Home > Home Federal Bank of Tennessee > Securities
Home Federal Bank of Tennessee, Securities
| 2023-12-31 | Rank | |
| Total securities | $1,470,241,000 | 192 |
| U.S. Government securities | $1,464,420,000 | 138 |
| U.S. Treasury securities | $74,716,000 | 323 |
| U.S. Government agency obligations | $1,389,704,000 | 129 |
| Securities issued by states & political subdivisions | $5,820,000 | 2,840 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| 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 | $358,610,000 | 313 |
| Mortgage-backed securities | $0 | 3,879 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,683 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $1,392,643,000 | 72 |
| Available-for-sale securities (fair market value) | $77,597,000 | 1,817 |
| Total debt securities | $1,470,240,000 | 189 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $7,190,000 | 122 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $1,483,433,000 | 188 |
| U.S. Government securities | $1,477,686,000 | 140 |
| U.S. Treasury securities | $89,694,000 | 293 |
| U.S. Government agency obligations | $1,387,992,000 | 129 |
| Securities issued by states & political subdivisions | $5,746,000 | 2,857 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| 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 | $358,610,000 | 305 |
| Mortgage-backed securities | $0 | 3,892 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,701 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $1,407,707,000 | 71 |
| Available-for-sale securities (fair market value) | $75,725,000 | 1,810 |
| Total debt securities | $1,483,431,000 | 185 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $6,805,000 | 142 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $1,483,321,000 | 191 |
| U.S. Government securities | $1,477,634,000 | 145 |
| U.S. Treasury securities | $89,662,000 | 290 |
| U.S. Government agency obligations | $1,387,972,000 | 139 |
| Securities issued by states & political subdivisions | $5,686,000 | 2,906 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| 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 | $345,910,000 | 314 |
| Mortgage-backed securities | $0 | 3,920 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,723 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $1,407,775,000 | 68 |
| Available-for-sale securities (fair market value) | $75,545,000 | 1,868 |
| Total debt securities | $1,483,320,000 | 188 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $6,451,000 | 133 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $1,484,090,000 | 202 |
| U.S. Government securities | $1,478,439,000 | 153 |
| U.S. Treasury securities | $89,631,000 | 312 |
| U.S. Government agency obligations | $1,388,808,000 | 134 |
| Securities issued by states & political subdivisions | $5,651,000 | 2,966 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| 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 | $247,880,000 | 393 |
| Mortgage-backed securities | $0 | 3,939 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,775 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $1,407,869,000 | 71 |
| Available-for-sale securities (fair market value) | $76,221,000 | 1,933 |
| Total debt securities | $1,484,090,000 | 200 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $4,328,000 | 161 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $1,558,084,000 | 200 |
| U.S. Government securities | $1,552,433,000 | 150 |
| U.S. Treasury securities | $89,600,000 | 341 |
| U.S. Government agency obligations | $1,462,833,000 | 137 |
| Securities issued by states & political subdivisions | $5,651,000 | 2,999 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| 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 | $252,380,000 | 354 |
| Mortgage-backed securities | $0 | 3,973 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,815 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $1,483,091,000 | 74 |
| Available-for-sale securities (fair market value) | $74,993,000 | 1,968 |
| Total debt securities | $1,558,084,000 | 198 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $4,139,000 | 176 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $1,595,058,000 | 196 |
| U.S. Government securities | $1,589,406,000 | 152 |
| U.S. Treasury securities | $89,569,000 | 351 |
| U.S. Government agency obligations | $1,499,837,000 | 136 |
| Securities issued by states & political subdivisions | $5,651,000 | 3,003 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| 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 | $253,380,000 | 334 |
| Mortgage-backed securities | $0 | 4,006 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,845 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $1,520,353,000 | 73 |
| Available-for-sale securities (fair market value) | $74,704,000 | 1,992 |
| Total debt securities | $1,595,056,000 | 193 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $4,838,000 | 164 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $1,604,036,000 | 200 |
| U.S. Government securities | $1,598,504,000 | 156 |
| U.S. Treasury securities | $89,539,000 | 338 |
| U.S. Government agency obligations | $1,508,965,000 | 138 |
| Securities issued by states & political subdivisions | $5,531,000 | 3,079 |
| Other domestic debt securities | $0 | 2,284 |
| 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 | $0 | 1,937 |
| 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 | $252,380,000 | 334 |
| Mortgage-backed securities | $0 | 4,060 |
| Certificates of participation in pools of residential mortgages | $0 | 3,938 |
| Issued or guaranteed by U.S. | $0 | 3,877 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $1,538,863,000 | 71 |
| Available-for-sale securities (fair market value) | $65,172,000 | 2,244 |
| Total debt securities | $1,604,035,000 | 198 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $6,078,000 | 132 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $1,541,564,000 | 205 |
| U.S. Government securities | $1,536,046,000 | 159 |
| U.S. Treasury securities | $64,595,000 | 389 |
| U.S. Government agency obligations | $1,471,451,000 | 142 |
| Securities issued by states & political subdivisions | $5,517,000 | 3,101 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| 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 | $242,692,000 | 332 |
| Mortgage-backed securities | $0 | 4,078 |
| 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 | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $1,494,294,000 | 67 |
| Available-for-sale securities (fair market value) | $47,269,000 | 2,647 |
| Total debt securities | $1,541,563,000 | 203 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $2,548,000 | 178 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $1,434,265,000 | 215 |
| U.S. Government securities | $1,428,789,000 | 163 |
| U.S. Treasury securities | $14,900,000 | 834 |
| U.S. Government agency obligations | $1,413,889,000 | 148 |
| Securities issued by states & political subdivisions | $5,475,000 | 3,156 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| 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 | $252,380,000 | 319 |
| Mortgage-backed securities | $0 | 4,098 |
| 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 | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $1,385,086,000 | 60 |
| Available-for-sale securities (fair market value) | $49,178,000 | 2,541 |
| Total debt securities | $1,434,263,000 | 212 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $1,607,000 | 184 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $1,381,243,000 | 210 |
| U.S. Government securities | $1,375,760,000 | 166 |
| U.S. Treasury securities | $14,886,000 | 693 |
| U.S. Government agency obligations | $1,360,874,000 | 152 |
| Securities issued by states & political subdivisions | $5,482,000 | 3,172 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| 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 | $243,930,000 | 319 |
| Mortgage-backed securities | $0 | 4,153 |
| 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 | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $1,326,562,000 | 54 |
| Available-for-sale securities (fair market value) | $54,680,000 | 2,352 |
| Total debt securities | $1,381,242,000 | 207 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $1,368,000 | 185 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $1,346,159,000 | 206 |
| U.S. Government securities | $1,340,664,000 | 162 |
| U.S. Treasury securities | $14,873,000 | 607 |
| U.S. Government agency obligations | $1,325,791,000 | 150 |
| Securities issued by states & political subdivisions | $5,493,000 | 3,159 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| 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 | $244,280,000 | 311 |
| Mortgage-backed securities | $0 | 4,171 |
| 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 | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $1,291,448,000 | 49 |
| Available-for-sale securities (fair market value) | $54,709,000 | 2,301 |
| Total debt securities | $1,346,157,000 | 203 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $1,451,000 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $1,292,725,000 | 196 |
| U.S. Government securities | $1,287,277,000 | 154 |
| U.S. Treasury securities | $14,860,000 | 456 |
| U.S. Government agency obligations | $1,272,417,000 | 148 |
| Securities issued by states & political subdivisions | $5,445,000 | 3,148 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| 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 | $230,030,000 | 317 |
| Mortgage-backed securities | $0 | 4,168 |
| 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 | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $1,233,046,000 | 48 |
| Available-for-sale securities (fair market value) | $59,676,000 | 2,062 |
| Total debt securities | $1,292,722,000 | 192 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $2,079,000 | 167 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $1,225,657,000 | 191 |
| U.S. Government securities | $1,220,259,000 | 157 |
| U.S. Treasury securities | $14,847,000 | 342 |
| U.S. Government agency obligations | $1,205,412,000 | 147 |
| Securities issued by states & political subdivisions | $5,395,000 | 3,138 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| 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 | $230,330,000 | 309 |
| Mortgage-backed securities | $0 | 4,176 |
| 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 | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $1,160,449,000 | 48 |
| Available-for-sale securities (fair market value) | $65,205,000 | 1,826 |
| Total debt securities | $1,225,654,000 | 189 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $2,993,000 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $1,138,417,000 | 189 |
| U.S. Government securities | $1,133,171,000 | 154 |
| U.S. Treasury securities | $14,833,000 | 335 |
| U.S. Government agency obligations | $1,118,338,000 | 147 |
| Securities issued by states & political subdivisions | $5,243,000 | 3,063 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| 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 | $214,685,000 | 321 |
| Mortgage-backed securities | $0 | 4,188 |
| 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 | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $1,048,213,000 | 50 |
| Available-for-sale securities (fair market value) | $90,201,000 | 1,350 |
| Total debt securities | $1,138,414,000 | 187 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $4,700,000 | 150 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $1,081,011,000 | 195 |
| U.S. Government securities | $1,075,710,000 | 158 |
| U.S. Treasury securities | $14,820,000 | 350 |
| U.S. Government agency obligations | $1,060,890,000 | 149 |
| Securities issued by states & political subdivisions | $5,298,000 | 3,024 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| 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 | $209,085,000 | 319 |
| Mortgage-backed securities | $0 | 4,205 |
| 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 | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $1,060,739,000 | 48 |
| Available-for-sale securities (fair market value) | $20,269,000 | 3,091 |
| Total debt securities | $1,081,007,000 | 193 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $2,629,000 | 172 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $943,340,000 | 209 |
| U.S. Government securities | $938,011,000 | 165 |
| U.S. Treasury securities | $14,807,000 | 342 |
| U.S. Government agency obligations | $923,204,000 | 158 |
| Securities issued by states & political subdivisions | $5,326,000 | 2,944 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $3,000 | 299 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $197,995,000 | 327 |
| Mortgage-backed securities | $0 | 4,242 |
| 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 | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $907,999,000 | 56 |
| Available-for-sale securities (fair market value) | $35,341,000 | 2,424 |
| Total debt securities | $943,338,000 | 204 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $7,388,000 | 133 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $1,057,349,000 | 191 |
| U.S. Government securities | $1,052,064,000 | 159 |
| U.S. Treasury securities | $14,794,000 | 358 |
| U.S. Government agency obligations | $1,037,270,000 | 151 |
| Securities issued by states & political subdivisions | $5,281,000 | 2,946 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $4,000 | 347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $187,995,000 | 322 |
| Mortgage-backed securities | $0 | 4,283 |
| 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 | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $1,022,240,000 | 55 |
| Available-for-sale securities (fair market value) | $35,109,000 | 2,457 |
| Total debt securities | $1,057,346,000 | 188 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $8,085,000 | 104 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $1,031,760,000 | 193 |
| U.S. Government securities | $1,026,472,000 | 157 |
| U.S. Treasury securities | $14,782,000 | 351 |
| U.S. Government agency obligations | $1,011,690,000 | 151 |
| Securities issued by states & political subdivisions | $5,285,000 | 2,971 |
| Other domestic debt securities | $0 | 2,026 |
| 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 | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $3,000 | 452 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $185,185,000 | 326 |
| Mortgage-backed securities | $0 | 4,333 |
| 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 | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| 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) | $996,673,000 | 60 |
| Available-for-sale securities (fair market value) | $35,087,000 | 2,464 |
| Total debt securities | $1,031,758,000 | 190 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $7,370,000 | 113 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $1,090,147,000 | 185 |
| U.S. Government securities | $1,083,564,000 | 155 |
| U.S. Treasury securities | $14,769,000 | 361 |
| U.S. Government agency obligations | $1,068,795,000 | 150 |
| Securities issued by states & political subdivisions | $6,580,000 | 2,812 |
| Other domestic debt securities | $0 | 2,012 |
| 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 | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $3,000 | 480 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $187,370,000 | 328 |
| Mortgage-backed securities | $0 | 4,365 |
| 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 | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $1,060,079,000 | 57 |
| Available-for-sale securities (fair market value) | $30,068,000 | 2,707 |
| Total debt securities | $1,090,143,000 | 183 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $6,350,000 | 113 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $1,061,194,000 | 187 |
| U.S. Government securities | $1,054,656,000 | 156 |
| U.S. Treasury securities | $14,756,000 | 359 |
| U.S. Government agency obligations | $1,039,900,000 | 151 |
| Securities issued by states & political subdivisions | $6,535,000 | 2,879 |
| Other domestic debt securities | $0 | 2,025 |
| 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 | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $3,000 | 495 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $186,695,000 | 330 |
| Mortgage-backed securities | $0 | 4,413 |
| 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 | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $1,061,191,000 | 59 |
| Available-for-sale securities (fair market value) | $3,000 | 4,945 |
| Total debt securities | $1,061,190,000 | 184 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $5,128,000 | 120 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $1,067,100,000 | 191 |
| U.S. Government securities | $1,060,564,000 | 155 |
| U.S. Treasury securities | $14,743,000 | 350 |
| U.S. Government agency obligations | $1,045,821,000 | 148 |
| Securities issued by states & political subdivisions | $6,535,000 | 2,935 |
| Other domestic debt securities | $0 | 2,028 |
| 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 | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $1,000 | 687 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $185,515,000 | 337 |
| Mortgage-backed securities | $0 | 4,455 |
| 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 | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $1,067,099,000 | 59 |
| Available-for-sale securities (fair market value) | $1,000 | 4,994 |
| Total debt securities | $1,067,101,000 | 187 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $3,939,000 | 123 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $1,082,995,000 | 185 |
| U.S. Government securities | $1,076,452,000 | 155 |
| U.S. Treasury securities | $14,731,000 | 337 |
| U.S. Government agency obligations | $1,061,721,000 | 142 |
| Securities issued by states & political subdivisions | $6,540,000 | 2,966 |
| Other domestic debt securities | $0 | 2,008 |
| 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 | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $3,000 | 692 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $187,615,000 | 337 |
| Mortgage-backed securities | $0 | 4,513 |
| 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 | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $1,082,992,000 | 59 |
| Available-for-sale securities (fair market value) | $3,000 | 5,062 |
| Total debt securities | $1,082,992,000 | 182 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $7,534,000 | 97 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $1,122,971,000 | 178 |
| U.S. Government securities | $1,116,428,000 | 150 |
| U.S. Treasury securities | $14,718,000 | 324 |
| U.S. Government agency obligations | $1,101,710,000 | 139 |
| Securities issued by states & political subdivisions | $6,540,000 | 3,020 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $3,000 | 729 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $210,410,000 | 310 |
| Mortgage-backed securities | $0 | 4,567 |
| 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 | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $1,122,968,000 | 59 |
| Available-for-sale securities (fair market value) | $3,000 | 5,119 |
| Total debt securities | $1,122,968,000 | 176 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $6,516,000 | 97 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $1,140,493,000 | 176 |
| U.S. Government securities | $1,133,986,000 | 147 |
| U.S. Treasury securities | $14,706,000 | 326 |
| U.S. Government agency obligations | $1,119,280,000 | 134 |
| Securities issued by states & political subdivisions | $6,505,000 | 3,063 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $2,000 | 764 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $191,035,000 | 348 |
| Mortgage-backed securities | $0 | 4,615 |
| 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 | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $1,140,491,000 | 58 |
| Available-for-sale securities (fair market value) | $2,000 | 5,178 |
| Total debt securities | $1,140,491,000 | 174 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $3,826,000 | 118 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $1,155,195,000 | 167 |
| U.S. Government securities | $1,148,687,000 | 132 |
| U.S. Treasury securities | $14,693,000 | 322 |
| U.S. Government agency obligations | $1,133,994,000 | 125 |
| Securities issued by states & political subdivisions | $6,505,000 | 3,139 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $3,000 | 1,034 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $210,035,000 | 319 |
| Mortgage-backed securities | $0 | 4,665 |
| 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 | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| 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) | $1,155,192,000 | 58 |
| Available-for-sale securities (fair market value) | $3,000 | 5,243 |
| Total debt securities | $1,155,193,000 | 165 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $7,463,000 | 93 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $1,156,573,000 | 171 |
| U.S. Government securities | $1,150,065,000 | 134 |
| U.S. Treasury securities | $14,681,000 | 307 |
| U.S. Government agency obligations | $1,135,384,000 | 124 |
| Securities issued by states & political subdivisions | $6,504,000 | 3,174 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $4,000 | 1,052 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $220,785,000 | 314 |
| Mortgage-backed securities | $0 | 4,727 |
| 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 | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $1,156,569,000 | 59 |
| Available-for-sale securities (fair market value) | $4,000 | 5,289 |
| Total debt securities | $1,156,570,000 | 169 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $7,949,000 | 91 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $1,152,147,000 | 171 |
| U.S. Government securities | $1,145,640,000 | 136 |
| U.S. Treasury securities | $14,669,000 | 314 |
| U.S. Government agency obligations | $1,130,971,000 | 128 |
| Securities issued by states & political subdivisions | $6,504,000 | 3,204 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $3,000 | 1,053 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $220,785,000 | 317 |
| Mortgage-backed securities | $0 | 4,767 |
| 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 | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $1,152,144,000 | 59 |
| Available-for-sale securities (fair market value) | $3,000 | 5,340 |
| Total debt securities | $1,152,144,000 | 170 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $6,139,000 | 98 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $1,158,640,000 | 168 |
| U.S. Government securities | $1,152,163,000 | 132 |
| U.S. Treasury securities | $14,656,000 | 321 |
| U.S. Government agency obligations | $1,137,507,000 | 125 |
| Securities issued by states & political subdivisions | $6,474,000 | 3,249 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $3,000 | 1,067 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $221,385,000 | 320 |
| Mortgage-backed securities | $0 | 4,838 |
| 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 | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $1,158,637,000 | 59 |
| Available-for-sale securities (fair market value) | $3,000 | 5,404 |
| Total debt securities | $1,158,637,000 | 167 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $4,404,000 | 110 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $1,159,332,000 | 163 |
| U.S. Government securities | $1,152,848,000 | 129 |
| U.S. Treasury securities | $14,643,000 | 322 |
| U.S. Government agency obligations | $1,138,205,000 | 119 |
| Securities issued by states & political subdivisions | $6,479,000 | 3,272 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $5,000 | 1,063 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $221,385,000 | 309 |
| Mortgage-backed securities | $0 | 4,889 |
| 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 | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $1,159,327,000 | 58 |
| Available-for-sale securities (fair market value) | $5,000 | 5,451 |
| Total debt securities | $1,159,327,000 | 162 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $6,660,000 | 98 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $1,137,265,000 | 164 |
| U.S. Government securities | $1,132,239,000 | 127 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $1,132,239,000 | 119 |
| Securities issued by states & political subdivisions | $5,024,000 | 3,523 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $2,000 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $232,385,000 | 301 |
| Mortgage-backed securities | $0 | 4,935 |
| 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 | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $1,137,263,000 | 59 |
| Available-for-sale securities (fair market value) | $2,000 | 5,514 |
| Total debt securities | $1,137,263,000 | 163 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $1,291,000 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $1,099,359,000 | 167 |
| U.S. Government securities | $1,094,322,000 | 131 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $1,094,322,000 | 123 |
| Securities issued by states & political subdivisions | $5,035,000 | 3,548 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $2,000 | 1,110 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $229,385,000 | 305 |
| Mortgage-backed securities | $0 | 4,997 |
| 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 | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $1,099,357,000 | 63 |
| Available-for-sale securities (fair market value) | $2,000 | 5,589 |
| Total debt securities | $1,099,358,000 | 165 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $1,462,000 | 180 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $1,129,453,000 | 166 |
| U.S. Government securities | $1,124,412,000 | 130 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $1,124,412,000 | 122 |
| Securities issued by states & political subdivisions | $5,039,000 | 3,540 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $2,000 | 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 | $229,385,000 | 318 |
| Mortgage-backed securities | $0 | 5,046 |
| 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 | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $1,129,451,000 | 63 |
| Available-for-sale securities (fair market value) | $2,000 | 5,641 |
| Total debt securities | $1,129,451,000 | 164 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $1,714,000 | 166 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $1,123,474,000 | 160 |
| U.S. Government securities | $1,118,477,000 | 128 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,118,477,000 | 121 |
| Securities issued by states & political subdivisions | $4,995,000 | 3,565 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $2,000 | 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 | $240,675,000 | 300 |
| Mortgage-backed securities | $0 | 5,088 |
| 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 | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $1,123,472,000 | 63 |
| Available-for-sale securities (fair market value) | $2,000 | 5,694 |
| Total debt securities | $1,123,472,000 | 159 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $3,902,000 | 120 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $1,105,545,000 | 161 |
| U.S. Government securities | $1,100,546,000 | 128 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $1,100,546,000 | 122 |
| Securities issued by states & political subdivisions | $4,996,000 | 3,604 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $3,000 | 1,138 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $240,675,000 | 295 |
| Mortgage-backed securities | $0 | 5,155 |
| 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 | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $1,105,542,000 | 61 |
| Available-for-sale securities (fair market value) | $3,000 | 5,769 |
| Total debt securities | $1,105,542,000 | 159 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $1,979,000 | 161 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $1,100,746,000 | 159 |
| U.S. Government securities | $1,095,897,000 | 126 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $1,095,897,000 | 122 |
| Securities issued by states & political subdivisions | $4,846,000 | 3,648 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $3,000 | 1,150 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $253,675,000 | 283 |
| Mortgage-backed securities | $0 | 5,233 |
| 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 | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $1,100,743,000 | 59 |
| Available-for-sale securities (fair market value) | $3,000 | 5,844 |
| Total debt securities | $1,100,743,000 | 158 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $1,258,000 | 172 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $1,081,995,000 | 160 |
| U.S. Government securities | $1,077,151,000 | 126 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $1,077,151,000 | 122 |
| Securities issued by states & political subdivisions | $4,841,000 | 3,646 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $3,000 | 1,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $252,675,000 | 288 |
| Mortgage-backed securities | $0 | 5,287 |
| 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 | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $1,081,992,000 | 58 |
| Available-for-sale securities (fair market value) | $3,000 | 5,910 |
| Total debt securities | $1,081,993,000 | 158 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $913,000 | 188 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $1,094,256,000 | 158 |
| U.S. Government securities | $1,089,413,000 | 124 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $1,089,413,000 | 118 |
| Securities issued by states & political subdivisions | $4,841,000 | 3,684 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,000 | 1,180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $242,675,000 | 297 |
| Mortgage-backed securities | $0 | 5,380 |
| 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 | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $1,094,254,000 | 57 |
| Available-for-sale securities (fair market value) | $2,000 | 6,010 |
| Total debt securities | $1,094,252,000 | 156 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $2,063,000 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $1,077,948,000 | 157 |
| U.S. Government securities | $1,073,104,000 | 120 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $1,073,104,000 | 117 |
| Securities issued by states & political subdivisions | $4,841,000 | 3,729 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $3,000 | 1,185 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $242,675,000 | 293 |
| Mortgage-backed securities | $0 | 5,465 |
| 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 | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $1,077,945,000 | 55 |
| Available-for-sale securities (fair market value) | $3,000 | 6,078 |
| Total debt securities | $1,077,945,000 | 156 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $3,431,000 | 119 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $1,067,684,000 | 163 |
| U.S. Government securities | $1,062,837,000 | 120 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $1,062,837,000 | 116 |
| Securities issued by states & political subdivisions | $4,842,000 | 3,764 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $5,000 | 1,186 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $242,925,000 | 302 |
| Mortgage-backed securities | $0 | 5,516 |
| 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 | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $1,067,679,000 | 56 |
| Available-for-sale securities (fair market value) | $5,000 | 6,139 |
| Total debt securities | $1,067,678,000 | 161 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $3,949,000 | 119 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $1,061,040,000 | 167 |
| U.S. Government securities | $1,056,293,000 | 124 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $1,056,293,000 | 120 |
| Securities issued by states & political subdivisions | $4,742,000 | 3,810 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $5,000 | 1,203 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $242,995,000 | 300 |
| Mortgage-backed securities | $0 | 5,578 |
| 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 | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $1,061,035,000 | 55 |
| Available-for-sale securities (fair market value) | $5,000 | 6,205 |
| Total debt securities | $1,061,034,000 | 164 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $5,376,000 | 99 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $1,062,899,000 | 164 |
| U.S. Government securities | $1,058,153,000 | 124 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,058,153,000 | 120 |
| Securities issued by states & political subdivisions | $4,742,000 | 3,825 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $4,000 | 1,234 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $242,995,000 | 291 |
| Mortgage-backed securities | $0 | 5,624 |
| 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 | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $1,062,895,000 | 53 |
| Available-for-sale securities (fair market value) | $4,000 | 6,283 |
| Total debt securities | $1,062,893,000 | 163 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $2,017,000 | 138 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $1,049,585,000 | 160 |
| U.S. Government securities | $1,044,937,000 | 122 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,044,937,000 | 119 |
| Securities issued by states & political subdivisions | $4,646,000 | 3,857 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $2,000 | 1,267 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $242,995,000 | 285 |
| Mortgage-backed securities | $0 | 5,680 |
| 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 | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $1,049,583,000 | 49 |
| Available-for-sale securities (fair market value) | $2,000 | 6,358 |
| Total debt securities | $1,049,584,000 | 159 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $1,167,000 | 159 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $1,044,844,000 | 164 |
| U.S. Government securities | $1,040,194,000 | 122 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $1,040,194,000 | 120 |
| Securities issued by states & political subdivisions | $4,648,000 | 3,845 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,000 | 1,271 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $243,060,000 | 269 |
| Mortgage-backed securities | $0 | 5,709 |
| 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 | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $1,044,842,000 | 42 |
| Available-for-sale securities (fair market value) | $2,000 | 6,405 |
| Total debt securities | $1,044,843,000 | 163 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $1,699,000 | 145 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $1,050,638,000 | 163 |
| U.S. Government securities | $1,045,989,000 | 124 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $1,045,989,000 | 122 |
| Securities issued by states & political subdivisions | $4,649,000 | 3,855 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $245,860,000 | 276 |
| Mortgage-backed securities | $0 | 5,765 |
| 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 | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $1,050,638,000 | 37 |
| Available-for-sale securities (fair market value) | $0 | 6,494 |
| Total debt securities | $1,050,638,000 | 161 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $3,159,000 | 121 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $1,059,009,000 | 160 |
| U.S. Government securities | $1,054,510,000 | 123 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $1,054,510,000 | 120 |
| Securities issued by states & political subdivisions | $4,499,000 | 3,878 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $245,860,000 | 276 |
| Mortgage-backed securities | $0 | 5,808 |
| 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 | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $1,059,009,000 | 38 |
| Available-for-sale securities (fair market value) | $0 | 6,540 |
| Total debt securities | $1,059,009,000 | 160 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $4,375,000 | 113 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $1,033,102,000 | 169 |
| U.S. Government securities | $1,028,533,000 | 130 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $1,028,533,000 | 128 |
| Securities issued by states & political subdivisions | $4,569,000 | 3,844 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $240,860,000 | 282 |
| Mortgage-backed securities | $0 | 5,902 |
| 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 | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $1,033,102,000 | 38 |
| Available-for-sale securities (fair market value) | $0 | 6,625 |
| Total debt securities | $1,033,102,000 | 167 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $2,366,000 | 129 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $1,023,610,000 | 165 |
| U.S. Government securities | $1,019,022,000 | 135 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $1,019,022,000 | 131 |
| Securities issued by states & political subdivisions | $4,568,000 | 3,792 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $20,000 | 1,124 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $237,860,000 | 290 |
| Mortgage-backed securities | $0 | 5,941 |
| 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 | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $1,023,590,000 | 35 |
| Available-for-sale securities (fair market value) | $20,000 | 6,643 |
| Total debt securities | $1,023,589,000 | 164 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $4,659,000 | 109 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $1,036,859,000 | 164 |
| U.S. Government securities | $1,032,292,000 | 131 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $1,032,292,000 | 128 |
| Securities issued by states & political subdivisions | $4,567,000 | 3,734 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $238,400,000 | 289 |
| Mortgage-backed securities | $0 | 5,982 |
| 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 | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $1,036,859,000 | 35 |
| Available-for-sale securities (fair market value) | $0 | 6,742 |
| Total debt securities | $1,036,859,000 | 163 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $7,465,000 | 95 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $1,036,358,000 | 164 |
| U.S. Government securities | $1,027,616,000 | 132 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,027,616,000 | 129 |
| Securities issued by states & political subdivisions | $8,740,000 | 2,825 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| 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 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 1,292 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 5,999 |
| 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 | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,036,357,000 | 34 |
| Available-for-sale securities (fair market value) | $1,000 | 6,750 |
| Total debt securities | $1,036,356,000 | 163 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $1,059,592,000 | 159 |
| U.S. Government securities | $1,052,972,000 | 126 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,052,972,000 | 123 |
| Securities issued by states & political subdivisions | $6,618,000 | 3,151 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| 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 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 1,348 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,031 |
| 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 | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,059,591,000 | 34 |
| Available-for-sale securities (fair market value) | $1,000 | 6,812 |
| Total debt securities | $1,059,590,000 | 158 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $1,039,141,000 | 162 |
| U.S. Government securities | $1,031,133,000 | 130 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,031,133,000 | 126 |
| Securities issued by states & political subdivisions | $8,006,000 | 2,842 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| 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 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 1,369 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,067 |
| 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 | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,039,140,000 | 34 |
| Available-for-sale securities (fair market value) | $1,000 | 6,891 |
| Total debt securities | $1,039,139,000 | 160 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $982,906,000 | 168 |
| U.S. Government securities | $974,393,000 | 134 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $974,393,000 | 128 |
| Securities issued by states & political subdivisions | $8,511,000 | 2,714 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| 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 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 1,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,094 |
| 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 | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $982,905,000 | 34 |
| Available-for-sale securities (fair market value) | $1,000 | 6,947 |
| Total debt securities | $982,904,000 | 165 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $971,641,000 | 161 |
| U.S. Government securities | $963,677,000 | 130 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $963,677,000 | 125 |
| Securities issued by states & political subdivisions | $7,962,000 | 2,804 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| 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 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 1,402 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,134 |
| 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 | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $971,640,000 | 31 |
| Available-for-sale securities (fair market value) | $1,000 | 6,994 |
| Total debt securities | $971,639,000 | 160 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $965,139,000 | 156 |
| U.S. Government securities | $956,504,000 | 126 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $956,504,000 | 121 |
| Securities issued by states & political subdivisions | $8,633,000 | 2,601 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| 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 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 1,451 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,191 |
| 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 | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $965,139,000 | 27 |
| Available-for-sale securities (fair market value) | $0 | 7,084 |
| Total debt securities | $965,137,000 | 154 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $930,399,000 | 160 |
| U.S. Government securities | $921,898,000 | 128 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $921,898,000 | 122 |
| Securities issued by states & political subdivisions | $8,499,000 | 2,504 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| 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 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 1,501 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,235 |
| 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 | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $910,265,000 | 28 |
| Available-for-sale securities (fair market value) | $20,134,000 | 3,979 |
| Total debt securities | $930,397,000 | 161 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $904,050,000 | 167 |
| U.S. Government securities | $894,752,000 | 131 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $894,752,000 | 123 |
| Securities issued by states & political subdivisions | $9,295,000 | 2,343 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| 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 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,000 | 1,528 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,328 |
| 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 | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $883,693,000 | 31 |
| Available-for-sale securities (fair market value) | $20,357,000 | 4,002 |
| Total debt securities | $904,047,000 | 165 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $884,104,000 | 168 |
| U.S. Government securities | $876,432,000 | 130 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $876,432,000 | 124 |
| Securities issued by states & political subdivisions | $7,669,000 | 2,644 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| 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 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,000 | 1,576 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,385 |
| 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 | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $863,540,000 | 31 |
| Available-for-sale securities (fair market value) | $20,564,000 | 3,947 |
| Total debt securities | $884,101,000 | 166 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $853,017,000 | 171 |
| U.S. Government securities | $843,882,000 | 134 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $843,882,000 | 130 |
| Securities issued by states & political subdivisions | $6,332,000 | 2,918 |
| Other domestic debt securities | $2,800,000 | 1,691 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,800,000 | 937 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,000 | 1,636 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,466 |
| 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 | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $828,201,000 | 36 |
| Available-for-sale securities (fair market value) | $24,816,000 | 3,548 |
| Total debt securities | $853,014,000 | 169 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $833,037,000 | 174 |
| U.S. Government securities | $824,007,000 | 136 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $824,007,000 | 133 |
| Securities issued by states & political subdivisions | $9,028,000 | 2,365 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| 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 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 1,704 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,522 |
| 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 | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $803,994,000 | 33 |
| Available-for-sale securities (fair market value) | $29,043,000 | 3,165 |
| Total debt securities | $833,035,000 | 172 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $802,655,000 | 185 |
| U.S. Government securities | $795,817,000 | 137 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $795,817,000 | 131 |
| Securities issued by states & political subdivisions | $6,786,000 | 2,707 |
| Other domestic debt securities | $50,000 | 3,251 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $50,000 | 2,465 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 1,729 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,573 |
| 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 | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $769,475,000 | 32 |
| Available-for-sale securities (fair market value) | $33,180,000 | 2,866 |
| Total debt securities | $802,653,000 | 178 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $814,936,000 | 175 |
| U.S. Government securities | $803,712,000 | 138 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $803,712,000 | 134 |
| Securities issued by states & political subdivisions | $11,051,000 | 1,926 |
| Other domestic debt securities | $171,000 | 3,055 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $171,000 | 2,275 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 1,725 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,000 | 6,587 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,350 |
| Issued or guaranteed by U.S. | $1,000 | 6,328 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $781,555,000 | 32 |
| Available-for-sale securities (fair market value) | $33,381,000 | 2,847 |
| Total debt securities | $814,934,000 | 171 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $805,938,000 | 174 |
| U.S. Government securities | $797,081,000 | 126 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $797,081,000 | 124 |
| Securities issued by states & political subdivisions | $7,926,000 | 2,403 |
| Other domestic debt securities | $928,000 | 2,316 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $928,000 | 1,551 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,000 | 1,814 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,000 | 6,592 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,359 |
| Issued or guaranteed by U.S. | $2,000 | 6,339 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $773,138,000 | 31 |
| Available-for-sale securities (fair market value) | $32,800,000 | 2,822 |
| Total debt securities | $805,935,000 | 168 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $815,664,000 | 181 |
| U.S. Government securities | $806,373,000 | 136 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $806,373,000 | 130 |
| Securities issued by states & political subdivisions | $9,089,000 | 2,234 |
| Other domestic debt securities | $178,000 | 2,972 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $178,000 | 2,240 |
| Foreign debt securities | NA | NA |
| Equity securities | $24,000 | 1,817 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,000 | 6,604 |
| Certificates of participation in pools of residential mortgages | $3,000 | 6,368 |
| Issued or guaranteed by U.S. | $3,000 | 6,344 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $782,937,000 | 35 |
| Available-for-sale securities (fair market value) | $32,727,000 | 2,888 |
| Total debt securities | $815,640,000 | 174 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $791,672,000 | 191 |
| U.S. Government securities | $782,225,000 | 143 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $782,225,000 | 138 |
| Securities issued by states & political subdivisions | $9,133,000 | 2,213 |
| Other domestic debt securities | $278,000 | 2,793 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $278,000 | 2,060 |
| Foreign debt securities | NA | NA |
| Equity securities | $36,000 | 1,765 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,000 | 6,599 |
| Certificates of participation in pools of residential mortgages | $4,000 | 6,349 |
| Issued or guaranteed by U.S. | $4,000 | 6,320 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $758,257,000 | 31 |
| Available-for-sale securities (fair market value) | $33,415,000 | 2,830 |
| Total debt securities | $791,636,000 | 181 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $764,290,000 | 190 |
| U.S. Government securities | $755,393,000 | 148 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $755,393,000 | 143 |
| Securities issued by states & political subdivisions | $8,578,000 | 2,306 |
| Other domestic debt securities | $270,000 | 2,633 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $270,000 | 1,943 |
| Foreign debt securities | NA | NA |
| Equity securities | $49,000 | 1,694 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,000 | 6,531 |
| Certificates of participation in pools of residential mortgages | $5,000 | 6,284 |
| Issued or guaranteed by U.S. | $5,000 | 6,263 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $731,625,000 | 36 |
| Available-for-sale securities (fair market value) | $32,665,000 | 2,864 |
| Total debt securities | $764,241,000 | 185 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $823,738,000 | 187 |
| U.S. Government securities | $815,334,000 | 142 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $815,334,000 | 138 |
| Securities issued by states & political subdivisions | $5,591,000 | 2,920 |
| Other domestic debt securities | $2,738,000 | 1,405 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,738,000 | 897 |
| Foreign debt securities | NA | NA |
| Equity securities | $75,000 | 1,593 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,000 | 6,499 |
| Certificates of participation in pools of residential mortgages | $6,000 | 6,238 |
| Issued or guaranteed by U.S. | $6,000 | 6,215 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $791,582,000 | 37 |
| Available-for-sale securities (fair market value) | $32,156,000 | 2,885 |
| Total debt securities | $823,663,000 | 182 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $817,773,000 | 189 |
| U.S. Government securities | $808,700,000 | 149 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $808,700,000 | 144 |
| Securities issued by states & political subdivisions | $8,695,000 | 2,245 |
| Other domestic debt securities | $298,000 | 2,517 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $298,000 | 1,871 |
| Foreign debt securities | NA | NA |
| Equity securities | $80,000 | 1,609 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,000 | 6,519 |
| Certificates of participation in pools of residential mortgages | $7,000 | 6,249 |
| Issued or guaranteed by U.S. | $7,000 | 6,229 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $782,098,000 | 36 |
| Available-for-sale securities (fair market value) | $35,675,000 | 2,640 |
| Total debt securities | $817,693,000 | 187 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $832,948,000 | 189 |
| U.S. Government securities | $824,807,000 | 146 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $824,807,000 | 141 |
| Securities issued by states & political subdivisions | $5,979,000 | 2,824 |
| Other domestic debt securities | $2,096,000 | 1,479 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,096,000 | 983 |
| Foreign debt securities | NA | NA |
| Equity securities | $66,000 | 1,649 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,000 | 6,522 |
| Certificates of participation in pools of residential mortgages | $9,000 | 6,244 |
| Issued or guaranteed by U.S. | $9,000 | 6,221 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $796,987,000 | 39 |
| Available-for-sale securities (fair market value) | $35,961,000 | 2,630 |
| Total debt securities | $832,882,000 | 183 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $836,912,000 | 191 |
| U.S. Government securities | $828,730,000 | 157 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $828,730,000 | 149 |
| Securities issued by states & political subdivisions | $8,005,000 | 2,382 |
| Other domestic debt securities | $105,000 | 2,797 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $105,000 | 2,165 |
| Foreign debt securities | NA | NA |
| Equity securities | $72,000 | 1,685 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,000 | 6,516 |
| Certificates of participation in pools of residential mortgages | $13,000 | 6,231 |
| Issued or guaranteed by U.S. | $13,000 | 6,206 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $797,052,000 | 36 |
| Available-for-sale securities (fair market value) | $39,860,000 | 2,438 |
| Total debt securities | $836,840,000 | 186 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $841,154,000 | 198 |
| U.S. Government securities | $834,902,000 | 162 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $834,902,000 | 155 |
| Securities issued by states & political subdivisions | $5,207,000 | 3,023 |
| Other domestic debt securities | $978,000 | 1,991 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $978,000 | 1,456 |
| Foreign debt securities | NA | NA |
| Equity securities | $67,000 | 1,731 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16,000 | 6,545 |
| Certificates of participation in pools of residential mortgages | $16,000 | 6,250 |
| Issued or guaranteed by U.S. | $16,000 | 6,223 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $817,336,000 | 38 |
| Available-for-sale securities (fair market value) | $23,818,000 | 3,563 |
| Total debt securities | $841,087,000 | 195 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $848,477,000 | 200 |
| U.S. Government securities | $839,407,000 | 164 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $839,407,000 | 157 |
| Securities issued by states & political subdivisions | $8,993,000 | 2,146 |
| Other domestic debt securities | $18,000 | 3,059 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,000 | 2,397 |
| Foreign debt securities | NA | NA |
| Equity securities | $59,000 | 1,776 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,000 | 6,579 |
| Certificates of participation in pools of residential mortgages | $18,000 | 6,280 |
| Issued or guaranteed by U.S. | $18,000 | 6,257 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $840,594,000 | 37 |
| Available-for-sale securities (fair market value) | $7,883,000 | 5,986 |
| Total debt securities | $848,418,000 | 197 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $861,932,000 | 201 |
| U.S. Government securities | $854,354,000 | 167 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $854,354,000 | 157 |
| Securities issued by states & political subdivisions | $6,540,000 | 2,647 |
| Other domestic debt securities | $974,000 | 2,068 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $974,000 | 1,567 |
| Foreign debt securities | NA | NA |
| Equity securities | $64,000 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,000 | 6,584 |
| Certificates of participation in pools of residential mortgages | $22,000 | 6,276 |
| Issued or guaranteed by U.S. | $22,000 | 6,254 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $854,042,000 | 39 |
| Available-for-sale securities (fair market value) | $7,890,000 | 6,029 |
| Total debt securities | $861,868,000 | 196 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $876,818,000 | 203 |
| U.S. Government securities | $868,896,000 | 162 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $868,896,000 | 153 |
| Securities issued by states & political subdivisions | $7,157,000 | 2,490 |
| Other domestic debt securities | $130,000 | 3,066 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $130,000 | 2,502 |
| Foreign debt securities | NA | NA |
| Equity securities | $635,000 | 1,279 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $35,000 | 6,594 |
| Certificates of participation in pools of residential mortgages | $35,000 | 6,266 |
| Issued or guaranteed by U.S. | $35,000 | 6,245 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $868,924,000 | 39 |
| Available-for-sale securities (fair market value) | $7,894,000 | 6,061 |
| Total debt securities | $876,183,000 | 198 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $912,343,000 | 193 |
| U.S. Government securities | $905,603,000 | 158 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $905,603,000 | 151 |
| Securities issued by states & political subdivisions | $4,518,000 | 3,228 |
| Other domestic debt securities | $1,954,000 | 1,688 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,954,000 | 1,264 |
| Foreign debt securities | NA | NA |
| Equity securities | $268,000 | 1,558 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $40,000 | 6,603 |
| Certificates of participation in pools of residential mortgages | $40,000 | 6,276 |
| Issued or guaranteed by U.S. | $40,000 | 6,257 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $878,462,000 | 38 |
| Available-for-sale securities (fair market value) | $33,881,000 | 2,778 |
| Total debt securities | $912,075,000 | 192 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $919,778,000 | 193 |
| U.S. Government securities | $913,104,000 | 162 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $913,104,000 | 156 |
| Securities issued by states & political subdivisions | $5,934,000 | 2,747 |
| Other domestic debt securities | $455,000 | 2,761 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $455,000 | 2,297 |
| Foreign debt securities | NA | NA |
| Equity securities | $285,000 | 1,567 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $47,000 | 6,626 |
| Certificates of participation in pools of residential mortgages | $47,000 | 6,303 |
| Issued or guaranteed by U.S. | $47,000 | 6,284 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $886,024,000 | 38 |
| Available-for-sale securities (fair market value) | $33,754,000 | 2,815 |
| Total debt securities | $919,493,000 | 193 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $930,101,000 | 192 |
| U.S. Government securities | $923,421,000 | 160 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $923,421,000 | 153 |
| Securities issued by states & political subdivisions | $5,245,000 | 2,964 |
| Other domestic debt securities | $1,155,000 | 2,121 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,155,000 | 1,698 |
| Foreign debt securities | NA | NA |
| Equity securities | $280,000 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $50,000 | 6,697 |
| Certificates of participation in pools of residential mortgages | $50,000 | 6,372 |
| Issued or guaranteed by U.S. | $50,000 | 6,353 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $879,210,000 | 38 |
| Available-for-sale securities (fair market value) | $50,891,000 | 1,974 |
| Total debt securities | $929,821,000 | 192 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $912,760,000 | 197 |
| U.S. Government securities | $906,243,000 | 161 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $906,243,000 | 157 |
| Securities issued by states & political subdivisions | $6,162,000 | 2,722 |
| Other domestic debt securities | $54,000 | 3,396 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $54,000 | 2,896 |
| Foreign debt securities | NA | NA |
| Equity securities | $301,000 | 1,626 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $56,000 | 6,725 |
| Certificates of participation in pools of residential mortgages | $56,000 | 6,390 |
| Issued or guaranteed by U.S. | $56,000 | 6,375 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $861,979,000 | 36 |
| Available-for-sale securities (fair market value) | $50,781,000 | 2,020 |
| Total debt securities | $912,459,000 | 196 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $879,584,000 | 206 |
| U.S. Government securities | $872,955,000 | 164 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $872,955,000 | 159 |
| Securities issued by states & political subdivisions | $3,614,000 | 3,574 |
| Other domestic debt securities | $2,724,000 | 1,587 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,724,000 | 1,251 |
| Foreign debt securities | NA | NA |
| Equity securities | $291,000 | 1,645 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $77,000 | 6,701 |
| Certificates of participation in pools of residential mortgages | $77,000 | 6,350 |
| Issued or guaranteed by U.S. | $77,000 | 6,336 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $820,888,000 | 41 |
| Available-for-sale securities (fair market value) | $58,696,000 | 1,752 |
| Total debt securities | $879,293,000 | 203 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $866,198,000 | 202 |
| U.S. Government securities | $860,280,000 | 171 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $860,280,000 | 165 |
| Securities issued by states & political subdivisions | $5,589,000 | 2,877 |
| Other domestic debt securities | $30,000 | 3,593 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $30,000 | 3,097 |
| Foreign debt securities | NA | NA |
| Equity securities | $299,000 | 1,690 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $84,000 | 6,752 |
| Certificates of participation in pools of residential mortgages | $84,000 | 6,395 |
| Issued or guaranteed by U.S. | $84,000 | 6,379 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $807,926,000 | 40 |
| Available-for-sale securities (fair market value) | $58,272,000 | 1,799 |
| Total debt securities | $865,899,000 | 200 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $849,636,000 | 210 |
| U.S. Government securities | $841,572,000 | 175 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $841,572,000 | 170 |
| Securities issued by states & political subdivisions | $4,515,000 | 3,249 |
| Other domestic debt securities | $3,245,000 | 1,590 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,245,000 | 1,255 |
| Foreign debt securities | NA | NA |
| Equity securities | $304,000 | 1,716 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $108,000 | 6,716 |
| Certificates of participation in pools of residential mortgages | $108,000 | 6,341 |
| Issued or guaranteed by U.S. | $108,000 | 6,319 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $792,853,000 | 43 |
| Available-for-sale securities (fair market value) | $56,783,000 | 1,866 |
| Total debt securities | $849,332,000 | 208 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $836,224,000 | 212 |
| U.S. Government securities | $828,621,000 | 175 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $828,621,000 | 168 |
| Securities issued by states & political subdivisions | $5,263,000 | 3,022 |
| Other domestic debt securities | $2,035,000 | 2,006 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,035,000 | 1,735 |
| Foreign debt securities | NA | NA |
| Equity securities | $305,000 | 1,730 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $117,000 | 6,734 |
| Certificates of participation in pools of residential mortgages | $117,000 | 6,369 |
| Issued or guaranteed by U.S. | $117,000 | 6,344 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $779,917,000 | 41 |
| Available-for-sale securities (fair market value) | $56,307,000 | 1,901 |
| Total debt securities | $835,919,000 | 208 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $783,406,000 | 222 |
| U.S. Government securities | $777,491,000 | 181 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $777,491,000 | 171 |
| Securities issued by states & political subdivisions | $3,572,000 | 3,604 |
| Other domestic debt securities | $2,044,000 | 2,099 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,044,000 | 1,827 |
| Foreign debt securities | NA | NA |
| Equity securities | $299,000 | 1,805 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $127,000 | 6,754 |
| Certificates of participation in pools of residential mortgages | $127,000 | 6,384 |
| Issued or guaranteed by U.S. | $127,000 | 6,356 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $727,431,000 | 42 |
| Available-for-sale securities (fair market value) | $55,975,000 | 1,896 |
| Total debt securities | $783,107,000 | 217 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $768,385,000 | 222 |
| U.S. Government securities | $760,187,000 | 178 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $760,187,000 | 170 |
| Securities issued by states & political subdivisions | $4,908,000 | 3,072 |
| Other domestic debt securities | $2,994,000 | 1,859 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,994,000 | 1,576 |
| Foreign debt securities | NA | NA |
| Equity securities | $296,000 | 1,816 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $138,000 | 6,784 |
| Certificates of participation in pools of residential mortgages | $138,000 | 6,388 |
| Issued or guaranteed by U.S. | $138,000 | 6,368 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $712,395,000 | 36 |
| Available-for-sale securities (fair market value) | $55,990,000 | 1,848 |
| Total debt securities | $768,089,000 | 216 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $721,015,000 | 236 |
| U.S. Government securities | $707,990,000 | 195 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $707,990,000 | 186 |
| Securities issued by states & political subdivisions | $4,065,000 | 3,297 |
| Other domestic debt securities | $8,667,000 | 1,019 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,667,000 | 787 |
| Foreign debt securities | NA | NA |
| Equity securities | $293,000 | 1,818 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $182,000 | 6,738 |
| Certificates of participation in pools of residential mortgages | $182,000 | 6,303 |
| Issued or guaranteed by U.S. | $182,000 | 6,282 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $662,696,000 | 41 |
| Available-for-sale securities (fair market value) | $58,319,000 | 1,748 |
| Total debt securities | $720,722,000 | 231 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $696,183,000 | 230 |
| U.S. Government securities | $674,825,000 | 193 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $674,825,000 | 182 |
| Securities issued by states & political subdivisions | $5,326,000 | 2,818 |
| Other domestic debt securities | $15,739,000 | 703 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,739,000 | 511 |
| Foreign debt securities | NA | NA |
| Equity securities | $293,000 | 1,813 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $209,000 | 6,708 |
| Certificates of participation in pools of residential mortgages | $209,000 | 6,231 |
| Issued or guaranteed by U.S. | $209,000 | 6,212 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $638,435,000 | 40 |
| Available-for-sale securities (fair market value) | $57,748,000 | 1,734 |
| Total debt securities | $695,890,000 | 227 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $598,746,000 | 242 |
| U.S. Government securities | $543,547,000 | 195 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $543,547,000 | 184 |
| Securities issued by states & political subdivisions | $5,042,000 | 2,844 |
| Other domestic debt securities | $49,847,000 | 317 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $49,847,000 | 202 |
| Foreign debt securities | NA | NA |
| Equity securities | $310,000 | 1,761 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $383,000 | 6,495 |
| Certificates of participation in pools of residential mortgages | $383,000 | 5,880 |
| Issued or guaranteed by U.S. | $383,000 | 5,855 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $568,950,000 | 45 |
| Available-for-sale securities (fair market value) | $29,796,000 | 2,829 |
| Total debt securities | $598,436,000 | 236 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $565,071,000 | 238 |
| U.S. Government securities | $486,208,000 | 206 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $486,208,000 | 194 |
| Securities issued by states & political subdivisions | $3,856,000 | 3,271 |
| Other domestic debt securities | $74,659,000 | 213 |
| 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 | $74,659,000 | 143 |
| Foreign debt securities | NA | NA |
| Equity securities | $348,000 | 4,666 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $792,000 | 5,745 |
| Certificates of participation in pools of residential mortgages | $792,000 | 5,027 |
| Issued or guaranteed by U.S. | $792,000 | 5,013 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $539,619,000 | 65 |
| Available-for-sale securities (fair market value) | $25,452,000 | 3,163 |
| Total debt securities | $564,723,000 | 232 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $578,494,000 | 249 |
| U.S. Government securities | $515,739,000 | 215 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $515,739,000 | 196 |
| Securities issued by states & political subdivisions | $4,313,000 | 3,217 |
| Other domestic debt securities | $58,335,000 | 267 |
| 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 | $58,335,000 | 185 |
| Foreign debt securities | NA | NA |
| Equity securities | $107,000 | 6,671 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,324,000 | 5,563 |
| Certificates of participation in pools of residential mortgages | $1,324,000 | 4,721 |
| Issued or guaranteed by U.S. | $1,324,000 | 4,706 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $561,081,000 | 69 |
| Available-for-sale securities (fair market value) | $17,413,000 | 4,277 |
| Total debt securities | $578,387,000 | 243 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $544,987,000 | 267 |
| U.S. Government securities | $483,823,000 | 233 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $483,823,000 | 205 |
| Securities issued by states & political subdivisions | $4,207,000 | 3,283 |
| Other domestic debt securities | $56,957,000 | 242 |
| 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 | $56,957,000 | 152 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,180,000 | 5,189 |
| Certificates of participation in pools of residential mortgages | $2,109,000 | 4,305 |
| Issued or guaranteed by U.S. | $2,109,000 | 4,287 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $71,000 | 4,556 |
| CMOs issued by government agencies or sponsored agencies | $71,000 | 4,359 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $523,210,000 | 69 |
| Available-for-sale securities (fair market value) | $21,777,000 | 3,558 |
| Total debt securities | $544,987,000 | 257 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $420,396,000 | 338 |
| U.S. Government securities | $357,375,000 | 330 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $357,375,000 | 274 |
| Securities issued by states & political subdivisions | $2,627,000 | 4,098 |
| Other domestic debt securities | $60,394,000 | 180 |
| 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 | $60,394,000 | 100 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $23,815,000 | 1,481 |
| Certificates of participation in pools of residential mortgages | $3,046,000 | 3,714 |
| Issued or guaranteed by U.S. | $3,046,000 | 3,700 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $20,769,000 | 672 |
| CMOs issued by government agencies or sponsored agencies | $20,769,000 | 630 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $394,274,000 | 99 |
| Available-for-sale securities (fair market value) | $26,122,000 | 2,944 |
| Total debt securities | $420,396,000 | 330 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $427,671,000 | 345 |
| U.S. Government securities | $375,419,000 | 327 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $375,419,000 | 268 |
| Securities issued by states & political subdivisions | $2,724,000 | 4,159 |
| Other domestic debt securities | $49,818,000 | 207 |
| 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 | $49,818,000 | 109 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $290,000 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 312 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $69,954,000 | 739 |
| Certificates of participation in pools of residential mortgages | $4,393,000 | 3,441 |
| Issued or guaranteed by U.S. | $4,393,000 | 3,421 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $65,561,000 | 340 |
| CMOs issued by government agencies or sponsored agencies | $65,561,000 | 313 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $375,094,000 | 127 |
| Available-for-sale securities (fair market value) | $52,577,000 | 1,551 |
| Total debt securities | $427,961,000 | 339 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $290,000 | 198 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $471,058,000 | 335 |
| U.S. Government securities | $420,529,000 | 313 |
| U.S. Treasury securities | $59,466,000 | 469 |
| U.S. Government agency obligations | $361,063,000 | 278 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $50,529,000 | 235 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $50,529,000 | 127 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 335 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $126,822,000 | 523 |
| Certificates of participation in pools of residential mortgages | $5,448,000 | 3,144 |
| Issued or guaranteed by U.S. | $5,448,000 | 3,119 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $121,374,000 | 246 |
| CMOs issued by government agencies or sponsored agencies | $121,374,000 | 217 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $415,353,000 | 123 |
| Available-for-sale securities (fair market value) | $55,705,000 | 1,519 |
| Total debt securities | $471,058,000 | 326 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $551,315,000 | 314 |
| U.S. Government securities | $551,307,000 | 269 |
| U.S. Treasury securities | $81,880,000 | 417 |
| U.S. Government agency obligations | $469,427,000 | 224 |
| Securities issued by states & political subdivisions | $8,000 | 9,515 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $0 | 406 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $185,508,000 | 411 |
| Certificates of participation in pools of residential mortgages | $6,680,000 | 2,885 |
| Issued or guaranteed by U.S. | $6,680,000 | 2,875 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $178,828,000 | 207 |
| CMOs issued by government agencies or sponsored agencies | $178,828,000 | 190 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $540,392,000 | 205 |
| Available-for-sale securities (fair market value) | $10,923,000 | 4,493 |
| Total debt securities | $551,315,000 | 310 |
| 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 | $582,974,000 | 309 |
| U.S. Government securities | $586,229,000 | 259 |
| U.S. Treasury securities | $106,557,000 | 364 |
| U.S. Government agency obligations | $479,672,000 | 212 |
| Securities issued by states & political subdivisions | $9,000 | 9,802 |
| Other domestic debt securities | $4,536,000 | 1,485 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,536,000 | 1,116 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | $7,800,000 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 401 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $248,892,000 | 338 |
| Certificates of participation in pools of residential mortgages | $16,517,000 | 1,735 |
| Issued or guaranteed by U.S. | $16,517,000 | 1,710 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $232,375,000 | 172 |
| CMOs issued by government agencies or sponsored agencies | $232,375,000 | 156 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $590,774,000 | 305 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $7,800,000 | 138 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $518,959,000 | 318 |
| U.S. Government securities | $501,919,000 | 267 |
| U.S. Treasury securities | $126,220,000 | 301 |
| U.S. Government agency obligations | $375,699,000 | 248 |
| Securities issued by states & political subdivisions | $1,659,000 | 5,455 |
| Other domestic debt securities | $16,609,000 | 711 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,609,000 | 479 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $1,228,000 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 574 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $103,138,000 | 647 |
| Certificates of participation in pools of residential mortgages | $103,138,000 | 418 |
| Issued or guaranteed by U.S. | $103,138,000 | 388 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $520,187,000 | 310 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $1,228,000 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |