Home > Ameris Bank > Securities
Ameris Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $1,544,843,000 | 183 |
| U.S. Government securities | $1,473,781,000 | 137 |
| U.S. Treasury securities | $720,878,000 | 61 |
| U.S. Government agency obligations | $752,903,000 | 211 |
| Securities issued by states & political subdivisions | $59,956,000 | 758 |
| Other domestic debt securities | $8,723,000 | 1,106 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $692,000 | 612 |
| Other domestic debt securities - All other | $8,031,000 | 735 |
| Foreign debt securities | $996,000 | 196 |
| 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 | $540,659,000 | 229 |
| Mortgage-backed securities | $700,403,000 | 194 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $235,716,000 | 257 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $39,058,000 | 459 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $345,332,000 | 55 |
| Other commercial mortgage-backed securities | $80,297,000 | 141 |
| Held to maturity securities (book value) | $141,512,000 | 310 |
| Available-for-sale securities (fair market value) | $1,401,944,000 | 154 |
| Total debt securities | $1,543,456,000 | 179 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $5,571,000 | 135 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $5,838,000 | 107 |
| 2023-09-30 | Rank | |
| Total securities | $1,566,305,000 | 181 |
| U.S. Government securities | $1,490,439,000 | 139 |
| U.S. Treasury securities | $760,596,000 | 61 |
| U.S. Government agency obligations | $729,843,000 | 216 |
| Securities issued by states & political subdivisions | $59,608,000 | 739 |
| Other domestic debt securities | $13,902,000 | 851 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $856,000 | 593 |
| Other domestic debt securities - All other | $13,046,000 | 546 |
| Foreign debt securities | $991,000 | 208 |
| 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 | $845,644,000 | 164 |
| Mortgage-backed securities | $707,123,000 | 190 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $232,401,000 | 253 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $41,471,000 | 433 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $352,309,000 | 52 |
| Other commercial mortgage-backed securities | $80,942,000 | 136 |
| Held to maturity securities (book value) | $141,859,000 | 318 |
| Available-for-sale securities (fair market value) | $1,423,081,000 | 154 |
| Total debt securities | $1,564,940,000 | 178 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $12,770,000 | 109 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $12,560,000 | 93 |
| 2023-06-30 | Rank | |
| Total securities | $1,603,250,000 | 179 |
| U.S. Government securities | $1,522,664,000 | 139 |
| U.S. Treasury securities | $758,666,000 | 59 |
| U.S. Government agency obligations | $763,998,000 | 210 |
| Securities issued by states & political subdivisions | $64,133,000 | 733 |
| Other domestic debt securities | $14,582,000 | 833 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $1,017,000 | 538 |
| Other domestic debt securities - All other | $13,565,000 | 529 |
| Foreign debt securities | $490,000 | 257 |
| 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 | $860,591,000 | 161 |
| Mortgage-backed securities | $739,200,000 | 182 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $250,079,000 | 248 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $45,263,000 | 417 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $357,381,000 | 51 |
| Other commercial mortgage-backed securities | $86,477,000 | 127 |
| Held to maturity securities (book value) | $142,513,000 | 315 |
| Available-for-sale securities (fair market value) | $1,459,356,000 | 155 |
| Total debt securities | $1,601,869,000 | 176 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $6,798,000 | 131 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $7,013,000 | 102 |
| 2023-03-31 | Rank | |
| Total securities | $1,631,398,000 | 187 |
| U.S. Government securities | $1,549,100,000 | 141 |
| U.S. Treasury securities | $766,128,000 | 60 |
| U.S. Government agency obligations | $782,972,000 | 203 |
| Securities issued by states & political subdivisions | $65,118,000 | 752 |
| Other domestic debt securities | $14,796,000 | 868 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $1,182,000 | 526 |
| Other domestic debt securities - All other | $13,614,000 | 562 |
| Foreign debt securities | $997,000 | 184 |
| 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 | $939,949,000 | 144 |
| Mortgage-backed securities | $756,643,000 | 189 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $262,964,000 | 252 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $50,081,000 | 402 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $363,081,000 | 56 |
| Other commercial mortgage-backed securities | $80,517,000 | 144 |
| Held to maturity securities (book value) | $134,175,000 | 342 |
| Available-for-sale securities (fair market value) | $1,495,836,000 | 163 |
| Total debt securities | $1,630,011,000 | 184 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $4,030,000 | 163 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $4,350,000 | 109 |
| 2022-12-31 | Rank | |
| Total securities | $1,635,305,000 | 194 |
| U.S. Government securities | $1,551,552,000 | 151 |
| U.S. Treasury securities | $759,534,000 | 66 |
| U.S. Government agency obligations | $792,018,000 | 212 |
| Securities issued by states & political subdivisions | $66,100,000 | 766 |
| Other domestic debt securities | $15,276,000 | 873 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $1,346,000 | 531 |
| Other domestic debt securities - All other | $13,930,000 | 559 |
| Foreign debt securities | $996,000 | 189 |
| 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 | $874,373,000 | 132 |
| Mortgage-backed securities | $763,641,000 | 194 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $267,968,000 | 260 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $53,830,000 | 392 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $360,605,000 | 58 |
| Other commercial mortgage-backed securities | $81,238,000 | 147 |
| Held to maturity securities (book value) | $134,864,000 | 351 |
| Available-for-sale securities (fair market value) | $1,499,060,000 | 168 |
| Total debt securities | $1,633,924,000 | 191 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $4,473,000 | 172 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $4,467,000 | 113 |
| 2022-09-30 | Rank | |
| Total securities | $1,385,741,000 | 217 |
| U.S. Government securities | $1,298,894,000 | 170 |
| U.S. Treasury securities | $503,811,000 | 84 |
| U.S. Government agency obligations | $795,083,000 | 217 |
| Securities issued by states & political subdivisions | $71,173,000 | 708 |
| Other domestic debt securities | $13,796,000 | 890 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $13,796,000 | 561 |
| Foreign debt securities | $500,000 | 235 |
| 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 | $676,681,000 | 157 |
| Mortgage-backed securities | $765,255,000 | 196 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $274,539,000 | 261 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $59,418,000 | 377 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $350,696,000 | 61 |
| Other commercial mortgage-backed securities | $80,602,000 | 159 |
| Held to maturity securities (book value) | $130,214,000 | 348 |
| Available-for-sale securities (fair market value) | $1,254,149,000 | 195 |
| Total debt securities | $1,384,363,000 | 212 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $4,782,000 | 167 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $4,740,000 | 114 |
| 2022-06-30 | Rank | |
| Total securities | $1,164,322,000 | 248 |
| U.S. Government securities | $1,075,591,000 | 200 |
| U.S. Treasury securities | $312,888,000 | 118 |
| U.S. Government agency obligations | $762,703,000 | 224 |
| Securities issued by states & political subdivisions | $72,868,000 | 722 |
| Other domestic debt securities | $13,963,000 | 840 |
| 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 | $13,963,000 | 570 |
| Foreign debt securities | $500,000 | 235 |
| 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 | $306,010,000 | 287 |
| Mortgage-backed securities | $726,250,000 | 213 |
| Certificates of participation in pools of residential mortgages | $301,742,000 | 251 |
| Issued or guaranteed by U.S. | $301,742,000 | 250 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $66,985,000 | 397 |
| CMOs issued by government agencies or sponsored agencies | $66,985,000 | 363 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $357,523,000 | 123 |
| Commercial mortgage pass-through securities | $281,164,000 | 69 |
| Other commercial mortgage-backed securities | $76,359,000 | 188 |
| Held to maturity securities (book value) | $111,654,000 | 343 |
| Available-for-sale securities (fair market value) | $1,051,268,000 | 218 |
| Total debt securities | $1,162,922,000 | 245 |
| 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 | $671,079,000 | 380 |
| U.S. Government securities | $584,731,000 | 294 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $584,731,000 | 264 |
| Securities issued by states & political subdivisions | $57,749,000 | 913 |
| Other domestic debt securities | $26,178,000 | 584 |
| 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 | $26,178,000 | 359 |
| Foreign debt securities | $1,000,000 | 192 |
| 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 | $318,099,000 | 276 |
| Mortgage-backed securities | $540,711,000 | 255 |
| Certificates of participation in pools of residential mortgages | $206,138,000 | 329 |
| Issued or guaranteed by U.S. | $206,138,000 | 328 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $75,402,000 | 368 |
| CMOs issued by government agencies or sponsored agencies | $75,402,000 | 335 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $259,171,000 | 144 |
| Commercial mortgage pass-through securities | $140,541,000 | 100 |
| Other commercial mortgage-backed securities | $118,630,000 | 143 |
| Held to maturity securities (book value) | $91,454,000 | 345 |
| Available-for-sale securities (fair market value) | $578,204,000 | 355 |
| Total debt securities | $669,658,000 | 374 |
| 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 | $672,919,000 | 368 |
| U.S. Government securities | $587,258,000 | 288 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $587,258,000 | 271 |
| Securities issued by states & political subdivisions | $56,717,000 | 958 |
| Other domestic debt securities | $26,496,000 | 557 |
| 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 | $26,496,000 | 336 |
| Foreign debt securities | $1,000,000 | 189 |
| 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 | $367,006,000 | 223 |
| Mortgage-backed securities | $534,884,000 | 260 |
| Certificates of participation in pools of residential mortgages | $232,248,000 | 304 |
| Issued or guaranteed by U.S. | $232,248,000 | 304 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $88,984,000 | 332 |
| CMOs issued by government agencies or sponsored agencies | $88,984,000 | 308 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $213,652,000 | 160 |
| Commercial mortgage pass-through securities | $121,617,000 | 109 |
| Other commercial mortgage-backed securities | $92,035,000 | 165 |
| Held to maturity securities (book value) | $79,850,000 | 291 |
| Available-for-sale securities (fair market value) | $591,621,000 | 352 |
| Total debt securities | $671,471,000 | 363 |
| 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 | $749,408,000 | 322 |
| U.S. Government securities | $656,836,000 | 264 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $656,836,000 | 244 |
| Securities issued by states & political subdivisions | $58,120,000 | 920 |
| Other domestic debt securities | $31,999,000 | 474 |
| 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 | $31,999,000 | 272 |
| Foreign debt securities | $1,000,000 | 179 |
| 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 | $354,223,000 | 236 |
| Mortgage-backed securities | $596,668,000 | 234 |
| Certificates of participation in pools of residential mortgages | $258,861,000 | 281 |
| Issued or guaranteed by U.S. | $258,861,000 | 281 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $104,742,000 | 297 |
| CMOs issued by government agencies or sponsored agencies | $104,742,000 | 273 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $233,065,000 | 151 |
| Commercial mortgage pass-through securities | $143,601,000 | 102 |
| Other commercial mortgage-backed securities | $89,464,000 | 173 |
| Held to maturity securities (book value) | $64,451,000 | 299 |
| Available-for-sale securities (fair market value) | $683,504,000 | 308 |
| Total debt securities | $747,955,000 | 319 |
| 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 | $807,677,000 | 289 |
| U.S. Government securities | $702,774,000 | 244 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $702,774,000 | 222 |
| Securities issued by states & political subdivisions | $60,837,000 | 860 |
| Other domestic debt securities | $41,611,000 | 381 |
| 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 | $41,611,000 | 208 |
| Foreign debt securities | $1,000,000 | 174 |
| 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 | $389,619,000 | 217 |
| Mortgage-backed securities | $636,166,000 | 214 |
| Certificates of participation in pools of residential mortgages | $282,834,000 | 250 |
| Issued or guaranteed by U.S. | $282,834,000 | 249 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $125,708,000 | 251 |
| CMOs issued by government agencies or sponsored agencies | $125,708,000 | 235 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $227,624,000 | 149 |
