Home > Bravera Bank > Securities
Bravera Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $714,708,000 | 313 |
| U.S. Government securities | $397,460,000 | 360 |
| U.S. Treasury securities | $171,892,000 | 162 |
| U.S. Government agency obligations | $225,568,000 | 521 |
| Securities issued by states & political subdivisions | $260,014,000 | 155 |
| Other domestic debt securities | $56,653,000 | 372 |
| Privately issued residential mortgage-backed securities | $944,000 | 509 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $52,217,000 | 123 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $651,975,000 | 204 |
| Mortgage-backed securities | $208,167,000 | 445 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $171,480,000 | 339 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,052,000 | 1,532 |
| Privately issued | $944,000 | 379 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,711,000 | 781 |
| Other commercial mortgage-backed securities | $27,980,000 | 267 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $714,127,000 | 254 |
| Total debt securities | $714,127,000 | 308 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $636,301,000 | 347 |
| U.S. Government securities | $359,819,000 | 395 |
| U.S. Treasury securities | $152,243,000 | 199 |
| U.S. Government agency obligations | $207,576,000 | 564 |
| Securities issued by states & political subdivisions | $226,266,000 | 175 |
| Other domestic debt securities | $49,734,000 | 398 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $49,734,000 | 123 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $502,813,000 | 235 |
| Mortgage-backed securities | $184,111,000 | 485 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $161,506,000 | 348 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,559,000 | 1,577 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,762,000 | 765 |
| Other commercial mortgage-backed securities | $15,284,000 | 396 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $635,819,000 | 276 |
| Total debt securities | $635,818,000 | 341 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $659,949,000 | 337 |
| U.S. Government securities | $371,961,000 | 387 |
| U.S. Treasury securities | $153,036,000 | 190 |
| U.S. Government agency obligations | $218,925,000 | 548 |
| Securities issued by states & political subdivisions | $233,741,000 | 175 |
| Other domestic debt securities | $53,808,000 | 377 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $53,808,000 | 110 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $510,211,000 | 240 |
| Mortgage-backed securities | $193,490,000 | 474 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $172,038,000 | 339 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,780,000 | 1,565 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,966,000 | 977 |
| Other commercial mortgage-backed securities | $15,706,000 | 397 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $659,510,000 | 272 |
| Total debt securities | $659,509,000 | 331 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $674,083,000 | 350 |
| U.S. Government securities | $384,515,000 | 397 |
| U.S. Treasury securities | $155,027,000 | 199 |
| U.S. Government agency obligations | $229,488,000 | 525 |
| Securities issued by states & political subdivisions | $232,791,000 | 188 |
| Other domestic debt securities | $56,387,000 | 390 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $56,387,000 | 111 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $546,820,000 | 220 |
| Mortgage-backed securities | $203,964,000 | 484 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $181,677,000 | 342 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,968,000 | 1,573 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,061,000 | 989 |
| Other commercial mortgage-backed securities | $16,258,000 | 406 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $673,693,000 | 286 |
| Total debt securities | $673,694,000 | 343 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $679,477,000 | 359 |
| U.S. Government securities | $389,600,000 | 400 |
| U.S. Treasury securities | $152,599,000 | 212 |
| U.S. Government agency obligations | $237,001,000 | 513 |
| Securities issued by states & political subdivisions | $226,702,000 | 201 |
| Other domestic debt securities | $62,834,000 | 373 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $62,834,000 | 108 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $480,436,000 | 208 |
| Mortgage-backed securities | $208,172,000 | 482 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $184,690,000 | 344 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,987,000 | 1,584 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,161,000 | 972 |
| Other commercial mortgage-backed securities | $17,334,000 | 382 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $679,136,000 | 293 |
| Total debt securities | $679,134,000 | 353 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $677,392,000 | 359 |
| U.S. Government securities | $396,181,000 | 396 |
| U.S. Treasury securities | $150,922,000 | 218 |
| U.S. Government agency obligations | $245,259,000 | 496 |
| Securities issued by states & political subdivisions | $214,061,000 | 209 |
| Other domestic debt securities | $66,834,000 | 348 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $66,834,000 | 88 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $443,299,000 | 214 |
| Mortgage-backed securities | $215,140,000 | 476 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $187,222,000 | 339 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,179,000 | 1,569 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,530,000 | 732 |
| Other commercial mortgage-backed securities | $19,209,000 | 391 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $677,076,000 | 295 |
| Total debt securities | $677,075,000 | 354 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $708,148,000 | 352 |
| U.S. Government securities | $489,486,000 | 345 |
| U.S. Treasury securities | $155,172,000 | 205 |
| U.S. Government agency obligations | $334,314,000 | 397 |
| Securities issued by states & political subdivisions | $218,355,000 | 218 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $461,881,000 | 199 |
| Mortgage-backed securities | $301,529,000 | 388 |
| Certificates of participation in pools of residential mortgages | $203,148,000 | 325 |
| Issued or guaranteed by U.S. | $203,148,000 | 323 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $4,551,000 | 1,622 |
| CMOs issued by government agencies or sponsored agencies | $4,551,000 | 1,548 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $93,830,000 | 234 |
| Commercial mortgage pass-through securities | $3,271,000 | 846 |
| Other commercial mortgage-backed securities | $90,559,000 | 162 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $707,841,000 | 296 |
| Total debt securities | $707,848,000 | 349 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $736,197,000 | 348 |
| U.S. Government securities | $511,655,000 | 333 |
| U.S. Treasury securities | $145,345,000 | 189 |
| U.S. Government agency obligations | $366,310,000 | 367 |
| Securities issued by states & political subdivisions | $224,181,000 | 218 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $456,654,000 | 207 |
| Mortgage-backed securities | $327,712,000 | 370 |
| Certificates of participation in pools of residential mortgages | $221,540,000 | 312 |
| Issued or guaranteed by U.S. | $221,540,000 | 311 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $5,069,000 | 1,569 |
| CMOs issued by government agencies or sponsored agencies | $5,069,000 | 1,502 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $101,103,000 | 230 |
| Commercial mortgage pass-through securities | $6,734,000 | 616 |
| Other commercial mortgage-backed securities | $94,369,000 | 161 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $735,836,000 | 300 |
| Total debt securities | $735,836,000 | 344 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $690,211,000 | 359 |
| U.S. Government securities | $454,749,000 | 341 |
| U.S. Treasury securities | $112,496,000 | 171 |
| U.S. Government agency obligations | $342,253,000 | 404 |
| Securities issued by states & political subdivisions | $235,027,000 | 216 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $434,477,000 | 207 |
| Mortgage-backed securities | $299,817,000 | 398 |
| Certificates of participation in pools of residential mortgages | $210,385,000 | 324 |
| Issued or guaranteed by U.S. | $210,385,000 | 323 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $5,998,000 | 1,472 |
| CMOs issued by government agencies or sponsored agencies | $5,998,000 | 1,416 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $83,434,000 | 262 |
| Commercial mortgage pass-through securities | $8,728,000 | 528 |
| Other commercial mortgage-backed securities | $74,706,000 | 199 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $689,776,000 | 320 |
| Total debt securities | $689,775,000 | 356 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $562,058,000 | 406 |
| U.S. Government securities | $344,078,000 | 417 |
| U.S. Treasury securities | $63,975,000 | 223 |
| U.S. Government agency obligations | $280,103,000 | 447 |
| Securities issued by states & political subdivisions | $217,673,000 | 218 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $406,611,000 | 210 |
| Mortgage-backed securities | $241,073,000 | 434 |
| Certificates of participation in pools of residential mortgages | $156,661,000 | 389 |
| Issued or guaranteed by U.S. | $156,661,000 | 388 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $297,000 | 2,639 |
| CMOs issued by government agencies or sponsored agencies | $297,000 | 2,577 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $84,115,000 | 259 |
| Commercial mortgage pass-through securities | $8,345,000 | 547 |
| Other commercial mortgage-backed securities | $75,770,000 | 196 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $561,751,000 | 357 |
| Total debt securities | $561,751,000 | 398 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $533,965,000 | 403 |
| U.S. Government securities | $317,254,000 | 423 |
| U.S. Treasury securities | $38,153,000 | 293 |
| U.S. Government agency obligations | $279,101,000 | 433 |
| Securities issued by states & political subdivisions | $216,439,000 | 216 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $402,576,000 | 213 |
| Mortgage-backed securities | $236,669,000 | 423 |
| Certificates of participation in pools of residential mortgages | $149,197,000 | 384 |
| Issued or guaranteed by U.S. | $149,197,000 | 379 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $379,000 | 2,580 |
| CMOs issued by government agencies or sponsored agencies | $379,000 | 2,527 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $87,093,000 | 244 |
| Commercial mortgage pass-through securities | $9,345,000 | 498 |
| Other commercial mortgage-backed securities | $77,748,000 | 184 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $533,693,000 | 356 |
| Total debt securities | $533,693,000 | 398 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $521,532,000 | 384 |
| U.S. Government securities | $309,904,000 | 394 |
| U.S. Treasury securities | $12,967,000 | 496 |
| U.S. Government agency obligations | $296,937,000 | 389 |
| Securities issued by states & political subdivisions | $211,354,000 | 207 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $381,954,000 | 214 |
| Mortgage-backed securities | $247,781,000 | 389 |
| Certificates of participation in pools of residential mortgages | $158,931,000 | 349 |
| Issued or guaranteed by U.S. | $158,931,000 | 343 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $437,000 | 2,523 |
| CMOs issued by government agencies or sponsored agencies | $437,000 | 2,470 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $88,413,000 | 231 |
| Commercial mortgage pass-through securities | $9,490,000 | 469 |
| Other commercial mortgage-backed securities | $78,923,000 | 170 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $521,258,000 | 341 |
| Total debt securities | $521,257,000 | 379 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $499,384,000 | 363 |
| U.S. Government securities | $286,849,000 | 381 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $286,849,000 | 359 |
| Securities issued by states & political subdivisions | $212,334,000 | 199 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $369,936,000 | 213 |
