Home > OceanFirst Bank > Securities
OceanFirst Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $1,911,675,000 | 149 |
| U.S. Government securities | $1,229,449,000 | 163 |
| U.S. Treasury securities | $41,067,000 | 546 |
| U.S. Government agency obligations | $1,188,382,000 | 146 |
| Securities issued by states & political subdivisions | $222,009,000 | 183 |
| Other domestic debt securities | $461,334,000 | 94 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $366,113,000 | 55 |
| Other domestic debt securities - All other | $74,537,000 | 122 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,154,974,000 | 132 |
| Mortgage-backed securities | $1,188,924,000 | 130 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $604,329,000 | 130 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $458,522,000 | 97 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $30,499,000 | 238 |
| Other commercial mortgage-backed securities | $95,574,000 | 126 |
| Held to maturity securities (book value) | $1,160,868,000 | 85 |
| Available-for-sale securities (fair market value) | $751,924,000 | 245 |
| Total debt securities | $1,912,791,000 | 147 |
| Structured notes | ||
| Amortized cost | $380,922,000 | 5 |
| Fair value | $366,504,000 | 5 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $1,641,040,000 | 174 |
| U.S. Government securities | $955,361,000 | 198 |
| U.S. Treasury securities | $39,613,000 | 586 |
| U.S. Government agency obligations | $915,748,000 | 182 |
| Securities issued by states & political subdivisions | $228,779,000 | 171 |
| Other domestic debt securities | $456,897,000 | 99 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $361,835,000 | 59 |
| Other domestic debt securities - All other | $74,302,000 | 124 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,091,118,000 | 135 |
| Mortgage-backed securities | $911,931,000 | 154 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $621,756,000 | 128 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $164,933,000 | 166 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $29,053,000 | 237 |
| Other commercial mortgage-backed securities | $96,189,000 | 125 |
| Held to maturity securities (book value) | $1,190,271,000 | 81 |
| Available-for-sale securities (fair market value) | $450,766,000 | 373 |
| Total debt securities | $1,641,038,000 | 170 |
| Structured notes | ||
| Amortized cost | $381,559,000 | 6 |
| Fair value | $357,919,000 | 6 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $1,677,881,000 | 174 |
| U.S. Government securities | $1,050,185,000 | 185 |
| U.S. Treasury securities | $40,077,000 | 592 |
| U.S. Government agency obligations | $1,010,108,000 | 175 |
| Securities issued by states & political subdivisions | $249,515,000 | 163 |
| Other domestic debt securities | $372,220,000 | 113 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $289,219,000 | 65 |
| Other domestic debt securities - All other | $57,715,000 | 158 |
| 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 | $96,952,000 | 898 |
| Mortgage-backed securities | $983,597,000 | 149 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $642,102,000 | 126 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $200,327,000 | 140 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $96,275,000 | 109 |
| Other commercial mortgage-backed securities | $44,893,000 | 196 |
| Held to maturity securities (book value) | $1,223,471,000 | 80 |
| Available-for-sale securities (fair market value) | $448,449,000 | 387 |
| Total debt securities | $1,671,920,000 | 170 |
| Structured notes | ||
| Amortized cost | $300,594,000 | 7 |
| Fair value | $289,270,000 | 7 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $1,697,497,000 | 182 |
| U.S. Government securities | $1,070,955,000 | 191 |
| U.S. Treasury securities | $40,780,000 | 625 |
| U.S. Government agency obligations | $1,030,175,000 | 172 |
| Securities issued by states & political subdivisions | $254,311,000 | 169 |
| Other domestic debt securities | $369,553,000 | 119 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $286,142,000 | 69 |
| Other domestic debt securities - All other | $58,120,000 | 168 |
| 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 | $1,197,527,000 | 122 |
| Mortgage-backed securities | $1,005,372,000 | 154 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $654,584,000 | 131 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $206,955,000 | 147 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $98,135,000 | 113 |
| Other commercial mortgage-backed securities | $45,698,000 | 206 |
| Held to maturity securities (book value) | $1,246,467,000 | 80 |
| Available-for-sale securities (fair market value) | $448,352,000 | 413 |
| Total debt securities | $1,694,820,000 | 179 |
| Structured notes | ||
| Amortized cost | $300,590,000 | 7 |
| Fair value | $286,184,000 | 6 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $1,683,307,000 | 189 |
| U.S. Government securities | $1,051,232,000 | 200 |
| U.S. Treasury securities | $39,976,000 | 673 |
| U.S. Government agency obligations | $1,011,256,000 | 176 |
| Securities issued by states & political subdivisions | $258,249,000 | 174 |
| Other domestic debt securities | $365,235,000 | 121 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $281,962,000 | 66 |
| Other domestic debt securities - All other | $57,962,000 | 175 |
| Foreign debt securities | $2,000,000 | 143 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,017,606,000 | 110 |
| Mortgage-backed securities | $971,443,000 | 164 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $640,985,000 | 137 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $188,073,000 | 164 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $96,434,000 | 113 |
| Other commercial mortgage-backed securities | $45,951,000 | 210 |
| Held to maturity securities (book value) | $1,222,267,000 | 86 |
| Available-for-sale securities (fair market value) | $454,449,000 | 414 |
| Total debt securities | $1,676,715,000 | 187 |
| Structured notes | ||
| Amortized cost | $301,312,000 | 8 |
| Fair value | $282,357,000 | 7 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $1,500,034,000 | 206 |
| U.S. Government securities | $869,778,000 | 228 |
| U.S. Treasury securities | $39,606,000 | 681 |
| U.S. Government agency obligations | $830,172,000 | 206 |
| Securities issued by states & political subdivisions | $261,614,000 | 174 |
| Other domestic debt securities | $363,094,000 | 116 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $280,080,000 | 58 |
| Other domestic debt securities - All other | $56,041,000 | 185 |
| Foreign debt securities | $2,000,000 | 142 |
| 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 | $866,508,000 | 128 |
| Mortgage-backed securities | $796,823,000 | 192 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $599,275,000 | 149 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $53,055,000 | 402 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $95,806,000 | 116 |
| Other commercial mortgage-backed securities | $48,687,000 | 224 |
| Held to maturity securities (book value) | $1,028,946,000 | 97 |
| Available-for-sale securities (fair market value) | $467,540,000 | 406 |
| Total debt securities | $1,496,486,000 | 203 |
| Structured notes | ||
| Amortized cost | $301,434,000 | 8 |
| Fair value | $280,482,000 | 7 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $1,577,373,000 | 203 |
| U.S. Government securities | $930,639,000 | 225 |
| U.S. Treasury securities | $41,474,000 | 632 |
| U.S. Government agency obligations | $889,165,000 | 206 |
| Securities issued by states & political subdivisions | $266,473,000 | 178 |
| Other domestic debt securities | $375,554,000 | 104 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $284,176,000 | 40 |
| Other domestic debt securities - All other | $59,372,000 | 181 |
| Foreign debt securities | $2,000,000 | 142 |
| 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 | $960,409,000 | 118 |
| Mortgage-backed securities | $834,895,000 | 191 |
| Certificates of participation in pools of residential mortgages | $619,799,000 | 150 |
| Issued or guaranteed by U.S. | $619,799,000 | 148 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $57,717,000 | 419 |
| CMOs issued by government agencies or sponsored agencies | $57,717,000 | 382 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $157,379,000 | 178 |
| Commercial mortgage pass-through securities | $101,758,000 | 117 |
| Other commercial mortgage-backed securities | $55,621,000 | 231 |
| Held to maturity securities (book value) | $1,069,328,000 | 91 |
| Available-for-sale securities (fair market value) | $505,338,000 | 393 |
| Total debt securities | $1,574,667,000 | 201 |
| Structured notes | ||
| Amortized cost | $301,427,000 | 9 |
| Fair value | $284,591,000 | 9 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $1,660,150,000 | 195 |
| U.S. Government securities | $978,148,000 | 215 |
| U.S. Treasury securities | $42,683,000 | 540 |
| U.S. Government agency obligations | $935,465,000 | 199 |
| Securities issued by states & political subdivisions | $270,250,000 | 179 |
| Other domestic debt securities | $395,780,000 | 96 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $302,271,000 | 34 |
| Other domestic debt securities - All other | $61,452,000 | 169 |
| Foreign debt securities | $2,000,000 | 143 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,090,154,000 | 105 |
| Mortgage-backed securities | $865,187,000 | 190 |
| Certificates of participation in pools of residential mortgages | $640,658,000 | 152 |
| Issued or guaranteed by U.S. | $640,658,000 | 149 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $64,736,000 | 401 |
| CMOs issued by government agencies or sponsored agencies | $64,736,000 | 368 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $159,793,000 | 177 |
| Commercial mortgage pass-through securities | $102,556,000 | 118 |
| Other commercial mortgage-backed securities | $57,237,000 | 234 |
| Held to maturity securities (book value) | $1,100,894,000 | 79 |
| Available-for-sale securities (fair market value) | $545,284,000 | 375 |
| Total debt securities | $1,646,178,000 | 195 |
| Structured notes | ||
| Amortized cost | $307,571,000 | 7 |
| Fair value | $302,818,000 | 7 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $1,726,096,000 | 189 |
| U.S. Government securities | $1,026,299,000 | 197 |
| U.S. Treasury securities | $45,274,000 | 383 |
| U.S. Government agency obligations | $981,025,000 | 191 |
| Securities issued by states & political subdivisions | $279,389,000 | 180 |
| Other domestic debt securities | $401,026,000 | 87 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $303,813,000 | 31 |
| Other domestic debt securities - All other | $65,106,000 | 153 |
| Foreign debt securities | $2,000,000 | 138 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,137,722,000 | 103 |
| Mortgage-backed securities | $888,799,000 | 186 |
| Certificates of participation in pools of residential mortgages | $655,135,000 | 149 |
| Issued or guaranteed by U.S. | $655,135,000 | 147 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $73,500,000 | 362 |
| CMOs issued by government agencies or sponsored agencies | $73,500,000 | 336 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $160,164,000 | 180 |
| Commercial mortgage pass-through securities | $100,276,000 | 123 |
| Other commercial mortgage-backed securities | $59,888,000 | 229 |
| Held to maturity securities (book value) | $1,140,660,000 | 68 |
| Available-for-sale securities (fair market value) | $568,054,000 | 360 |
| Total debt securities | $1,708,714,000 | 185 |
| Structured notes | ||
| Amortized cost | $305,262,000 | 7 |
| Fair value | $304,600,000 | 7 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $1,454,033,000 | 203 |
| U.S. Government securities | $898,480,000 | 213 |
| U.S. Treasury securities | $15,810,000 | 654 |
| U.S. Government agency obligations | $882,670,000 | 200 |
| Securities issued by states & political subdivisions | $290,226,000 | 163 |