| Commercial mortgage pass-through securities | $133,962,000 | 100 |
| Other commercial mortgage-backed securities | $93,662,000 | 156 |
| Held to maturity securities (book value) | $29,055,000 | 441 |
| Available-for-sale securities (fair market value) | $777,167,000 | 269 |
| Total debt securities | $806,222,000 | 284 |
| 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 | $860,106,000 | 265 |
| U.S. Government securities | $749,920,000 | 222 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $749,920,000 | 210 |
| Securities issued by states & political subdivisions | $62,985,000 | 794 |
| Other domestic debt securities | $44,747,000 | 349 |
| 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 | $44,747,000 | 187 |
| Foreign debt securities | $1,000,000 | 181 |
| 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 | $372,843,000 | 216 |
| Mortgage-backed securities | $681,835,000 | 199 |
| Certificates of participation in pools of residential mortgages | $312,918,000 | 217 |
| Issued or guaranteed by U.S. | $312,918,000 | 216 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $154,743,000 | 216 |
| CMOs issued by government agencies or sponsored agencies | $154,743,000 | 197 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $214,174,000 | 151 |
| Commercial mortgage pass-through securities | $114,944,000 | 103 |
| Other commercial mortgage-backed securities | $99,230,000 | 146 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $858,652,000 | 238 |
| Total debt securities | $858,652,000 | 261 |
| 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 | $983,345,000 | 232 |
| U.S. Government securities | $864,205,000 | 194 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $864,205,000 | 183 |
| Securities issued by states & political subdivisions | $66,778,000 | 720 |
| Other domestic debt securities | $49,896,000 | 308 |
| 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 | $49,896,000 | 160 |
| Foreign debt securities | $1,000,000 | 177 |
| 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 | $438,695,000 | 191 |
| Mortgage-backed securities | $784,204,000 | 172 |
| Certificates of participation in pools of residential mortgages | $355,087,000 | 182 |
| Issued or guaranteed by U.S. | $355,087,000 | 181 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $189,089,000 | 185 |
| CMOs issued by government agencies or sponsored agencies | $189,089,000 | 169 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $240,028,000 | 137 |
| Commercial mortgage pass-through securities | $122,208,000 | 91 |
| Other commercial mortgage-backed securities | $117,820,000 | 130 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $981,879,000 | 207 |
| Total debt securities | $981,879,000 | 229 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $1,117,902,000 | 195 |
| U.S. Government securities | $977,648,000 | 168 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $977,648,000 | 160 |
| Securities issued by states & political subdivisions | $87,648,000 | 484 |
| Other domestic debt securities | $50,140,000 | 291 |
| 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 | $50,140,000 | 150 |
| Foreign debt securities | $1,000,000 | 180 |
| 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 | $595,691,000 | 150 |
| Mortgage-backed securities | $894,927,000 | 161 |
| Certificates of participation in pools of residential mortgages | $404,674,000 | 156 |
| Issued or guaranteed by U.S. | $404,674,000 | 153 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $233,631,000 | 159 |
| CMOs issued by government agencies or sponsored agencies | $233,631,000 | 145 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $256,622,000 | 130 |
| Commercial mortgage pass-through securities | $128,023,000 | 82 |
| Other commercial mortgage-backed securities | $128,599,000 | 123 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $1,116,436,000 | 176 |
| Total debt securities | $1,116,436,000 | 192 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $1,239,362,000 | 173 |
| U.S. Government securities | $1,093,385,000 | 157 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $1,093,385,000 | 146 |
| Securities issued by states & political subdivisions | $93,198,000 | 400 |
| Other domestic debt securities | $50,313,000 | 288 |
| 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 | $50,313,000 | 148 |
| Foreign debt securities | $1,000,000 | 182 |
| 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 | $586,000,000 | 154 |
| Mortgage-backed securities | $1,005,762,000 | 142 |
| Certificates of participation in pools of residential mortgages | $458,371,000 | 138 |
| Issued or guaranteed by U.S. | $458,371,000 | 136 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $284,090,000 | 141 |
| CMOs issued by government agencies or sponsored agencies | $284,090,000 | 134 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $263,301,000 | 119 |
| Commercial mortgage pass-through securities | $128,398,000 | 80 |
| Other commercial mortgage-backed securities | $134,903,000 | 123 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $1,237,896,000 | 156 |
| Total debt securities | $1,237,896,000 | 171 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $1,353,491,000 | 160 |
| U.S. Government securities | $1,203,870,000 | 149 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $1,203,870,000 | 138 |
| Securities issued by states & political subdivisions | $97,102,000 | 348 |
| Other domestic debt securities | $50,068,000 | 272 |
| 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 | $50,068,000 | 138 |
| Foreign debt securities | $1,000,000 | 181 |
| 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 | $658,545,000 | 135 |
| Mortgage-backed securities | $1,110,883,000 | 136 |
| Certificates of participation in pools of residential mortgages | $498,606,000 | 121 |
| Issued or guaranteed by U.S. | $498,606,000 | 121 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $335,053,000 | 133 |
| CMOs issued by government agencies or sponsored agencies | $335,053,000 | 127 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $277,224,000 | 118 |
| Commercial mortgage pass-through securities | $137,593,000 | 79 |
| Other commercial mortgage-backed securities | $139,631,000 | 120 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $1,352,040,000 | 148 |
| Total debt securities | $1,352,040,000 | 160 |
| 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 | $1,403,864,000 | 156 |
| U.S. Government securities | $1,245,143,000 | 145 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $1,245,143,000 | 132 |
| Securities issued by states & political subdivisions | $105,260,000 | 294 |
| Other domestic debt securities | $51,000,000 | 258 |
| 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 | $51,000,000 | 129 |
| Foreign debt securities | $1,000,000 | 169 |
| 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 | $679,589,000 | 124 |
| Mortgage-backed securities | $1,148,870,000 | 132 |
| Certificates of participation in pools of residential mortgages | $516,109,000 | 116 |
| Issued or guaranteed by U.S. | $516,109,000 | 116 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $357,146,000 | 128 |
| CMOs issued by government agencies or sponsored agencies | $357,146,000 | 123 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $275,615,000 | 116 |
| Commercial mortgage pass-through securities | $134,358,000 | 77 |
| Other commercial mortgage-backed securities | $141,257,000 | 117 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $1,402,403,000 | 142 |
| Total debt securities | $1,402,403,000 | 155 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $1,491,668,000 | 147 |
| U.S. Government securities | $1,321,940,000 | 137 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $1,321,940,000 | 127 |
| Securities issued by states & political subdivisions | $116,349,000 | 246 |
| Other domestic debt securities | $50,918,000 | 262 |
| 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 | $50,918,000 | 132 |
| Foreign debt securities | $1,000,000 | 173 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $513,652,000 | 144 |
| Mortgage-backed securities | $1,222,594,000 | 128 |
| Certificates of participation in pools of residential mortgages | $544,701,000 | 111 |
| Issued or guaranteed by U.S. | $544,701,000 | 111 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $394,445,000 | 121 |
| CMOs issued by government agencies or sponsored agencies | $394,445,000 | 116 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $283,448,000 | 111 |
| Commercial mortgage pass-through securities | $135,178,000 | 73 |
| Other commercial mortgage-backed securities | $148,270,000 | 114 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $1,490,207,000 | 135 |
| Total debt securities | $1,490,207,000 | 146 |
| 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 | $1,273,701,000 | 168 |
| U.S. Government securities | $1,113,364,000 | 154 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $1,113,364,000 | 145 |
| Securities issued by states & political subdivisions | $102,033,000 | 291 |
| Other domestic debt securities | $55,847,000 | 218 |
| 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 | $55,847,000 | 110 |
| Foreign debt securities | $1,000,000 | 184 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $449,795,000 | 175 |
| Mortgage-backed securities | $1,039,881,000 | 139 |
| Certificates of participation in pools of residential mortgages | $353,135,000 | 151 |
| Issued or guaranteed by U.S. | $353,135,000 | 151 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $426,810,000 | 113 |
| CMOs issued by government agencies or sponsored agencies | $426,810,000 | 110 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $259,936,000 | 109 |
| Commercial mortgage pass-through securities | $110,093,000 | 77 |
| Other commercial mortgage-backed securities | $149,843,000 | 108 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $1,272,244,000 | 151 |
| Total debt securities | $1,272,244,000 | 167 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $1,234,885,000 | 172 |
| U.S. Government securities | $1,069,543,000 | 153 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $1,069,543,000 | 144 |
| Securities issued by states & political subdivisions | $107,740,000 | 283 |
| Other domestic debt securities | $55,152,000 | 214 |
| 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 | $55,152,000 | 109 |
| Foreign debt securities | $1,000,000 | 184 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $477,742,000 | 163 |
| Mortgage-backed securities | $996,070,000 | 143 |
| Certificates of participation in pools of residential mortgages | $348,869,000 | 152 |
| Issued or guaranteed by U.S. | $348,869,000 | 152 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $423,683,000 | 111 |
| CMOs issued by government agencies or sponsored agencies | $423,683,000 | 108 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $223,518,000 | 112 |
| Commercial mortgage pass-through securities | $93,173,000 | 83 |
| Other commercial mortgage-backed securities | $130,345,000 | 107 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $1,233,435,000 | 155 |
| Total debt securities | $1,233,435,000 | 171 |
| 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 | $1,192,865,000 | 176 |
| U.S. Government securities | $974,376,000 | 167 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $974,376,000 | 157 |
| Securities issued by states & political subdivisions | $150,733,000 | 205 |
| Other domestic debt securities | $65,314,000 | 186 |
| 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 | $65,314,000 | 96 |
| Foreign debt securities | $1,000,000 | 178 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $503,170,000 | 161 |
| Mortgage-backed securities | $896,572,000 | 148 |
| Certificates of participation in pools of residential mortgages | $324,703,000 | 158 |
| Issued or guaranteed by U.S. | $324,703,000 | 158 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $390,464,000 | 116 |
| CMOs issued by government agencies or sponsored agencies | $390,464,000 | 112 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $181,405,000 | 122 |
| Commercial mortgage pass-through securities | $92,828,000 | 80 |
| Other commercial mortgage-backed securities | $88,577,000 | 125 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $1,191,423,000 | 151 |
| Total debt securities | $1,191,423,000 | 172 |
| 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 | $1,163,011,000 | 174 |
| U.S. Government securities | $943,702,000 | 167 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $943,702,000 | 155 |
| Securities issued by states & political subdivisions | $151,749,000 | 202 |
| Other domestic debt securities | $65,134,000 | 178 |
| 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 | $65,134,000 | 97 |
| Foreign debt securities | $985,000 | 195 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $363,056,000 | 202 |
| Mortgage-backed securities | $864,203,000 | 151 |
| Certificates of participation in pools of residential mortgages | $325,818,000 | 158 |
| Issued or guaranteed by U.S. | $325,818,000 | 157 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $383,122,000 | 115 |
| CMOs issued by government agencies or sponsored agencies | $383,122,000 | 111 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $155,263,000 | 131 |
| Commercial mortgage pass-through securities | $86,915,000 | 78 |
| Other commercial mortgage-backed securities | $68,348,000 | 149 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $1,161,570,000 | 150 |
| Total debt securities | $1,161,569,000 | 172 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $1,154,270,000 | 174 |
| U.S. Government securities | $927,476,000 | 168 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $927,476,000 | 151 |
| Securities issued by states & political subdivisions | $159,080,000 | 197 |
| Other domestic debt securities | $65,277,000 | 186 |
| 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 | $65,277,000 | 92 |
| Foreign debt securities | $993,000 | 193 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $475,023,000 | 167 |
| Mortgage-backed securities | $842,199,000 | 150 |
| Certificates of participation in pools of residential mortgages | $340,267,000 | 157 |
| Issued or guaranteed by U.S. | $340,267,000 | 156 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $384,307,000 | 117 |
| CMOs issued by government agencies or sponsored agencies | $384,307,000 | 111 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $117,625,000 | 144 |
| Commercial mortgage pass-through securities | $53,218,000 | 115 |
| Other commercial mortgage-backed securities | $64,407,000 | 140 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $1,152,826,000 | 150 |
| Total debt securities | $1,152,825,000 | 171 |
| 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 | $850,913,000 | 213 |
| U.S. Government securities | $685,214,000 | 199 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $685,214,000 | 192 |
| Securities issued by states & political subdivisions | $106,274,000 | 323 |
| Other domestic debt securities | $55,672,000 | 200 |
| 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 | $55,672,000 | 116 |
| Foreign debt securities | $993,000 | 188 |
| Equity securities | $2,760,000 | 177 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $368,346,000 | 205 |
| Mortgage-backed securities | $600,582,000 | 185 |
| Certificates of participation in pools of residential mortgages | $170,130,000 | 278 |
| Issued or guaranteed by U.S. | $170,130,000 | 277 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $330,180,000 | 128 |
| CMOs issued by government agencies or sponsored agencies | $330,180,000 | 123 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $100,272,000 | 153 |
| Commercial mortgage pass-through securities | $38,049,000 | 123 |
| Other commercial mortgage-backed securities | $62,223,000 | 140 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $850,913,000 | 187 |
| Total debt securities | $848,153,000 | 207 |
| 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 | $813,201,000 | 218 |
| U.S. Government securities | $625,936,000 | 208 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $625,936,000 | 199 |
| Securities issued by states & political subdivisions | $137,794,000 | 241 |
| Other domestic debt securities | $45,143,000 | 225 |
| 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 | $45,143,000 | 133 |
| Foreign debt securities | $1,000,000 | 179 |
| Equity securities | $3,328,000 | 279 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $402,797,000 | 196 |
| Mortgage-backed securities | $535,354,000 | 198 |
| Certificates of participation in pools of residential mortgages | $192,168,000 | 249 |
| Issued or guaranteed by U.S. | $192,168,000 | 248 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $273,424,000 | 135 |
| CMOs issued by government agencies or sponsored agencies | $273,424,000 | 132 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $69,762,000 | 184 |
| Commercial mortgage pass-through securities | $21,802,000 | 171 |
| Other commercial mortgage-backed securities | $47,960,000 | 153 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $813,201,000 | 191 |
| Total debt securities | $809,874,000 | 214 |
| 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 | $821,922,000 | 216 |
| U.S. Government securities | $628,957,000 | 206 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $628,957,000 | 197 |
| Securities issued by states & political subdivisions | $143,387,000 | 225 |
| Other domestic debt securities | $45,246,000 | 222 |
| 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 | $45,246,000 | 138 |
| Foreign debt securities | $1,003,000 | 185 |
| Equity securities | $3,329,000 | 294 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $245,841,000 | 287 |
| Mortgage-backed securities | $534,548,000 | 199 |
| Certificates of participation in pools of residential mortgages | $203,697,000 | 243 |
| Issued or guaranteed by U.S. | $203,697,000 | 242 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $274,490,000 | 134 |
| CMOs issued by government agencies or sponsored agencies | $274,490,000 | 129 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $56,361,000 | 205 |
| Commercial mortgage pass-through securities | $22,100,000 | 176 |
| Other commercial mortgage-backed securities | $34,261,000 | 171 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $821,922,000 | 189 |
| Total debt securities | $818,593,000 | 211 |
| 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 | $821,022,000 | 219 |
| U.S. Government securities | $625,973,000 | 209 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $625,973,000 | 202 |
| Securities issued by states & political subdivisions | $145,108,000 | 228 |
| Other domestic debt securities | $45,612,000 | 219 |
| 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 | $45,612,000 | 141 |
| Foreign debt securities | $1,000,000 | 197 |
| Equity securities | $3,329,000 | 290 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $531,806,000 | 154 |
| Mortgage-backed securities | $528,718,000 | 201 |
| Certificates of participation in pools of residential mortgages | $208,242,000 | 240 |
| Issued or guaranteed by U.S. | $208,242,000 | 239 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $263,803,000 | 140 |
| CMOs issued by government agencies or sponsored agencies | $263,803,000 | 131 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $56,673,000 | 207 |
| Commercial mortgage pass-through securities | $22,085,000 | 169 |
| Other commercial mortgage-backed securities | $34,588,000 | 170 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $821,022,000 | 190 |
| Total debt securities | $817,693,000 | 215 |
| 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 | $833,095,000 | 217 |
| U.S. Government securities | $636,308,000 | 203 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $636,308,000 | 195 |
| Securities issued by states & political subdivisions | $149,556,000 | 219 |
| Other domestic debt securities | $42,901,000 | 241 |
| 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 | $42,901,000 | 152 |
| Foreign debt securities | $1,000,000 | 193 |
| Equity securities | $3,330,000 | 289 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $495,460,000 | 167 |
| Mortgage-backed securities | $537,792,000 | 196 |
| Certificates of participation in pools of residential mortgages | $216,819,000 | 234 |
| Issued or guaranteed by U.S. | $216,819,000 | 233 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $269,475,000 | 138 |
| CMOs issued by government agencies or sponsored agencies | $269,475,000 | 126 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $51,498,000 | 205 |
| Commercial mortgage pass-through securities | $21,866,000 | 166 |
| Other commercial mortgage-backed securities | $29,632,000 | 176 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $833,095,000 | 187 |
| Total debt securities | $829,765,000 | 214 |
| 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 | $825,065,000 | 218 |
| U.S. Government securities | $638,528,000 | 202 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $638,528,000 | 193 |
| Securities issued by states & political subdivisions | $152,035,000 | 212 |
| Other domestic debt securities | $30,172,000 | 307 |
| 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 | $30,172,000 | 199 |
| Foreign debt securities | $1,000,000 | 188 |
| Equity securities | $3,330,000 | 293 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $618,163,000 | 131 |
| Mortgage-backed securities | $537,069,000 | 196 |
| Certificates of participation in pools of residential mortgages | $228,462,000 | 218 |
| Issued or guaranteed by U.S. | $228,462,000 | 217 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $261,189,000 | 135 |
| CMOs issued by government agencies or sponsored agencies | $261,189,000 | 124 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $47,418,000 | 213 |
| Commercial mortgage pass-through securities | $22,032,000 | 166 |
| Other commercial mortgage-backed securities | $25,386,000 | 183 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $825,065,000 | 184 |
| Total debt securities | $821,732,000 | 216 |
| 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 | $840,453,000 | 210 |
| U.S. Government securities | $653,031,000 | 191 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $653,031,000 | 181 |
| Securities issued by states & political subdivisions | $155,994,000 | 201 |
| Other domestic debt securities | $27,098,000 | 327 |
| 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 | $27,098,000 | 216 |
| Foreign debt securities | $1,000,000 | 192 |
| Equity securities | $3,330,000 | 298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $416,775,000 | 175 |
| Mortgage-backed securities | $546,931,000 | 190 |
| Certificates of participation in pools of residential mortgages | $243,585,000 | 193 |
| Issued or guaranteed by U.S. | $243,585,000 | 192 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $269,869,000 | 140 |
| CMOs issued by government agencies or sponsored agencies | $269,869,000 | 128 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $33,477,000 | 239 |
| Commercial mortgage pass-through securities | $16,953,000 | 188 |
| Other commercial mortgage-backed securities | $16,524,000 | 213 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $840,453,000 | 178 |
| Total debt securities | $837,125,000 | 206 |
| 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 | $845,977,000 | 210 |
| U.S. Government securities | $664,957,000 | 189 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $664,957,000 | 180 |
| Securities issued by states & political subdivisions | $158,386,000 | 197 |
| Other domestic debt securities | $18,303,000 | 431 |
| 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 | $18,303,000 | 297 |
| Foreign debt securities | $1,000,000 | 192 |
| Equity securities | $3,331,000 | 302 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $473,567,000 | 160 |
| Mortgage-backed securities | $567,123,000 | 183 |
| Certificates of participation in pools of residential mortgages | $243,763,000 | 190 |
| Issued or guaranteed by U.S. | $243,763,000 | 188 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $293,426,000 | 135 |
| CMOs issued by government agencies or sponsored agencies | $293,426,000 | 123 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $29,934,000 | 233 |
| Commercial mortgage pass-through securities | $15,296,000 | 190 |
| Other commercial mortgage-backed securities | $14,638,000 | 219 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $845,977,000 | 175 |
| Total debt securities | $842,645,000 | 206 |
| 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 | $839,472,000 | 210 |
| U.S. Government securities | $671,048,000 | 191 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $671,048,000 | 182 |
| Securities issued by states & political subdivisions | $157,533,000 | 189 |
| Other domestic debt securities | $7,060,000 | 728 |
| 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 | $7,060,000 | 536 |
| Foreign debt securities | $500,000 | 247 |
| Equity securities | $3,331,000 | 295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $492,968,000 | 158 |
| Mortgage-backed securities | $571,562,000 | 185 |
| Certificates of participation in pools of residential mortgages | $242,093,000 | 194 |
| Issued or guaranteed by U.S. | $242,093,000 | 192 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $309,795,000 | 134 |
| CMOs issued by government agencies or sponsored agencies | $309,795,000 | 124 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $19,674,000 | 289 |
| Commercial mortgage pass-through securities | $14,863,000 | 183 |
| Other commercial mortgage-backed securities | $4,811,000 | 389 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $839,472,000 | 178 |
| Total debt securities | $836,142,000 | 206 |
| 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 | $785,512,000 | 220 |
| U.S. Government securities | $615,853,000 | 202 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $615,853,000 | 193 |
| Securities issued by states & political subdivisions | $161,316,000 | 182 |
| Other domestic debt securities | $4,518,000 | 917 |
| 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 | $4,518,000 | 685 |
| Foreign debt securities | $499,000 | 246 |
| Equity securities | $3,326,000 | 306 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $550,985,000 | 144 |
| Mortgage-backed securities | $522,540,000 | 190 |
| Certificates of participation in pools of residential mortgages | $201,510,000 | 223 |
| Issued or guaranteed by U.S. | $201,510,000 | 222 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $301,457,000 | 136 |
| CMOs issued by government agencies or sponsored agencies | $301,457,000 | 125 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $19,573,000 | 271 |
| Commercial mortgage pass-through securities | $14,734,000 | 178 |
| Other commercial mortgage-backed securities | $4,839,000 | 352 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $785,512,000 | 185 |
| Total debt securities | $782,186,000 | 217 |
| 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 | $813,711,000 | 211 |
| U.S. Government securities | $640,487,000 | 197 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $640,487,000 | 189 |
| Securities issued by states & political subdivisions | $164,865,000 | 179 |
| Other domestic debt securities | $4,531,000 | 919 |
| 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 | $4,531,000 | 682 |
| Foreign debt securities | $501,000 | 234 |
| Equity securities | $3,327,000 | 311 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $363,412,000 | 204 |
| Mortgage-backed securities | $545,949,000 | 186 |
| Certificates of participation in pools of residential mortgages | $211,297,000 | 220 |
| Issued or guaranteed by U.S. | $211,297,000 | 218 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $317,921,000 | 130 |
| CMOs issued by government agencies or sponsored agencies | $317,921,000 | 120 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $16,731,000 | 274 |
| Commercial mortgage pass-through securities | $11,815,000 | 188 |
| Other commercial mortgage-backed securities | $4,916,000 | 324 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $813,711,000 | 174 |
| Total debt securities | $810,384,000 | 208 |
| 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 | $864,479,000 | 196 |
| U.S. Government securities | $681,945,000 | 189 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $681,945,000 | 183 |
| Securities issued by states & political subdivisions | $167,372,000 | 163 |
| Other domestic debt securities | $11,336,000 | 555 |
| 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 | $11,336,000 | 380 |
| Foreign debt securities | $500,000 | 243 |
| Equity securities | $3,326,000 | 309 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $323,880,000 | 223 |
| Mortgage-backed securities | $585,231,000 | 173 |
| Certificates of participation in pools of residential mortgages | $223,481,000 | 205 |
| Issued or guaranteed by U.S. | $223,481,000 | 204 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $344,771,000 | 127 |
| CMOs issued by government agencies or sponsored agencies | $344,771,000 | 117 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $16,979,000 | 256 |
| Commercial mortgage pass-through securities | $12,032,000 | 168 |
| Other commercial mortgage-backed securities | $4,947,000 | 315 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $864,479,000 | 163 |
| Total debt securities | $861,154,000 | 191 |
| 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 | $612,656,000 | 262 |
| U.S. Government securities | $440,331,000 | 265 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $440,331,000 | 255 |
| Securities issued by states & political subdivisions | $159,064,000 | 171 |
| Other domestic debt securities | $9,685,000 | 592 |
| 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 | $9,685,000 | 418 |
| Foreign debt securities | $250,000 | 289 |
| Equity securities | $3,326,000 | 312 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $286,999,000 | 253 |
| Mortgage-backed securities | $362,833,000 | 244 |
| Certificates of participation in pools of residential mortgages | $158,453,000 | 285 |
| Issued or guaranteed by U.S. | $158,453,000 | 283 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $187,315,000 | 192 |
| CMOs issued by government agencies or sponsored agencies | $187,315,000 | 181 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $17,065,000 | 243 |
| Commercial mortgage pass-through securities | $11,997,000 | 158 |
| Other commercial mortgage-backed securities | $5,068,000 | 299 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $612,656,000 | 227 |
| Total debt securities | $609,330,000 | 256 |
| 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 | $544,144,000 | 281 |
| U.S. Government securities | $389,380,000 | 292 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $389,380,000 | 281 |
| Securities issued by states & political subdivisions | $141,375,000 | 199 |
| Other domestic debt securities | $9,777,000 | 598 |
| 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 | $9,777,000 | 416 |
| Foreign debt securities | $250,000 | 274 |
| Equity securities | $3,362,000 | 311 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $287,366,000 | 255 |
| Mortgage-backed securities | $330,294,000 | 263 |
| Certificates of participation in pools of residential mortgages | $147,694,000 | 304 |
| Issued or guaranteed by U.S. | $147,694,000 | 302 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $169,081,000 | 204 |
| CMOs issued by government agencies or sponsored agencies | $169,081,000 | 193 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $13,519,000 | 282 |
| Commercial mortgage pass-through securities | $8,361,000 | 215 |
| Other commercial mortgage-backed securities | $5,158,000 | 271 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $544,144,000 | 245 |
| Total debt securities | $540,783,000 | 278 |
| 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 | $531,334,000 | 285 |
| U.S. Government securities | $378,985,000 | 303 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $378,985,000 | 290 |
| Securities issued by states & political subdivisions | $137,635,000 | 201 |
| Other domestic debt securities | $11,639,000 | 557 |
| Privately issued residential mortgage-backed securities | $1,924,000 | 326 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $9,715,000 | 423 |
| Foreign debt securities | $250,000 | 268 |
| Equity securities | $2,825,000 | 348 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $266,920,000 | 274 |
| Mortgage-backed securities | $324,894,000 | 268 |
| Certificates of participation in pools of residential mortgages | $146,843,000 | 304 |
| Issued or guaranteed by U.S. | $146,843,000 | 302 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $166,291,000 | 210 |
| CMOs issued by government agencies or sponsored agencies | $164,367,000 | 202 |
| Privately issued | $1,924,000 | 311 |
| Commercial mortgage-backed securities | $11,760,000 | 294 |
| Commercial mortgage pass-through securities | $6,567,000 | 238 |
| Other commercial mortgage-backed securities | $5,193,000 | 259 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $531,334,000 | 250 |
| Total debt securities | $528,509,000 | 281 |
| 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 | $470,687,000 | 324 |
| U.S. Government securities | $345,754,000 | 322 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $345,754,000 | 310 |
| Securities issued by states & political subdivisions | $112,650,000 | 254 |
| Other domestic debt securities | $9,208,000 | 654 |
| 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 | $9,208,000 | 449 |
| Foreign debt securities | $250,000 | 269 |
| Equity securities | $2,825,000 | 370 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $230,781,000 | 310 |
| Mortgage-backed securities | $289,438,000 | 297 |
| Certificates of participation in pools of residential mortgages | $144,014,000 | 310 |
| Issued or guaranteed by U.S. | $144,014,000 | 308 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $138,861,000 | 239 |
| CMOs issued by government agencies or sponsored agencies | $138,861,000 | 227 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $6,563,000 | 396 |
| Commercial mortgage pass-through securities | $6,563,000 | 233 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $470,687,000 | 272 |
| Total debt securities | $467,861,000 | 318 |
| 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 | $458,538,000 | 335 |
| U.S. Government securities | $334,756,000 | 339 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $334,756,000 | 326 |
| Securities issued by states & political subdivisions | $111,574,000 | 258 |
| Other domestic debt securities | $9,133,000 | 682 |
| 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 | $9,133,000 | 465 |
| Foreign debt securities | $250,000 | 268 |
| Equity securities | $2,825,000 | 371 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $335,395,000 | 219 |
| Mortgage-backed securities | $278,304,000 | 304 |
| Certificates of participation in pools of residential mortgages | $142,669,000 | 310 |
| Issued or guaranteed by U.S. | $142,669,000 | 308 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $132,250,000 | 244 |
| CMOs issued by government agencies or sponsored agencies | $132,250,000 | 230 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $3,385,000 | 508 |
| Commercial mortgage pass-through securities | $3,374,000 | 321 |
| Other commercial mortgage-backed securities | $11,000 | 520 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $458,538,000 | 283 |
| Total debt securities | $455,712,000 | 330 |
| 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 | $487,800,000 | 314 |
| U.S. Government securities | $361,676,000 | 306 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $361,676,000 | 297 |
| Securities issued by states & political subdivisions | $112,754,000 | 247 |
| Other domestic debt securities | $10,555,000 | 664 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $1,480,000 | 152 |
| Other domestic debt securities - All other | $9,075,000 | 481 |
| Foreign debt securities | $250,000 | 270 |
| Equity securities | $2,565,000 | 388 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $253,884,000 | 280 |
| Mortgage-backed securities | $313,654,000 | 277 |
| Certificates of participation in pools of residential mortgages | $207,303,000 | 226 |
| Issued or guaranteed by U.S. | $207,303,000 | 224 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $98,242,000 | 297 |
| CMOs issued by government agencies or sponsored agencies | $98,242,000 | 276 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $8,109,000 | 314 |
| Commercial mortgage pass-through securities | $3,385,000 | 292 |
| Other commercial mortgage-backed securities | $4,724,000 | 238 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $487,800,000 | 269 |
| Total debt securities | $485,236,000 | 307 |
| 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 | $313,814,000 | 494 |
| U.S. Government securities | $189,572,000 | 561 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $189,572,000 | 541 |
| Securities issued by states & political subdivisions | $112,940,000 | 246 |
| Other domestic debt securities | $8,488,000 | 763 |
| 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 | $8,488,000 | 521 |
| Foreign debt securities | $250,000 | 277 |
| Equity securities | $2,564,000 | 398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $246,557,000 | 283 |
| Mortgage-backed securities | $141,382,000 | 509 |
| Certificates of participation in pools of residential mortgages | $52,310,000 | 816 |
| Issued or guaranteed by U.S. | $52,310,000 | 816 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $85,590,000 | 330 |
| CMOs issued by government agencies or sponsored agencies | $85,590,000 | 302 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $3,482,000 | 464 |
| Commercial mortgage pass-through securities | $3,393,000 | 274 |
| Other commercial mortgage-backed securities | $89,000 | 488 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $313,814,000 | 420 |
| Total debt securities | $311,249,000 | 485 |
| 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 | $317,733,000 | 481 |
| U.S. Government securities | $193,320,000 | 551 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $193,320,000 | 534 |
| Securities issued by states & political subdivisions | $112,759,000 | 243 |
| Other domestic debt securities | $8,840,000 | 750 |
| 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 | $8,840,000 | 508 |
| Foreign debt securities | $250,000 | 268 |
| Equity securities | $2,564,000 | 400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $256,407,000 | 257 |
| Mortgage-backed securities | $141,840,000 | 512 |
| Certificates of participation in pools of residential mortgages | $50,883,000 | 838 |
| Issued or guaranteed by U.S. | $50,883,000 | 838 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $87,213,000 | 330 |
| CMOs issued by government agencies or sponsored agencies | $87,213,000 | 299 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $3,744,000 | 433 |
| Commercial mortgage pass-through securities | $3,420,000 | 272 |
| Other commercial mortgage-backed securities | $324,000 | 435 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $317,733,000 | 421 |
| Total debt securities | $315,168,000 | 475 |
| Structured notes | ||
| Amortized cost | $225,000 | 2,267 |
| Fair value | $251,000 | 2,215 |
| 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 | $325,593,000 | 474 |
| U.S. Government securities | $198,200,000 | 554 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $198,200,000 | 536 |
| Securities issued by states & political subdivisions | $115,532,000 | 230 |
| Other domestic debt securities | $9,053,000 | 754 |
| 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 | $9,053,000 | 504 |
| Foreign debt securities | $244,000 | 278 |
| Equity securities | $2,564,000 | 409 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $267,210,000 | 258 |
| Mortgage-backed securities | $158,142,000 | 484 |
| Certificates of participation in pools of residential mortgages | $56,181,000 | 794 |
| Issued or guaranteed by U.S. | $56,181,000 | 793 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $97,994,000 | 318 |
| CMOs issued by government agencies or sponsored agencies | $97,994,000 | 287 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $3,967,000 | 373 |
| Commercial mortgage pass-through securities | $3,547,000 | 250 |
| Other commercial mortgage-backed securities | $420,000 | 358 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $325,593,000 | 421 |
| Total debt securities | $323,028,000 | 465 |
| Structured notes | ||
| Amortized cost | $223,000 | 2,322 |
| Fair value | $247,000 | 2,306 |
| 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 | $348,473,000 | 442 |
| U.S. Government securities | $222,191,000 | 486 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $222,191,000 | 471 |
| Securities issued by states & political subdivisions | $114,390,000 | 226 |
| Other domestic debt securities | $9,078,000 | 741 |
| 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 | $9,078,000 | 484 |
| Foreign debt securities | $250,000 | 270 |
| Equity securities | $2,564,000 | 400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $265,099,000 | 262 |
| Mortgage-backed securities | $184,400,000 | 436 |
| Certificates of participation in pools of residential mortgages | $57,817,000 | 759 |
| Issued or guaranteed by U.S. | $57,817,000 | 757 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $123,625,000 | 277 |
| CMOs issued by government agencies or sponsored agencies | $123,625,000 | 256 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $2,958,000 | 358 |
| Commercial mortgage pass-through securities | $1,680,000 | 292 |
| Other commercial mortgage-backed securities | $1,278,000 | 226 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $348,473,000 | 388 |
| Total debt securities | $345,909,000 | 436 |
| Structured notes | ||
| Amortized cost | $221,000 | 2,360 |
| Fair value | $239,000 | 2,355 |
| 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 | $362,616,000 | 421 |
| U.S. Government securities | $237,814,000 | 477 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $237,814,000 | 460 |
| Securities issued by states & political subdivisions | $111,743,000 | 223 |
| Other domestic debt securities | $10,245,000 | 703 |
| 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 | $10,245,000 | 472 |
| Foreign debt securities | $250,000 | 256 |
| Equity securities | $2,564,000 | 401 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $213,774,000 | 315 |
| Mortgage-backed securities | $210,840,000 | 404 |
| Certificates of participation in pools of residential mortgages | $50,677,000 | 890 |
| Issued or guaranteed by U.S. | $50,677,000 | 887 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $155,805,000 | 247 |
| CMOs issued by government agencies or sponsored agencies | $155,805,000 | 231 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $4,358,000 | 278 |
| Commercial mortgage pass-through securities | $1,710,000 | 265 |
| Other commercial mortgage-backed securities | $2,648,000 | 187 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $362,616,000 | 370 |
| Total debt securities | $360,050,000 | 419 |
| Structured notes | ||
| Amortized cost | $7,216,000 | 570 |
| Fair value | $7,238,000 | 570 |
| 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 | $368,544,000 | 419 |
| U.S. Government securities | $255,147,000 | 443 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $255,147,000 | 422 |
| Securities issued by states & political subdivisions | $100,327,000 | 239 |
| Other domestic debt securities | $10,256,000 | 709 |
| 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 | $10,256,000 | 468 |
| Foreign debt securities | $250,000 | 249 |
| Equity securities | $2,564,000 | 390 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $225,683,000 | 301 |
| Mortgage-backed securities | $227,570,000 | 378 |
| Certificates of participation in pools of residential mortgages | $55,521,000 | 837 |
| Issued or guaranteed by U.S. | $55,521,000 | 836 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $167,070,000 | 237 |
| CMOs issued by government agencies or sponsored agencies | $167,070,000 | 218 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $4,979,000 | 253 |
| Commercial mortgage pass-through securities | $1,763,000 | 241 |
| Other commercial mortgage-backed securities | $3,216,000 | 172 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $368,544,000 | 372 |
| Total debt securities | $365,980,000 | 414 |
| Structured notes | ||
| Amortized cost | $7,207,000 | 664 |
| Fair value | $7,248,000 | 663 |
| 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 | $373,355,000 | 408 |
| U.S. Government securities | $278,409,000 | 408 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $278,409,000 | 395 |
| Securities issued by states & political subdivisions | $81,997,000 | 314 |
| Other domestic debt securities | $10,285,000 | 715 |
| 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 | $10,285,000 | 466 |
| Foreign debt securities | $100,000 | 203 |
| Equity securities | $2,564,000 | 371 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $251,174,000 | 270 |
| Mortgage-backed securities | $230,959,000 | 380 |
| Certificates of participation in pools of residential mortgages | $62,409,000 | 760 |
| Issued or guaranteed by U.S. | $62,409,000 | 760 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $161,767,000 | 251 |
| CMOs issued by government agencies or sponsored agencies | $161,767,000 | 233 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $6,783,000 | 187 |
| Commercial mortgage pass-through securities | $1,618,000 | 218 |
| Other commercial mortgage-backed securities | $5,165,000 | 130 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $373,355,000 | 364 |
| Total debt securities | $370,792,000 | 406 |
| Structured notes | ||
| Amortized cost | $14,215,000 | 418 |
| Fair value | $14,205,000 | 421 |
| 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 | $339,967,000 | 435 |
| U.S. Government securities | $249,433,000 | 444 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $249,433,000 | 428 |
| Securities issued by states & political subdivisions | $79,133,000 | 327 |
| Other domestic debt securities | $9,301,000 | 766 |
| 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 | $9,301,000 | 471 |
| Foreign debt securities | $100,000 | 152 |
| Equity securities | $2,000,000 | 416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $235,366,000 | 269 |
| Mortgage-backed securities | $215,522,000 | 383 |
| Certificates of participation in pools of residential mortgages | $62,716,000 | 716 |
| Issued or guaranteed by U.S. | $62,716,000 | 713 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $145,862,000 | 270 |
| CMOs issued by government agencies or sponsored agencies | $145,862,000 | 235 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $6,944,000 | 144 |
| Commercial mortgage pass-through securities | $1,697,000 | 174 |
| Other commercial mortgage-backed securities | $5,247,000 | 99 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $339,967,000 | 391 |
| Total debt securities | $337,965,000 | 434 |
| Structured notes | ||
| Amortized cost | $212,000 | 2,904 |
| Fair value | $230,000 | 2,900 |
| 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 | $340,839,000 | 422 |
| U.S. Government securities | $257,629,000 | 413 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $257,629,000 | 402 |
| Securities issued by states & political subdivisions | $71,682,000 | 342 |
| Other domestic debt securities | $10,428,000 | 694 |
| 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 | $10,428,000 | 409 |
| Foreign debt securities | $100,000 | 149 |
| Equity securities | $1,000,000 | 590 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $238,235,000 | 262 |
| Mortgage-backed securities | $217,917,000 | 375 |
| Certificates of participation in pools of residential mortgages | $65,106,000 | 664 |
| Issued or guaranteed by U.S. | $65,106,000 | 659 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $148,017,000 | 257 |
| CMOs issued by government agencies or sponsored agencies | $148,017,000 | 226 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $4,794,000 | 146 |
| Commercial mortgage pass-through securities | $1,701,000 | 160 |
| Other commercial mortgage-backed securities | $3,093,000 | 100 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $340,839,000 | 370 |
| Total debt securities | $339,839,000 | 419 |
| Structured notes | ||
| Amortized cost | $5,510,000 | 952 |
| Fair value | $5,549,000 | 950 |
| 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 | $335,941,000 | 431 |
| U.S. Government securities | $264,109,000 | 407 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $264,109,000 | 389 |
| Securities issued by states & political subdivisions | $60,546,000 | 398 |
| Other domestic debt securities | $8,623,000 | 763 |
| 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 | $8,623,000 | 427 |
| Foreign debt securities | $100,000 | 141 |
| Equity securities | $2,563,000 | 376 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $237,132,000 | 260 |
| Mortgage-backed securities | $220,246,000 | 358 |
| Certificates of participation in pools of residential mortgages | $65,805,000 | 642 |
| Issued or guaranteed by U.S. | $65,805,000 | 639 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $147,781,000 | 249 |
| CMOs issued by government agencies or sponsored agencies | $147,781,000 | 214 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $6,660,000 | 121 |
| Commercial mortgage pass-through securities | $1,493,000 | 162 |
| Other commercial mortgage-backed securities | $5,167,000 | 69 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $335,941,000 | 377 |
| Total debt securities | $333,375,000 | 427 |
| Structured notes | ||
| Amortized cost | $9,520,000 | 725 |
| Fair value | $9,568,000 | 724 |
| 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 | $307,184,000 | 466 |
| U.S. Government securities | $238,974,000 | 446 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $238,974,000 | 427 |
| Securities issued by states & political subdivisions | $56,898,000 | 426 |
| Other domestic debt securities | $8,649,000 | 776 |
| 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 | $8,649,000 | 421 |
| Foreign debt securities | $100,000 | 135 |
| Equity securities | $2,563,000 | 375 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,517,000 | 3,304 |
| Mortgage-backed securities | $185,895,000 | 401 |
| Certificates of participation in pools of residential mortgages | $60,715,000 | 677 |
| Issued or guaranteed by U.S. | $60,715,000 | 673 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $118,510,000 | 290 |
| CMOs issued by government agencies or sponsored agencies | $118,510,000 | 244 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $6,670,000 | 111 |
| Commercial mortgage pass-through securities | $1,448,000 | 160 |
| Other commercial mortgage-backed securities | $5,222,000 | 65 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $307,184,000 | 418 |
| Total debt securities | $304,620,000 | 470 |
| Structured notes | ||
| Amortized cost | $9,539,000 | 754 |
| Fair value | $9,517,000 | 750 |
| 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 | $324,149,000 | 431 |
| U.S. Government securities | $252,658,000 | 403 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $252,658,000 | 387 |
| Securities issued by states & political subdivisions | $57,696,000 | 403 |
| Other domestic debt securities | $11,128,000 | 706 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $1,442,000 | 212 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $57,000 | 305 |
| Other domestic debt securities - All other | $9,629,000 | 387 |
| Foreign debt securities | $100,000 | 129 |
| Equity securities | $2,567,000 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $176,182,000 | 340 |
| Mortgage-backed securities | $198,653,000 | 376 |
| Certificates of participation in pools of residential mortgages | $66,039,000 | 587 |
| Issued or guaranteed by U.S. | $66,039,000 | 581 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $131,172,000 | 272 |
| CMOs issued by government agencies or sponsored agencies | $131,172,000 | 227 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $1,442,000 | 212 |
| Commercial mortgage pass-through securities | $1,442,000 | 150 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $324,149,000 | 382 |
| Total debt securities | $321,579,000 | 428 |
| Structured notes | ||
| Amortized cost | $9,559,000 | 689 |
| Fair value | $9,540,000 | 690 |
| 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 | $237,395,000 | 571 |
| U.S. Government securities | $175,629,000 | 549 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $175,629,000 | 517 |
| Securities issued by states & political subdivisions | $48,772,000 | 491 |
| Other domestic debt securities | $10,328,000 | 748 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $1,574,000 | 180 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $57,000 | 318 |
| Other domestic debt securities - All other | $8,697,000 | 414 |
| Foreign debt securities | $99,000 | 133 |
| Equity securities | $2,567,000 | 403 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $150,076,000 | 396 |
| Mortgage-backed securities | $160,906,000 | 420 |
| Certificates of participation in pools of residential mortgages | $71,250,000 | 530 |
| Issued or guaranteed by U.S. | $71,250,000 | 524 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $88,082,000 | 362 |
| CMOs issued by government agencies or sponsored agencies | $88,082,000 | 301 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $1,574,000 | 180 |
| Commercial mortgage pass-through securities | $1,574,000 | 121 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $237,395,000 | 506 |
| Total debt securities | $234,827,000 | 569 |
| Structured notes | ||
| Amortized cost | $1,503,000 | 2,135 |
| Fair value | $1,548,000 | 2,123 |
| 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 | $239,332,000 | 557 |
| U.S. Government securities | $182,777,000 | 535 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $182,777,000 | 509 |
| Securities issued by states & political subdivisions | $43,910,000 | 510 |
| Other domestic debt securities | $10,078,000 | 780 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $1,493,000 | 183 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $33,000 | 330 |
| Other domestic debt securities - All other | $8,552,000 | 379 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $2,567,000 | 419 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $153,936,000 | 396 |
| Mortgage-backed securities | $164,339,000 | 408 |
| Certificates of participation in pools of residential mortgages | $78,490,000 | 481 |
| Issued or guaranteed by U.S. | $78,490,000 | 476 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $84,356,000 | 359 |
| CMOs issued by government agencies or sponsored agencies | $84,356,000 | 291 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $1,493,000 | 183 |
| Commercial mortgage pass-through securities | $1,493,000 | 122 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $239,332,000 | 490 |
| Total debt securities | $236,765,000 | 553 |
| Structured notes | ||
| Amortized cost | $2,501,000 | 1,785 |
| Fair value | $2,542,000 | 1,775 |
| 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 | $249,580,000 | 525 |
| U.S. Government securities | $195,421,000 | 497 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $195,421,000 | 474 |
| Securities issued by states & political subdivisions | $42,314,000 | 533 |
| Other domestic debt securities | $9,278,000 | 856 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $1,400,000 | 202 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $34,000 | 340 |
| Other domestic debt securities - All other | $7,844,000 | 423 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $2,567,000 | 415 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $173,092,000 | 363 |
| Mortgage-backed securities | $162,572,000 | 432 |
| Certificates of participation in pools of residential mortgages | $84,889,000 | 471 |
| Issued or guaranteed by U.S. | $84,889,000 | 467 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $76,283,000 | 391 |
| CMOs issued by government agencies or sponsored agencies | $76,283,000 | 317 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $1,400,000 | 202 |
| Commercial mortgage pass-through securities | $1,400,000 | 134 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $249,580,000 | 464 |
| Total debt securities | $247,008,000 | 527 |
| Structured notes | ||
| Amortized cost | $9,293,000 | 587 |
| Fair value | $9,337,000 | 586 |
| 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 | $247,125,000 | 527 |
| U.S. Government securities | $197,335,000 | 471 |
| U.S. Treasury securities | $2,009,000 | 604 |
| U.S. Government agency obligations | $195,326,000 | 463 |
| Securities issued by states & political subdivisions | $38,156,000 | 606 |
| Other domestic debt securities | $9,017,000 | 902 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $1,392,000 | 200 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $11,000 | 358 |
| Other domestic debt securities - All other | $7,614,000 | 444 |
| Foreign debt securities | $50,000 | 152 |
| Equity securities | $2,567,000 | 437 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $212,327,000 | 297 |
| Mortgage-backed securities | $159,185,000 | 442 |
| Certificates of participation in pools of residential mortgages | $94,324,000 | 451 |
| Issued or guaranteed by U.S. | $94,324,000 | 448 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $63,469,000 | 433 |
| CMOs issued by government agencies or sponsored agencies | $63,469,000 | 339 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $1,392,000 | 200 |
| Commercial mortgage pass-through securities | $1,392,000 | 133 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $247,125,000 | 461 |
| Total debt securities | $244,554,000 | 525 |
| Structured notes | ||
| Amortized cost | $9,293,000 | 458 |
| Fair value | $9,247,000 | 455 |
| 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 | $252,755,000 | 508 |
| U.S. Government securities | $200,132,000 | 463 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $200,132,000 | 444 |
| Securities issued by states & political subdivisions | $40,718,000 | 555 |
| Other domestic debt securities | $9,288,000 | 937 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $1,438,000 | 208 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $14,000 | 368 |
| Other domestic debt securities - All other | $7,836,000 | 464 |
| Foreign debt securities | $50,000 | 155 |
| Equity securities | $2,567,000 | 476 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $192,833,000 | 331 |
| Mortgage-backed securities | $160,844,000 | 453 |
| Certificates of participation in pools of residential mortgages | $94,146,000 | 461 |
| Issued or guaranteed by U.S. | $94,146,000 | 458 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $65,260,000 | 420 |
| CMOs issued by government agencies or sponsored agencies | $65,260,000 | 319 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $1,438,000 | 208 |
| Commercial mortgage pass-through securities | $1,438,000 | 128 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $252,755,000 | 435 |
| Total debt securities | $250,188,000 | 502 |
| Structured notes | ||
| Amortized cost | $4,200,000 | 655 |
| Fair value | $4,236,000 | 653 |
| 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 | $259,338,000 | 496 |
| U.S. Government securities | $209,003,000 | 427 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $209,003,000 | 411 |
| Securities issued by states & political subdivisions | $38,365,000 | 554 |
| Other domestic debt securities | $9,353,000 | 958 |
| 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 | $35,000 | 386 |
| Other domestic debt securities - All other | $9,318,000 | 421 |
| Foreign debt securities | $50,000 | 156 |
| Equity securities | $2,567,000 | 522 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $259,338,000 | 245 |
| Mortgage-backed securities | $168,451,000 | 435 |
| Certificates of participation in pools of residential mortgages | $102,058,000 | 441 |
| Issued or guaranteed by U.S. | $102,058,000 | 436 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $66,393,000 | 391 |
| CMOs issued by government agencies or sponsored agencies | $66,393,000 | 290 |
| 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) | $259,338,000 | 430 |
| Total debt securities | $256,769,000 | 487 |
| Structured notes | ||
| Amortized cost | $4,200,000 | 411 |
| Fair value | $4,200,000 | 408 |
| 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 | $345,595,000 | 385 |
| U.S. Government securities | $314,941,000 | 295 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $314,941,000 | 288 |
| Securities issued by states & political subdivisions | $18,241,000 | 1,246 |
| Other domestic debt securities | $9,796,000 | 889 |
| 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 | $9,796,000 | 398 |
| Foreign debt securities | $50,000 | 151 |
| Equity securities | $2,567,000 | 525 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $218,102,000 | 301 |
| Mortgage-backed securities | $191,283,000 | 401 |
| Certificates of participation in pools of residential mortgages | $122,236,000 | 405 |
| Issued or guaranteed by U.S. | $122,236,000 | 400 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $69,047,000 | 394 |
| CMOs issued by government agencies or sponsored agencies | $69,047,000 | 278 |
| 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) | $345,595,000 | 333 |
| Total debt securities | $343,029,000 | 379 |
| Structured notes | ||
| Amortized cost | $4,005,000 | 315 |
| Fair value | $4,009,000 | 315 |
| 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 | $369,462,000 | 357 |
| U.S. Government securities | $337,974,000 | 272 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $337,974,000 | 268 |
| Securities issued by states & political subdivisions | $18,303,000 | 1,221 |
| Other domestic debt securities | $10,568,000 | 798 |
| 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 | $10,568,000 | 360 |
| Foreign debt securities | $50,000 | 147 |
| Equity securities | $2,567,000 | 483 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $260,799,000 | 261 |
| Mortgage-backed securities | $205,311,000 | 360 |
| Certificates of participation in pools of residential mortgages | $130,873,000 | 362 |
| Issued or guaranteed by U.S. | $130,873,000 | 357 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $74,438,000 | 373 |
| CMOs issued by government agencies or sponsored agencies | $74,438,000 | 260 |
| 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) | $369,462,000 | 305 |
| Total debt securities | $366,894,000 | 350 |
| 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 | $287,569,000 | 437 |
| U.S. Government securities | $255,620,000 | 337 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $255,620,000 | 328 |
| Securities issued by states & political subdivisions | $18,611,000 | 1,160 |
| Other domestic debt securities | $10,721,000 | 797 |
| 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 | $10,721,000 | 349 |
| Foreign debt securities | $50,000 | 158 |
| Equity securities | $2,567,000 | 496 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $270,060,000 | 245 |
| Mortgage-backed securities | $197,233,000 | 360 |
| Certificates of participation in pools of residential mortgages | $134,256,000 | 336 |
| Issued or guaranteed by U.S. | $134,256,000 | 330 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $62,977,000 | 400 |
| CMOs issued by government agencies or sponsored agencies | $62,977,000 | 270 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $287,569,000 | 369 |
| Total debt securities | $285,000,000 | 430 |
| 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 | $293,381,000 | 435 |
| U.S. Government securities | $260,632,000 | 333 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $260,632,000 | 324 |
| Securities issued by states & political subdivisions | $18,883,000 | 1,163 |
| Other domestic debt securities | $11,249,000 | 815 |
| 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 | $11,249,000 | 396 |
| Foreign debt securities | $50,000 | 163 |
| Equity securities | $2,567,000 | 679 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $260,763,000 | 246 |
| Mortgage-backed securities | $201,974,000 | 348 |
| Certificates of participation in pools of residential mortgages | $137,863,000 | 333 |
| Issued or guaranteed by U.S. | $137,863,000 | 328 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $64,111,000 | 386 |
| CMOs issued by government agencies or sponsored agencies | $64,111,000 | 260 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $293,381,000 | 366 |
| Total debt securities | $290,811,000 | 421 |
| 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 | $297,564,000 | 429 |
| U.S. Government securities | $264,784,000 | 325 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $264,784,000 | 316 |
| Securities issued by states & political subdivisions | $19,326,000 | 1,130 |
| Other domestic debt securities | $10,836,000 | 806 |
| 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 | $10,836,000 | 413 |
| Foreign debt securities | $50,000 | 175 |
| Equity securities | $2,568,000 | 715 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $245,177,000 | 264 |
| Mortgage-backed securities | $216,930,000 | 334 |
| Certificates of participation in pools of residential mortgages | $149,879,000 | 302 |
| Issued or guaranteed by U.S. | $149,879,000 | 295 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $67,051,000 | 371 |
| CMOs issued by government agencies or sponsored agencies | $67,051,000 | 253 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $297,564,000 | 373 |
| Total debt securities | $294,996,000 | 419 |
| 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 | $291,242,000 | 429 |
| U.S. Government securities | $261,564,000 | 337 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $261,564,000 | 327 |
| Securities issued by states & political subdivisions | $18,320,000 | 1,189 |
| Other domestic debt securities | $8,741,000 | 867 |
| 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 | $8,741,000 | 481 |
| Foreign debt securities | $50,000 | 179 |
| Equity securities | $2,567,000 | 663 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $247,190,000 | 260 |
| Mortgage-backed securities | $191,620,000 | 344 |
| Certificates of participation in pools of residential mortgages | $128,517,000 | 311 |
| Issued or guaranteed by U.S. | $128,517,000 | 305 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $63,103,000 | 389 |
| CMOs issued by government agencies or sponsored agencies | $63,103,000 | 265 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $291,242,000 | 371 |
| Total debt securities | $288,675,000 | 418 |
| 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 | $301,757,000 | 422 |
| U.S. Government securities | $272,115,000 | 336 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $272,115,000 | 328 |
| Securities issued by states & political subdivisions | $18,336,000 | 1,158 |
| Other domestic debt securities | $10,306,000 | 731 |
| 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 | $10,306,000 | 406 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $1,000,000 | 957 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $217,902,000 | 283 |
| Mortgage-backed securities | $168,690,000 | 374 |
| Certificates of participation in pools of residential mortgages | $98,062,000 | 371 |
| Issued or guaranteed by U.S. | $98,062,000 | 367 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $70,628,000 | 334 |
| CMOs issued by government agencies or sponsored agencies | $70,628,000 | 231 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $301,757,000 | 363 |
| Total debt securities | $300,756,000 | 409 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,076 |
| Fair value | $2,500,000 | 1,078 |
| 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 | $300,421,000 | 417 |
| U.S. Government securities | $272,023,000 | 342 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $272,023,000 | 336 |
| Securities issued by states & political subdivisions | $18,259,000 | 1,143 |
| Other domestic debt securities | $9,572,000 | 729 |
| 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 | $9,572,000 | 404 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $567,000 | 1,163 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $228,963,000 | 274 |
| Mortgage-backed securities | $161,357,000 | 383 |
| Certificates of participation in pools of residential mortgages | $91,275,000 | 397 |
| Issued or guaranteed by U.S. | $91,275,000 | 392 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $70,082,000 | 335 |
| CMOs issued by government agencies or sponsored agencies | $70,082,000 | 240 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $300,421,000 | 354 |
| Total debt securities | $299,854,000 | 409 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,140 |
| Fair value | $2,490,000 | 1,139 |
| 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 | $300,101,000 | 427 |
| U.S. Government securities | $271,000,000 | 347 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $271,000,000 | 341 |
| Securities issued by states & political subdivisions | $18,731,000 | 1,105 |
| Other domestic debt securities | $9,842,000 | 732 |
| 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 | $9,842,000 | 411 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $528,000 | 1,200 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $207,340,000 | 289 |
| Mortgage-backed securities | $159,644,000 | 388 |
| Certificates of participation in pools of residential mortgages | $95,188,000 | 387 |
| Issued or guaranteed by U.S. | $95,188,000 | 382 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $64,456,000 | 344 |
| CMOs issued by government agencies or sponsored agencies | $64,456,000 | 249 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $300,101,000 | 359 |
| Total debt securities | $299,566,000 | 417 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,183 |
| Fair value | $2,492,000 | 1,188 |
| 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 | $282,980,000 | 446 |
| U.S. Government securities | $253,689,000 | 376 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $253,689,000 | 367 |
| Securities issued by states & political subdivisions | $18,934,000 | 1,067 |
| Other domestic debt securities | $9,829,000 | 712 |
| 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 | $9,829,000 | 418 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $528,000 | 1,237 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $193,950,000 | 306 |
| Mortgage-backed securities | $151,805,000 | 397 |
| Certificates of participation in pools of residential mortgages | $99,686,000 | 380 |
| Issued or guaranteed by U.S. | $99,686,000 | 374 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $52,119,000 | 402 |
| CMOs issued by government agencies or sponsored agencies | $52,119,000 | 299 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $282,980,000 | 380 |
| Total debt securities | $282,452,000 | 435 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,262 |
| Fair value | $2,487,000 | 1,268 |
| 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 | $213,951,000 | 600 |
| U.S. Government securities | $194,796,000 | 482 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $194,796,000 | 465 |
| Securities issued by states & political subdivisions | $15,155,000 | 1,348 |
| Other domestic debt securities | $3,433,000 | 1,218 |
| 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 | $3,433,000 | 800 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $567,000 | 1,239 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $196,094,000 | 313 |
| Mortgage-backed securities | $120,024,000 | 486 |
| Certificates of participation in pools of residential mortgages | $78,292,000 | 463 |
| Issued or guaranteed by U.S. | $78,292,000 | 456 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $41,732,000 | 452 |
| CMOs issued by government agencies or sponsored agencies | $41,732,000 | 359 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $213,951,000 | 495 |
| Total debt securities | $213,383,000 | 586 |
| 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 | $189,220,000 | 674 |
| U.S. Government securities | $170,036,000 | 568 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $170,036,000 | 556 |
| Securities issued by states & political subdivisions | $14,487,000 | 1,389 |
| Other domestic debt securities | $4,193,000 | 1,111 |
| 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 | $4,193,000 | 725 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $504,000 | 1,283 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $140,147,000 | 400 |
| Mortgage-backed securities | $97,988,000 | 559 |
| Certificates of participation in pools of residential mortgages | $61,359,000 | 571 |
| Issued or guaranteed by U.S. | $61,359,000 | 564 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $36,629,000 | 488 |
| CMOs issued by government agencies or sponsored agencies | $36,629,000 | 378 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $189,220,000 | 562 |
| Total debt securities | $188,716,000 | 661 |
| 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 | $194,201,000 | 676 |
| U.S. Government securities | $180,226,000 | 547 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $180,226,000 | 528 |
| Securities issued by states & political subdivisions | $8,921,000 | 2,152 |
| Other domestic debt securities | $4,545,000 | 1,114 |
| 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 | $4,545,000 | 738 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $509,000 | 1,304 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $136,873,000 | 402 |
| Mortgage-backed securities | $105,926,000 | 538 |
| Certificates of participation in pools of residential mortgages | $65,978,000 | 547 |
| Issued or guaranteed by U.S. | $65,978,000 | 539 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $39,948,000 | 464 |
| CMOs issued by government agencies or sponsored agencies | $39,948,000 | 365 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $194,201,000 | 565 |
| Total debt securities | $193,692,000 | 663 |
| 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 | $24,206,000 | 4,125 |
| U.S. Government securities | $22,905,000 | 3,439 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $22,905,000 | 3,323 |
| Securities issued by states & political subdivisions | $793,000 | 5,278 |
| Other domestic debt securities | $508,000 | 2,471 |
| 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 | $508,000 | 1,958 |
| 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 | $23,280,000 | 1,892 |
| Mortgage-backed securities | $14,605,000 | 2,184 |
| Certificates of participation in pools of residential mortgages | $11,102,000 | 2,030 |
| Issued or guaranteed by U.S. | $11,102,000 | 2,016 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $3,503,000 | 1,715 |
| CMOs issued by government agencies or sponsored agencies | $3,503,000 | 1,491 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $24,206,000 | 3,565 |
| Total debt securities | $24,207,000 | 4,066 |
| 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 | $26,708,000 | 3,839 |
| U.S. Government securities | $24,891,000 | 3,202 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $24,891,000 | 3,092 |
| Securities issued by states & political subdivisions | $800,000 | 5,282 |
| Other domestic debt securities | $1,017,000 | 2,085 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,017,000 | 1,617 |
| 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 | $25,023,000 | 1,725 |
| Mortgage-backed securities | $12,561,000 | 2,414 |
| Certificates of participation in pools of residential mortgages | $8,820,000 | 2,374 |
| Issued or guaranteed by U.S. | $8,820,000 | 2,364 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,741,000 | 1,669 |
| CMOs issued by government agencies or sponsored agencies | $3,741,000 | 1,448 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $26,708,000 | 3,323 |
| Total debt securities | $26,708,000 | 3,788 |
| 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 | $28,587,000 | 3,713 |
| U.S. Government securities | $26,000,000 | 3,128 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $26,000,000 | 3,017 |
| Securities issued by states & political subdivisions | $804,000 | 5,265 |
| Other domestic debt securities | $1,783,000 | 1,777 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,783,000 | 1,367 |
| 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 | $23,620,000 | 1,799 |
| Mortgage-backed securities | $13,570,000 | 2,380 |
| Certificates of participation in pools of residential mortgages | $9,595,000 | 2,323 |
| Issued or guaranteed by U.S. | $9,595,000 | 2,312 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $3,975,000 | 1,666 |
| CMOs issued by government agencies or sponsored agencies | $3,975,000 | 1,444 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $28,587,000 | 3,215 |
| Total debt securities | $28,587,000 | 3,661 |
| 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 | $26,737,000 | 3,922 |
| U.S. Government securities | $24,142,000 | 3,382 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $24,142,000 | 3,256 |
| Securities issued by states & political subdivisions | $808,000 | 5,275 |
| Other domestic debt securities | $1,787,000 | 1,831 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,787,000 | 1,447 |
| 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 | $24,782,000 | 1,759 |
| Mortgage-backed securities | $14,349,000 | 2,362 |
| Certificates of participation in pools of residential mortgages | $10,223,000 | 2,297 |
| Issued or guaranteed by U.S. | $10,223,000 | 2,287 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $4,126,000 | 1,664 |
| CMOs issued by government agencies or sponsored agencies | $4,126,000 | 1,456 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $26,737,000 | 3,399 |
| Total debt securities | $26,738,000 | 3,864 |
| 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 | $30,135,000 | 3,611 |
| U.S. Government securities | $27,043,000 | 3,086 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $27,043,000 | 2,968 |
| Securities issued by states & political subdivisions | $817,000 | 5,279 |
| Other domestic debt securities | $2,275,000 | 1,696 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,275,000 | 1,315 |
| 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 | $27,541,000 | 1,590 |
| Mortgage-backed securities | $15,570,000 | 2,288 |
| Certificates of participation in pools of residential mortgages | $11,197,000 | 2,215 |
| Issued or guaranteed by U.S. | $11,197,000 | 2,206 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $4,373,000 | 1,645 |
| CMOs issued by government agencies or sponsored agencies | $4,373,000 | 1,454 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $30,135,000 | 3,124 |
| Total debt securities | $30,135,000 | 3,551 |
| 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 | $32,822,000 | 3,392 |
| U.S. Government securities | $29,004,000 | 2,918 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $29,004,000 | 2,802 |
| Securities issued by states & political subdivisions | $1,004,000 | 5,144 |
| Other domestic debt securities | $2,814,000 | 1,566 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,814,000 | 1,235 |
| 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 | $28,098,000 | 1,521 |
| Mortgage-backed securities | $16,813,000 | 2,181 |
| Certificates of participation in pools of residential mortgages | $12,045,000 | 2,128 |
| Issued or guaranteed by U.S. | $12,045,000 | 2,119 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,768,000 | 1,570 |
| CMOs issued by government agencies or sponsored agencies | $4,768,000 | 1,396 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $32,822,000 | 2,921 |
| Total debt securities | $32,822,000 | 3,326 |
| 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 | $35,813,000 | 3,208 |
| U.S. Government securities | $31,378,000 | 2,761 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $31,378,000 | 2,655 |
| Securities issued by states & political subdivisions | $1,118,000 | 5,049 |
| Other domestic debt securities | $3,317,000 | 1,480 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,317,000 | 1,150 |
| 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 | $29,581,000 | 1,440 |
| Mortgage-backed securities | $17,857,000 | 2,127 |
| Certificates of participation in pools of residential mortgages | $12,810,000 | 2,068 |
| Issued or guaranteed by U.S. | $12,810,000 | 2,060 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,047,000 | 1,563 |
| CMOs issued by government agencies or sponsored agencies | $5,047,000 | 1,384 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $35,813,000 | 2,768 |
| Total debt securities | $35,813,000 | 3,144 |
| 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 | $33,020,000 | 3,405 |
| U.S. Government securities | $28,091,000 | 2,971 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $28,091,000 | 2,867 |
| Securities issued by states & political subdivisions | $1,027,000 | 5,132 |
| Other domestic debt securities | $3,902,000 | 1,446 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,902,000 | 1,119 |
| 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 | $24,134,000 | 1,713 |
| Mortgage-backed securities | $17,249,000 | 2,224 |
| Certificates of participation in pools of residential mortgages | $11,563,000 | 2,215 |
| Issued or guaranteed by U.S. | $11,563,000 | 2,206 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $5,686,000 | 1,530 |
| CMOs issued by government agencies or sponsored agencies | $5,686,000 | 1,356 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $33,020,000 | 2,948 |
| Total debt securities | $33,020,000 | 3,332 |
| 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 | $26,707,000 | 4,025 |
| U.S. Government securities | $21,719,000 | 3,688 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $21,719,000 | 3,558 |
| Securities issued by states & political subdivisions | $1,064,000 | 5,155 |
| Other domestic debt securities | $3,924,000 | 1,461 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,924,000 | 1,208 |
| 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 | $20,427,000 | 1,923 |
| Mortgage-backed securities | $10,925,000 | 2,867 |
| Certificates of participation in pools of residential mortgages | $7,678,000 | 2,820 |
| Issued or guaranteed by U.S. | $7,678,000 | 2,805 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,247,000 | 1,925 |
| CMOs issued by government agencies or sponsored agencies | $3,247,000 | 1,809 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $26,707,000 | 3,484 |
| Total debt securities | $26,706,000 | 3,949 |
| 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 | $24,219,000 | 4,234 |
| U.S. Government securities | $19,318,000 | 3,879 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $19,318,000 | 3,739 |
| Securities issued by states & political subdivisions | $954,000 | 5,284 |
| Other domestic debt securities | $3,947,000 | 1,543 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,947,000 | 1,277 |
| 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 | $18,640,000 | 1,995 |
| Mortgage-backed securities | $10,403,000 | 2,925 |
| Certificates of participation in pools of residential mortgages | $8,529,000 | 2,636 |
| Issued or guaranteed by U.S. | $8,529,000 | 2,626 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,874,000 | 2,386 |
| CMOs issued by government agencies or sponsored agencies | $1,874,000 | 2,260 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $24,219,000 | 3,645 |
| Total debt securities | $24,219,000 | 4,142 |
| 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 | $26,439,000 | 3,896 |
| U.S. Government securities | $21,400,000 | 3,533 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $21,400,000 | 3,394 |
| Securities issued by states & political subdivisions | $1,064,000 | 5,135 |
| Other domestic debt securities | $3,975,000 | 1,597 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,975,000 | 1,332 |
| 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 | $21,883,000 | 1,712 |
| Mortgage-backed securities | $12,391,000 | 2,726 |
| Certificates of participation in pools of residential mortgages | $10,370,000 | 2,353 |
| Issued or guaranteed by U.S. | $10,370,000 | 2,342 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,021,000 | 2,500 |
| CMOs issued by government agencies or sponsored agencies | $2,021,000 | 2,367 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $26,439,000 | 3,368 |
| Total debt securities | $26,439,000 | 3,817 |
| 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 | $26,604,000 | 3,838 |
| U.S. Government securities | $21,598,000 | 3,506 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $21,598,000 | 3,349 |
| Securities issued by states & political subdivisions | $1,063,000 | 5,075 |
| Other domestic debt securities | $3,943,000 | 1,609 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,943,000 | 1,341 |
| 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 | $20,498,000 | 1,824 |
| Mortgage-backed securities | $10,121,000 | 3,039 |
| Certificates of participation in pools of residential mortgages | $8,547,000 | 2,608 |
| Issued or guaranteed by U.S. | $8,547,000 | 2,593 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,574,000 | 2,790 |
| CMOs issued by government agencies or sponsored agencies | $1,574,000 | 2,658 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $26,604,000 | 3,313 |
| Total debt securities | $26,604,000 | 3,761 |
| 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 | $25,022,000 | 3,995 |
| U.S. Government securities | $19,956,000 | 3,705 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $19,956,000 | 3,538 |
| Securities issued by states & political subdivisions | $1,108,000 | 5,048 |
| Other domestic debt securities | $3,958,000 | 1,596 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,958,000 | 1,349 |
| 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 | $13,683,000 | 2,461 |
| Mortgage-backed securities | $7,442,000 | 3,500 |
| Certificates of participation in pools of residential mortgages | $5,037,000 | 3,369 |
| Issued or guaranteed by U.S. | $5,037,000 | 3,356 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $2,405,000 | 2,477 |
| CMOs issued by government agencies or sponsored agencies | $2,405,000 | 2,363 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $25,022,000 | 3,428 |
| Total debt securities | $25,022,000 | 3,911 |
| 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 | $22,958,000 | 4,105 |
| U.S. Government securities | $19,876,000 | 3,540 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $19,876,000 | 3,375 |
| Securities issued by states & political subdivisions | $2,172,000 | 4,201 |
| Other domestic debt securities | $910,000 | 3,030 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $910,000 | 2,611 |
| 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 | $17,968,000 | 1,908 |
| Mortgage-backed securities | $12,386,000 | 2,537 |
| Certificates of participation in pools of residential mortgages | $4,126,000 | 3,420 |
| Issued or guaranteed by U.S. | $4,126,000 | 3,407 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $8,260,000 | 1,436 |
| CMOs issued by government agencies or sponsored agencies | $8,260,000 | 1,345 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $22,958,000 | 3,469 |
| Total debt securities | $22,958,000 | 4,027 |
| 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 | $26,261,000 | 3,809 |
| U.S. Government securities | $20,805,000 | 3,552 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $20,805,000 | 3,293 |
| Securities issued by states & political subdivisions | $3,966,000 | 3,224 |
| Other domestic debt securities | $1,015,000 | 2,433 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,015,000 | 2,115 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $475,000 | 3,948 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,016,000 | 2,238 |
| Mortgage-backed securities | $13,415,000 | 1,952 |
| Certificates of participation in pools of residential mortgages | $1,688,000 | 4,196 |
| Issued or guaranteed by U.S. | $1,688,000 | 4,170 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $11,727,000 | 915 |
| CMOs issued by government agencies or sponsored agencies | $11,727,000 | 821 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $26,261,000 | 3,084 |
| Total debt securities | $25,786,000 | 3,760 |
| 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 | $24,459,000 | 4,200 |
| U.S. Government securities | $19,030,000 | 4,009 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $19,030,000 | 3,616 |
| Securities issued by states & political subdivisions | $3,969,000 | 3,369 |
| Other domestic debt securities | $1,010,000 | 2,317 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,010,000 | 1,952 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $450,000 | 3,942 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,565,000 | 2,044 |
| Mortgage-backed securities | $13,796,000 | 2,060 |
| Certificates of participation in pools of residential mortgages | $1,882,000 | 4,291 |
| Issued or guaranteed by U.S. | $1,882,000 | 4,272 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $11,914,000 | 980 |
| CMOs issued by government agencies or sponsored agencies | $11,914,000 | 877 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $24,459,000 | 3,327 |
| Total debt securities | $24,009,000 | 4,143 |
| 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 | $22,181,000 | 4,509 |
| U.S. Government securities | $17,167,000 | 4,373 |
| U.S. Treasury securities | $1,524,000 | 4,359 |
| U.S. Government agency obligations | $15,643,000 | 3,995 |
| Securities issued by states & political subdivisions | $4,152,000 | 3,310 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $862,000 | 2,587 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,001,000 | 2,295 |
| Mortgage-backed securities | $8,240,000 | 3,014 |
| Certificates of participation in pools of residential mortgages | $2,850,000 | 3,899 |
| Issued or guaranteed by U.S. | $2,850,000 | 3,880 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $5,390,000 | 1,699 |
| CMOs issued by government agencies or sponsored agencies | $5,390,000 | 1,590 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,052,000 | 3,749 |
| Available-for-sale securities (fair market value) | $18,129,000 | 4,094 |
| Total debt securities | $21,319,000 | 4,519 |
| 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 | $13,720,000 | 6,325 |
| U.S. Government securities | $8,289,000 | 7,135 |
| U.S. Treasury securities | $1,612,000 | 5,547 |
| U.S. Government agency obligations | $6,677,000 | 6,514 |
| Securities issued by states & political subdivisions | $4,569,000 | 2,937 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $862,000 | 2,580 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,547,000 | 2,416 |
| Mortgage-backed securities | $79,000 | 7,998 |
| Certificates of participation in pools of residential mortgages | $79,000 | 7,404 |
| Issued or guaranteed by U.S. | $79,000 | 7,377 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,569,000 | 4,329 |
| Available-for-sale securities (fair market value) | $9,151,000 | 6,005 |
| Total debt securities | $12,858,000 | 6,453 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $13,063,000 | 6,979 |
| U.S. Government securities | $8,417,000 | 7,662 |
| U.S. Treasury securities | $1,593,000 | 6,426 |
| U.S. Government agency obligations | $6,824,000 | 6,785 |
| Securities issued by states & political subdivisions | $4,274,000 | 3,147 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $372,000 | 4,094 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,221,000 | 2,668 |
| Mortgage-backed securities | $108,000 | 8,463 |
| Certificates of participation in pools of residential mortgages | $108,000 | 7,833 |
| Issued or guaranteed by U.S. | $108,000 | 7,814 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,274,000 | 5,024 |
| Available-for-sale securities (fair market value) | $8,789,000 | 6,367 |
| Total debt securities | $12,691,000 | 6,955 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $12,321,000 | 7,484 |
| U.S. Government securities | $8,752,000 | 7,829 |
| U.S. Treasury securities | $3,122,000 | 5,868 |
| U.S. Government agency obligations | $5,630,000 | 7,353 |
| Securities issued by states & political subdivisions | $3,274,000 | 3,774 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $295,000 | 4,280 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,007,000 | 2,537 |
| Mortgage-backed securities | $143,000 | 8,848 |
| Certificates of participation in pools of residential mortgages | $143,000 | 8,068 |
| Issued or guaranteed by U.S. | $143,000 | 8,036 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,274,000 | 5,864 |
| Available-for-sale securities (fair market value) | $9,047,000 | 6,451 |
| Total debt securities | $12,026,000 | 7,460 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $13,375,000 | 7,580 |
| U.S. Government securities | $10,101,000 | 7,703 |
| U.S. Treasury securities | $4,552,000 | 5,839 |
| U.S. Government agency obligations | $5,549,000 | 7,399 |
| Securities issued by states & political subdivisions | $3,274,000 | 3,968 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,821,000 | 2,976 |
| Mortgage-backed securities | $173,000 | 9,332 |
| Certificates of participation in pools of residential mortgages | $173,000 | 8,465 |
| Issued or guaranteed by U.S. | $173,000 | 8,436 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,921,000 | 5,086 |
| Available-for-sale securities (fair market value) | $1,454,000 | 9,308 |
| Total debt securities | $13,375,000 | 7,468 |
| 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 | $9,879,000 | 9,133 |
| U.S. Government securities | $6,648,000 | 9,611 |
| U.S. Treasury securities | $2,300,000 | 8,097 |
| U.S. Government agency obligations | $4,348,000 | 8,347 |
| Securities issued by states & political subdivisions | $3,231,000 | 4,074 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,686,000 | 3,098 |
| Mortgage-backed securities | $354,000 | 9,551 |
| Certificates of participation in pools of residential mortgages | $354,000 | 8,500 |
| Issued or guaranteed by U.S. | $354,000 | 8,443 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $9,879,000 | 9,001 |
| 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 | $8,930,000 | 9,619 |
| U.S. Government securities | $6,405,000 | 9,919 |
| U.S. Treasury securities | $1,797,000 | 9,097 |
| U.S. Government agency obligations | $4,608,000 | 8,259 |
| Securities issued by states & political subdivisions | $2,463,000 | 4,539 |
| Other domestic debt securities | $62,000 | 6,982 |
| Privately issued residential mortgage-backed securities | $62,000 | 3,707 |
| 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 | $8,485,000 | 3,054 |
| Mortgage-backed securities | $547,000 | 9,684 |
| Certificates of participation in pools of residential mortgages | $418,000 | 8,804 |
| Issued or guaranteed by U.S. | $418,000 | 8,740 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $129,000 | 6,846 |
| CMOs issued by government agencies or sponsored agencies | $67,000 | 6,476 |
| Privately issued | $62,000 | 3,185 |
| 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 | $8,930,000 | 9,490 |
| 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 |