| Mortgage-backed securities | $220,786,000 | 399 |
| Certificates of participation in pools of residential mortgages | $130,130,000 | 368 |
| Issued or guaranteed by U.S. | $130,130,000 | 364 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $495,000 | 2,512 |
| CMOs issued by government agencies or sponsored agencies | $495,000 | 2,458 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $90,161,000 | 213 |
| Commercial mortgage pass-through securities | $9,612,000 | 438 |
| Other commercial mortgage-backed securities | $80,549,000 | 157 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $499,183,000 | 328 |
| Total debt securities | $499,183,000 | 357 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $483,753,000 | 344 |
| U.S. Government securities | $277,951,000 | 377 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $277,951,000 | 357 |
| Securities issued by states & political subdivisions | $205,627,000 | 181 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $390,272,000 | 207 |
| Mortgage-backed securities | $203,418,000 | 393 |
| Certificates of participation in pools of residential mortgages | $105,281,000 | 418 |
| Issued or guaranteed by U.S. | $105,281,000 | 410 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $561,000 | 2,503 |
| CMOs issued by government agencies or sponsored agencies | $561,000 | 2,452 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $97,576,000 | 198 |
| Commercial mortgage pass-through securities | $15,873,000 | 311 |
| Other commercial mortgage-backed securities | $81,703,000 | 155 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $483,578,000 | 307 |
| Total debt securities | $483,576,000 | 339 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $496,330,000 | 335 |
| U.S. Government securities | $300,726,000 | 344 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $300,726,000 | 331 |
| Securities issued by states & political subdivisions | $195,430,000 | 176 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $398,578,000 | 205 |
| Mortgage-backed securities | $215,638,000 | 383 |
| Certificates of participation in pools of residential mortgages | $115,017,000 | 390 |
| Issued or guaranteed by U.S. | $115,017,000 | 383 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $662,000 | 2,476 |
| CMOs issued by government agencies or sponsored agencies | $662,000 | 2,435 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $99,959,000 | 196 |
| Commercial mortgage pass-through securities | $17,935,000 | 277 |
| Other commercial mortgage-backed securities | $82,024,000 | 155 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $496,156,000 | 301 |
| Total debt securities | $496,157,000 | 333 |
| 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 | $471,450,000 | 344 |
| U.S. Government securities | $302,886,000 | 343 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $302,886,000 | 331 |
| Securities issued by states & political subdivisions | $168,410,000 | 184 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $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 | $400,889,000 | 202 |
| Mortgage-backed securities | $213,283,000 | 387 |
| Certificates of participation in pools of residential mortgages | $115,278,000 | 382 |
| Issued or guaranteed by U.S. | $115,278,000 | 371 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $705,000 | 2,461 |
| CMOs issued by government agencies or sponsored agencies | $705,000 | 2,415 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $97,300,000 | 199 |
| Commercial mortgage pass-through securities | $18,738,000 | 257 |
| Other commercial mortgage-backed securities | $78,562,000 | 160 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $471,296,000 | 302 |
| Total debt securities | $471,295,000 | 340 |
| 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 | $451,178,000 | 349 |
| U.S. Government securities | $273,223,000 | 360 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $273,223,000 | 345 |
| Securities issued by states & political subdivisions | $177,725,000 | 165 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $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 | $371,585,000 | 198 |
| Mortgage-backed securities | $168,906,000 | 445 |
| Certificates of participation in pools of residential mortgages | $69,791,000 | 531 |
| Issued or guaranteed by U.S. | $69,791,000 | 519 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $757,000 | 2,449 |
| CMOs issued by government agencies or sponsored agencies | $757,000 | 2,406 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $98,358,000 | 193 |
| Commercial mortgage pass-through securities | $19,630,000 | 258 |
| Other commercial mortgage-backed securities | $78,728,000 | 157 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $450,948,000 | 309 |
| Total debt securities | $450,947,000 | 344 |
| Structured notes | ||
| Amortized cost | $249,000 | 654 |
| Fair value | $249,000 | 650 |
| 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 | $424,951,000 | 357 |
| U.S. Government securities | $250,823,000 | 391 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $250,823,000 | 373 |
| Securities issued by states & political subdivisions | $173,902,000 | 163 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $226,000 | 214 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $389,960,000 | 186 |
| Mortgage-backed securities | $136,081,000 | 504 |
| Certificates of participation in pools of residential mortgages | $47,846,000 | 685 |
| Issued or guaranteed by U.S. | $47,846,000 | 666 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $820,000 | 2,439 |
| CMOs issued by government agencies or sponsored agencies | $820,000 | 2,398 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $87,415,000 | 202 |
| Commercial mortgage pass-through securities | $19,799,000 | 260 |
| Other commercial mortgage-backed securities | $67,616,000 | 166 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $424,951,000 | 319 |
| Total debt securities | $424,724,000 | 351 |
| 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 | $436,158,000 | 351 |
| U.S. Government securities | $260,486,000 | 392 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $260,486,000 | 375 |
| Securities issued by states & political subdivisions | $175,487,000 | 160 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $185,000 | 238 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $382,600,000 | 192 |
| Mortgage-backed securities | $132,863,000 | 510 |
| Certificates of participation in pools of residential mortgages | $44,070,000 | 724 |
| Issued or guaranteed by U.S. | $44,070,000 | 718 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $878,000 | 2,408 |
| CMOs issued by government agencies or sponsored agencies | $878,000 | 2,364 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $87,915,000 | 200 |
| Commercial mortgage pass-through securities | $19,880,000 | 255 |
| Other commercial mortgage-backed securities | $68,035,000 | 169 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $436,158,000 | 307 |
| Total debt securities | $435,973,000 | 346 |
| 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 | $433,839,000 | 357 |
| U.S. Government securities | $248,320,000 | 409 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $248,320,000 | 391 |
| Securities issued by states & political subdivisions | $185,316,000 | 155 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $203,000 | 250 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $385,476,000 | 193 |
| Mortgage-backed securities | $112,204,000 | 573 |
| Certificates of participation in pools of residential mortgages | $23,786,000 | 1,147 |
| Issued or guaranteed by U.S. | $23,786,000 | 1,134 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $925,000 | 2,398 |
| CMOs issued by government agencies or sponsored agencies | $925,000 | 2,355 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $87,493,000 | 188 |
| Commercial mortgage pass-through securities | $20,410,000 | 254 |
| Other commercial mortgage-backed securities | $67,083,000 | 154 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $433,839,000 | 315 |
| Total debt securities | $433,637,000 | 353 |
| 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 | $421,675,000 | 366 |
| U.S. Government securities | $228,311,000 | 433 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $228,311,000 | 412 |
| Securities issued by states & political subdivisions | $193,202,000 | 155 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $162,000 | 385 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $351,148,000 | 213 |
| Mortgage-backed securities | $92,413,000 | 672 |
| Certificates of participation in pools of residential mortgages | $9,486,000 | 2,046 |
| Issued or guaranteed by U.S. | $9,486,000 | 2,015 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $966,000 | 2,388 |
| CMOs issued by government agencies or sponsored agencies | $966,000 | 2,342 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $81,961,000 | 192 |
| Commercial mortgage pass-through securities | $21,573,000 | 230 |
| Other commercial mortgage-backed securities | $60,388,000 | 160 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $421,675,000 | 321 |
| Total debt securities | $421,514,000 | 359 |
| 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 | $414,404,000 | 370 |
| U.S. Government securities | $220,323,000 | 443 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $220,323,000 | 417 |
| Securities issued by states & political subdivisions | $193,872,000 | 153 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $209,000 | 403 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $354,156,000 | 207 |
| Mortgage-backed securities | $84,621,000 | 714 |
| Certificates of participation in pools of residential mortgages | $5,453,000 | 2,588 |
| Issued or guaranteed by U.S. | $5,453,000 | 2,572 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,020,000 | 2,364 |
| CMOs issued by government agencies or sponsored agencies | $1,020,000 | 2,313 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $78,148,000 | 191 |
| Commercial mortgage pass-through securities | $21,500,000 | 227 |
| Other commercial mortgage-backed securities | $56,648,000 | 162 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $414,404,000 | 321 |
| Total debt securities | $414,195,000 | 363 |
| 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 | $435,749,000 | 364 |
| U.S. Government securities | $216,989,000 | 451 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $216,989,000 | 424 |
| Securities issued by states & political subdivisions | $218,505,000 | 139 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $255,000 | 404 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $355,151,000 | 209 |
| Mortgage-backed securities | $75,927,000 | 784 |
| Certificates of participation in pools of residential mortgages | $707,000 | 3,850 |
| Issued or guaranteed by U.S. | $707,000 | 3,679 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,105,000 | 2,355 |
| CMOs issued by government agencies or sponsored agencies | $1,105,000 | 2,303 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $74,115,000 | 188 |
| Commercial mortgage pass-through securities | $21,679,000 | 223 |
| Other commercial mortgage-backed securities | $52,436,000 | 151 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $435,749,000 | 316 |
| Total debt securities | $435,495,000 | 358 |
| 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 | $441,899,000 | 360 |
| U.S. Government securities | $208,131,000 | 470 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $208,131,000 | 442 |
| Securities issued by states & political subdivisions | $233,535,000 | 126 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $233,000 | 442 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $347,931,000 | 218 |
| Mortgage-backed securities | $63,511,000 | 890 |
| Certificates of participation in pools of residential mortgages | $763,000 | 3,877 |
| Issued or guaranteed by U.S. | $763,000 | 3,870 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,183,000 | 2,328 |
| CMOs issued by government agencies or sponsored agencies | $1,183,000 | 2,269 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $61,565,000 | 203 |
| Commercial mortgage pass-through securities | $22,513,000 | 172 |
| Other commercial mortgage-backed securities | $39,052,000 | 173 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $441,899,000 | 312 |
| Total debt securities | $441,665,000 | 354 |
| 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 | $431,322,000 | 368 |
| U.S. Government securities | $188,794,000 | 514 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $188,794,000 | 485 |
| Securities issued by states & political subdivisions | $242,306,000 | 126 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $222,000 | 688 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $323,045,000 | 227 |
| Mortgage-backed securities | $44,317,000 | 1,177 |
| Certificates of participation in pools of residential mortgages | $813,000 | 3,896 |
| Issued or guaranteed by U.S. | $813,000 | 3,890 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,271,000 | 2,295 |
| CMOs issued by government agencies or sponsored agencies | $1,271,000 | 2,234 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $42,233,000 | 239 |
| Commercial mortgage pass-through securities | $23,242,000 | 164 |
| Other commercial mortgage-backed securities | $18,991,000 | 248 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $431,322,000 | 322 |
| Total debt securities | $431,100,000 | 360 |
| 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 | $431,183,000 | 372 |
| U.S. Government securities | $185,432,000 | 521 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $185,432,000 | 490 |
| Securities issued by states & political subdivisions | $245,550,000 | 121 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $201,000 | 714 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $331,367,000 | 227 |
| Mortgage-backed securities | $35,162,000 | 1,380 |
| Certificates of participation in pools of residential mortgages | $865,000 | 3,920 |
| Issued or guaranteed by U.S. | $865,000 | 3,914 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,376,000 | 2,287 |
| CMOs issued by government agencies or sponsored agencies | $1,376,000 | 2,227 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $32,921,000 | 264 |
| Commercial mortgage pass-through securities | $22,713,000 | 173 |
| Other commercial mortgage-backed securities | $10,208,000 | 310 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $431,183,000 | 317 |
| Total debt securities | $430,982,000 | 366 |
| 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 | $437,085,000 | 369 |
| U.S. Government securities | $193,977,000 | 502 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $193,977,000 | 476 |
| Securities issued by states & political subdivisions | $242,925,000 | 126 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $183,000 | 732 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $329,417,000 | 220 |
| Mortgage-backed securities | $27,851,000 | 1,622 |
| Certificates of participation in pools of residential mortgages | $912,000 | 3,942 |
| Issued or guaranteed by U.S. | $912,000 | 3,935 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,471,000 | 2,283 |
| CMOs issued by government agencies or sponsored agencies | $1,471,000 | 2,219 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $25,468,000 | 298 |
| Commercial mortgage pass-through securities | $21,388,000 | 173 |
| Other commercial mortgage-backed securities | $4,080,000 | 459 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $437,085,000 | 319 |
| Total debt securities | $436,902,000 | 360 |
| 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 | $424,387,000 | 373 |
| U.S. Government securities | $185,896,000 | 529 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $185,896,000 | 493 |
| Securities issued by states & political subdivisions | $237,828,000 | 130 |
| Other domestic debt securities | $500,000 | 1,818 |
| 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 | $500,000 | 1,498 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $163,000 | 753 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $348,123,000 | 220 |
| Mortgage-backed securities | $20,837,000 | 1,964 |
| Certificates of participation in pools of residential mortgages | $978,000 | 3,978 |
| Issued or guaranteed by U.S. | $978,000 | 3,973 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,566,000 | 2,280 |
| CMOs issued by government agencies or sponsored agencies | $1,566,000 | 2,213 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $18,293,000 | 344 |
| Commercial mortgage pass-through securities | $18,293,000 | 190 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $424,387,000 | 324 |
| Total debt securities | $424,223,000 | 368 |
| 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 | $417,443,000 | 369 |
| U.S. Government securities | $179,518,000 | 536 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $179,518,000 | 504 |
| Securities issued by states & political subdivisions | $237,258,000 | 129 |
| Other domestic debt securities | $501,000 | 1,835 |
| 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 | $501,000 | 1,506 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $166,000 | 755 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $334,104,000 | 222 |
| Mortgage-backed securities | $18,645,000 | 2,103 |
| Certificates of participation in pools of residential mortgages | $1,996,000 | 3,645 |
| Issued or guaranteed by U.S. | $1,996,000 | 3,640 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,291,000 | 2,070 |
| CMOs issued by government agencies or sponsored agencies | $2,291,000 | 2,004 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $14,358,000 | 385 |
| Commercial mortgage pass-through securities | $13,907,000 | 223 |
| Other commercial mortgage-backed securities | $451,000 | 823 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $417,443,000 | 319 |
| Total debt securities | $417,276,000 | 362 |
| 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 | $419,526,000 | 368 |
| U.S. Government securities | $178,054,000 | 540 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $178,054,000 | 514 |
| Securities issued by states & political subdivisions | $240,853,000 | 122 |
| Other domestic debt securities | $501,000 | 1,848 |
| 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 | $501,000 | 1,509 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $118,000 | 780 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $357,281,000 | 203 |
| Mortgage-backed securities | $12,450,000 | 2,561 |
| Certificates of participation in pools of residential mortgages | $2,154,000 | 3,635 |
| Issued or guaranteed by U.S. | $2,154,000 | 3,632 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,619,000 | 2,009 |
| CMOs issued by government agencies or sponsored agencies | $2,619,000 | 1,940 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $7,677,000 | 518 |
| Commercial mortgage pass-through securities | $7,192,000 | 298 |
| Other commercial mortgage-backed securities | $485,000 | 787 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $419,526,000 | 312 |
| Total debt securities | $419,409,000 | 361 |
| 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 | $419,624,000 | 372 |
| U.S. Government securities | $181,223,000 | 547 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $181,223,000 | 520 |
| Securities issued by states & political subdivisions | $237,804,000 | 118 |
| Other domestic debt securities | $503,000 | 1,867 |
| 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 | $503,000 | 1,504 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $94,000 | 818 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $390,205,000 | 187 |
| Mortgage-backed securities | $13,108,000 | 2,530 |
| Certificates of participation in pools of residential mortgages | $2,942,000 | 3,468 |
| Issued or guaranteed by U.S. | $2,942,000 | 3,463 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,443,000 | 1,863 |
| CMOs issued by government agencies or sponsored agencies | $3,443,000 | 1,794 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $6,723,000 | 528 |
| Commercial mortgage pass-through securities | $6,207,000 | 299 |
| Other commercial mortgage-backed securities | $516,000 | 740 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $419,624,000 | 312 |
| Total debt securities | $419,532,000 | 365 |
| 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 | $419,467,000 | 370 |
| U.S. Government securities | $180,492,000 | 554 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $180,492,000 | 528 |
| Securities issued by states & political subdivisions | $238,365,000 | 115 |
| Other domestic debt securities | $503,000 | 1,878 |
| 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 | $503,000 | 1,507 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $107,000 | 811 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $381,704,000 | 199 |
| Mortgage-backed securities | $11,507,000 | 2,702 |
| Certificates of participation in pools of residential mortgages | $3,148,000 | 3,440 |
| Issued or guaranteed by U.S. | $3,148,000 | 3,438 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,988,000 | 1,771 |
| CMOs issued by government agencies or sponsored agencies | $3,988,000 | 1,705 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $4,371,000 | 618 |
| Commercial mortgage pass-through securities | $3,825,000 | 373 |
| Other commercial mortgage-backed securities | $546,000 | 711 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $419,467,000 | 311 |
| Total debt securities | $419,360,000 | 363 |
| 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 | $426,055,000 | 371 |
| U.S. Government securities | $180,770,000 | 551 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $180,770,000 | 524 |
| Securities issued by states & political subdivisions | $244,198,000 | 109 |
| Other domestic debt securities | $1,001,000 | 1,613 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,001,000 | 1,292 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $86,000 | 837 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $343,234,000 | 219 |
| Mortgage-backed securities | $11,230,000 | 2,725 |
| Certificates of participation in pools of residential mortgages | $3,357,000 | 3,401 |
| Issued or guaranteed by U.S. | $3,357,000 | 3,398 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,566,000 | 1,698 |
| CMOs issued by government agencies or sponsored agencies | $4,566,000 | 1,639 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $3,307,000 | 634 |
| Commercial mortgage pass-through securities | $2,733,000 | 412 |
| Other commercial mortgage-backed securities | $574,000 | 655 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $426,055,000 | 303 |
| Total debt securities | $425,971,000 | 366 |
| 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 | $450,787,000 | 345 |
| U.S. Government securities | $201,109,000 | 507 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $201,109,000 | 489 |
| Securities issued by states & political subdivisions | $248,598,000 | 108 |
| Other domestic debt securities | $1,004,000 | 1,615 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,004,000 | 1,284 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $76,000 | 867 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $362,120,000 | 206 |
| Mortgage-backed securities | $10,253,000 | 2,853 |
| Certificates of participation in pools of residential mortgages | $3,620,000 | 3,384 |
| Issued or guaranteed by U.S. | $3,620,000 | 3,380 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $5,275,000 | 1,614 |
| CMOs issued by government agencies or sponsored agencies | $5,275,000 | 1,551 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $1,358,000 | 827 |
| Commercial mortgage pass-through securities | $750,000 | 635 |
| Other commercial mortgage-backed securities | $608,000 | 620 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $450,787,000 | 291 |
| Total debt securities | $450,713,000 | 341 |
| 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 | $471,623,000 | 332 |
| U.S. Government securities | $219,153,000 | 486 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $219,153,000 | 468 |
| Securities issued by states & political subdivisions | $250,378,000 | 102 |
| Other domestic debt securities | $2,009,000 | 1,306 |
| 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 | $2,009,000 | 1,022 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $83,000 | 874 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $359,044,000 | 203 |
| Mortgage-backed securities | $12,532,000 | 2,700 |
| Certificates of participation in pools of residential mortgages | $4,628,000 | 3,226 |
| Issued or guaranteed by U.S. | $4,628,000 | 3,224 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,505,000 | 1,531 |
| CMOs issued by government agencies or sponsored agencies | $6,505,000 | 1,469 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $1,399,000 | 778 |
| Commercial mortgage pass-through securities | $752,000 | 602 |
| Other commercial mortgage-backed securities | $647,000 | 598 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $471,623,000 | 279 |
| Total debt securities | $471,540,000 | 325 |
| 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 | $448,867,000 | 350 |
| U.S. Government securities | $213,048,000 | 500 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $213,048,000 | 481 |
| Securities issued by states & political subdivisions | $233,741,000 | 101 |
| Other domestic debt securities | $2,024,000 | 1,330 |
| 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 | $2,024,000 | 1,029 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $54,000 | 926 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $348,164,000 | 210 |
| Mortgage-backed securities | $13,916,000 | 2,608 |
| Certificates of participation in pools of residential mortgages | $4,792,000 | 3,271 |
| Issued or guaranteed by U.S. | $4,792,000 | 3,268 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $7,687,000 | 1,473 |
| CMOs issued by government agencies or sponsored agencies | $7,687,000 | 1,404 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $1,437,000 | 754 |
| Commercial mortgage pass-through securities | $760,000 | 580 |
| Other commercial mortgage-backed securities | $677,000 | 572 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $448,867,000 | 293 |
| Total debt securities | $448,814,000 | 342 |
| 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 | $456,973,000 | 336 |
| U.S. Government securities | $218,516,000 | 485 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $218,516,000 | 463 |
| Securities issued by states & political subdivisions | $236,070,000 | 98 |
| Other domestic debt securities | $2,333,000 | 1,265 |
| 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 | $2,333,000 | 978 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $54,000 | 932 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $236,463,000 | 303 |
| Mortgage-backed securities | $15,242,000 | 2,553 |
| Certificates of participation in pools of residential mortgages | $5,175,000 | 3,246 |
| Issued or guaranteed by U.S. | $5,175,000 | 3,242 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $8,571,000 | 1,419 |
| CMOs issued by government agencies or sponsored agencies | $8,571,000 | 1,352 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $1,496,000 | 734 |
| Commercial mortgage pass-through securities | $762,000 | 584 |
| Other commercial mortgage-backed securities | $734,000 | 538 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $456,973,000 | 284 |
| Total debt securities | $456,920,000 | 326 |
| 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 | $470,452,000 | 325 |
| U.S. Government securities | $233,619,000 | 466 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $233,619,000 | 448 |
| Securities issued by states & political subdivisions | $234,415,000 | 98 |
| Other domestic debt securities | $2,357,000 | 1,303 |
| 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 | $2,357,000 | 994 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $61,000 | 962 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $326,088,000 | 220 |
| Mortgage-backed securities | $16,839,000 | 2,506 |
| Certificates of participation in pools of residential mortgages | $5,738,000 | 3,229 |
| Issued or guaranteed by U.S. | $5,738,000 | 3,226 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $9,572,000 | 1,384 |
| CMOs issued by government agencies or sponsored agencies | $9,572,000 | 1,310 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $1,529,000 | 699 |
| Commercial mortgage pass-through securities | $766,000 | 580 |
| Other commercial mortgage-backed securities | $763,000 | 504 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $470,452,000 | 274 |
| Total debt securities | $470,392,000 | 316 |
| 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 | $461,858,000 | 332 |
| U.S. Government securities | $239,261,000 | 458 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $239,261,000 | 445 |
| Securities issued by states & political subdivisions | $220,170,000 | 108 |
| Other domestic debt securities | $2,369,000 | 1,330 |
| 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 | $2,369,000 | 1,022 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $58,000 | 987 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $306,245,000 | 233 |
| Mortgage-backed securities | $20,246,000 | 2,319 |
| Certificates of participation in pools of residential mortgages | $8,035,000 | 2,923 |
| Issued or guaranteed by U.S. | $8,035,000 | 2,923 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $10,641,000 | 1,316 |
| CMOs issued by government agencies or sponsored agencies | $10,641,000 | 1,255 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $1,570,000 | 680 |
| Commercial mortgage pass-through securities | $775,000 | 570 |
| Other commercial mortgage-backed securities | $795,000 | 490 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $461,858,000 | 278 |
| Total debt securities | $461,800,000 | 324 |
| 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 | $419,743,000 | 384 |
| U.S. Government securities | $207,467,000 | 524 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $207,467,000 | 508 |
| Securities issued by states & political subdivisions | $209,327,000 | 108 |
| Other domestic debt securities | $2,887,000 | 1,259 |
| 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 | $2,887,000 | 956 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $62,000 | 1,001 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $288,083,000 | 255 |
| Mortgage-backed securities | $21,820,000 | 2,233 |
| Certificates of participation in pools of residential mortgages | $8,602,000 | 2,850 |
| Issued or guaranteed by U.S. | $8,602,000 | 2,850 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $11,621,000 | 1,264 |
| CMOs issued by government agencies or sponsored agencies | $11,621,000 | 1,198 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $1,597,000 | 668 |
| Commercial mortgage pass-through securities | $779,000 | 565 |
| Other commercial mortgage-backed securities | $818,000 | 458 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $419,743,000 | 323 |
| Total debt securities | $419,680,000 | 378 |
| 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 | $395,264,000 | 399 |
| U.S. Government securities | $188,225,000 | 558 |
| U.S. Treasury securities | $5,013,000 | 439 |
| U.S. Government agency obligations | $183,212,000 | 551 |
| Securities issued by states & political subdivisions | $203,831,000 | 109 |
| Other domestic debt securities | $3,156,000 | 1,241 |
| 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 | $3,156,000 | 927 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $52,000 | 1,025 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $264,382,000 | 270 |
| Mortgage-backed securities | $23,335,000 | 2,154 |
| Certificates of participation in pools of residential mortgages | $9,274,000 | 2,763 |
| Issued or guaranteed by U.S. | $9,274,000 | 2,762 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $12,427,000 | 1,212 |
| CMOs issued by government agencies or sponsored agencies | $12,427,000 | 1,147 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $1,634,000 | 623 |
| Commercial mortgage pass-through securities | $784,000 | 519 |
| Other commercial mortgage-backed securities | $850,000 | 445 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $395,264,000 | 343 |
| Total debt securities | $395,212,000 | 390 |
| 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 | $360,188,000 | 424 |
| U.S. Government securities | $168,071,000 | 634 |
| U.S. Treasury securities | $5,028,000 | 436 |
| U.S. Government agency obligations | $163,043,000 | 629 |
| Securities issued by states & political subdivisions | $188,888,000 | 117 |
| Other domestic debt securities | $3,176,000 | 1,271 |
| 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 | $3,176,000 | 952 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $53,000 | 1,026 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $244,524,000 | 284 |
| Mortgage-backed securities | $18,336,000 | 2,464 |
| Certificates of participation in pools of residential mortgages | $5,560,000 | 3,380 |
| Issued or guaranteed by U.S. | $5,560,000 | 3,377 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $12,776,000 | 1,213 |
| CMOs issued by government agencies or sponsored agencies | $12,776,000 | 1,145 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $360,188,000 | 369 |
| Total debt securities | $360,136,000 | 419 |
| 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 | $351,370,000 | 437 |
| U.S. Government securities | $161,284,000 | 648 |
| U.S. Treasury securities | $5,040,000 | 433 |
| U.S. Government agency obligations | $156,244,000 | 643 |
| Securities issued by states & political subdivisions | $186,856,000 | 120 |
| Other domestic debt securities | $3,189,000 | 1,290 |
| 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 | $3,189,000 | 956 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $41,000 | 1,043 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $236,790,000 | 275 |
| Mortgage-backed securities | $20,129,000 | 2,360 |
| Certificates of participation in pools of residential mortgages | $6,123,000 | 3,244 |
| Issued or guaranteed by U.S. | $6,123,000 | 3,241 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $14,006,000 | 1,182 |
| CMOs issued by government agencies or sponsored agencies | $14,006,000 | 1,106 |
| 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) | $351,370,000 | 377 |
| Total debt securities | $351,328,000 | 428 |
| 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 | $341,601,000 | 454 |
| U.S. Government securities | $154,292,000 | 682 |
| U.S. Treasury securities | $5,053,000 | 453 |
| U.S. Government agency obligations | $149,239,000 | 683 |
| Securities issued by states & political subdivisions | $183,726,000 | 128 |
| Other domestic debt securities | $3,535,000 | 1,234 |
| 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 | $3,535,000 | 892 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $48,000 | 1,053 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $238,553,000 | 284 |
| Mortgage-backed securities | $22,252,000 | 2,270 |
| Certificates of participation in pools of residential mortgages | $6,760,000 | 3,174 |
| Issued or guaranteed by U.S. | $6,760,000 | 3,173 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $15,492,000 | 1,160 |
| CMOs issued by government agencies or sponsored agencies | $15,492,000 | 1,091 |
| 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) | $341,601,000 | 400 |
| Total debt securities | $341,553,000 | 445 |
| 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 | $331,656,000 | 464 |
| U.S. Government securities | $155,610,000 | 670 |
| U.S. Treasury securities | $10,069,000 | 288 |
| U.S. Government agency obligations | $145,541,000 | 679 |
| Securities issued by states & political subdivisions | $172,142,000 | 135 |
| Other domestic debt securities | $3,856,000 | 1,163 |
| 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 | $3,856,000 | 823 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $48,000 | 1,038 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $229,042,000 | 295 |
| Mortgage-backed securities | $24,208,000 | 2,166 |
| Certificates of participation in pools of residential mortgages | $7,555,000 | 3,024 |
| Issued or guaranteed by U.S. | $7,555,000 | 3,023 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $16,653,000 | 1,132 |
| CMOs issued by government agencies or sponsored agencies | $16,653,000 | 1,057 |
| 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) | $331,656,000 | 408 |
| Total debt securities | $331,608,000 | 457 |
| 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 | $327,114,000 | 471 |
| U.S. Government securities | $157,652,000 | 673 |
| U.S. Treasury securities | $10,084,000 | 255 |
| U.S. Government agency obligations | $147,568,000 | 693 |
| Securities issued by states & political subdivisions | $164,542,000 | 136 |
| Other domestic debt securities | $4,881,000 | 1,071 |
| 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 | $4,881,000 | 762 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $39,000 | 1,051 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $236,158,000 | 292 |
| Mortgage-backed securities | $26,061,000 | 2,155 |
| Certificates of participation in pools of residential mortgages | $8,255,000 | 3,055 |
| Issued or guaranteed by U.S. | $8,255,000 | 3,054 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $17,806,000 | 1,144 |
| CMOs issued by government agencies or sponsored agencies | $17,806,000 | 1,068 |
| 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) | $327,114,000 | 414 |
| Total debt securities | $327,074,000 | 460 |
| 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 | $313,833,000 | 492 |
| U.S. Government securities | $148,800,000 | 722 |
| U.S. Treasury securities | $10,094,000 | 260 |
| U.S. Government agency obligations | $138,706,000 | 744 |
| Securities issued by states & political subdivisions | $159,456,000 | 133 |
| Other domestic debt securities | $5,538,000 | 1,014 |
| 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 | $5,538,000 | 709 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $39,000 | 1,078 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $227,979,000 | 298 |
| Mortgage-backed securities | $27,837,000 | 2,089 |
| Certificates of participation in pools of residential mortgages | $9,101,000 | 2,963 |
| Issued or guaranteed by U.S. | $9,101,000 | 2,963 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $18,736,000 | 1,119 |
| CMOs issued by government agencies or sponsored agencies | $18,736,000 | 1,037 |
| 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) | $313,833,000 | 442 |
| Total debt securities | $313,793,000 | 484 |
| 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 | $301,857,000 | 519 |
| U.S. Government securities | $146,564,000 | 765 |
| U.S. Treasury securities | $10,104,000 | 272 |
| U.S. Government agency obligations | $136,460,000 | 795 |
| Securities issued by states & political subdivisions | $150,203,000 | 139 |
| Other domestic debt securities | $5,056,000 | 1,058 |
| 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 | $5,056,000 | 737 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $34,000 | 1,056 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $209,501,000 | 328 |
| Mortgage-backed securities | $29,629,000 | 2,029 |
| Certificates of participation in pools of residential mortgages | $9,945,000 | 2,839 |
| Issued or guaranteed by U.S. | $9,945,000 | 2,837 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $19,684,000 | 1,108 |
| CMOs issued by government agencies or sponsored agencies | $19,684,000 | 1,025 |
| 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) | $301,857,000 | 472 |
| Total debt securities | $301,822,000 | 512 |
| 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 | $266,240,000 | 572 |
| U.S. Government securities | $122,448,000 | 857 |
| U.S. Treasury securities | $10,130,000 | 258 |
| U.S. Government agency obligations | $112,318,000 | 893 |
| Securities issued by states & political subdivisions | $139,069,000 | 150 |
| Other domestic debt securities | $4,697,000 | 1,074 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $4,697,000 | 721 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $26,000 | 1,085 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $156,198,000 | 388 |
| Mortgage-backed securities | $30,830,000 | 1,903 |
| Certificates of participation in pools of residential mortgages | $10,836,000 | 2,638 |
| Issued or guaranteed by U.S. | $10,836,000 | 2,636 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $19,994,000 | 1,071 |
| CMOs issued by government agencies or sponsored agencies | $19,994,000 | 951 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $266,240,000 | 506 |
| Total debt securities | $266,215,000 | 561 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $156,720,000 | 921 |
| U.S. Government securities | $81,304,000 | 1,213 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $81,304,000 | 1,168 |
| Securities issued by states & political subdivisions | $74,287,000 | 326 |
| Other domestic debt securities | $915,000 | 2,073 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $915,000 | 1,500 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $214,000 | 896 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,216,000 | 600 |
| Mortgage-backed securities | $11,541,000 | 3,171 |
| Certificates of participation in pools of residential mortgages | $3,151,000 | 4,031 |
| Issued or guaranteed by U.S. | $3,151,000 | 4,016 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $8,390,000 | 1,717 |
| CMOs issued by government agencies or sponsored agencies | $8,390,000 | 1,552 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $156,720,000 | 821 |
| Total debt securities | $156,506,000 | 913 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $136,407,000 | 1,062 |
| U.S. Government securities | $68,318,000 | 1,433 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $68,318,000 | 1,393 |
| Securities issued by states & political subdivisions | $66,948,000 | 353 |
| Other domestic debt securities | $926,000 | 2,009 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $926,000 | 1,416 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $215,000 | 892 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $94,077,000 | 611 |
| Mortgage-backed securities | $12,185,000 | 3,049 |
| Certificates of participation in pools of residential mortgages | $3,378,000 | 3,936 |
| Issued or guaranteed by U.S. | $3,378,000 | 3,923 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $8,807,000 | 1,657 |
| CMOs issued by government agencies or sponsored agencies | $8,807,000 | 1,477 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $136,407,000 | 939 |
| Total debt securities | $136,191,000 | 1,053 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $137,050,000 | 1,051 |
| U.S. Government securities | $71,482,000 | 1,372 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $71,482,000 | 1,318 |
| Securities issued by states & political subdivisions | $64,628,000 | 362 |
| Other domestic debt securities | $926,000 | 2,059 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $926,000 | 1,449 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $14,000 | 1,240 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $97,987,000 | 591 |
| Mortgage-backed securities | $12,699,000 | 2,917 |
| Certificates of participation in pools of residential mortgages | $3,619,000 | 3,799 |
| Issued or guaranteed by U.S. | $3,619,000 | 3,789 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $9,080,000 | 1,608 |
| CMOs issued by government agencies or sponsored agencies | $9,080,000 | 1,423 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $137,050,000 | 926 |
| Total debt securities | $137,035,000 | 1,038 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $126,673,000 | 1,088 |
| U.S. Government securities | $61,580,000 | 1,481 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $61,580,000 | 1,423 |
| Securities issued by states & political subdivisions | $64,168,000 | 352 |
| Other domestic debt securities | $925,000 | 2,191 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $925,000 | 1,453 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,082,000 | 676 |
| Mortgage-backed securities | $11,979,000 | 2,913 |
| Certificates of participation in pools of residential mortgages | $3,988,000 | 3,602 |
| Issued or guaranteed by U.S. | $3,988,000 | 3,593 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $7,991,000 | 1,647 |
| CMOs issued by government agencies or sponsored agencies | $7,991,000 | 1,461 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $126,673,000 | 964 |
| Total debt securities | $126,673,000 | 1,076 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $117,258,000 | 1,140 |
| U.S. Government securities | $52,527,000 | 1,666 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $52,527,000 | 1,600 |
| Securities issued by states & political subdivisions | $63,792,000 | 351 |
| Other domestic debt securities | $939,000 | 2,250 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $939,000 | 1,460 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,684,000 | 696 |
| Mortgage-backed securities | $6,427,000 | 3,722 |
| Certificates of participation in pools of residential mortgages | $4,448,000 | 3,472 |
| Issued or guaranteed by U.S. | $4,448,000 | 3,465 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,979,000 | 2,612 |
| CMOs issued by government agencies or sponsored agencies | $1,979,000 | 2,359 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $117,258,000 | 1,005 |
| Total debt securities | $117,259,000 | 1,125 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $107,169,000 | 1,229 |
| U.S. Government securities | $44,220,000 | 1,959 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $44,220,000 | 1,891 |
| Securities issued by states & political subdivisions | $62,016,000 | 333 |
| Other domestic debt securities | $933,000 | 2,242 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $933,000 | 1,415 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,739,000 | 719 |
| Mortgage-backed securities | $7,051,000 | 3,612 |
| Certificates of participation in pools of residential mortgages | $4,742,000 | 3,411 |
| Issued or guaranteed by U.S. | $4,742,000 | 3,402 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,309,000 | 2,425 |
| CMOs issued by government agencies or sponsored agencies | $2,309,000 | 2,167 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $107,169,000 | 1,089 |
| Total debt securities | $107,170,000 | 1,214 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,245 |
| Fair value | $1,506,000 | 2,283 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $109,759,000 | 1,217 |
| U.S. Government securities | $45,301,000 | 1,951 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $45,301,000 | 1,889 |
| Securities issued by states & political subdivisions | $63,535,000 | 306 |
| Other domestic debt securities | $923,000 | 2,306 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $923,000 | 1,439 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,513,000 | 766 |
| Mortgage-backed securities | $7,578,000 | 3,573 |
| Certificates of participation in pools of residential mortgages | $4,949,000 | 3,474 |
| Issued or guaranteed by U.S. | $4,949,000 | 3,466 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,629,000 | 2,305 |
| CMOs issued by government agencies or sponsored agencies | $2,629,000 | 2,025 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $109,759,000 | 1,072 |
| Total debt securities | $109,760,000 | 1,201 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,024 |
| Fair value | $1,499,000 | 2,065 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $110,744,000 | 1,167 |
| U.S. Government securities | $46,774,000 | 1,854 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $46,774,000 | 1,798 |
| Securities issued by states & political subdivisions | $63,049,000 | 312 |
| Other domestic debt securities | $921,000 | 2,362 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $921,000 | 1,477 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,181,000 | 808 |
| Mortgage-backed securities | $8,519,000 | 3,481 |
| Certificates of participation in pools of residential mortgages | $5,440,000 | 3,412 |
| Issued or guaranteed by U.S. | $5,440,000 | 3,404 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $3,079,000 | 2,182 |
| CMOs issued by government agencies or sponsored agencies | $3,079,000 | 1,898 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $110,744,000 | 1,028 |
| Total debt securities | $110,741,000 | 1,149 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $108,975,000 | 1,177 |
| U.S. Government securities | $50,641,000 | 1,695 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $50,641,000 | 1,645 |
| Securities issued by states & political subdivisions | $57,422,000 | 348 |
| Other domestic debt securities | $912,000 | 2,468 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $912,000 | 1,568 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,840,000 | 727 |
| Mortgage-backed securities | $9,316,000 | 3,438 |
| Certificates of participation in pools of residential mortgages | $5,850,000 | 3,397 |
| Issued or guaranteed by U.S. | $5,850,000 | 3,386 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $3,466,000 | 2,119 |
| CMOs issued by government agencies or sponsored agencies | $3,466,000 | 1,814 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $108,975,000 | 1,026 |
| Total debt securities | $108,975,000 | 1,164 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $112,243,000 | 1,120 |
| U.S. Government securities | $55,323,000 | 1,542 |
| U.S. Treasury securities | $1,004,000 | 705 |
| U.S. Government agency obligations | $54,319,000 | 1,519 |
| Securities issued by states & political subdivisions | $55,783,000 | 346 |
| Other domestic debt securities | $1,137,000 | 2,348 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $1,137,000 | 1,438 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,222,000 | 721 |
| Mortgage-backed securities | $10,109,000 | 3,346 |
| Certificates of participation in pools of residential mortgages | $6,228,000 | 3,369 |
| Issued or guaranteed by U.S. | $6,228,000 | 3,357 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $3,881,000 | 2,002 |
| CMOs issued by government agencies or sponsored agencies | $3,881,000 | 1,691 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $112,243,000 | 965 |
| Total debt securities | $112,241,000 | 1,096 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $61,856,000 | 1,954 |
| U.S. Government securities | $36,453,000 | 2,251 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $36,453,000 | 2,199 |
| Securities issued by states & political subdivisions | $25,403,000 | 870 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,806,000 | 2,976 |
| Mortgage-backed securities | $10,545,000 | 3,343 |
| Certificates of participation in pools of residential mortgages | $6,665,000 | 3,352 |
| Issued or guaranteed by U.S. | $6,665,000 | 3,339 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,880,000 | 2,044 |
| CMOs issued by government agencies or sponsored agencies | $3,880,000 | 1,708 |
| 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) | $61,856,000 | 1,712 |
| Total debt securities | $61,855,000 | 1,935 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $61,282,000 | 1,926 |
| U.S. Government securities | $37,666,000 | 2,189 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $37,666,000 | 2,146 |
| Securities issued by states & political subdivisions | $23,616,000 | 920 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,673,000 | 2,894 |
| Mortgage-backed securities | $11,977,000 | 3,100 |
| Certificates of participation in pools of residential mortgages | $7,057,000 | 3,232 |
| Issued or guaranteed by U.S. | $7,057,000 | 3,220 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $4,920,000 | 1,794 |
| CMOs issued by government agencies or sponsored agencies | $4,920,000 | 1,513 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $61,282,000 | 1,689 |
| Total debt securities | $61,282,000 | 1,912 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $60,530,000 | 1,920 |
| U.S. Government securities | $38,912,000 | 2,073 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $38,912,000 | 2,028 |
| Securities issued by states & political subdivisions | $21,618,000 | 987 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,586,000 | 2,913 |
| Mortgage-backed securities | $12,704,000 | 2,907 |
| Certificates of participation in pools of residential mortgages | $7,377,000 | 3,061 |
| Issued or guaranteed by U.S. | $7,377,000 | 3,051 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $5,327,000 | 1,679 |
| CMOs issued by government agencies or sponsored agencies | $5,327,000 | 1,377 |
| 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) | $616,000 | 2,763 |
| Available-for-sale securities (fair market value) | $59,914,000 | 1,700 |
| Total debt securities | $60,529,000 | 1,902 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $59,159,000 | 2,008 |
| U.S. Government securities | $37,736,000 | 2,173 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $37,736,000 | 2,132 |
| Securities issued by states & political subdivisions | $21,423,000 | 1,010 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,292,000 | 2,893 |
| Mortgage-backed securities | $13,623,000 | 2,770 |
| Certificates of participation in pools of residential mortgages | $7,883,000 | 2,966 |
| Issued or guaranteed by U.S. | $7,883,000 | 2,951 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $5,740,000 | 1,633 |
| CMOs issued by government agencies or sponsored agencies | $5,740,000 | 1,334 |
| 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) | $622,000 | 2,767 |
| Available-for-sale securities (fair market value) | $58,537,000 | 1,772 |
| Total debt securities | $59,157,000 | 1,973 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $44,950,000 | 2,513 |
| U.S. Government securities | $24,962,000 | 3,021 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $24,962,000 | 2,967 |
| Securities issued by states & political subdivisions | $19,988,000 | 1,095 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,339,000 | 2,727 |
| Mortgage-backed securities | $9,543,000 | 3,243 |
| Certificates of participation in pools of residential mortgages | $5,609,000 | 3,379 |
| Issued or guaranteed by U.S. | $5,609,000 | 3,362 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,934,000 | 1,883 |
| CMOs issued by government agencies or sponsored agencies | $3,934,000 | 1,578 |
| 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) | $644,000 | 2,795 |
| Available-for-sale securities (fair market value) | $44,306,000 | 2,260 |
| Total debt securities | $44,949,000 | 2,465 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $41,408,000 | 2,694 |
| U.S. Government securities | $21,671,000 | 3,376 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $21,671,000 | 3,311 |
| Securities issued by states & political subdivisions | $19,737,000 | 1,097 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,208,000 | 2,771 |
| Mortgage-backed securities | $10,266,000 | 2,876 |
| Certificates of participation in pools of residential mortgages | $5,856,000 | 3,031 |
| Issued or guaranteed by U.S. | $5,856,000 | 3,016 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $4,410,000 | 1,695 |
| CMOs issued by government agencies or sponsored agencies | $4,410,000 | 1,423 |
| 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) | $656,000 | 2,860 |
| Available-for-sale securities (fair market value) | $40,752,000 | 2,398 |
| Total debt securities | $41,407,000 | 2,657 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $42,702,000 | 2,619 |
| U.S. Government securities | $22,455,000 | 3,336 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $22,455,000 | 3,270 |
| Securities issued by states & political subdivisions | $20,247,000 | 1,035 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,264,000 | 2,746 |
| Mortgage-backed securities | $11,024,000 | 2,593 |
| Certificates of participation in pools of residential mortgages | $6,056,000 | 2,831 |
| Issued or guaranteed by U.S. | $6,056,000 | 2,816 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $4,968,000 | 1,574 |
| CMOs issued by government agencies or sponsored agencies | $4,968,000 | 1,316 |
| 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) | $663,000 | 2,920 |
| Available-for-sale securities (fair market value) | $42,039,000 | 2,314 |
| Total debt securities | $42,698,000 | 2,579 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $44,330,000 | 2,528 |
| U.S. Government securities | $24,054,000 | 3,184 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $24,054,000 | 3,107 |
| Securities issued by states & political subdivisions | $20,276,000 | 1,024 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,117,000 | 2,768 |
| Mortgage-backed securities | $11,967,000 | 2,417 |
| Certificates of participation in pools of residential mortgages | $6,295,000 | 2,691 |
| Issued or guaranteed by U.S. | $6,295,000 | 2,678 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $5,672,000 | 1,464 |
| CMOs issued by government agencies or sponsored agencies | $5,672,000 | 1,216 |
| 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) | $675,000 | 2,944 |
| Available-for-sale securities (fair market value) | $43,655,000 | 2,227 |
| Total debt securities | $44,329,000 | 2,482 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $46,982,000 | 2,431 |
| U.S. Government securities | $26,515,000 | 2,978 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $26,515,000 | 2,900 |
| Securities issued by states & political subdivisions | $20,467,000 | 1,002 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,278,000 | 1,937 |
| Mortgage-backed securities | $13,372,000 | 2,264 |
| Certificates of participation in pools of residential mortgages | $6,764,000 | 2,598 |
| Issued or guaranteed by U.S. | $6,764,000 | 2,588 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $6,608,000 | 1,317 |
| CMOs issued by government agencies or sponsored agencies | $6,608,000 | 1,103 |
| 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) | $682,000 | 2,976 |
| Available-for-sale securities (fair market value) | $46,300,000 | 2,134 |
| Total debt securities | $46,981,000 | 2,382 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $48,883,000 | 2,386 |
| U.S. Government securities | $28,611,000 | 2,834 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $28,611,000 | 2,755 |
| Securities issued by states & political subdivisions | $20,272,000 | 992 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,178,000 | 1,953 |
| Mortgage-backed securities | $14,483,000 | 2,155 |
| Certificates of participation in pools of residential mortgages | $7,052,000 | 2,539 |
| Issued or guaranteed by U.S. | $7,052,000 | 2,525 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $7,431,000 | 1,241 |
| CMOs issued by government agencies or sponsored agencies | $7,431,000 | 1,036 |
| 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) | $689,000 | 3,036 |
| Available-for-sale securities (fair market value) | $48,194,000 | 2,085 |
| Total debt securities | $48,883,000 | 2,335 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $51,021,000 | 2,301 |
| U.S. Government securities | $30,766,000 | 2,721 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $30,766,000 | 2,647 |
| Securities issued by states & political subdivisions | $20,255,000 | 993 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,626,000 | 1,908 |
| Mortgage-backed securities | $14,672,000 | 2,147 |
| Certificates of participation in pools of residential mortgages | $7,358,000 | 2,493 |
| Issued or guaranteed by U.S. | $7,358,000 | 2,480 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $7,314,000 | 1,210 |
| CMOs issued by government agencies or sponsored agencies | $7,314,000 | 1,012 |
| 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) | $401,000 | 3,325 |
| Available-for-sale securities (fair market value) | $50,620,000 | 1,993 |
| Total debt securities | $51,019,000 | 2,258 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $49,684,000 | 2,344 |
| U.S. Government securities | $29,744,000 | 2,774 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $29,744,000 | 2,691 |
| Securities issued by states & political subdivisions | $19,940,000 | 992 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,563,000 | 1,580 |
| Mortgage-backed securities | $15,744,000 | 2,047 |
| Certificates of participation in pools of residential mortgages | $7,578,000 | 2,460 |
| Issued or guaranteed by U.S. | $7,578,000 | 2,451 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $8,166,000 | 1,140 |
| CMOs issued by government agencies or sponsored agencies | $8,166,000 | 952 |
| 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) | $413,000 | 3,364 |
| Available-for-sale securities (fair market value) | $49,271,000 | 2,025 |
| Total debt securities | $49,682,000 | 2,295 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $51,268,000 | 2,309 |
| U.S. Government securities | $31,154,000 | 2,707 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $31,154,000 | 2,622 |
| Securities issued by states & political subdivisions | $20,114,000 | 977 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,649,000 | 1,760 |
| Mortgage-backed securities | $17,047,000 | 1,994 |
| Certificates of participation in pools of residential mortgages | $8,094,000 | 2,419 |
| Issued or guaranteed by U.S. | $8,094,000 | 2,407 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $8,953,000 | 1,101 |
| CMOs issued by government agencies or sponsored agencies | $8,953,000 | 911 |
| 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) | $419,000 | 3,418 |
| Available-for-sale securities (fair market value) | $50,849,000 | 1,998 |
| Total debt securities | $51,268,000 | 2,262 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $46,238,000 | 2,532 |
| U.S. Government securities | $27,134,000 | 3,033 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $27,134,000 | 2,933 |
| Securities issued by states & political subdivisions | $19,104,000 | 1,032 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,494,000 | 1,940 |
| Mortgage-backed securities | $15,986,000 | 2,082 |
| Certificates of participation in pools of residential mortgages | $7,406,000 | 2,575 |
| Issued or guaranteed by U.S. | $7,406,000 | 2,566 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $8,580,000 | 1,105 |
| CMOs issued by government agencies or sponsored agencies | $8,580,000 | 923 |
| 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) | $426,000 | 3,481 |
| Available-for-sale securities (fair market value) | $45,812,000 | 2,198 |
| Total debt securities | $46,236,000 | 2,486 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $43,193,000 | 2,652 |
| U.S. Government securities | $25,683,000 | 3,117 |
| U.S. Treasury securities | $995,000 | 1,155 |
| U.S. Government agency obligations | $24,688,000 | 3,104 |
| Securities issued by states & political subdivisions | $17,503,000 | 1,134 |
| Other domestic debt securities | $7,000 | 3,330 |
| Privately issued residential mortgage-backed securities | $7,000 | 1,268 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,966,000 | 1,672 |
| Mortgage-backed securities | $13,511,000 | 2,310 |
| Certificates of participation in pools of residential mortgages | $5,953,000 | 2,892 |
| Issued or guaranteed by U.S. | $5,953,000 | 2,881 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $7,558,000 | 1,202 |
| CMOs issued by government agencies or sponsored agencies | $7,551,000 | 1,026 |
| Privately issued | $7,000 | 1,161 |
| 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) | $432,000 | 3,520 |
| Available-for-sale securities (fair market value) | $42,761,000 | 2,289 |
| Total debt securities | $43,193,000 | 2,607 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $44,593,000 | 2,600 |
| U.S. Government securities | $27,219,000 | 3,029 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $27,219,000 | 2,919 |
| Securities issued by states & political subdivisions | $17,367,000 | 1,138 |
| Other domestic debt securities | $7,000 | 3,376 |
| Privately issued residential mortgage-backed securities | $7,000 | 1,234 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,199,000 | 1,656 |
| Mortgage-backed securities | $15,013,000 | 2,222 |
| Certificates of participation in pools of residential mortgages | $6,432,000 | 2,853 |
| Issued or guaranteed by U.S. | $6,432,000 | 2,842 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $8,581,000 | 1,157 |
| CMOs issued by government agencies or sponsored agencies | $8,574,000 | 992 |
| Privately issued | $7,000 | 1,123 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $665,000 | 3,384 |
| Available-for-sale securities (fair market value) | $43,928,000 | 2,233 |
| Total debt securities | $44,597,000 | 2,553 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $42,800,000 | 2,731 |
| U.S. Government securities | $25,603,000 | 3,224 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $25,603,000 | 3,095 |
| Securities issued by states & political subdivisions | $17,190,000 | 1,126 |
| Other domestic debt securities | $7,000 | 3,426 |
| Privately issued residential mortgage-backed securities | $7,000 | 1,225 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,234,000 | 1,921 |
| Mortgage-backed securities | $13,486,000 | 2,458 |
| Certificates of participation in pools of residential mortgages | $6,725,000 | 2,886 |
| Issued or guaranteed by U.S. | $6,725,000 | 2,876 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $6,761,000 | 1,322 |
| CMOs issued by government agencies or sponsored agencies | $6,754,000 | 1,152 |
| Privately issued | $7,000 | 1,120 |
| 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) | $669,000 | 3,425 |
| Available-for-sale securities (fair market value) | $42,131,000 | 2,361 |
| Total debt securities | $42,799,000 | 2,686 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $44,674,000 | 2,649 |
| U.S. Government securities | $27,144,000 | 3,075 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $27,144,000 | 2,960 |
| Securities issued by states & political subdivisions | $17,498,000 | 1,083 |
| Other domestic debt securities | $32,000 | 3,427 |
| Privately issued residential mortgage-backed securities | $32,000 | 1,153 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,584,000 | 2,010 |
| Mortgage-backed securities | $14,941,000 | 2,339 |
| Certificates of participation in pools of residential mortgages | $7,126,000 | 2,829 |
| Issued or guaranteed by U.S. | $7,126,000 | 2,821 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $7,815,000 | 1,241 |
| CMOs issued by government agencies or sponsored agencies | $7,783,000 | 1,085 |
| Privately issued | $32,000 | 1,057 |
| 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) | $673,000 | 3,460 |
| Available-for-sale securities (fair market value) | $44,001,000 | 2,286 |
| Total debt securities | $44,674,000 | 2,604 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $41,989,000 | 2,789 |
| U.S. Government securities | $24,528,000 | 3,320 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $24,528,000 | 3,196 |
| Securities issued by states & political subdivisions | $17,400,000 | 1,115 |
| Other domestic debt securities | $61,000 | 3,453 |
| Privately issued residential mortgage-backed securities | $61,000 | 1,064 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,376,000 | 2,001 |
| Mortgage-backed securities | $14,276,000 | 2,410 |
| Certificates of participation in pools of residential mortgages | $7,543,000 | 2,769 |
| Issued or guaranteed by U.S. | $7,543,000 | 2,762 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $6,733,000 | 1,346 |
| CMOs issued by government agencies or sponsored agencies | $6,672,000 | 1,186 |
| Privately issued | $61,000 | 977 |
| 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) | $677,000 | 3,519 |
| Available-for-sale securities (fair market value) | $41,312,000 | 2,412 |
| Total debt securities | $41,989,000 | 2,734 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $43,471,000 | 2,748 |
| U.S. Government securities | $26,150,000 | 3,205 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $26,150,000 | 3,084 |
| Securities issued by states & political subdivisions | $17,242,000 | 1,104 |
| Other domestic debt securities | $79,000 | 3,522 |
| Privately issued residential mortgage-backed securities | $79,000 | 1,031 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,861,000 | 2,040 |
| Mortgage-backed securities | $15,014,000 | 2,365 |
| Certificates of participation in pools of residential mortgages | $7,774,000 | 2,766 |
| Issued or guaranteed by U.S. | $7,774,000 | 2,757 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $7,240,000 | 1,318 |
| CMOs issued by government agencies or sponsored agencies | $7,161,000 | 1,165 |
| Privately issued | $79,000 | 951 |
| 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) | $1,004,000 | 3,309 |
| Available-for-sale securities (fair market value) | $42,467,000 | 2,383 |
| Total debt securities | $43,470,000 | 2,695 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $44,538,000 | 2,702 |
| U.S. Government securities | $26,965,000 | 3,088 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $26,965,000 | 2,979 |
| Securities issued by states & political subdivisions | $17,469,000 | 1,108 |
| Other domestic debt securities | $104,000 | 3,557 |
| Privately issued residential mortgage-backed securities | $104,000 | 1,075 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,336,000 | 5,177 |
| Mortgage-backed securities | $14,366,000 | 2,489 |
| Certificates of participation in pools of residential mortgages | $7,362,000 | 2,849 |
| Issued or guaranteed by U.S. | $7,362,000 | 2,839 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $7,004,000 | 1,366 |
| CMOs issued by government agencies or sponsored agencies | $6,900,000 | 1,221 |
| Privately issued | $104,000 | 987 |
| 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) | $1,006,000 | 3,321 |
| Available-for-sale securities (fair market value) | $43,532,000 | 2,372 |
| Total debt securities | $44,536,000 | 2,639 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $46,379,000 | 2,641 |
| U.S. Government securities | $29,308,000 | 2,961 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $29,308,000 | 2,858 |
| Securities issued by states & political subdivisions | $16,910,000 | 1,155 |
| Other domestic debt securities | $161,000 | 3,525 |
| Privately issued residential mortgage-backed securities | $161,000 | 891 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,299,000 | 5,174 |
| Mortgage-backed securities | $13,718,000 | 2,551 |
| Certificates of participation in pools of residential mortgages | $6,474,000 | 3,056 |
| Issued or guaranteed by U.S. | $6,474,000 | 3,041 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $7,244,000 | 1,328 |
| CMOs issued by government agencies or sponsored agencies | $7,083,000 | 1,247 |
| Privately issued | $161,000 | 778 |
| 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) | $1,006,000 | 3,369 |
| Available-for-sale securities (fair market value) | $45,373,000 | 2,321 |
| Total debt securities | $46,378,000 | 2,586 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $42,715,000 | 2,776 |
| U.S. Government securities | $25,155,000 | 3,234 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $25,155,000 | 3,113 |
| Securities issued by states & political subdivisions | $17,330,000 | 1,120 |
| Other domestic debt securities | $230,000 | 3,548 |
| Privately issued residential mortgage-backed securities | $230,000 | 914 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,312,000 | 5,132 |
| Mortgage-backed securities | $12,639,000 | 2,641 |
| Certificates of participation in pools of residential mortgages | $4,984,000 | 3,417 |
| Issued or guaranteed by U.S. | $4,984,000 | 3,403 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $7,655,000 | 1,310 |
| CMOs issued by government agencies or sponsored agencies | $7,425,000 | 1,229 |
| Privately issued | $230,000 | 802 |
| 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) | $1,853,000 | 2,958 |
| Available-for-sale securities (fair market value) | $40,862,000 | 2,475 |
| Total debt securities | $42,714,000 | 2,704 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $39,337,000 | 2,917 |
| U.S. Government securities | $21,317,000 | 3,542 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $21,317,000 | 3,404 |
| Securities issued by states & political subdivisions | $17,736,000 | 1,085 |
| Other domestic debt securities | $284,000 | 3,498 |
| Privately issued residential mortgage-backed securities | $284,000 | 920 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,006,000 | 5,823 |
| Mortgage-backed securities | $8,480,000 | 3,315 |
| Certificates of participation in pools of residential mortgages | $189,000 | 6,284 |
| Issued or guaranteed by U.S. | $189,000 | 6,261 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $8,291,000 | 1,345 |
| CMOs issued by government agencies or sponsored agencies | $8,007,000 | 1,278 |
| Privately issued | $284,000 | 811 |
| 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) | $1,898,000 | 2,955 |
| Available-for-sale securities (fair market value) | $37,439,000 | 2,611 |
| Total debt securities | $39,336,000 | 2,841 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $38,459,000 | 2,918 |
| U.S. Government securities | $20,978,000 | 3,576 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $20,978,000 | 3,427 |
| Securities issued by states & political subdivisions | $17,098,000 | 1,064 |
| Other domestic debt securities | $383,000 | 3,448 |
| Privately issued residential mortgage-backed securities | $383,000 | 915 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,956,000 | 5,912 |
| Mortgage-backed securities | $8,902,000 | 3,248 |
| Certificates of participation in pools of residential mortgages | $199,000 | 6,265 |
| Issued or guaranteed by U.S. | $199,000 | 6,246 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $8,703,000 | 1,365 |
| CMOs issued by government agencies or sponsored agencies | $8,320,000 | 1,303 |
| Privately issued | $383,000 | 810 |
| 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) | $1,892,000 | 3,016 |
| Available-for-sale securities (fair market value) | $36,567,000 | 2,610 |
| Total debt securities | $38,459,000 | 2,830 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $38,438,000 | 2,904 |
| U.S. Government securities | $21,051,000 | 3,554 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $21,051,000 | 3,385 |
| Securities issued by states & political subdivisions | $16,926,000 | 1,059 |
| Other domestic debt securities | $461,000 | 3,420 |
| Privately issued residential mortgage-backed securities | $461,000 | 902 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,450,000 | 5,633 |
| Mortgage-backed securities | $7,503,000 | 3,481 |
| Certificates of participation in pools of residential mortgages | $218,000 | 6,208 |
| Issued or guaranteed by U.S. | $218,000 | 6,190 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $7,285,000 | 1,511 |
| CMOs issued by government agencies or sponsored agencies | $6,824,000 | 1,464 |
| Privately issued | $461,000 | 806 |
| 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) | $1,887,000 | 3,089 |
| Available-for-sale securities (fair market value) | $36,551,000 | 2,574 |
| Total debt securities | $38,439,000 | 2,818 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $36,013,000 | 2,912 |
| U.S. Government securities | $13,163,000 | 4,735 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $13,163,000 | 4,525 |
| Securities issued by states & political subdivisions | $18,728,000 | 890 |
| Other domestic debt securities | $4,122,000 | 1,598 |
| Privately issued residential mortgage-backed securities | $4,122,000 | 450 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,014,000 | 5,943 |
| Mortgage-backed securities | $8,926,000 | 3,050 |
| Certificates of participation in pools of residential mortgages | $267,000 | 6,099 |
| Issued or guaranteed by U.S. | $267,000 | 6,076 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $8,659,000 | 1,395 |
| CMOs issued by government agencies or sponsored agencies | $4,537,000 | 1,844 |
| Privately issued | $4,122,000 | 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) | $1,916,000 | 3,255 |
| Available-for-sale securities (fair market value) | $34,097,000 | 2,537 |
| Total debt securities | $36,013,000 | 2,847 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $24,677,000 | 3,979 |
| U.S. Government securities | $7,529,000 | 6,702 |
| U.S. Treasury securities | $500,000 | 3,417 |
| U.S. Government agency obligations | $7,029,000 | 6,528 |
| Securities issued by states & political subdivisions | $16,607,000 | 958 |
| Other domestic debt securities | $16,000 | 3,839 |
| Privately issued residential mortgage-backed securities | $16,000 | 1,361 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $525,000 | 3,732 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,516,000 | 5,945 |
| Mortgage-backed securities | $1,308,000 | 5,267 |
| Certificates of participation in pools of residential mortgages | $316,000 | 5,793 |
| Issued or guaranteed by U.S. | $316,000 | 5,773 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $992,000 | 2,861 |
| CMOs issued by government agencies or sponsored agencies | $976,000 | 2,731 |
| Privately issued | $16,000 | 1,183 |
| 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) | $2,137,000 | 3,779 |
| Available-for-sale securities (fair market value) | $22,540,000 | 3,453 |
| Total debt securities | $24,152,000 | 3,931 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $21,181,000 | 4,652 |
| U.S. Government securities | $5,054,000 | 8,010 |
| U.S. Treasury securities | $2,005,000 | 2,655 |
| U.S. Government agency obligations | $3,049,000 | 8,437 |
| Securities issued by states & political subdivisions | $15,654,000 | 1,048 |
| Other domestic debt securities | $24,000 | 3,768 |
| Privately issued residential mortgage-backed securities | $24,000 | 1,407 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $449,000 | 3,953 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,582,000 | 5,961 |
| Mortgage-backed securities | $1,402,000 | 5,497 |
| Certificates of participation in pools of residential mortgages | $404,000 | 5,923 |
| Issued or guaranteed by U.S. | $404,000 | 5,910 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $998,000 | 2,994 |
| CMOs issued by government agencies or sponsored agencies | $974,000 | 2,906 |
| Privately issued | $24,000 | 1,223 |
| 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) | $1,898,000 | 4,308 |
| Available-for-sale securities (fair market value) | $19,283,000 | 3,999 |
| Total debt securities | $20,732,000 | 4,599 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $17,909,000 | 5,206 |
| U.S. Government securities | $4,794,000 | 8,141 |
| U.S. Treasury securities | $1,024,000 | 4,908 |
| U.S. Government agency obligations | $3,770,000 | 7,816 |
| Securities issued by states & political subdivisions | $12,600,000 | 1,327 |
| Other domestic debt securities | $66,000 | 3,603 |
| Privately issued residential mortgage-backed securities | $66,000 | 1,321 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $449,000 | 3,807 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,159,000 | 5,287 |
| Mortgage-backed securities | $1,612,000 | 5,584 |
| Certificates of participation in pools of residential mortgages | $564,000 | 5,872 |
| Issued or guaranteed by U.S. | $564,000 | 5,858 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,048,000 | 3,184 |
| CMOs issued by government agencies or sponsored agencies | $982,000 | 3,160 |
| Privately issued | $66,000 | 1,128 |
| 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) | $2,793,000 | 4,300 |
| Available-for-sale securities (fair market value) | $15,116,000 | 4,628 |
| Total debt securities | $17,460,000 | 5,155 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $11,059,000 | 7,096 |
| U.S. Government securities | $3,588,000 | 9,270 |
| U.S. Treasury securities | $510,000 | 7,060 |
| U.S. Government agency obligations | $3,078,000 | 8,388 |
| Securities issued by states & political subdivisions | $6,960,000 | 2,112 |
| Other domestic debt securities | $125,000 | 3,136 |
| Privately issued residential mortgage-backed securities | $125,000 | 1,180 |
| 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 | $386,000 | 4,145 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,644,000 | 5,909 |
| Mortgage-backed securities | $2,259,000 | 5,221 |
| Certificates of participation in pools of residential mortgages | $679,000 | 5,852 |
| Issued or guaranteed by U.S. | $679,000 | 5,833 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,580,000 | 2,947 |
| CMOs issued by government agencies or sponsored agencies | $1,455,000 | 2,919 |
| Privately issued | $125,000 | 965 |
| 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) | $2,923,000 | 5,073 |
| Available-for-sale securities (fair market value) | $8,136,000 | 6,311 |
| Total debt securities | $10,673,000 | 7,074 |
| Structured notes | ||
| Amortized cost | $981,000 | 1,492 |
| Fair value | $970,000 | 1,454 |
| 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 | $11,100,000 | 7,554 |
| U.S. Government securities | $4,997,000 | 9,157 |
| U.S. Treasury securities | $1,035,000 | 7,073 |
| U.S. Government agency obligations | $3,962,000 | 8,251 |
| Securities issued by states & political subdivisions | $5,577,000 | 2,597 |
| Other domestic debt securities | $189,000 | 3,482 |
| Privately issued residential mortgage-backed securities | $189,000 | 1,352 |
| 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 | $337,000 | 4,287 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,238,000 | 5,673 |
| Mortgage-backed securities | $3,089,000 | 5,162 |
| Certificates of participation in pools of residential mortgages | $682,000 | 6,324 |
| Issued or guaranteed by U.S. | $682,000 | 6,308 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $2,407,000 | 2,833 |
| CMOs issued by government agencies or sponsored agencies | $2,218,000 | 2,812 |
| Privately issued | $189,000 | 1,098 |
| 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) | $2,975,000 | 5,689 |
| Available-for-sale securities (fair market value) | $8,125,000 | 6,585 |
| Total debt securities | $10,763,000 | 7,545 |
| Structured notes | ||
| Amortized cost | $978,000 | 2,030 |
| Fair value | $970,000 | 1,963 |
| 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 | $12,810,000 | 7,332 |
| U.S. Government securities | $6,815,000 | 8,706 |
| U.S. Treasury securities | $999,000 | 8,619 |
| U.S. Government agency obligations | $5,816,000 | 7,262 |
| Securities issued by states & political subdivisions | $5,765,000 | 2,525 |
| Other domestic debt securities | $225,000 | 3,922 |
| Privately issued residential mortgage-backed securities | $225,000 | 1,544 |
| 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 | $5,000 | 8,363 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,762,000 | 7,125 |
| Mortgage-backed securities | $1,041,000 | 7,234 |
| Certificates of participation in pools of residential mortgages | $816,000 | 6,384 |
| Issued or guaranteed by U.S. | $816,000 | 6,352 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $225,000 | 5,420 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $225,000 | 1,260 |
| 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) | $4,572,000 | 5,204 |
| Available-for-sale securities (fair market value) | $8,238,000 | 6,711 |
| Total debt securities | $12,805,000 | 7,195 |
| Structured notes | ||
| Amortized cost | $1,501,000 | 2,021 |
| Fair value | $1,483,000 | 2,083 |
| 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 | $16,005,000 | 6,829 |
| U.S. Government securities | $9,797,000 | 7,824 |
| U.S. Treasury securities | $1,449,000 | 9,022 |
| U.S. Government agency obligations | $8,348,000 | 6,037 |
| Securities issued by states & political subdivisions | $5,672,000 | 2,652 |
| Other domestic debt securities | $531,000 | 3,460 |
| Privately issued residential mortgage-backed securities | $531,000 | 1,236 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 8,528 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,153,000 | 8,179 |
| Mortgage-backed securities | $1,388,000 | 7,280 |
| Certificates of participation in pools of residential mortgages | $857,000 | 6,675 |
| Issued or guaranteed by U.S. | $857,000 | 6,652 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $531,000 | 5,167 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $531,000 | 997 |
| 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) | $7,160,000 | 6,841 |
| Available-for-sale securities (fair market value) | $8,845,000 | 5,152 |
| Total debt securities | $16,000,000 | 6,719 |
| 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 | $14,603,000 | 7,542 |
| U.S. Government securities | $10,384,000 | 7,845 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $10,384,000 | 5,446 |
| Securities issued by states & political subdivisions | $3,376,000 | 3,978 |
| Other domestic debt securities | $838,000 | 3,582 |
| Privately issued residential mortgage-backed securities | $838,000 | 1,334 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 8,576 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $836,000 | 8,881 |
| Mortgage-backed securities | $6,339,000 | 4,681 |
| Certificates of participation in pools of residential mortgages | $4,495,000 | 4,005 |
| Issued or guaranteed by U.S. | $4,495,000 | 3,968 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,844,000 | 4,190 |
| CMOs issued by government agencies or sponsored agencies | $1,006,000 | 4,735 |
| Privately issued | $838,000 | 1,034 |
| 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 | $14,598,000 | 7,388 |
| 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 | $14,834,000 | 7,412 |
| U.S. Government securities | $11,883,000 | 7,297 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $11,883,000 | 4,913 |
| Securities issued by states & political subdivisions | $1,786,000 | 5,301 |
| Other domestic debt securities | $1,165,000 | 3,808 |
| Privately issued residential mortgage-backed securities | $1,165,000 | 1,630 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $958,000 | 8,849 |
| Mortgage-backed securities | $8,985,000 | 4,005 |
| Certificates of participation in pools of residential mortgages | $6,763,000 | 3,299 |
| Issued or guaranteed by U.S. | $6,763,000 | 3,253 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $2,222,000 | 3,898 |
| CMOs issued by government agencies or sponsored agencies | $1,057,000 | 4,554 |
| Privately issued | $1,165,000 | 1,303 |
| 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 | $14,834,000 | 7,282 |
| 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 |