874 |
| U.S. Government securities | $127,995,000 | 695 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $127,995,000 | 633 |
| Securities issued by states & political subdivisions | $635,000 | 6,167 |
| 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 | $0 | 343 |
| Equity securities | $5,517,000 | 784 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,668,000 | 594 |
| Mortgage-backed securities | $7,515,000 | 2,963 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $7,515,000 | 1,297 |
| CMOs issued by government agencies or sponsored agencies | $7,515,000 | 1,169 |
| 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) | $134,147,000 | 668 |
| Total debt securities | $128,630,000 | 872 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $143,221,000 | 824 |
| U.S. Government securities | $137,674,000 | 668 |
| U.S. Treasury securities | $10,250,000 | 1,239 |
| U.S. Government agency obligations | $127,424,000 | 624 |
| Securities issued by states & political subdivisions | $418,000 | 6,756 |
| 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 | $0 | 363 |
| Equity securities | $5,129,000 | 809 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,484,000 | 454 |
| Mortgage-backed securities | $1,282,000 | 5,843 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,282,000 | 3,045 |
| CMOs issued by government agencies or sponsored agencies | $1,282,000 | 2,910 |
| 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) | $143,221,000 | 633 |
| Total debt securities | $138,092,000 | 819 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $128,015,000 | 903 |
| U.S. Government securities | $122,779,000 | 784 |
| U.S. Treasury securities | $13,175,000 | 1,399 |
| U.S. Government agency obligations | $109,604,000 | 707 |
| Securities issued by states & political subdivisions | $483,000 | 6,775 |
| 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 | $0 | 390 |
| Equity securities | $4,753,000 | 821 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $109,091,000 | 362 |
| Mortgage-backed securities | $13,595,000 | 2,154 |
| Certificates of participation in pools of residential mortgages | $118,000 | 7,210 |
| Issued or guaranteed by U.S. | $118,000 | 7,184 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $13,477,000 | 911 |
| CMOs issued by government agencies or sponsored agencies | $13,477,000 | 868 |
| 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) | $128,015,000 | 657 |
| Total debt securities | $123,262,000 | 911 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $45,844,000 | 2,642 |
| U.S. Government securities | $45,267,000 | 2,155 |
| U.S. Treasury securities | $6,685,000 | 3,081 |
| U.S. Government agency obligations | $38,582,000 | 1,885 |
| Securities issued by states & political subdivisions | $4,000 | 8,615 |
| 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 | $0 | 466 |
| Equity securities | $573,000 | 3,245 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,511,000 | 1,159 |
| Mortgage-backed securities | $6,446,000 | 3,715 |
| Certificates of participation in pools of residential mortgages | $2,475,000 | 4,416 |
| Issued or guaranteed by U.S. | $2,475,000 | 4,393 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $3,971,000 | 2,208 |
| CMOs issued by government agencies or sponsored agencies | $3,971,000 | 2,104 |
| 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) | $45,844,000 | 1,799 |
| Total debt securities | $45,271,000 | 2,612 |
| 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 | $36,078,000 | 3,510 |
| U.S. Government securities | $35,489,000 | 2,831 |
| U.S. Treasury securities | $4,021,000 | 5,205 |
| U.S. Government agency obligations | $31,468,000 | 2,218 |
| Securities issued by states & political subdivisions | $8,000 | 8,988 |
| Other domestic debt securities | $50,000 | 4,764 |
| Privately issued residential mortgage-backed securities | $50,000 | 2,149 |
| 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 | $0 | 553 |
| Equity securities | $531,000 | 3,172 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,084,000 | 1,110 |
| Mortgage-backed securities | $7,519,000 | 3,655 |
| Certificates of participation in pools of residential mortgages | $3,484,000 | 3,922 |
| Issued or guaranteed by U.S. | $3,484,000 | 3,894 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $4,035,000 | 2,454 |
| CMOs issued by government agencies or sponsored agencies | $3,985,000 | 2,338 |
| Privately issued | $50,000 | 1,827 |
| 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) | $36,078,000 | 2,395 |
| Total debt securities | $35,547,000 | 3,466 |
| 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 | $42,135,000 | 3,113 |
| U.S. Government securities | $39,429,000 | 2,657 |
| U.S. Treasury securities | $6,038,000 | 4,901 |
| U.S. Government agency obligations | $33,391,000 | 2,040 |
| Securities issued by states & political subdivisions | $12,000 | 9,492 |
| Other domestic debt securities | $62,000 | 5,292 |
| Privately issued residential mortgage-backed securities | $62,000 | 2,365 |
| 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 | $0 | 600 |
| Equity securities | $2,632,000 | 1,066 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,011,000 | 1,154 |
| Mortgage-backed securities | $7,090,000 | 3,972 |
| Certificates of participation in pools of residential mortgages | $220,000 | 8,262 |
| Issued or guaranteed by U.S. | $220,000 | 8,235 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $6,870,000 | 1,868 |
| CMOs issued by government agencies or sponsored agencies | $6,808,000 | 1,787 |
| Privately issued | $62,000 | 2,046 |
| 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) | $33,028,000 | 2,227 |
| Available-for-sale securities (fair market value) | $9,107,000 | 5,048 |
| Total debt securities | $39,503,000 | 3,261 |
| 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 | $47,507,000 | 2,936 |
| U.S. Government securities | $44,251,000 | 2,483 |
| U.S. Treasury securities | $6,579,000 | 4,775 |
| U.S. Government agency obligations | $37,672,000 | 1,861 |
| Securities issued by states & political subdivisions | $13,000 | 9,761 |
| Other domestic debt securities | $687,000 | 3,821 |
| Privately issued residential mortgage-backed securities | $188,000 | 2,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $499,000 | 3,335 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $2,556,000 | 1,197 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,785,000 | 832 |
| Mortgage-backed securities | $9,616,000 | 3,721 |
| Certificates of participation in pools of residential mortgages | $298,000 | 8,648 |
| Issued or guaranteed by U.S. | $298,000 | 8,592 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $9,318,000 | 1,779 |
| CMOs issued by government agencies or sponsored agencies | $9,130,000 | 1,710 |
| Privately issued | $188,000 | 2,004 |
| 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 | $44,951,000 | 3,008 |
| 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 | $44,874,000 | 3,041 |
| U.S. Government securities | $42,852,000 | 2,522 |
| U.S. Treasury securities | $11,015,000 | 3,251 |
| U.S. Government agency obligations | $31,837,000 | 2,127 |
| Securities issued by states & political subdivisions | $43,000 | 9,661 |
| Other domestic debt securities | $1,579,000 | 3,319 |
| Privately issued residential mortgage-backed securities | $583,000 | 2,232 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $996,000 | 3,007 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $400,000 | 2,916 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,524,000 | 758 |
| Mortgage-backed securities | $8,293,000 | 4,174 |
| Certificates of participation in pools of residential mortgages | $421,000 | 8,799 |
| Issued or guaranteed by U.S. | $421,000 | 8,735 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $7,872,000 | 2,001 |
| CMOs issued by government agencies or sponsored agencies | $7,289,000 | 1,890 |
| Privately issued | $583,000 | 1,857 |
| 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 | $44,474,000 | 2,990 |
| 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 |