| Other domestic debt securities | $250,400,000 | 114 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $152,457,000 | 38 |
| Other domestic debt securities - All other | $65,783,000 | 142 |
| Foreign debt securities | $2,000,000 | 134 |
| 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 | $993,036,000 | 106 |
| Mortgage-backed securities | $791,781,000 | 196 |
| Certificates of participation in pools of residential mortgages | $627,323,000 | 145 |
| Issued or guaranteed by U.S. | $627,323,000 | 145 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $83,127,000 | 339 |
| CMOs issued by government agencies or sponsored agencies | $83,127,000 | 313 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $81,331,000 | 265 |
| Commercial mortgage pass-through securities | $16,898,000 | 349 |
| Other commercial mortgage-backed securities | $64,433,000 | 215 |
| Held to maturity securities (book value) | $1,126,886,000 | 60 |
| Available-for-sale securities (fair market value) | $314,220,000 | 592 |
| Total debt securities | $1,441,105,000 | 200 |
| Structured notes | ||
| Amortized cost | $152,829,000 | 11 |
| Fair value | $153,357,000 | 11 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $1,426,796,000 | 192 |
| U.S. Government securities | $891,615,000 | 208 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $891,615,000 | 193 |
| Securities issued by states & political subdivisions | $299,343,000 | 148 |
| Other domestic debt securities | $204,315,000 | 123 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $104,936,000 | 37 |
| Other domestic debt securities - All other | $67,164,000 | 137 |
| Foreign debt securities | $2,000,000 | 127 |
| 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 | $987,234,000 | 107 |
| Mortgage-backed securities | $773,025,000 | 191 |
| Certificates of participation in pools of residential mortgages | $609,284,000 | 143 |
| Issued or guaranteed by U.S. | $609,284,000 | 141 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $95,757,000 | 296 |
| CMOs issued by government agencies or sponsored agencies | $95,757,000 | 275 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $67,984,000 | 281 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $67,984,000 | 200 |
| Held to maturity securities (book value) | $1,148,344,000 | 53 |
| Available-for-sale securities (fair market value) | $248,929,000 | 710 |
| Total debt securities | $1,397,274,000 | 196 |
| Structured notes | ||
| Amortized cost | $104,880,000 | 12 |
| Fair value | $105,691,000 | 11 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $1,420,007,000 | 185 |
| U.S. Government securities | $875,215,000 | 198 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $875,215,000 | 186 |
| Securities issued by states & political subdivisions | $276,179,000 | 157 |
| Other domestic debt securities | $198,762,000 | 116 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $103,470,000 | 33 |
| Other domestic debt securities - All other | $63,023,000 | 132 |
| Foreign debt securities | $2,000,000 | 129 |
| 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 | $518,974,000 | 169 |
| Mortgage-backed securities | $730,795,000 | 193 |
| Certificates of participation in pools of residential mortgages | $544,458,000 | 141 |
| Issued or guaranteed by U.S. | $544,458,000 | 141 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $111,743,000 | 258 |
| CMOs issued by government agencies or sponsored agencies | $111,743,000 | 237 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $74,594,000 | 256 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $74,594,000 | 175 |
| Held to maturity securities (book value) | $1,084,045,000 | 53 |
| Available-for-sale securities (fair market value) | $268,111,000 | 611 |
| Total debt securities | $1,352,154,000 | 189 |
| Structured notes | ||
| Amortized cost | $103,413,000 | 11 |
| Fair value | $104,241,000 | 11 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $1,167,442,000 | 202 |
| U.S. Government securities | $775,983,000 | 204 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $775,983,000 | 191 |
| Securities issued by states & political subdivisions | $238,403,000 | 177 |
| Other domestic debt securities | $107,883,000 | 175 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $16,584,000 | 60 |
| Other domestic debt securities - All other | $58,978,000 | 135 |
| 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 | $431,252,000 | 194 |
| Mortgage-backed securities | $625,970,000 | 201 |
| Certificates of participation in pools of residential mortgages | $420,877,000 | 163 |
| Issued or guaranteed by U.S. | $420,877,000 | 161 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $126,697,000 | 240 |
| CMOs issued by government agencies or sponsored agencies | $126,697,000 | 225 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $78,396,000 | 230 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $78,396,000 | 158 |
| Held to maturity securities (book value) | $938,967,000 | 58 |
| Available-for-sale securities (fair market value) | $183,302,000 | 784 |
| Total debt securities | $1,122,266,000 | 207 |
| Structured notes | ||
| Amortized cost | $16,587,000 | 31 |
| Fair value | $17,189,000 | 31 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $1,052,235,000 | 212 |
| U.S. Government securities | $702,879,000 | 212 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $702,879,000 | 202 |
| Securities issued by states & political subdivisions | $217,266,000 | 176 |
| Other domestic debt securities | $119,010,000 | 157 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $10,390,000 | 63 |
| Other domestic debt securities - All other | $58,875,000 | 130 |
| 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 | $456,577,000 | 183 |
| Mortgage-backed securities | $579,565,000 | 199 |
| Certificates of participation in pools of residential mortgages | $331,334,000 | 180 |
| Issued or guaranteed by U.S. | $331,334,000 | 178 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $144,414,000 | 214 |
| CMOs issued by government agencies or sponsored agencies | $144,414,000 | 199 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $103,817,000 | 190 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $103,817,000 | 137 |
| Held to maturity securities (book value) | $874,082,000 | 55 |
| Available-for-sale securities (fair market value) | $165,073,000 | 798 |
| Total debt securities | $1,039,154,000 | 209 |
| Structured notes | ||
| Amortized cost | $10,390,000 | 34 |
| Fair value | $10,880,000 | 33 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $1,028,429,000 | 205 |
| U.S. Government securities | $663,174,000 | 209 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $663,174,000 | 199 |
| Securities issued by states & political subdivisions | $229,447,000 | 150 |
| Other domestic debt securities | $122,965,000 | 155 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $10,364,000 | 66 |
| Other domestic debt securities - All other | $62,776,000 | 127 |
| 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 | $493,896,000 | 177 |
| Mortgage-backed securities | $558,444,000 | 200 |
| Certificates of participation in pools of residential mortgages | $286,814,000 | 188 |
| Issued or guaranteed by U.S. | $286,814,000 | 186 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $161,917,000 | 197 |
| CMOs issued by government agencies or sponsored agencies | $161,917,000 | 182 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $109,713,000 | 190 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $109,713,000 | 140 |
| Held to maturity securities (book value) | $870,406,000 | 55 |
| Available-for-sale securities (fair market value) | $145,180,000 | 874 |
| Total debt securities | $1,015,586,000 | 201 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $1,089,993,000 | 187 |
| U.S. Government securities | $709,409,000 | 202 |
| U.S. Treasury securities | $1,001,000 | 1,095 |
| U.S. Government agency obligations | $708,408,000 | 193 |
| Securities issued by states & political subdivisions | $232,191,000 | 132 |
| Other domestic debt securities | $128,921,000 | 147 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $10,344,000 | 66 |
| Other domestic debt securities - All other | $68,673,000 | 106 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $452,715,000 | 182 |
| Mortgage-backed securities | $593,659,000 | 192 |
| Certificates of participation in pools of residential mortgages | $295,931,000 | 184 |
| Issued or guaranteed by U.S. | $295,931,000 | 183 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $182,127,000 | 181 |
| CMOs issued by government agencies or sponsored agencies | $182,127,000 | 175 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $115,601,000 | 186 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $115,601,000 | 132 |
| Held to maturity securities (book value) | $916,784,000 | 55 |
| Available-for-sale securities (fair market value) | $153,737,000 | 810 |
| Total debt securities | $1,070,521,000 | 188 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $933,398,000 | 209 |
| U.S. Government securities | $719,222,000 | 205 |
| U.S. Treasury securities | $999,000 | 1,136 |
| U.S. Government agency obligations | $718,223,000 | 191 |
| Securities issued by states & political subdivisions | $124,450,000 | 233 |
| Other domestic debt securities | $75,161,000 | 197 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $10,322,000 | 67 |
| Other domestic debt securities - All other | $64,839,000 | 109 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $474,927,000 | 161 |
| Mortgage-backed securities | $561,862,000 | 203 |
| Certificates of participation in pools of residential mortgages | $300,285,000 | 175 |
| Issued or guaranteed by U.S. | $300,285,000 | 175 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $192,730,000 | 181 |
| CMOs issued by government agencies or sponsored agencies | $192,730,000 | 174 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $68,847,000 | 237 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $68,847,000 | 170 |
| Held to maturity securities (book value) | $767,873,000 | 62 |
| Available-for-sale securities (fair market value) | $150,960,000 | 805 |
| Total debt securities | $918,833,000 | 207 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $964,122,000 | 204 |
| U.S. Government securities | $733,136,000 | 196 |
| U.S. Treasury securities | $997,000 | 1,189 |
| U.S. Government agency obligations | $732,139,000 | 187 |
| Securities issued by states & political subdivisions | $135,873,000 | 209 |
| Other domestic debt securities | $76,551,000 | 197 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $10,321,000 | 67 |
| Other domestic debt securities - All other | $66,230,000 | 102 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $488,686,000 | 154 |
| Mortgage-backed securities | $594,796,000 | 191 |
| Certificates of participation in pools of residential mortgages | $316,831,000 | 161 |
| Issued or guaranteed by U.S. | $316,831,000 | 161 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $206,127,000 | 168 |
| CMOs issued by government agencies or sponsored agencies | $206,127,000 | 163 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $71,838,000 | 231 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $71,838,000 | 162 |
| Held to maturity securities (book value) | $818,252,000 | 66 |
| Available-for-sale securities (fair market value) | $127,308,000 | 925 |
| Total debt securities | $945,561,000 | 200 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $997,763,000 | 198 |
| U.S. Government securities | $759,589,000 | 193 |
| U.S. Treasury securities | $995,000 | 1,226 |
| U.S. Government agency obligations | $758,594,000 | 186 |
| Securities issued by states & political subdivisions | $148,446,000 | 191 |
| Other domestic debt securities | $78,413,000 | 177 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $10,300,000 | 64 |
| Other domestic debt securities - All other | $68,113,000 | 94 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $512,093,000 | 151 |
| Mortgage-backed securities | $626,262,000 | 184 |
| Certificates of participation in pools of residential mortgages | $333,171,000 | 161 |
| Issued or guaranteed by U.S. | $333,171,000 | 161 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $218,507,000 | 166 |
| CMOs issued by government agencies or sponsored agencies | $218,507,000 | 161 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $74,584,000 | 225 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $74,584,000 | 154 |
| Held to maturity securities (book value) | $862,838,000 | 63 |
| Available-for-sale securities (fair market value) | $123,610,000 | 950 |
| Total debt securities | $986,449,000 | 195 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $1,038,287,000 | 190 |
| U.S. Government securities | $793,795,000 | 188 |
| U.S. Treasury securities | $989,000 | 1,248 |
| U.S. Government agency obligations | $792,806,000 | 179 |
| Securities issued by states & political subdivisions | $149,547,000 | 197 |
| Other domestic debt securities | $78,830,000 | 169 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $10,838,000 | 57 |
| Other domestic debt securities - All other | $67,992,000 | 94 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $560,221,000 | 144 |
| Mortgage-backed securities | $656,728,000 | 178 |
| Certificates of participation in pools of residential mortgages | $349,197,000 | 151 |
| Issued or guaranteed by U.S. | $349,197,000 | 151 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $230,240,000 | 161 |
| CMOs issued by government agencies or sponsored agencies | $230,240,000 | 157 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $77,291,000 | 202 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $77,291,000 | 139 |
| Held to maturity securities (book value) | $899,614,000 | 63 |
| Available-for-sale securities (fair market value) | $122,558,000 | 966 |
| Total debt securities | $1,022,172,000 | 188 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $965,196,000 | 201 |
| U.S. Government securities | $760,817,000 | 190 |
| U.S. Treasury securities | $985,000 | 1,237 |
| U.S. Government agency obligations | $759,832,000 | 179 |
| Securities issued by states & political subdivisions | $123,978,000 | 249 |
| Other domestic debt securities | $61,732,000 | 191 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $10,816,000 | 53 |
| Other domestic debt securities - All other | $50,916,000 | 118 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $563,142,000 | 142 |
| Mortgage-backed securities | $642,590,000 | 177 |
| Certificates of participation in pools of residential mortgages | $320,975,000 | 159 |
| Issued or guaranteed by U.S. | $320,975,000 | 159 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $241,220,000 | 154 |
| CMOs issued by government agencies or sponsored agencies | $241,220,000 | 150 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $80,395,000 | 197 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $80,395,000 | 135 |
| Held to maturity securities (book value) | $845,810,000 | 65 |
| Available-for-sale securities (fair market value) | $100,717,000 | 1,165 |
| Total debt securities | $946,527,000 | 197 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $999,936,000 | 192 |
| U.S. Government securities | $788,001,000 | 185 |
| U.S. Treasury securities | $978,000 | 1,231 |
| U.S. Government agency obligations | $787,023,000 | 175 |
| Securities issued by states & political subdivisions | $134,978,000 | 237 |
| Other domestic debt securities | $59,576,000 | 189 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $10,794,000 | 55 |
| Other domestic debt securities - All other | $48,782,000 | 129 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $578,465,000 | 143 |
| Mortgage-backed securities | $670,028,000 | 171 |
| Certificates of participation in pools of residential mortgages | $334,028,000 | 155 |
| Issued or guaranteed by U.S. | $334,028,000 | 154 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $252,979,000 | 147 |
| CMOs issued by government agencies or sponsored agencies | $252,979,000 | 141 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $83,021,000 | 183 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $83,021,000 | 123 |
| Held to maturity securities (book value) | $882,540,000 | 64 |
| Available-for-sale securities (fair market value) | $100,015,000 | 1,161 |
| Total debt securities | $982,554,000 | 189 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $1,045,407,000 | 190 |
| U.S. Government securities | $820,682,000 | 182 |
| U.S. Treasury securities | $980,000 | 1,187 |
| U.S. Government agency obligations | $819,702,000 | 167 |
| Securities issued by states & political subdivisions | $140,025,000 | 228 |
| Other domestic debt securities | $61,419,000 | 195 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $10,772,000 | 57 |
| Other domestic debt securities - All other | $50,647,000 | 123 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $605,008,000 | 137 |
| Mortgage-backed securities | $701,929,000 | 166 |
| Certificates of participation in pools of residential mortgages | $349,127,000 | 153 |
| Issued or guaranteed by U.S. | $349,127,000 | 152 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $267,335,000 | 141 |
| CMOs issued by government agencies or sponsored agencies | $267,335,000 | 136 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $85,467,000 | 171 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $85,467,000 | 120 |
| Held to maturity securities (book value) | $921,756,000 | 64 |
| Available-for-sale securities (fair market value) | $100,370,000 | 1,183 |
| Total debt securities | $1,022,126,000 | 188 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $1,080,537,000 | 182 |
| U.S. Government securities | $840,647,000 | 176 |
| U.S. Treasury securities | $3,478,000 | 744 |
| U.S. Government agency obligations | $837,169,000 | 164 |
| Securities issued by states & political subdivisions | $149,041,000 | 212 |
| Other domestic debt securities | $78,283,000 | 159 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $10,751,000 | 57 |
| Other domestic debt securities - All other | $67,532,000 | 91 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $641,324,000 | 132 |
| Mortgage-backed securities | $736,034,000 | 162 |
| Certificates of participation in pools of residential mortgages | $363,499,000 | 152 |
| Issued or guaranteed by U.S. | $363,499,000 | 150 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $284,336,000 | 138 |
| CMOs issued by government agencies or sponsored agencies | $284,336,000 | 134 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $88,199,000 | 163 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $88,199,000 | 117 |
| Held to maturity securities (book value) | $981,857,000 | 62 |
| Available-for-sale securities (fair market value) | $86,114,000 | 1,356 |
| Total debt securities | $1,067,972,000 | 182 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $853,552,000 | 209 |
| U.S. Government securities | $626,366,000 | 207 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $626,366,000 | 198 |
| Securities issued by states & political subdivisions | $149,942,000 | 217 |
| Other domestic debt securities | $68,334,000 | 177 |
| 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 | $68,334,000 | 94 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $8,910,000 | 159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $642,486,000 | 131 |
| Mortgage-backed securities | $523,975,000 | 201 |
| Certificates of participation in pools of residential mortgages | $339,402,000 | 157 |
| Issued or guaranteed by U.S. | $339,402,000 | 155 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $184,573,000 | 173 |
| CMOs issued by government agencies or sponsored agencies | $184,573,000 | 167 |
| 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) | $763,062,000 | 69 |
| Available-for-sale securities (fair market value) | $90,490,000 | 1,319 |
| Total debt securities | $844,642,000 | 205 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $809,223,000 | 219 |
| U.S. Government securities | $589,826,000 | 216 |
| U.S. Treasury securities | $32,000 | 1,306 |
| U.S. Government agency obligations | $589,794,000 | 206 |
| Securities issued by states & political subdivisions | $142,150,000 | 228 |
| Other domestic debt securities | $68,139,000 | 169 |
| 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 | $68,139,000 | 94 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $9,108,000 | 160 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $655,192,000 | 133 |
| Mortgage-backed securities | $507,727,000 | 205 |
| Certificates of participation in pools of residential mortgages | $313,637,000 | 164 |
| Issued or guaranteed by U.S. | $313,637,000 | 162 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $194,090,000 | 165 |
| CMOs issued by government agencies or sponsored agencies | $194,090,000 | 159 |
| 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) | $732,982,000 | 71 |
| Available-for-sale securities (fair market value) | $76,241,000 | 1,545 |
| Total debt securities | $800,114,000 | 215 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $785,162,000 | 224 |
| U.S. Government securities | $590,547,000 | 219 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $590,547,000 | 210 |
| Securities issued by states & political subdivisions | $114,103,000 | 314 |
| Other domestic debt securities | $67,942,000 | 166 |
| 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 | $67,942,000 | 94 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $12,570,000 | 120 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $655,790,000 | 129 |
| Mortgage-backed securities | $513,429,000 | 206 |
| Certificates of participation in pools of residential mortgages | $306,980,000 | 167 |
| Issued or guaranteed by U.S. | $306,980,000 | 165 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $206,449,000 | 162 |
| CMOs issued by government agencies or sponsored agencies | $206,449,000 | 153 |
| 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) | $710,438,000 | 72 |
| Available-for-sale securities (fair market value) | $74,724,000 | 1,614 |
| Total debt securities | $772,592,000 | 222 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $758,696,000 | 231 |
| U.S. Government securities | $584,737,000 | 219 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $584,737,000 | 211 |
| Securities issued by states & political subdivisions | $80,969,000 | 452 |
| Other domestic debt securities | $67,744,000 | 171 |
| 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 | $67,744,000 | 100 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $25,246,000 | 62 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $593,508,000 | 146 |
| Mortgage-backed securities | $517,676,000 | 203 |
| Certificates of participation in pools of residential mortgages | $300,273,000 | 169 |
| Issued or guaranteed by U.S. | $300,273,000 | 166 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $217,403,000 | 157 |
| CMOs issued by government agencies or sponsored agencies | $217,403,000 | 145 |
| 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) | $686,346,000 | 76 |
| Available-for-sale securities (fair market value) | $72,350,000 | 1,652 |
| Total debt securities | $733,450,000 | 234 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $609,883,000 | 267 |
| U.S. Government securities | $493,657,000 | 241 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $493,657,000 | 231 |
| Securities issued by states & political subdivisions | $39,128,000 | 1,040 |
| Other domestic debt securities | $68,547,000 | 166 |
| 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 | $68,547,000 | 99 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $8,551,000 | 166 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $501,579,000 | 157 |
| Mortgage-backed securities | $461,478,000 | 215 |
| Certificates of participation in pools of residential mortgages | $231,717,000 | 216 |
| Issued or guaranteed by U.S. | $231,717,000 | 215 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $229,761,000 | 149 |
| CMOs issued by government agencies or sponsored agencies | $229,761,000 | 136 |
| 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) | $589,108,000 | 87 |
| Available-for-sale securities (fair market value) | $20,775,000 | 3,502 |
| Total debt securities | $601,332,000 | 263 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $472,139,000 | 323 |
| U.S. Government securities | $359,825,000 | 306 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $359,825,000 | 291 |
| Securities issued by states & political subdivisions | $36,169,000 | 1,122 |
| Other domestic debt securities | $67,414,000 | 172 |
| 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 | $67,414,000 | 103 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $8,731,000 | 162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $256,084,000 | 272 |
| Mortgage-backed securities | $332,373,000 | 256 |
| Certificates of participation in pools of residential mortgages | $172,379,000 | 261 |
| Issued or guaranteed by U.S. | $172,379,000 | 260 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $159,994,000 | 198 |
| CMOs issued by government agencies or sponsored agencies | $159,994,000 | 183 |
| 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) | $460,908,000 | 101 |
| Available-for-sale securities (fair market value) | $11,231,000 | 4,247 |
| Total debt securities | $463,412,000 | 327 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $525,230,000 | 296 |
| U.S. Government securities | $411,074,000 | 271 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $411,074,000 | 259 |
| Securities issued by states & political subdivisions | $38,163,000 | 1,062 |
| Other domestic debt securities | $67,225,000 | 173 |
| 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 | $67,225,000 | 104 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $8,768,000 | 162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,460,000 | 279 |
| Mortgage-backed securities | $353,604,000 | 249 |
| Certificates of participation in pools of residential mortgages | $180,177,000 | 258 |
| Issued or guaranteed by U.S. | $180,177,000 | 257 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $173,427,000 | 191 |
| CMOs issued by government agencies or sponsored agencies | $173,427,000 | 177 |
| 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) | $503,955,000 | 95 |
| Available-for-sale securities (fair market value) | $21,275,000 | 3,530 |
| Total debt securities | $516,461,000 | 294 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $404,701,000 | 390 |
| U.S. Government securities | $345,726,000 | 324 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $345,726,000 | 307 |
| Securities issued by states & political subdivisions | $12,101,000 | 2,545 |
| Other domestic debt securities | $46,874,000 | 226 |
| 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 | $46,874,000 | 147 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $384,369,000 | 197 |
| Mortgage-backed securities | $265,625,000 | 297 |
| Certificates of participation in pools of residential mortgages | $165,655,000 | 277 |
| Issued or guaranteed by U.S. | $165,655,000 | 276 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $99,970,000 | 277 |
| CMOs issued by government agencies or sponsored agencies | $99,970,000 | 260 |
| 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) | $374,616,000 | 112 |
| Available-for-sale securities (fair market value) | $30,085,000 | 3,053 |
| Total debt securities | $404,701,000 | 380 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $423,715,000 | 373 |
| U.S. Government securities | $363,781,000 | 307 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $363,781,000 | 293 |
| Securities issued by states & political subdivisions | $13,267,000 | 2,445 |
| Other domestic debt securities | $46,667,000 | 228 |
| 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 | $46,667,000 | 145 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $401,164,000 | 190 |
| Mortgage-backed securities | $278,795,000 | 289 |
| Certificates of participation in pools of residential mortgages | $173,751,000 | 264 |
| Issued or guaranteed by U.S. | $173,751,000 | 262 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $105,044,000 | 271 |
| CMOs issued by government agencies or sponsored agencies | $105,044,000 | 254 |
| 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) | $393,813,000 | 111 |
| Available-for-sale securities (fair market value) | $29,902,000 | 3,083 |
| Total debt securities | $423,715,000 | 368 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $423,040,000 | 365 |
| U.S. Government securities | $368,256,000 | 306 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $368,256,000 | 289 |
| Securities issued by states & political subdivisions | $8,322,000 | 3,061 |
| Other domestic debt securities | $46,462,000 | 223 |
| 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 | $46,462,000 | 145 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $403,851,000 | 185 |
| Mortgage-backed securities | $282,934,000 | 288 |
| Certificates of participation in pools of residential mortgages | $172,286,000 | 260 |
| Issued or guaranteed by U.S. | $172,286,000 | 259 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $110,648,000 | 264 |
| CMOs issued by government agencies or sponsored agencies | $110,648,000 | 245 |
| 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) | $392,932,000 | 110 |
| Available-for-sale securities (fair market value) | $30,108,000 | 3,118 |
| Total debt securities | $423,040,000 | 360 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $444,655,000 | 350 |
| U.S. Government securities | $387,491,000 | 294 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $387,491,000 | 281 |
| Securities issued by states & political subdivisions | $10,909,000 | 2,725 |
| Other domestic debt securities | $46,255,000 | 225 |
| 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 | $46,255,000 | 144 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $416,595,000 | 171 |
| Mortgage-backed securities | $292,144,000 | 277 |
| Certificates of participation in pools of residential mortgages | $175,108,000 | 256 |
| Issued or guaranteed by U.S. | $175,108,000 | 255 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $117,036,000 | 259 |
| CMOs issued by government agencies or sponsored agencies | $117,036,000 | 242 |
| 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) | $414,625,000 | 102 |
| Available-for-sale securities (fair market value) | $30,030,000 | 3,171 |
| Total debt securities | $444,653,000 | 344 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $472,848,000 | 326 |
| U.S. Government securities | $414,494,000 | 278 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $414,494,000 | 266 |
| Securities issued by states & political subdivisions | $12,307,000 | 2,544 |
| Other domestic debt securities | $46,047,000 | 225 |
| 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 | $46,047,000 | 144 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $407,517,000 | 179 |
| Mortgage-backed securities | $308,490,000 | 268 |
| Certificates of participation in pools of residential mortgages | $185,102,000 | 246 |
| Issued or guaranteed by U.S. | $185,102,000 | 244 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $123,388,000 | 252 |
| CMOs issued by government agencies or sponsored agencies | $123,388,000 | 237 |
| 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) | $442,829,000 | 97 |
| Available-for-sale securities (fair market value) | $30,019,000 | 3,216 |
| Total debt securities | $472,848,000 | 318 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $489,219,000 | 312 |
| U.S. Government securities | $429,621,000 | 268 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $429,621,000 | 258 |
| Securities issued by states & political subdivisions | $13,759,000 | 2,403 |
| Other domestic debt securities | $45,839,000 | 222 |
| 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 | $45,839,000 | 142 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $431,342,000 | 168 |
| Mortgage-backed securities | $323,625,000 | 266 |
| Certificates of participation in pools of residential mortgages | $194,512,000 | 235 |
| Issued or guaranteed by U.S. | $194,512,000 | 234 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $129,113,000 | 245 |
| CMOs issued by government agencies or sponsored agencies | $129,113,000 | 234 |
| 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) | $469,416,000 | 95 |
| Available-for-sale securities (fair market value) | $19,803,000 | 3,936 |
| Total debt securities | $489,219,000 | 303 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $506,803,000 | 299 |
| U.S. Government securities | $445,367,000 | 254 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $445,367,000 | 248 |
| Securities issued by states & political subdivisions | $15,807,000 | 2,191 |
| Other domestic debt securities | $45,629,000 | 215 |
| 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 | $45,629,000 | 144 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $440,981,000 | 163 |
| Mortgage-backed securities | $338,954,000 | 262 |
| Certificates of participation in pools of residential mortgages | $204,023,000 | 220 |
| Issued or guaranteed by U.S. | $204,023,000 | 219 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $134,931,000 | 245 |
| CMOs issued by government agencies or sponsored agencies | $134,931,000 | 235 |
| 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) | $486,819,000 | 87 |
| Available-for-sale securities (fair market value) | $19,984,000 | 4,009 |
| Total debt securities | $506,804,000 | 294 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $503,483,000 | 298 |
| U.S. Government securities | $440,854,000 | 261 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $440,854,000 | 255 |
| Securities issued by states & political subdivisions | $17,211,000 | 2,081 |
| Other domestic debt securities | $45,418,000 | 231 |
| 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 | $45,418,000 | 150 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $387,450,000 | 174 |
| Mortgage-backed securities | $329,098,000 | 266 |
| Certificates of participation in pools of residential mortgages | $187,745,000 | 246 |
| Issued or guaranteed by U.S. | $187,745,000 | 245 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $141,353,000 | 235 |
| CMOs issued by government agencies or sponsored agencies | $141,353,000 | 222 |
| 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) | $478,389,000 | 88 |
| Available-for-sale securities (fair market value) | $25,094,000 | 3,670 |
| Total debt securities | $503,482,000 | 291 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $526,292,000 | 286 |
| U.S. Government securities | $460,364,000 | 249 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $460,364,000 | 241 |
| Securities issued by states & political subdivisions | $20,722,000 | 1,793 |
| Other domestic debt securities | $45,206,000 | 241 |
| 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 | $45,206,000 | 155 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $400,668,000 | 176 |
| Mortgage-backed securities | $343,283,000 | 256 |
| Certificates of participation in pools of residential mortgages | $196,054,000 | 244 |
| Issued or guaranteed by U.S. | $196,054,000 | 243 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $147,229,000 | 224 |
| CMOs issued by government agencies or sponsored agencies | $147,229,000 | 211 |
| 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) | $496,111,000 | 83 |
| Available-for-sale securities (fair market value) | $30,181,000 | 3,388 |
| Total debt securities | $526,291,000 | 277 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $530,887,000 | 281 |
| U.S. Government securities | $464,203,000 | 241 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $464,203,000 | 233 |
| Securities issued by states & political subdivisions | $21,691,000 | 1,715 |
| Other domestic debt securities | $44,993,000 | 252 |
| 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 | $44,993,000 | 157 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $397,183,000 | 180 |
| Mortgage-backed securities | $346,780,000 | 251 |
| Certificates of participation in pools of residential mortgages | $194,025,000 | 241 |
| Issued or guaranteed by U.S. | $194,025,000 | 239 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $152,755,000 | 220 |
| CMOs issued by government agencies or sponsored agencies | $152,755,000 | 204 |
| 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) | $495,598,000 | 81 |
| Available-for-sale securities (fair market value) | $35,289,000 | 3,092 |
| Total debt securities | $530,885,000 | 275 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $574,506,000 | 267 |
| U.S. Government securities | $506,811,000 | 225 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $506,811,000 | 219 |
| Securities issued by states & political subdivisions | $22,917,000 | 1,649 |
| Other domestic debt securities | $44,778,000 | 261 |
| 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 | $44,778,000 | 165 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $428,471,000 | 168 |
| Mortgage-backed securities | $363,957,000 | 241 |
| Certificates of participation in pools of residential mortgages | $205,105,000 | 228 |
| Issued or guaranteed by U.S. | $205,105,000 | 226 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $158,852,000 | 220 |
| CMOs issued by government agencies or sponsored agencies | $158,852,000 | 204 |
| 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) | $514,022,000 | 71 |
| Available-for-sale securities (fair market value) | $60,484,000 | 2,090 |
| Total debt securities | $574,506,000 | 261 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $612,384,000 | 251 |
| U.S. Government securities | $540,876,000 | 212 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $540,876,000 | 206 |
| Securities issued by states & political subdivisions | $26,945,000 | 1,404 |
| Other domestic debt securities | $44,563,000 | 262 |
| 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 | $44,563,000 | 165 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $438,990,000 | 160 |
| Mortgage-backed securities | $392,574,000 | 232 |
| Certificates of participation in pools of residential mortgages | $221,756,000 | 210 |
| Issued or guaranteed by U.S. | $221,756,000 | 208 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $170,818,000 | 213 |
| CMOs issued by government agencies or sponsored agencies | $170,818,000 | 197 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $612,384,000 | 222 |
| Total debt securities | $612,383,000 | 245 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $591,996,000 | 266 |
| U.S. Government securities | $522,019,000 | 221 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $522,019,000 | 217 |
| Securities issued by states & political subdivisions | $24,889,000 | 1,488 |
| Other domestic debt securities | $45,088,000 | 262 |
| 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 | $45,088,000 | 164 |
| 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 | $466,830,000 | 150 |
| Mortgage-backed securities | $383,134,000 | 240 |
| Certificates of participation in pools of residential mortgages | $215,060,000 | 225 |
| Issued or guaranteed by U.S. | $215,060,000 | 223 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $168,074,000 | 218 |
| CMOs issued by government agencies or sponsored agencies | $168,074,000 | 203 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $591,996,000 | 232 |
| Total debt securities | $591,995,000 | 257 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $542,157,000 | 288 |
| U.S. Government securities | $472,907,000 | 239 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $472,907,000 | 237 |
| Securities issued by states & political subdivisions | $25,780,000 | 1,401 |
| Other domestic debt securities | $43,470,000 | 267 |
| 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 | $43,470,000 | 151 |
| 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 | $465,219,000 | 157 |
| Mortgage-backed securities | $333,857,000 | 264 |
| Certificates of participation in pools of residential mortgages | $197,472,000 | 231 |
| Issued or guaranteed by U.S. | $197,472,000 | 229 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $136,385,000 | 261 |
| CMOs issued by government agencies or sponsored agencies | $136,385,000 | 241 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $542,157,000 | 249 |
| Total debt securities | $542,157,000 | 283 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $562,819,000 | 274 |
| U.S. Government securities | $499,519,000 | 233 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $499,519,000 | 229 |
| Securities issued by states & political subdivisions | $21,586,000 | 1,623 |
| Other domestic debt securities | $41,714,000 | 280 |
| 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 | $41,714,000 | 168 |
| 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 | $463,398,000 | 155 |
| Mortgage-backed securities | $360,084,000 | 260 |
| Certificates of participation in pools of residential mortgages | $220,102,000 | 227 |
| Issued or guaranteed by U.S. | $220,102,000 | 226 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $139,982,000 | 260 |
| CMOs issued by government agencies or sponsored agencies | $139,982,000 | 244 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $562,819,000 | 243 |
| Total debt securities | $562,818,000 | 268 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $566,112,000 | 277 |
| U.S. Government securities | $504,084,000 | 227 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $504,084,000 | 223 |
| Securities issued by states & political subdivisions | $19,594,000 | 1,732 |
| Other domestic debt securities | $42,434,000 | 274 |
| 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 | $42,434,000 | 161 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $458,978,000 | 161 |
| Mortgage-backed securities | $375,000,000 | 254 |
| Certificates of participation in pools of residential mortgages | $244,388,000 | 209 |
| Issued or guaranteed by U.S. | $244,388,000 | 208 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $130,612,000 | 280 |
| CMOs issued by government agencies or sponsored agencies | $130,612,000 | 260 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $566,112,000 | 247 |
| Total debt securities | $566,112,000 | 272 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $537,755,000 | 295 |
| U.S. Government securities | $479,158,000 | 252 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $479,158,000 | 247 |
| Securities issued by states & political subdivisions | $17,626,000 | 1,831 |
| Other domestic debt securities | $40,971,000 | 277 |
| 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 | $40,971,000 | 161 |
| 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 | $383,200,000 | 190 |
| Mortgage-backed securities | $376,461,000 | 261 |
| Certificates of participation in pools of residential mortgages | $269,461,000 | 192 |
| Issued or guaranteed by U.S. | $269,461,000 | 191 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $107,000,000 | 347 |
| CMOs issued by government agencies or sponsored agencies | $107,000,000 | 321 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $537,755,000 | 261 |
| Total debt securities | $537,754,000 | 291 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $525,700,000 | 290 |
| U.S. Government securities | $398,863,000 | 293 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $398,863,000 | 286 |
| Securities issued by states & political subdivisions | $18,544,000 | 1,717 |
| Other domestic debt securities | $108,293,000 | 155 |
| Privately issued residential mortgage-backed securities | $68,844,000 | 91 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $39,449,000 | 153 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| 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 | $364,931,000 | 257 |
| Certificates of participation in pools of residential mortgages | $296,087,000 | 175 |
| Issued or guaranteed by U.S. | $296,087,000 | 175 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $68,844,000 | 464 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $68,844,000 | 89 |
| 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) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $525,700,000 | 257 |
| Total debt securities | $525,700,000 | 284 |
| 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 | $503,105,000 | 296 |
| U.S. Government securities | $409,306,000 | 275 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $409,306,000 | 269 |
| Securities issued by states & political subdivisions | $17,761,000 | 1,706 |
| Other domestic debt securities | $76,038,000 | 191 |
| Privately issued residential mortgage-backed securities | $34,659,000 | 148 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $41,379,000 | 149 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $346,292,000 | 255 |
| Certificates of participation in pools of residential mortgages | $311,633,000 | 159 |
| Issued or guaranteed by U.S. | $311,633,000 | 158 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $34,659,000 | 748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $34,659,000 | 142 |
| 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) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $503,105,000 | 262 |
| Total debt securities | $503,105,000 | 288 |
| 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 | $469,539,000 | 315 |
| U.S. Government securities | $372,523,000 | 294 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $372,523,000 | 285 |
| Securities issued by states & political subdivisions | $15,477,000 | 1,889 |
| Other domestic debt securities | $81,539,000 | 183 |
| Privately issued residential mortgage-backed securities | $36,035,000 | 155 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $45,504,000 | 131 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $336,731,000 | 257 |
| Certificates of participation in pools of residential mortgages | $300,696,000 | 163 |
| Issued or guaranteed by U.S. | $300,696,000 | 162 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $36,035,000 | 721 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $36,035,000 | 148 |
| 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) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $469,539,000 | 279 |
| Total debt securities | $469,539,000 | 305 |
| 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 | $472,892,000 | 315 |
| U.S. Government securities | $381,645,000 | 283 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $381,645,000 | 275 |
| Securities issued by states & political subdivisions | $10,634,000 | 2,394 |
| Other domestic debt securities | $80,613,000 | 189 |
| Privately issued residential mortgage-backed securities | $37,491,000 | 157 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $43,122,000 | 136 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $347,965,000 | 248 |
| Certificates of participation in pools of residential mortgages | $310,474,000 | 152 |
| Issued or guaranteed by U.S. | $310,474,000 | 151 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $37,491,000 | 701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $37,491,000 | 154 |
| 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) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $472,892,000 | 279 |
| Total debt securities | $472,892,000 | 307 |
| 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 | $432,778,000 | 328 |
| U.S. Government securities | $352,766,000 | 288 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $352,766,000 | 274 |
| Securities issued by states & political subdivisions | $10,615,000 | 2,373 |
| Other domestic debt securities | $69,397,000 | 211 |
| Privately issued residential mortgage-backed securities | $29,541,000 | 204 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $39,856,000 | 137 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $341,176,000 | 241 |
| Certificates of participation in pools of residential mortgages | $311,635,000 | 149 |
| Issued or guaranteed by U.S. | $311,635,000 | 148 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $29,541,000 | 787 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $29,541,000 | 198 |
| 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) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $432,778,000 | 291 |
| Total debt securities | $432,778,000 | 321 |
| 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 | $412,036,000 | 322 |
| U.S. Government securities | $364,625,000 | 267 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $364,625,000 | 259 |
| Securities issued by states & political subdivisions | $8,197,000 | 2,672 |
| Other domestic debt securities | $39,214,000 | 312 |
| 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 | $39,214,000 | 139 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $343,410,000 | 225 |
| Certificates of participation in pools of residential mortgages | $343,410,000 | 127 |
| Issued or guaranteed by U.S. | $343,410,000 | 125 |
| 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) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $412,036,000 | 285 |
| Total debt securities | $412,036,000 | 316 |
| 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 | $398,628,000 | 330 |
| U.S. Government securities | $360,298,000 | 269 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $360,298,000 | 260 |
| Securities issued by states & political subdivisions | $300,000 | 5,438 |
| Other domestic debt securities | $38,030,000 | 320 |
| 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 | $38,030,000 | 137 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $359,974,000 | 212 |
| Certificates of participation in pools of residential mortgages | $359,974,000 | 129 |
| Issued or guaranteed by U.S. | $359,974,000 | 127 |
| 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) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $398,628,000 | 292 |
| Total debt securities | $398,628,000 | 327 |
| 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 | $406,041,000 | 328 |
| U.S. Government securities | $367,492,000 | 268 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $367,492,000 | 260 |
| Securities issued by states & political subdivisions | $300,000 | 5,465 |
| Other domestic debt securities | $38,249,000 | 333 |
| 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 | $38,249,000 | 138 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $367,190,000 | 216 |
| Certificates of participation in pools of residential mortgages | $367,190,000 | 130 |
| Issued or guaranteed by U.S. | $367,190,000 | 128 |
| 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) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $406,041,000 | 287 |
| Total debt securities | $406,041,000 | 322 |
| 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 | $250,597,000 | 521 |
| U.S. Government securities | $213,927,000 | 439 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $213,927,000 | 423 |
| Securities issued by states & political subdivisions | $300,000 | 5,494 |
| Other domestic debt securities | $36,370,000 | 359 |
| 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 | $36,370,000 | 143 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $213,622,000 | 340 |
| Certificates of participation in pools of residential mortgages | $213,622,000 | 213 |
| Issued or guaranteed by U.S. | $213,622,000 | 211 |
| 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) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $250,597,000 | 453 |
| Total debt securities | $250,597,000 | 515 |
| 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 | $117,292,000 | 1,095 |
| U.S. Government securities | $83,309,000 | 1,051 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $83,309,000 | 1,018 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $33,983,000 | 405 |
| 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 | $33,983,000 | 152 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $83,001,000 | 766 |
| Certificates of participation in pools of residential mortgages | $83,001,000 | 508 |
| Issued or guaranteed by U.S. | $83,001,000 | 504 |
| 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) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $117,292,000 | 947 |
| Total debt securities | $117,292,000 | 1,076 |
| 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 | $121,098,000 | 1,050 |
| U.S. Government securities | $89,747,000 | 958 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $89,747,000 | 919 |
| Securities issued by states & political subdivisions | $150,000 | 5,764 |
| Other domestic debt securities | $31,201,000 | 453 |
| 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 | $31,201,000 | 174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $89,436,000 | 719 |
| Certificates of participation in pools of residential mortgages | $89,436,000 | 491 |
| Issued or guaranteed by U.S. | $89,436,000 | 486 |
| 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) | $1,000 | 3,448 |
| Available-for-sale securities (fair market value) | $121,097,000 | 905 |
| Total debt securities | $121,098,000 | 1,027 |
| 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 | $124,593,000 | 1,011 |
| U.S. Government securities | $97,582,000 | 887 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $97,582,000 | 864 |
| Securities issued by states & political subdivisions | $150,000 | 5,713 |
| Other domestic debt securities | $26,861,000 | 473 |
| 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 | $26,861,000 | 180 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $97,271,000 | 672 |
| Certificates of participation in pools of residential mortgages | $97,271,000 | 472 |
| Issued or guaranteed by U.S. | $97,271,000 | 467 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $124,593,000 | 867 |
| Total debt securities | $124,593,000 | 992 |
| 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 | $72,952,000 | 1,665 |
| U.S. Government securities | $41,116,000 | 2,031 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $41,116,000 | 1,988 |
| Securities issued by states & political subdivisions | $150,000 | 5,680 |
| Other domestic debt securities | $31,686,000 | 411 |
| 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 | $31,686,000 | 151 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| 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 | $40,801,000 | 1,386 |
| Certificates of participation in pools of residential mortgages | $40,801,000 | 992 |
| Issued or guaranteed by U.S. | $40,801,000 | 985 |
| 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) | $1,000 | 3,507 |
| Available-for-sale securities (fair market value) | $72,951,000 | 1,452 |
| Total debt securities | $72,952,000 | 1,645 |
| 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 | $86,368,000 | 1,374 |
| U.S. Government securities | $43,792,000 | 1,866 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $43,792,000 | 1,831 |
| Securities issued by states & political subdivisions | $1,747,000 | 4,354 |
| Other domestic debt securities | $40,829,000 | 350 |
| 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 | $40,829,000 | 128 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| 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 | $43,487,000 | 1,252 |
| Certificates of participation in pools of residential mortgages | $43,487,000 | 911 |
| Issued or guaranteed by U.S. | $43,487,000 | 901 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $86,368,000 | 1,188 |
| Total debt securities | $86,368,000 | 1,348 |
| 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 | $93,337,000 | 1,294 |
| U.S. Government securities | $47,253,000 | 1,757 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $47,253,000 | 1,728 |
| Securities issued by states & political subdivisions | $1,748,000 | 4,379 |
| Other domestic debt securities | $44,336,000 | 348 |
| 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 | $44,336,000 | 131 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| 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 | $46,948,000 | 1,175 |
| Certificates of participation in pools of residential mortgages | $46,948,000 | 838 |
| Issued or guaranteed by U.S. | $46,948,000 | 828 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $93,337,000 | 1,123 |
| Total debt securities | $93,337,000 | 1,264 |
| 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 | $97,585,000 | 1,251 |
| U.S. Government securities | $50,564,000 | 1,645 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $50,564,000 | 1,609 |
| Securities issued by states & political subdivisions | $1,748,000 | 4,386 |
| Other domestic debt securities | $45,273,000 | 332 |
| 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 | $45,273,000 | 137 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| 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 | $50,263,000 | 1,085 |
| Certificates of participation in pools of residential mortgages | $50,263,000 | 753 |
| Issued or guaranteed by U.S. | $50,263,000 | 743 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $97,585,000 | 1,088 |
| Total debt securities | $97,585,000 | 1,212 |
| 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 | $105,866,000 | 1,143 |
| U.S. Government securities | $54,435,000 | 1,539 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $54,435,000 | 1,509 |
| Securities issued by states & political subdivisions | $1,757,000 | 4,389 |
| Other domestic debt securities | $49,674,000 | 310 |
| 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 | $49,674,000 | 135 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| 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 | $54,137,000 | 923 |
| Certificates of participation in pools of residential mortgages | $54,137,000 | 646 |
| Issued or guaranteed by U.S. | $54,137,000 | 636 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $105,866,000 | 998 |
| Total debt securities | $105,866,000 | 1,118 |
| 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 | $110,073,000 | 1,096 |
| U.S. Government securities | $58,580,000 | 1,456 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $58,580,000 | 1,428 |
| Securities issued by states & political subdivisions | $1,758,000 | 4,408 |
| Other domestic debt securities | $49,735,000 | 300 |
| 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 | $49,735,000 | 135 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $58,285,000 | 824 |
| Certificates of participation in pools of residential mortgages | $58,285,000 | 570 |
| Issued or guaranteed by U.S. | $58,285,000 | 563 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $110,073,000 | 949 |
| Total debt securities | $110,073,000 | 1,072 |
| 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 | $121,885,000 | 981 |
| U.S. Government securities | $61,628,000 | 1,389 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $61,628,000 | 1,357 |
| Securities issued by states & political subdivisions | $1,753,000 | 4,404 |
| Other domestic debt securities | $58,504,000 | 268 |
| 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 | $58,504,000 | 115 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $61,336,000 | 785 |
| Certificates of participation in pools of residential mortgages | $61,336,000 | 549 |
| Issued or guaranteed by U.S. | $61,336,000 | 540 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $121,885,000 | 839 |
| Total debt securities | $121,885,000 | 959 |
| 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 | $130,637,000 | 912 |
| U.S. Government securities | $65,227,000 | 1,320 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $65,227,000 | 1,291 |
| Securities issued by states & political subdivisions | $1,765,000 | 4,421 |
| Other domestic debt securities | $63,645,000 | 256 |
| 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 | $63,645,000 | 111 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $64,936,000 | 747 |
| Certificates of participation in pools of residential mortgages | $64,936,000 | 526 |
| Issued or guaranteed by U.S. | $64,936,000 | 516 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $130,637,000 | 770 |
| Total debt securities | $130,637,000 | 890 |
| 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 | $144,485,000 | 852 |
| U.S. Government securities | $68,658,000 | 1,297 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $68,658,000 | 1,265 |
| Securities issued by states & political subdivisions | $1,767,000 | 4,431 |
| Other domestic debt securities | $74,060,000 | 232 |
| 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 | $74,060,000 | 104 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $68,369,000 | 730 |
| Certificates of participation in pools of residential mortgages | $68,369,000 | 508 |
| Issued or guaranteed by U.S. | $68,369,000 | 499 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $144,485,000 | 715 |
| Total debt securities | $144,485,000 | 838 |
| 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 | $147,672,000 | 847 |
| U.S. Government securities | $71,980,000 | 1,250 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $71,980,000 | 1,218 |
| Securities issued by states & political subdivisions | $1,771,000 | 4,456 |
| Other domestic debt securities | $73,921,000 | 242 |
| 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 | $73,921,000 | 106 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $71,692,000 | 717 |
| Certificates of participation in pools of residential mortgages | $71,692,000 | 500 |
| Issued or guaranteed by U.S. | $71,692,000 | 493 |
| 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) | $1,000 | 4,017 |
| Available-for-sale securities (fair market value) | $147,671,000 | 718 |
| Total debt securities | $147,672,000 | 828 |
| 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 | $152,755,000 | 815 |
| U.S. Government securities | $74,658,000 | 1,222 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $74,658,000 | 1,184 |
| Securities issued by states & political subdivisions | $4,146,000 | 3,354 |
| Other domestic debt securities | $73,951,000 | 236 |
| 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 | $73,951,000 | 104 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $74,374,000 | 701 |
| Certificates of participation in pools of residential mortgages | $74,374,000 | 487 |
| Issued or guaranteed by U.S. | $74,374,000 | 481 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $152,755,000 | 688 |
| Total debt securities | $152,755,000 | 798 |
| 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 | $158,581,000 | 799 |
| U.S. Government securities | $80,617,000 | 1,130 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $80,617,000 | 1,093 |
| Securities issued by states & political subdivisions | $4,159,000 | 3,353 |
| Other domestic debt securities | $73,805,000 | 235 |
| 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 | $73,805,000 | 105 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $80,333,000 | 658 |
| Certificates of participation in pools of residential mortgages | $80,333,000 | 466 |
| Issued or guaranteed by U.S. | $80,333,000 | 460 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $158,581,000 | 667 |
| Total debt securities | $158,581,000 | 783 |
| 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 | $163,011,000 | 779 |
| U.S. Government securities | $85,225,000 | 1,073 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $85,225,000 | 1,035 |
| Securities issued by states & political subdivisions | $4,157,000 | 3,362 |
| Other domestic debt securities | $73,629,000 | 236 |
| 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 | $73,629,000 | 107 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $85,025,000 | 631 |
| Certificates of participation in pools of residential mortgages | $85,025,000 | 461 |
| Issued or guaranteed by U.S. | $85,025,000 | 455 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $163,011,000 | 652 |
| Total debt securities | $163,011,000 | 761 |
| 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 | $171,253,000 | 743 |
| U.S. Government securities | $93,770,000 | 976 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $93,770,000 | 935 |
| Securities issued by states & political subdivisions | $4,167,000 | 3,350 |
| Other domestic debt securities | $73,316,000 | 236 |
| 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 | $73,316,000 | 106 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $92,571,000 | 601 |
| Certificates of participation in pools of residential mortgages | $92,571,000 | 441 |
| Issued or guaranteed by U.S. | $92,571,000 | 435 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $171,253,000 | 620 |
| Total debt securities | $171,253,000 | 729 |
| 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 | $185,348,000 | 695 |
| U.S. Government securities | $106,884,000 | 855 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $106,884,000 | 824 |
| Securities issued by states & political subdivisions | $5,466,000 | 2,882 |
| Other domestic debt securities | $72,998,000 | 237 |
| 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 | $72,998,000 | 104 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $105,687,000 | 555 |
| Certificates of participation in pools of residential mortgages | $105,687,000 | 415 |
| Issued or guaranteed by U.S. | $105,687,000 | 408 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $185,348,000 | 574 |
| Total debt securities | $185,348,000 | 682 |
| 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 | $195,600,000 | 666 |
| U.S. Government securities | $116,793,000 | 805 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $116,793,000 | 776 |
| Securities issued by states & political subdivisions | $5,460,000 | 2,897 |
| Other domestic debt securities | $73,347,000 | 232 |
| 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 | $73,347,000 | 103 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $115,599,000 | 541 |
| Certificates of participation in pools of residential mortgages | $115,599,000 | 395 |
| Issued or guaranteed by U.S. | $115,599,000 | 391 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $195,600,000 | 552 |
| Total debt securities | $195,600,000 | 649 |
| 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 | $202,712,000 | 658 |
| U.S. Government securities | $125,675,000 | 767 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $125,675,000 | 733 |
| Securities issued by states & political subdivisions | $3,862,000 | 3,473 |
| Other domestic debt securities | $73,175,000 | 237 |
| 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 | $73,175,000 | 103 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| 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 | $124,478,000 | 534 |
| Certificates of participation in pools of residential mortgages | $124,478,000 | 385 |
| Issued or guaranteed by U.S. | $124,478,000 | 382 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $202,712,000 | 546 |
| Total debt securities | $202,712,000 | 639 |
| 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 | $213,118,000 | 635 |
| U.S. Government securities | $136,021,000 | 726 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $136,021,000 | 691 |
| Securities issued by states & political subdivisions | $3,867,000 | 3,470 |
| Other domestic debt securities | $73,230,000 | 242 |
| 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 | $73,230,000 | 106 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $134,819,000 | 499 |
| Certificates of participation in pools of residential mortgages | $134,819,000 | 359 |
| Issued or guaranteed by U.S. | $134,819,000 | 357 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $213,118,000 | 527 |
| Total debt securities | $213,118,000 | 620 |
| 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 | $223,401,000 | 613 |
| U.S. Government securities | $146,405,000 | 692 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $146,405,000 | 663 |
| Securities issued by states & political subdivisions | $4,187,000 | 3,352 |
| Other domestic debt securities | $72,809,000 | 232 |
| Privately issued residential mortgage-backed securities | $19,000 | 1,143 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $72,790,000 | 106 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $145,225,000 | 480 |
| Certificates of participation in pools of residential mortgages | $145,206,000 | 342 |
| Issued or guaranteed by U.S. | $145,206,000 | 339 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $19,000 | 3,790 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $19,000 | 1,044 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $223,401,000 | 512 |
| Total debt securities | $223,401,000 | 593 |
| 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 | $207,860,000 | 656 |
| U.S. Government securities | $131,648,000 | 752 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $131,648,000 | 730 |
| Securities issued by states & political subdivisions | $4,246,000 | 3,341 |
| Other domestic debt securities | $71,966,000 | 246 |
| Privately issued residential mortgage-backed securities | $20,000 | 1,204 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $71,946,000 | 113 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $130,451,000 | 522 |
| Certificates of participation in pools of residential mortgages | $130,431,000 | 372 |
| Issued or guaranteed by U.S. | $130,431,000 | 369 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $20,000 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $20,000 | 1,094 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $207,860,000 | 563 |
| Total debt securities | $207,860,000 | 637 |
| 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 | $161,720,000 | 836 |
| U.S. Government securities | $88,150,000 | 1,135 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $88,150,000 | 1,088 |
| Securities issued by states & political subdivisions | $5,626,000 | 2,905 |
| Other domestic debt securities | $67,944,000 | 235 |
| 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 | $67,944,000 | 135 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| 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 | $86,938,000 | 719 |
| Certificates of participation in pools of residential mortgages | $85,743,000 | 537 |
| Issued or guaranteed by U.S. | $85,743,000 | 529 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,195,000 | 2,655 |
| CMOs issued by government agencies or sponsored agencies | $1,195,000 | 2,523 |
| 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) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $161,720,000 | 721 |
| Total debt securities | $161,720,000 | 814 |
| 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 | $175,600,000 | 759 |
| U.S. Government securities | $103,563,000 | 949 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $103,563,000 | 913 |
| Securities issued by states & political subdivisions | $5,629,000 | 2,888 |
| Other domestic debt securities | $66,408,000 | 246 |
| 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 | $66,408,000 | 148 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| 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 | $102,361,000 | 640 |
| Certificates of participation in pools of residential mortgages | $96,420,000 | 491 |
| Issued or guaranteed by U.S. | $96,420,000 | 486 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $5,941,000 | 1,488 |
| CMOs issued by government agencies or sponsored agencies | $5,941,000 | 1,384 |
| 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) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $175,600,000 | 655 |
| Total debt securities | $175,600,000 | 738 |
| 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 | $205,139,000 | 666 |
| U.S. Government securities | $133,907,000 | 737 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $133,907,000 | 714 |
| Securities issued by states & political subdivisions | $5,672,000 | 2,848 |
| Other domestic debt securities | $65,560,000 | 252 |
| 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 | $65,560,000 | 150 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| 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 | $132,699,000 | 536 |
| Certificates of participation in pools of residential mortgages | $114,748,000 | 417 |
| Issued or guaranteed by U.S. | $114,748,000 | 413 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $17,951,000 | 873 |
| CMOs issued by government agencies or sponsored agencies | $17,951,000 | 811 |
| 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) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $205,139,000 | 576 |
| Total debt securities | $205,139,000 | 644 |
| 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 | $215,055,000 | 632 |
| U.S. Government securities | $143,799,000 | 674 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $143,799,000 | 652 |
| Securities issued by states & political subdivisions | $5,638,000 | 2,752 |
| Other domestic debt securities | $65,618,000 | 252 |
| 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 | $65,618,000 | 152 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| 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 | $142,587,000 | 496 |
| Certificates of participation in pools of residential mortgages | $103,357,000 | 451 |
| Issued or guaranteed by U.S. | $103,357,000 | 445 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $39,230,000 | 555 |
| CMOs issued by government agencies or sponsored agencies | $39,230,000 | 507 |
| 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) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $215,055,000 | 540 |
| Total debt securities | $215,055,000 | 611 |
| 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 | $224,884,000 | 589 |
| U.S. Government securities | $139,873,000 | 669 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $139,873,000 | 638 |
| Securities issued by states & political subdivisions | $5,604,000 | 2,735 |
| Other domestic debt securities | $79,407,000 | 220 |
| 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 | $79,407,000 | 123 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| 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 | $138,657,000 | 482 |
| Certificates of participation in pools of residential mortgages | $60,852,000 | 615 |
| Issued or guaranteed by U.S. | $60,852,000 | 609 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $77,805,000 | 359 |
| CMOs issued by government agencies or sponsored agencies | $77,805,000 | 308 |
| 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) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $224,884,000 | 498 |
| Total debt securities | $224,884,000 | 567 |
| 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 | $308,066,000 | 393 |
| U.S. Government securities | $234,500,000 | 392 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $234,500,000 | 375 |
| Securities issued by states & political subdivisions | $5,314,000 | 2,749 |
| Other domestic debt securities | $68,252,000 | 251 |
| 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 | $68,252,000 | 141 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| 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 | $233,302,000 | 311 |
| Certificates of participation in pools of residential mortgages | $77,119,000 | 454 |
| Issued or guaranteed by U.S. | $77,119,000 | 447 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $156,183,000 | 213 |
| CMOs issued by government agencies or sponsored agencies | $156,183,000 | 177 |
| 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) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $308,066,000 | 343 |
| Total debt securities | $308,066,000 | 382 |
| 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 | $367,187,000 | 341 |
| U.S. Government securities | $292,415,000 | 324 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $292,415,000 | 300 |
| Securities issued by states & political subdivisions | $5,156,000 | 2,748 |
| Other domestic debt securities | $69,616,000 | 224 |
| 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 | $69,616,000 | 155 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $268,042,000 | 245 |
| Certificates of participation in pools of residential mortgages | $119,633,000 | 287 |
| Issued or guaranteed by U.S. | $119,633,000 | 281 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $148,409,000 | 196 |
| CMOs issued by government agencies or sponsored agencies | $148,409,000 | 165 |
| 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) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $367,187,000 | 280 |
| Total debt securities | $367,187,000 | 326 |
| 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 | $463,930,000 | 305 |
| U.S. Government securities | $386,359,000 | 276 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $386,359,000 | 253 |
| Securities issued by states & political subdivisions | $5,004,000 | 2,906 |
| Other domestic debt securities | $72,567,000 | 232 |
| 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 | $72,567,000 | 153 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| 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 | $346,182,000 | 234 |
| Certificates of participation in pools of residential mortgages | $152,905,000 | 260 |
| Issued or guaranteed by U.S. | $152,905,000 | 255 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $193,277,000 | 181 |
| CMOs issued by government agencies or sponsored agencies | $193,277,000 | 150 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $463,930,000 | 239 |
| Total debt securities | $463,930,000 | 292 |
| 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 | $516,412,000 | 279 |
| U.S. Government securities | $442,228,000 | 246 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $442,228,000 | 219 |
| Securities issued by states & political subdivisions | $1,935,000 | 4,759 |
| Other domestic debt securities | $72,249,000 | 199 |
| 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 | $72,249,000 | 123 |
| 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 | $381,840,000 | 215 |
| Certificates of participation in pools of residential mortgages | $244,673,000 | 194 |
| Issued or guaranteed by U.S. | $244,673,000 | 189 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $137,167,000 | 218 |
| CMOs issued by government agencies or sponsored agencies | $137,167,000 | 186 |
| 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) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $516,412,000 | 229 |
| Total debt securities | $516,412,000 | 269 |
| 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 | $653,293,000 | 228 |
| U.S. Government securities | $652,893,000 | 188 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $652,893,000 | 156 |
| Securities issued by states & political subdivisions | $400,000 | 6,947 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $457,148,000 | 185 |
| Certificates of participation in pools of residential mortgages | $453,722,000 | 120 |
| Issued or guaranteed by U.S. | $453,722,000 | 117 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $3,426,000 | 2,100 |
| CMOs issued by government agencies or sponsored agencies | $3,426,000 | 2,012 |
| 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) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $653,293,000 | 177 |
| Total debt securities | $653,293,000 | 221 |
| 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 | $569,570,000 | 272 |
| U.S. Government securities | $564,095,000 | 225 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $564,095,000 | 182 |
| Securities issued by states & political subdivisions | $701,000 | 6,645 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-4,774,000 | 1,311 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $390,768,000 | 221 |
| Certificates of participation in pools of residential mortgages | $385,000,000 | 155 |
| Issued or guaranteed by U.S. | $385,000,000 | 146 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $5,768,000 | 1,765 |
| CMOs issued by government agencies or sponsored agencies | $5,768,000 | 1,681 |
| 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) | $4,774,000 | 4,800 |
| Available-for-sale securities (fair market value) | $564,796,000 | 201 |
| Total debt securities | $564,796,000 | 271 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $379,994,000 | 405 |
| U.S. Government securities | $376,108,000 | 346 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $376,108,000 | 266 |
| Securities issued by states & political subdivisions | $1,579,000 | 5,441 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-2,307,000 | 1,389 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $262,806,000 | 310 |
| Certificates of participation in pools of residential mortgages | $252,965,000 | 215 |
| Issued or guaranteed by U.S. | $252,965,000 | 211 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $9,841,000 | 1,410 |
| CMOs issued by government agencies or sponsored agencies | $9,841,000 | 1,346 |
| 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) | $2,307,000 | 6,428 |
| Available-for-sale securities (fair market value) | $377,687,000 | 300 |
| Total debt securities | $377,687,000 | 399 |
| 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 | $352,020,000 | 440 |
| U.S. Government securities | $348,514,000 | 380 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $348,514,000 | 281 |
| Securities issued by states & political subdivisions | $2,123,000 | 5,039 |
| Other domestic debt securities | $3,050,000 | 1,585 |
| 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 | $3,050,000 | 1,234 |
| 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 | $1,667,000 | 32 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $226,236,000 | 359 |
| Certificates of participation in pools of residential mortgages | $211,279,000 | 241 |
| Issued or guaranteed by U.S. | $211,279,000 | 233 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $14,957,000 | 1,112 |
| CMOs issued by government agencies or sponsored agencies | $14,957,000 | 1,045 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $352,020,000 | 281 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $353,687,000 | 431 |
| 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 | $368,187,000 | 433 |
| U.S. Government securities | $355,365,000 | 380 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $355,365,000 | 281 |
| Securities issued by states & political subdivisions | $3,633,000 | 3,813 |
| Other domestic debt securities | $11,096,000 | 799 |
| 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 | $11,096,000 | 574 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $1,907,000 | 24 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $243,095,000 | 347 |
| Certificates of participation in pools of residential mortgages | $215,190,000 | 242 |
| Issued or guaranteed by U.S. | $215,190,000 | 217 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $27,905,000 | 802 |
| CMOs issued by government agencies or sponsored agencies | $27,905,000 | 745 |
| 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 | $370,094,000 | 425 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $328,583,000 | 472 |
| U.S. Government securities | $304,054,000 | 410 |
| U.S. Treasury securities | $16,014,000 | 2,333 |
| U.S. Government agency obligations | $288,040,000 | 306 |
| Securities issued by states & political subdivisions | $6,896,000 | 2,041 |
| Other domestic debt securities | $17,493,000 | 690 |
| 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 | $17,493,000 | 461 |
| Foreign debt securities | NA | NA |
| Equity securities | $56,000 | 6,167 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-84,000 | 1,445 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $206,024,000 | 380 |
| Certificates of participation in pools of residential mortgages | $158,040,000 | 293 |
| Issued or guaranteed by U.S. | $158,040,000 | 272 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $47,984,000 | 517 |
| CMOs issued by government agencies or sponsored agencies | $47,984,000 | 466 |
| 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 | $328,443,000 | 460 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |