Home > Dallas Capital Bank > Securities
Dallas Capital Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $122,511,000 | 1,476 |
| U.S. Government securities | $117,821,000 | 1,013 |
| U.S. Treasury securities | $1,957,000 | 2,307 |
| U.S. Government agency obligations | $115,864,000 | 880 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $4,690,000 | 1,384 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $4,690,000 | 992 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,576,000 | 2,032 |
| Mortgage-backed securities | $115,864,000 | 686 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $52,171,000 | 808 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $63,693,000 | 339 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $73,854,000 | 443 |
| Available-for-sale securities (fair market value) | $48,657,000 | 2,406 |
| Total debt securities | $122,509,000 | 1,462 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $124,964,000 | 1,444 |
| U.S. Government securities | $120,379,000 | 996 |
| U.S. Treasury securities | $1,934,000 | 2,372 |
| U.S. Government agency obligations | $118,445,000 | 858 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $4,585,000 | 1,380 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $4,585,000 | 995 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,631,000 | 1,190 |
| Mortgage-backed securities | $118,445,000 | 664 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $53,904,000 | 775 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $64,541,000 | 328 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $76,091,000 | 446 |
| Available-for-sale securities (fair market value) | $48,873,000 | 2,383 |
| Total debt securities | $124,963,000 | 1,426 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $130,359,000 | 1,441 |
| U.S. Government securities | $125,777,000 | 998 |
| U.S. Treasury securities | $1,922,000 | 2,405 |
| U.S. Government agency obligations | $123,855,000 | 853 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $4,582,000 | 1,384 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $4,582,000 | 999 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,563,000 | 1,403 |
| Mortgage-backed securities | $123,855,000 | 658 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $56,242,000 | 780 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $67,613,000 | 322 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $78,697,000 | 433 |
| Available-for-sale securities (fair market value) | $51,662,000 | 2,366 |
| Total debt securities | $130,360,000 | 1,424 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $135,427,000 | 1,466 |
| U.S. Government securities | $130,867,000 | 1,005 |
| U.S. Treasury securities | $1,939,000 | 2,475 |
| U.S. Government agency obligations | $128,928,000 | 818 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $4,560,000 | 1,447 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $4,560,000 | 1,051 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,753,000 | 1,724 |
| Mortgage-backed securities | $128,928,000 | 668 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $58,755,000 | 783 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $70,173,000 | 337 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $81,253,000 | 446 |
| Available-for-sale securities (fair market value) | $54,174,000 | 2,379 |
| Total debt securities | $135,427,000 | 1,448 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $139,219,000 | 1,455 |
| U.S. Government securities | $134,719,000 | 993 |
| U.S. Treasury securities | $1,922,000 | 2,504 |
| U.S. Government agency obligations | $132,797,000 | 811 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $4,500,000 | 1,471 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $4,500,000 | 1,070 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,014,000 | 816 |
| Mortgage-backed securities | $132,797,000 | 666 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $60,856,000 | 765 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $71,941,000 | 332 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $83,812,000 | 451 |
| Available-for-sale securities (fair market value) | $55,407,000 | 2,380 |
| Total debt securities | $139,219,000 | 1,436 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $121,319,000 | 1,619 |
| U.S. Government securities | $116,830,000 | 1,131 |
| U.S. Treasury securities | $1,921,000 | 2,529 |
| U.S. Government agency obligations | $114,909,000 | 906 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $4,489,000 | 1,437 |
| 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 | $4,489,000 | 1,069 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,873,000 | 922 |
| Mortgage-backed securities | $114,909,000 | 750 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $42,891,000 | 997 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $72,018,000 | 335 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $66,388,000 | 506 |
| Available-for-sale securities (fair market value) | $54,931,000 | 2,401 |
| Total debt securities | $121,319,000 | 1,601 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $127,845,000 | 1,567 |
| U.S. Government securities | $123,154,000 | 1,092 |
| U.S. Treasury securities | $1,967,000 | 2,470 |
| U.S. Government agency obligations | $121,187,000 | 891 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $4,691,000 | 1,345 |
| 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 | $4,691,000 | 1,058 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,122,000 | 1,010 |
| Mortgage-backed securities | $121,187,000 | 754 |
| Certificates of participation in pools of residential mortgages | $44,816,000 | 1,018 |
| Issued or guaranteed by U.S. | $44,816,000 | 1,001 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $76,371,000 | 368 |
| CMOs issued by government agencies or sponsored agencies | $76,371,000 | 332 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $68,316,000 | 448 |
| Available-for-sale securities (fair market value) | $59,529,000 | 2,366 |
| Total debt securities | $127,844,000 | 1,554 |
| 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 | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $135,521,000 | 1,482 |
| U.S. Government securities | $130,841,000 | 1,027 |
| U.S. Treasury securities | $1,988,000 | 2,231 |
| U.S. Government agency obligations | $128,853,000 | 861 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $4,680,000 | 1,345 |
| 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 | $4,680,000 | 1,052 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,194,000 | 1,090 |
| Mortgage-backed securities | $128,853,000 | 730 |
| Certificates of participation in pools of residential mortgages | $46,944,000 | 1,008 |
| Issued or guaranteed by U.S. | $46,944,000 | 995 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $81,909,000 | 345 |
| CMOs issued by government agencies or sponsored agencies | $81,909,000 | 314 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $70,983,000 | 388 |
| Available-for-sale securities (fair market value) | $64,538,000 | 2,244 |
| Total debt securities | $135,521,000 | 1,465 |
| 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 | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $146,732,000 | 1,343 |
| U.S. Government securities | $141,505,000 | 900 |
| U.S. Treasury securities | $2,074,000 | 1,729 |
| U.S. Government agency obligations | $139,431,000 | 808 |
| Securities issued by states & political subdivisions | $331,000 | 3,984 |
| Other domestic debt securities | $4,896,000 | 1,296 |
| 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 | $4,896,000 | 980 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,002,000 | 883 |
| Mortgage-backed securities | $139,431,000 | 672 |
| Certificates of participation in pools of residential mortgages | $49,545,000 | 964 |
| Issued or guaranteed by U.S. | $49,545,000 | 949 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $89,886,000 | 328 |
| CMOs issued by government agencies or sponsored agencies | $89,886,000 | 305 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $28,300,000 | 497 |
| Available-for-sale securities (fair market value) | $118,432,000 | 1,447 |
| Total debt securities | $146,732,000 | 1,325 |
| 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 | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $132,064,000 | 1,393 |
| U.S. Government securities | $128,737,000 | 903 |
| U.S. Treasury securities | $2,105,000 | 1,518 |
| U.S. Government agency obligations | $126,632,000 | 830 |
| Securities issued by states & political subdivisions | $332,000 | 4,040 |
| Other domestic debt securities | $2,995,000 | 1,426 |
| 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 | $2,995,000 | 1,109 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,780,000 | 906 |
| Mortgage-backed securities | $126,632,000 | 701 |
| Certificates of participation in pools of residential mortgages | $45,600,000 | 994 |
| Issued or guaranteed by U.S. | $45,600,000 | 972 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $81,032,000 | 343 |
| CMOs issued by government agencies or sponsored agencies | $81,032,000 | 321 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $12,473,000 | 681 |
| Available-for-sale securities (fair market value) | $119,591,000 | 1,386 |
| Total debt securities | $132,064,000 | 1,372 |
| 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 | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $92,668,000 | 1,731 |
| U.S. Government securities | $92,334,000 | 1,129 |
| U.S. Treasury securities | $1,809,000 | 1,508 |
| U.S. Government agency obligations | $90,525,000 | 1,044 |
| Securities issued by states & political subdivisions | $334,000 | 4,065 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,330,000 | 1,149 |
| Mortgage-backed securities | $90,525,000 | 869 |
| Certificates of participation in pools of residential mortgages | $17,141,000 | 1,762 |
| Issued or guaranteed by U.S. | $17,141,000 | 1,719 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $73,384,000 | 356 |
| CMOs issued by government agencies or sponsored agencies | $73,384,000 | 333 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $92,668,000 | 1,609 |
| Total debt securities | $92,668,000 | 1,713 |
| 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 | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $84,101,000 | 1,740 |
| U.S. Government securities | $83,766,000 | 1,115 |
| U.S. Treasury securities | $1,819,000 | 1,197 |
| U.S. Government agency obligations | $81,947,000 | 1,062 |
| Securities issued by states & political subdivisions | $335,000 | 4,077 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,038,000 | 1,259 |
| Mortgage-backed securities | $81,947,000 | 885 |
| Certificates of participation in pools of residential mortgages | $5,429,000 | 2,702 |
| Issued or guaranteed by U.S. | $5,429,000 | 2,623 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $76,518,000 | 330 |
| CMOs issued by government agencies or sponsored agencies | $76,518,000 | 307 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $84,101,000 | 1,613 |
| Total debt securities | $84,100,000 | 1,724 |
| 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 | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $89,404,000 | 1,532 |
| U.S. Government securities | $88,767,000 | 963 |
| U.S. Treasury securities | $21,852,000 | 264 |
| U.S. Government agency obligations | $66,915,000 | 1,125 |
| Securities issued by states & political subdivisions | $637,000 | 3,988 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,091,000 | 846 |
| Mortgage-backed securities | $66,915,000 | 967 |
| Certificates of participation in pools of residential mortgages | $6,374,000 | 2,501 |
| Issued or guaranteed by U.S. | $6,374,000 | 2,431 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $60,541,000 | 372 |
| CMOs issued by government agencies or sponsored agencies | $60,541,000 | 341 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $89,404,000 | 1,430 |
| Total debt securities | $89,403,000 | 1,519 |
| 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 | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $86,298,000 | 1,497 |
| U.S. Government securities | $85,658,000 | 937 |
| U.S. Treasury securities | $1,836,000 | 845 |
| U.S. Government agency obligations | $83,822,000 | 890 |
| Securities issued by states & political subdivisions | $640,000 | 3,975 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,717,000 | 941 |
| Mortgage-backed securities | $83,822,000 | 771 |
| Certificates of participation in pools of residential mortgages | $14,129,000 | 1,748 |
| Issued or guaranteed by U.S. | $14,129,000 | 1,704 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $69,693,000 | 337 |
| CMOs issued by government agencies or sponsored agencies | $69,693,000 | 309 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $86,298,000 | 1,403 |
| Total debt securities | $86,298,000 | 1,487 |
| 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 | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $95,102,000 | 1,355 |
| U.S. Government securities | $92,907,000 | 869 |
| U.S. Treasury securities | $2,098,000 | 807 |
| U.S. Government agency obligations | $90,809,000 | 830 |
| Securities issued by states & political subdivisions | $639,000 | 3,981 |
| Other domestic debt securities | $1,556,000 | 1,451 |
| Privately issued residential mortgage-backed securities | $1,556,000 | 354 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,102,000 | 628 |
| Mortgage-backed securities | $92,365,000 | 715 |
| Certificates of participation in pools of residential mortgages | $15,283,000 | 1,642 |
| Issued or guaranteed by U.S. | $15,283,000 | 1,598 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $77,082,000 | 325 |
| CMOs issued by government agencies or sponsored agencies | $75,526,000 | 302 |
| Privately issued | $1,556,000 | 216 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $95,102,000 | 1,251 |
| Total debt securities | $95,104,000 | 1,338 |
| 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 | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $101,407,000 | 1,263 |
| U.S. Government securities | $99,142,000 | 841 |
| U.S. Treasury securities | $2,101,000 | 844 |
| U.S. Government agency obligations | $97,041,000 | 806 |
| Securities issued by states & political subdivisions | $643,000 | 3,967 |
| Other domestic debt securities | $1,622,000 | 1,385 |
| Privately issued residential mortgage-backed securities | $1,622,000 | 364 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,651,000 | 581 |
| Mortgage-backed securities | $98,663,000 | 693 |
| Certificates of participation in pools of residential mortgages | $16,336,000 | 1,568 |
| Issued or guaranteed by U.S. | $16,336,000 | 1,526 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $82,327,000 | 313 |
| CMOs issued by government agencies or sponsored agencies | $80,705,000 | 290 |
| Privately issued | $1,622,000 | 217 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $101,407,000 | 1,168 |
| Total debt securities | $101,409,000 | 1,249 |
| 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 | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $111,875,000 | 1,153 |
| U.S. Government securities | $109,232,000 | 789 |
| U.S. Treasury securities | $2,030,000 | 907 |
| U.S. Government agency obligations | $107,202,000 | 763 |
| Securities issued by states & political subdivisions | $927,000 | 3,898 |
| Other domestic debt securities | $1,716,000 | 1,340 |
| Privately issued residential mortgage-backed securities | $1,716,000 | 335 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,605,000 | 834 |
| Mortgage-backed securities | $108,918,000 | 621 |
| Certificates of participation in pools of residential mortgages | $16,926,000 | 1,478 |
| Issued or guaranteed by U.S. | $16,926,000 | 1,439 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $91,992,000 | 288 |
| CMOs issued by government agencies or sponsored agencies | $90,276,000 | 273 |
| Privately issued | $1,716,000 | 205 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $111,875,000 | 1,039 |
| Total debt securities | $111,875,000 | 1,132 |
| 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 | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $118,932,000 | 1,090 |
| U.S. Government securities | $116,206,000 | 743 |
| U.S. Treasury securities | $2,035,000 | 915 |
| U.S. Government agency obligations | $114,171,000 | 707 |
| Securities issued by states & political subdivisions | $926,000 | 3,939 |
| Other domestic debt securities | $1,800,000 | 1,326 |
| Privately issued residential mortgage-backed securities | $1,800,000 | 341 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $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 | $45,647,000 | 1,041 |
| Mortgage-backed securities | $115,971,000 | 572 |
| Certificates of participation in pools of residential mortgages | $18,096,000 | 1,384 |
| Issued or guaranteed by U.S. | $18,096,000 | 1,346 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $97,875,000 | 273 |
| CMOs issued by government agencies or sponsored agencies | $96,075,000 | 257 |
| Privately issued | $1,800,000 | 198 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $118,932,000 | 981 |
| Total debt securities | $118,933,000 | 1,076 |
| 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 | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $149,053,000 | 893 |
| U.S. Government securities | $146,246,000 | 631 |
| U.S. Treasury securities | $2,027,000 | 936 |
| U.S. Government agency obligations | $144,219,000 | 596 |
| Securities issued by states & political subdivisions | $924,000 | 4,001 |
| Other domestic debt securities | $1,883,000 | 1,302 |
| Privately issued residential mortgage-backed securities | $1,883,000 | 311 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $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 | $44,736,000 | 1,079 |
| Mortgage-backed securities | $146,102,000 | 475 |
| Certificates of participation in pools of residential mortgages | $20,566,000 | 1,260 |
| Issued or guaranteed by U.S. | $20,566,000 | 1,244 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $125,536,000 | 228 |
| CMOs issued by government agencies or sponsored agencies | $123,653,000 | 217 |
| Privately issued | $1,883,000 | 198 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $74,553,000 | 263 |
| Available-for-sale securities (fair market value) | $74,500,000 | 1,474 |
| Total debt securities | $149,053,000 | 882 |
| 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 | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $159,858,000 | 838 |
| U.S. Government securities | $154,983,000 | 596 |
| U.S. Treasury securities | $1,993,000 | 991 |
| U.S. Government agency obligations | $152,990,000 | 563 |
| Securities issued by states & political subdivisions | $917,000 | 4,074 |
| Other domestic debt securities | $3,958,000 | 980 |
| Privately issued residential mortgage-backed securities | $1,968,000 | 312 |
| Commercial mortgage-backed securities - Total | $1,990,000 | 123 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $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 | $42,325,000 | 1,138 |
| Mortgage-backed securities | $156,948,000 | 441 |
| Certificates of participation in pools of residential mortgages | $21,739,000 | 1,226 |
| Issued or guaranteed by U.S. | $21,739,000 | 1,212 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $133,219,000 | 215 |
| CMOs issued by government agencies or sponsored agencies | $131,251,000 | 212 |
| Privately issued | $1,968,000 | 199 |
| Commercial mortgage-backed securities | $1,990,000 | 1,230 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $1,990,000 | 720 |
| Held to maturity securities (book value) | $78,173,000 | 261 |
| Available-for-sale securities (fair market value) | $81,685,000 | 1,369 |
| Total debt securities | $159,857,000 | 828 |
| 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 | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $171,837,000 | 785 |
| U.S. Government securities | $164,895,000 | 556 |
| U.S. Treasury securities | $1,972,000 | 1,040 |
| U.S. Government agency obligations | $162,923,000 | 530 |
| Securities issued by states & political subdivisions | $2,908,000 | 3,572 |
| Other domestic debt securities | $4,034,000 | 932 |
| Privately issued residential mortgage-backed securities | $2,025,000 | 280 |
| Commercial mortgage-backed securities - Total | $2,009,000 | 113 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $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 | $45,246,000 | 1,090 |
| Mortgage-backed securities | $166,957,000 | 426 |
| Certificates of participation in pools of residential mortgages | $22,895,000 | 1,191 |
| Issued or guaranteed by U.S. | $22,895,000 | 1,182 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $142,053,000 | 209 |
| CMOs issued by government agencies or sponsored agencies | $140,028,000 | 205 |
| Privately issued | $2,025,000 | 195 |
| Commercial mortgage-backed securities | $2,009,000 | 1,197 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $2,009,000 | 688 |
| Held to maturity securities (book value) | $80,971,000 | 265 |
| Available-for-sale securities (fair market value) | $90,866,000 | 1,279 |
| Total debt securities | $171,836,000 | 777 |
| 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 | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $170,308,000 | 797 |
| U.S. Government securities | $163,267,000 | 563 |
| U.S. Treasury securities | $1,936,000 | 1,025 |
| U.S. Government agency obligations | $161,331,000 | 537 |
| Securities issued by states & political subdivisions | $2,901,000 | 3,615 |
| Other domestic debt securities | $4,140,000 | 897 |
| Privately issued residential mortgage-backed securities | $2,117,000 | 230 |
| Commercial mortgage-backed securities - Total | $2,023,000 | 108 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $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 | $58,716,000 | 879 |
| Mortgage-backed securities | $165,471,000 | 426 |
| Certificates of participation in pools of residential mortgages | $24,162,000 | 1,169 |
| Issued or guaranteed by U.S. | $24,162,000 | 1,163 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $139,286,000 | 211 |
| CMOs issued by government agencies or sponsored agencies | $137,169,000 | 206 |
| Privately issued | $2,117,000 | 194 |
| Commercial mortgage-backed securities | $2,023,000 | 1,174 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $2,023,000 | 682 |
| Held to maturity securities (book value) | $84,527,000 | 265 |
| Available-for-sale securities (fair market value) | $85,781,000 | 1,340 |
| Total debt securities | $170,311,000 | 788 |
| 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 | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $187,750,000 | 736 |
| U.S. Government securities | $180,607,000 | 524 |
| U.S. Treasury securities | $1,950,000 | 998 |
| U.S. Government agency obligations | $178,657,000 | 492 |
| Securities issued by states & political subdivisions | $2,906,000 | 3,670 |
| Other domestic debt securities | $4,237,000 | 1,023 |
| Privately issued residential mortgage-backed securities | $2,211,000 | 392 |
| Commercial mortgage-backed securities - Total | $2,026,000 | 97 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $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 | $48,204,000 | 1,057 |
| Mortgage-backed securities | $182,894,000 | 389 |
| Certificates of participation in pools of residential mortgages | $33,875,000 | 933 |
| Issued or guaranteed by U.S. | $33,875,000 | 912 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $146,993,000 | 206 |
| CMOs issued by government agencies or sponsored agencies | $144,782,000 | 199 |
| Privately issued | $2,211,000 | 197 |
| Commercial mortgage-backed securities | $2,026,000 | 1,146 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $2,026,000 | 669 |
| Held to maturity securities (book value) | $81,620,000 | 262 |
| Available-for-sale securities (fair market value) | $106,130,000 | 1,118 |
| Total debt securities | $187,750,000 | 724 |
| 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 | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $197,276,000 | 713 |
| U.S. Government securities | $190,035,000 | 509 |
| U.S. Treasury securities | $1,962,000 | 948 |
| U.S. Government agency obligations | $188,073,000 | 483 |
| Securities issued by states & political subdivisions | $2,913,000 | 3,706 |
| Other domestic debt securities | $4,328,000 | 890 |
| Privately issued residential mortgage-backed securities | $2,300,000 | 208 |
| Commercial mortgage-backed securities - Total | $2,028,000 | 96 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,832,000 | 1,171 |
| Mortgage-backed securities | $192,401,000 | 385 |
| Certificates of participation in pools of residential mortgages | $35,933,000 | 908 |
| Issued or guaranteed by U.S. | $35,933,000 | 907 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $154,440,000 | 196 |
| CMOs issued by government agencies or sponsored agencies | $152,140,000 | 191 |
| Privately issued | $2,300,000 | 197 |
| Commercial mortgage-backed securities | $2,028,000 | 1,013 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $2,028,000 | 654 |
| Held to maturity securities (book value) | $85,574,000 | 266 |
| Available-for-sale securities (fair market value) | $111,702,000 | 1,078 |
| Total debt securities | $197,276,000 | 701 |
| 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 | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $206,881,000 | 683 |
| U.S. Government securities | $199,554,000 | 486 |
| U.S. Treasury securities | $1,700,000 | 942 |
| U.S. Government agency obligations | $197,854,000 | 463 |
| Securities issued by states & political subdivisions | $2,928,000 | 3,774 |
| Other domestic debt securities | $4,399,000 | 875 |
| Privately issued residential mortgage-backed securities | $2,395,000 | 199 |
| Commercial mortgage-backed securities - Total | $2,004,000 | 97 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,927,000 | 1,157 |
| Mortgage-backed securities | $202,253,000 | 368 |
| Certificates of participation in pools of residential mortgages | $38,163,000 | 898 |
| Issued or guaranteed by U.S. | $38,163,000 | 898 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $162,086,000 | 190 |
| CMOs issued by government agencies or sponsored agencies | $159,691,000 | 187 |
| Privately issued | $2,395,000 | 189 |
| Commercial mortgage-backed securities | $2,004,000 | 1,014 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $2,004,000 | 640 |
| Held to maturity securities (book value) | $84,480,000 | 274 |
| Available-for-sale securities (fair market value) | $122,401,000 | 992 |
| Total debt securities | $206,883,000 | 676 |
| 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 | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $207,680,000 | 676 |
| U.S. Government securities | $200,234,000 | 481 |
| U.S. Treasury securities | $1,699,000 | 905 |
| U.S. Government agency obligations | $198,535,000 | 460 |
| Securities issued by states & political subdivisions | $2,952,000 | 3,820 |
| Other domestic debt securities | $4,494,000 | 884 |
| Privately issued residential mortgage-backed securities | $2,488,000 | 201 |
| Commercial mortgage-backed securities - Total | $2,006,000 | 96 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,555,000 | 1,298 |
| Mortgage-backed securities | $203,029,000 | 371 |
| Certificates of participation in pools of residential mortgages | $40,458,000 | 877 |
| Issued or guaranteed by U.S. | $40,458,000 | 877 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $160,565,000 | 188 |
| CMOs issued by government agencies or sponsored agencies | $158,077,000 | 183 |
| Privately issued | $2,488,000 | 191 |
| Commercial mortgage-backed securities | $2,006,000 | 1,008 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $2,006,000 | 632 |
| Held to maturity securities (book value) | $78,914,000 | 288 |
| Available-for-sale securities (fair market value) | $128,766,000 | 939 |
| Total debt securities | $207,681,000 | 670 |
| 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 | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $220,458,000 | 653 |
| U.S. Government securities | $211,761,000 | 467 |
| U.S. Treasury securities | $1,697,000 | 924 |
| U.S. Government agency obligations | $210,064,000 | 450 |
| Securities issued by states & political subdivisions | $4,086,000 | 3,620 |
| Other domestic debt securities | $4,611,000 | 886 |
| Privately issued residential mortgage-backed securities | $2,606,000 | 208 |
| Commercial mortgage-backed securities - Total | $2,005,000 | 97 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,407,000 | 1,103 |
| Mortgage-backed securities | $214,675,000 | 361 |
| Certificates of participation in pools of residential mortgages | $42,767,000 | 873 |
| Issued or guaranteed by U.S. | $42,767,000 | 873 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $169,903,000 | 183 |
| CMOs issued by government agencies or sponsored agencies | $167,297,000 | 176 |
| Privately issued | $2,606,000 | 196 |
| Commercial mortgage-backed securities | $2,005,000 | 985 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $2,005,000 | 619 |
| Held to maturity securities (book value) | $82,669,000 | 288 |
| Available-for-sale securities (fair market value) | $137,789,000 | 907 |
| Total debt securities | $220,457,000 | 646 |
| 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 | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $232,212,000 | 639 |
| U.S. Government securities | $223,443,000 | 453 |
| U.S. Treasury securities | $1,698,000 | 965 |
| U.S. Government agency obligations | $221,745,000 | 435 |
| Securities issued by states & political subdivisions | $4,085,000 | 3,666 |
| Other domestic debt securities | $4,684,000 | 898 |
| Privately issued residential mortgage-backed securities | $2,686,000 | 215 |
| Commercial mortgage-backed securities - Total | $1,998,000 | 99 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $137,873,000 | 473 |
| Mortgage-backed securities | $226,429,000 | 338 |
| Certificates of participation in pools of residential mortgages | $44,975,000 | 871 |
| Issued or guaranteed by U.S. | $44,975,000 | 871 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $179,456,000 | 178 |
| CMOs issued by government agencies or sponsored agencies | $176,770,000 | 171 |
| Privately issued | $2,686,000 | 205 |
| Commercial mortgage-backed securities | $1,998,000 | 956 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $1,998,000 | 610 |
| Held to maturity securities (book value) | $86,472,000 | 293 |
| Available-for-sale securities (fair market value) | $145,740,000 | 868 |
| Total debt securities | $232,210,000 | 629 |
| 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 | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $215,441,000 | 662 |
| U.S. Government securities | $211,364,000 | 460 |
| U.S. Treasury securities | $1,699,000 | 947 |
| U.S. Government agency obligations | $209,665,000 | 439 |
| Securities issued by states & political subdivisions | $4,077,000 | 3,690 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,066,000 | 840 |
| Mortgage-backed securities | $209,665,000 | 357 |
| Certificates of participation in pools of residential mortgages | $47,368,000 | 814 |
| Issued or guaranteed by U.S. | $47,368,000 | 813 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $162,297,000 | 188 |
| CMOs issued by government agencies or sponsored agencies | $162,297,000 | 179 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $85,315,000 | 289 |
| Available-for-sale securities (fair market value) | $130,126,000 | 947 |
| Total debt securities | $215,441,000 | 654 |
| 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 | $214,983,000 | 667 |
| U.S. Government securities | $210,856,000 | 468 |
| U.S. Treasury securities | $1,704,000 | 825 |
| U.S. Government agency obligations | $209,152,000 | 446 |
| Securities issued by states & political subdivisions | $4,127,000 | 3,704 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,233,000 | 1,563 |
| Mortgage-backed securities | $209,152,000 | 358 |
| Certificates of participation in pools of residential mortgages | $48,402,000 | 802 |
| Issued or guaranteed by U.S. | $48,402,000 | 802 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $160,750,000 | 196 |
| CMOs issued by government agencies or sponsored agencies | $160,750,000 | 182 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $75,415,000 | 312 |
| Available-for-sale securities (fair market value) | $139,568,000 | 880 |
| Total debt securities | $214,983,000 | 659 |
| 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 | $206,301,000 | 705 |
| U.S. Government securities | $202,159,000 | 485 |
| U.S. Treasury securities | $1,708,000 | 847 |
| U.S. Government agency obligations | $200,451,000 | 464 |
| Securities issued by states & political subdivisions | $4,142,000 | 3,727 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,392,000 | 1,702 |
| Mortgage-backed securities | $200,451,000 | 377 |
| Certificates of participation in pools of residential mortgages | $51,872,000 | 762 |
| Issued or guaranteed by U.S. | $51,872,000 | 759 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $148,579,000 | 213 |
| CMOs issued by government agencies or sponsored agencies | $148,579,000 | 198 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $57,190,000 | 384 |
| Available-for-sale securities (fair market value) | $149,111,000 | 846 |
| Total debt securities | $206,301,000 | 699 |
| 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 | $212,112,000 | 688 |
| U.S. Government securities | $207,992,000 | 482 |
| U.S. Treasury securities | $1,705,000 | 863 |
| U.S. Government agency obligations | $206,287,000 | 464 |
| Securities issued by states & political subdivisions | $4,120,000 | 3,736 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $126,792,000 | 515 |
| Mortgage-backed securities | $201,293,000 | 376 |
| Certificates of participation in pools of residential mortgages | $54,913,000 | 726 |
| Issued or guaranteed by U.S. | $54,913,000 | 726 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $146,380,000 | 219 |
| CMOs issued by government agencies or sponsored agencies | $146,380,000 | 201 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $212,112,000 | 607 |
| Total debt securities | $212,114,000 | 681 |
| Structured notes | ||
| Amortized cost | $4,991,000 | 354 |
| Fair value | $4,994,000 | 346 |
| 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 | $186,509,000 | 805 |
| U.S. Government securities | $182,450,000 | 545 |
| U.S. Treasury securities | $1,693,000 | 917 |
| U.S. Government agency obligations | $180,757,000 | 525 |
| Securities issued by states & political subdivisions | $4,059,000 | 3,769 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,069,000 | 674 |
| Mortgage-backed securities | $175,789,000 | 415 |
| Certificates of participation in pools of residential mortgages | $56,991,000 | 711 |
| Issued or guaranteed by U.S. | $56,991,000 | 711 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $118,798,000 | 253 |
| CMOs issued by government agencies or sponsored agencies | $118,798,000 | 237 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $186,509,000 | 692 |
| Total debt securities | $186,508,000 | 791 |
| Structured notes | ||
| Amortized cost | $4,991,000 | 404 |
| Fair value | $4,968,000 | 399 |
| 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 | $178,078,000 | 844 |
| U.S. Government securities | $173,968,000 | 584 |
| U.S. Treasury securities | $1,705,000 | 863 |
| U.S. Government agency obligations | $172,263,000 | 560 |
| Securities issued by states & political subdivisions | $4,110,000 | 3,798 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,156,000 | 1,731 |
| Mortgage-backed securities | $161,336,000 | 446 |
| Certificates of participation in pools of residential mortgages | $49,460,000 | 793 |
| Issued or guaranteed by U.S. | $49,460,000 | 793 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $111,876,000 | 260 |
| CMOs issued by government agencies or sponsored agencies | $111,876,000 | 242 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $178,078,000 | 730 |
| Total debt securities | $178,078,000 | 830 |
| Structured notes | ||
| Amortized cost | $10,896,000 | 240 |
| Fair value | $10,927,000 | 237 |
| 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 | $192,847,000 | 784 |
| U.S. Government securities | $188,766,000 | 553 |
| U.S. Treasury securities | $1,701,000 | 885 |
| U.S. Government agency obligations | $187,065,000 | 536 |
| Securities issued by states & political subdivisions | $4,081,000 | 3,809 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $104,312,000 | 607 |
| Mortgage-backed securities | $170,220,000 | 434 |
| Certificates of participation in pools of residential mortgages | $52,002,000 | 791 |
| Issued or guaranteed by U.S. | $52,002,000 | 791 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $118,218,000 | 257 |
| CMOs issued by government agencies or sponsored agencies | $118,218,000 | 239 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $192,847,000 | 676 |
| Total debt securities | $192,846,000 | 773 |
| Structured notes | ||
| Amortized cost | $16,892,000 | 186 |
| Fair value | $16,845,000 | 183 |
| 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 | $202,664,000 | 747 |
| U.S. Government securities | $198,558,000 | 533 |
| U.S. Treasury securities | $1,702,000 | 872 |
| U.S. Government agency obligations | $196,856,000 | 517 |
| Securities issued by states & political subdivisions | $4,106,000 | 3,799 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $135,688,000 | 506 |
| Mortgage-backed securities | $179,940,000 | 418 |
| Certificates of participation in pools of residential mortgages | $55,171,000 | 757 |
| Issued or guaranteed by U.S. | $55,171,000 | 756 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $124,769,000 | 251 |
| CMOs issued by government agencies or sponsored agencies | $124,769,000 | 236 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $202,664,000 | 647 |
| Total debt securities | $202,665,000 | 740 |
| Structured notes | ||
| Amortized cost | $16,996,000 | 197 |
| Fair value | $16,916,000 | 201 |
| 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 | $226,820,000 | 661 |
| U.S. Government securities | $222,762,000 | 475 |
| U.S. Treasury securities | $1,700,000 | 888 |
| U.S. Government agency obligations | $221,062,000 | 458 |
| Securities issued by states & political subdivisions | $4,058,000 | 3,855 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,541,000 | 636 |
| Mortgage-backed securities | $199,383,000 | 386 |
| Certificates of participation in pools of residential mortgages | $81,255,000 | 545 |
| Issued or guaranteed by U.S. | $81,255,000 | 542 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $118,128,000 | 266 |
| CMOs issued by government agencies or sponsored agencies | $118,128,000 | 251 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $226,820,000 | 561 |
| Total debt securities | $226,820,000 | 653 |
| Structured notes | ||
| Amortized cost | $16,994,000 | 199 |
| Fair value | $16,379,000 | 204 |
| 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 | $247,225,000 | 608 |
| U.S. Government securities | $235,333,000 | 465 |
| U.S. Treasury securities | $1,701,000 | 887 |
| U.S. Government agency obligations | $233,632,000 | 447 |
| Securities issued by states & political subdivisions | $6,784,000 | 3,359 |
| Other domestic debt securities | $5,108,000 | 886 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $1,140,000 | 278 |
| Structured financial products - Total | $3,968,000 | 89 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,506,000 | 715 |
| Mortgage-backed securities | $212,194,000 | 371 |
| Certificates of participation in pools of residential mortgages | $94,465,000 | 479 |
| Issued or guaranteed by U.S. | $94,465,000 | 477 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $117,729,000 | 266 |
| CMOs issued by government agencies or sponsored agencies | $117,729,000 | 254 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $247,225,000 | 518 |
| Total debt securities | $243,257,000 | 607 |
| Structured notes | ||
| Amortized cost | $23,455,000 | 165 |
| Fair value | $20,558,000 | 184 |
| 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 | $252,309,000 | 601 |
| U.S. Government securities | $236,882,000 | 462 |
| U.S. Treasury securities | $1,702,000 | 839 |
| U.S. Government agency obligations | $235,180,000 | 447 |
| Securities issued by states & political subdivisions | $6,812,000 | 3,402 |
| Other domestic debt securities | $8,615,000 | 680 |
| Privately issued residential mortgage-backed securities | $3,669,000 | 244 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $1,150,000 | 292 |
| Structured financial products - Total | $3,796,000 | 89 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $118,800,000 | 552 |
| Mortgage-backed securities | $217,386,000 | 366 |
| Certificates of participation in pools of residential mortgages | $91,658,000 | 495 |
| Issued or guaranteed by U.S. | $91,658,000 | 494 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $125,728,000 | 258 |
| CMOs issued by government agencies or sponsored agencies | $122,059,000 | 250 |
| Privately issued | $3,669,000 | 237 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $252,309,000 | 515 |
| Total debt securities | $248,514,000 | 599 |
| Structured notes | ||
| Amortized cost | $23,454,000 | 185 |
| Fair value | $20,397,000 | 203 |
| 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 | $269,689,000 | 569 |
| U.S. Government securities | $245,852,000 | 454 |
| U.S. Treasury securities | $1,702,000 | 756 |
| U.S. Government agency obligations | $244,150,000 | 442 |
| Securities issued by states & political subdivisions | $6,728,000 | 3,434 |
| Other domestic debt securities | $17,109,000 | 459 |
| Privately issued residential mortgage-backed securities | $11,751,000 | 136 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $1,810,000 | 283 |
| Structured financial products - Total | $3,548,000 | 96 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $90,213,000 | 700 |
| Mortgage-backed securities | $234,832,000 | 349 |
| Certificates of participation in pools of residential mortgages | $93,712,000 | 502 |
| Issued or guaranteed by U.S. | $93,712,000 | 501 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $141,120,000 | 234 |
| CMOs issued by government agencies or sponsored agencies | $129,369,000 | 232 |
| Privately issued | $11,751,000 | 130 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $269,689,000 | 487 |
| Total debt securities | $266,141,000 | 568 |
| Structured notes | ||
| Amortized cost | $23,452,000 | 192 |
| Fair value | $19,933,000 | 222 |
| 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 | $223,935,000 | 684 |
| U.S. Government securities | $198,331,000 | 539 |
| U.S. Treasury securities | $1,701,000 | 722 |
| U.S. Government agency obligations | $196,630,000 | 523 |
| Securities issued by states & political subdivisions | $6,598,000 | 3,458 |
| Other domestic debt securities | $19,006,000 | 453 |
| Privately issued residential mortgage-backed securities | $13,996,000 | 128 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $1,821,000 | 284 |
| Structured financial products - Total | $3,189,000 | 105 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,730,000 | 747 |
| Mortgage-backed securities | $189,907,000 | 416 |
| Certificates of participation in pools of residential mortgages | $56,260,000 | 771 |
| Issued or guaranteed by U.S. | $56,260,000 | 770 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $133,647,000 | 241 |
| CMOs issued by government agencies or sponsored agencies | $119,651,000 | 240 |
| Privately issued | $13,996,000 | 122 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $223,935,000 | 594 |
| Total debt securities | $220,746,000 | 686 |
| Structured notes | ||
| Amortized cost | $23,451,000 | 189 |
| Fair value | $19,313,000 | 225 |
| 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 | $274,205,000 | 564 |
| U.S. Government securities | $242,276,000 | 456 |
| U.S. Treasury securities | $1,702,000 | 704 |
| U.S. Government agency obligations | $240,574,000 | 448 |
| Securities issued by states & political subdivisions | $6,657,000 | 3,454 |
| Other domestic debt securities | $25,272,000 | 386 |
| Privately issued residential mortgage-backed securities | $20,304,000 | 106 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $1,651,000 | 292 |
| Structured financial products - Total | $3,317,000 | 111 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $94,939,000 | 653 |
| Mortgage-backed securities | $239,781,000 | 344 |
| Certificates of participation in pools of residential mortgages | $77,733,000 | 586 |
| Issued or guaranteed by U.S. | $77,733,000 | 584 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $162,048,000 | 217 |
| CMOs issued by government agencies or sponsored agencies | $141,744,000 | 221 |
| Privately issued | $20,304,000 | 98 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $274,205,000 | 485 |
| Total debt securities | $270,889,000 | 560 |
| Structured notes | ||
| Amortized cost | $23,449,000 | 184 |
| Fair value | $19,731,000 | 214 |
| 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 | $278,431,000 | 559 |
| U.S. Government securities | $246,789,000 | 451 |
| U.S. Treasury securities | $1,700,000 | 721 |
| U.S. Government agency obligations | $245,089,000 | 439 |
| Securities issued by states & political subdivisions | $4,513,000 | 3,876 |
| Other domestic debt securities | $27,129,000 | 370 |
| Privately issued residential mortgage-backed securities | $22,230,000 | 104 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $1,430,000 | 303 |
| Structured financial products - Total | $3,469,000 | 106 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $112,100,000 | 561 |
| Mortgage-backed securities | $246,121,000 | 332 |
| Certificates of participation in pools of residential mortgages | $69,209,000 | 647 |
| Issued or guaranteed by U.S. | $69,209,000 | 645 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $176,912,000 | 208 |
| CMOs issued by government agencies or sponsored agencies | $154,682,000 | 209 |
| Privately issued | $22,230,000 | 98 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $278,431,000 | 490 |
| Total debt securities | $274,963,000 | 556 |
| Structured notes | ||
| Amortized cost | $23,448,000 | 178 |
| Fair value | $19,958,000 | 210 |
| 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 | $278,520,000 | 565 |
| U.S. Government securities | $235,380,000 | 478 |
| U.S. Treasury securities | $1,700,000 | 738 |
| U.S. Government agency obligations | $233,680,000 | 466 |
| Securities issued by states & political subdivisions | $573,000 | 5,182 |
| Other domestic debt securities | $42,567,000 | 278 |
| Privately issued residential mortgage-backed securities | $37,236,000 | 81 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $1,572,000 | 283 |
| Structured financial products - Total | $3,759,000 | 101 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $159,055,000 | 423 |
| Mortgage-backed securities | $248,930,000 | 341 |
| Certificates of participation in pools of residential mortgages | $46,291,000 | 938 |
| Issued or guaranteed by U.S. | $46,291,000 | 938 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $202,639,000 | 194 |
| CMOs issued by government agencies or sponsored agencies | $165,403,000 | 207 |
| Privately issued | $37,236,000 | 76 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $278,520,000 | 504 |
| Total debt securities | $274,762,000 | 560 |
| Structured notes | ||
| Amortized cost | $23,446,000 | 180 |
| Fair value | $20,520,000 | 206 |
| 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 | $243,152,000 | 631 |
| U.S. Government securities | $197,762,000 | 538 |
| U.S. Treasury securities | $1,700,000 | 719 |
| U.S. Government agency obligations | $196,062,000 | 523 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $45,390,000 | 257 |
| Privately issued residential mortgage-backed securities | $39,884,000 | 84 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $1,560,000 | 264 |
| Structured financial products - Total | $3,946,000 | 91 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $186,431,000 | 355 |
| Mortgage-backed securities | $229,946,000 | 364 |
| Certificates of participation in pools of residential mortgages | $49,972,000 | 859 |
| Issued or guaranteed by U.S. | $49,972,000 | 858 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $179,974,000 | 211 |
| CMOs issued by government agencies or sponsored agencies | $140,090,000 | 237 |
| Privately issued | $39,884,000 | 78 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $243,152,000 | 562 |
| Total debt securities | $239,207,000 | 628 |
| Structured notes | ||
| Amortized cost | $12,463,000 | 357 |
| Fair value | $9,946,000 | 425 |
| 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 | $248,159,000 | 621 |
| U.S. Government securities | $202,885,000 | 543 |
| U.S. Treasury securities | $1,699,000 | 683 |
| U.S. Government agency obligations | $201,186,000 | 529 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $45,274,000 | 261 |
| Privately issued residential mortgage-backed securities | $39,479,000 | 88 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $1,741,000 | 249 |
| Structured financial products - Total | $4,054,000 | 90 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $149,352,000 | 451 |
| Mortgage-backed securities | $240,665,000 | 365 |
| Certificates of participation in pools of residential mortgages | $50,003,000 | 896 |
| Issued or guaranteed by U.S. | $50,003,000 | 894 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $190,662,000 | 211 |
| CMOs issued by government agencies or sponsored agencies | $151,183,000 | 234 |
| Privately issued | $39,479,000 | 82 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $248,159,000 | 564 |
| Total debt securities | $244,105,000 | 621 |
| Structured notes | ||
| Amortized cost | $6,463,000 | 642 |
| Fair value | $4,054,000 | 890 |
| 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 | $264,702,000 | 590 |
| U.S. Government securities | $216,935,000 | 507 |
| U.S. Treasury securities | $1,698,000 | 667 |
| U.S. Government agency obligations | $215,237,000 | 495 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $47,767,000 | 255 |
| Privately issued residential mortgage-backed securities | $41,882,000 | 91 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $1,836,000 | 217 |
| Structured financial products - Total | $4,049,000 | 88 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $230,930,000 | 294 |
| Mortgage-backed securities | $257,119,000 | 347 |
| Certificates of participation in pools of residential mortgages | $52,747,000 | 876 |
| Issued or guaranteed by U.S. | $52,747,000 | 874 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $204,372,000 | 203 |
| CMOs issued by government agencies or sponsored agencies | $162,490,000 | 224 |
| Privately issued | $41,882,000 | 86 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $264,702,000 | 530 |
| Total debt securities | $260,653,000 | 589 |
| Structured notes | ||
| Amortized cost | $6,463,000 | 740 |
| Fair value | $4,049,000 | 1,023 |
| 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 | $232,091,000 | 684 |
| U.S. Government securities | $180,293,000 | 630 |
| U.S. Treasury securities | $1,698,000 | 720 |
| U.S. Government agency obligations | $178,595,000 | 614 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $51,798,000 | 234 |
| Privately issued residential mortgage-backed securities | $46,201,000 | 83 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $2,100,000 | 167 |
| Structured financial products - Total | $3,497,000 | 92 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $188,742,000 | 356 |
| Mortgage-backed securities | $224,796,000 | 391 |
| Certificates of participation in pools of residential mortgages | $51,461,000 | 897 |
| Issued or guaranteed by U.S. | $51,461,000 | 896 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $173,335,000 | 237 |
| CMOs issued by government agencies or sponsored agencies | $127,134,000 | 282 |
| Privately issued | $46,201,000 | 79 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $232,091,000 | 616 |
| Total debt securities | $228,594,000 | 683 |
| Structured notes | ||
| Amortized cost | $6,463,000 | 870 |
| Fair value | $3,497,000 | 1,299 |
| 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 | $219,596,000 | 690 |
| U.S. Government securities | $161,586,000 | 658 |
| U.S. Treasury securities | $17,000,000 | 183 |
| U.S. Government agency obligations | $144,586,000 | 720 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $58,010,000 | 225 |
| Privately issued residential mortgage-backed securities | $51,985,000 | 105 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $2,204,000 | 124 |
| Structured financial products - Total | $3,821,000 | 88 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $188,413,000 | 332 |
| Mortgage-backed securities | $196,571,000 | 420 |
| Certificates of participation in pools of residential mortgages | $56,235,000 | 794 |
| Issued or guaranteed by U.S. | $56,235,000 | 791 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $140,336,000 | 280 |
| CMOs issued by government agencies or sponsored agencies | $88,351,000 | 339 |
| Privately issued | $51,985,000 | 101 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $219,596,000 | 612 |
| Total debt securities | $215,774,000 | 693 |
| Structured notes | ||
| Amortized cost | $6,463,000 | 824 |
| Fair value | $3,821,000 | 1,222 |
| 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 | $266,331,000 | 564 |
| U.S. Government securities | $202,765,000 | 531 |
| U.S. Treasury securities | $85,002,000 | 60 |
| U.S. Government agency obligations | $117,763,000 | 834 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $63,566,000 | 213 |
| Privately issued residential mortgage-backed securities | $57,425,000 | 107 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $2,397,000 | 116 |
| Structured financial products - Total | $3,744,000 | 89 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $226,054,000 | 275 |
| Mortgage-backed securities | $175,188,000 | 452 |
| Certificates of participation in pools of residential mortgages | $60,123,000 | 725 |
| Issued or guaranteed by U.S. | $60,123,000 | 721 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $115,065,000 | 318 |
| CMOs issued by government agencies or sponsored agencies | $57,640,000 | 466 |
| Privately issued | $57,425,000 | 102 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $266,331,000 | 503 |
| Total debt securities | $262,587,000 | 560 |
| Structured notes | ||
| Amortized cost | $6,463,000 | 854 |
| Fair value | $3,744,000 | 1,285 |
| 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 | $278,147,000 | 538 |
| U.S. Government securities | $207,858,000 | 517 |
| U.S. Treasury securities | $80,044,000 | 71 |
| U.S. Government agency obligations | $127,814,000 | 786 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $70,289,000 | 199 |
| Privately issued residential mortgage-backed securities | $65,968,000 | 101 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $1,873,000 | 113 |
| Structured financial products - Total | $2,448,000 | 115 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $243,596,000 | 252 |
| Mortgage-backed securities | $188,794,000 | 405 |
| Certificates of participation in pools of residential mortgages | $62,747,000 | 673 |
| Issued or guaranteed by U.S. | $62,747,000 | 670 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $126,047,000 | 287 |
| CMOs issued by government agencies or sponsored agencies | $60,079,000 | 443 |
| Privately issued | $65,968,000 | 97 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $278,147,000 | 485 |
| Total debt securities | $275,698,000 | 532 |
| Structured notes | ||
| Amortized cost | $11,451,000 | 613 |
| Fair value | $7,436,000 | 865 |
| 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 | $298,876,000 | 485 |
| U.S. Government securities | $226,589,000 | 467 |
| U.S. Treasury securities | $95,059,000 | 71 |
| U.S. Government agency obligations | $131,530,000 | 758 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $72,287,000 | 199 |
| Privately issued residential mortgage-backed securities | $67,830,000 | 103 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $2,074,000 | 107 |
| Structured financial products - Total | $2,383,000 | 110 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $263,185,000 | 235 |
| Mortgage-backed securities | $194,402,000 | 388 |
| Certificates of participation in pools of residential mortgages | $65,104,000 | 623 |
| Issued or guaranteed by U.S. | $65,104,000 | 619 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $129,298,000 | 275 |
| CMOs issued by government agencies or sponsored agencies | $61,468,000 | 415 |
| Privately issued | $67,830,000 | 100 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $298,876,000 | 431 |
| Total debt securities | $296,492,000 | 483 |
| Structured notes | ||
| Amortized cost | $11,450,000 | 633 |
| Fair value | $7,341,000 | 933 |
| 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 | $331,253,000 | 424 |
| U.S. Government securities | $253,059,000 | 402 |
| U.S. Treasury securities | $202,644,000 | 45 |
| U.S. Government agency obligations | $50,415,000 | 1,690 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $78,194,000 | 189 |
| Privately issued residential mortgage-backed securities | $72,856,000 | 102 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $2,153,000 | 98 |
| Structured financial products - Total | $3,185,000 | 102 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $284,151,000 | 219 |
| Mortgage-backed securities | $118,283,000 | 579 |
| Certificates of participation in pools of residential mortgages | $21,165,000 | 1,493 |
| Issued or guaranteed by U.S. | $21,165,000 | 1,487 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $97,118,000 | 336 |
| CMOs issued by government agencies or sponsored agencies | $24,262,000 | 754 |
| Privately issued | $72,856,000 | 97 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $331,253,000 | 378 |
| Total debt securities | $328,069,000 | 422 |
| Structured notes | ||
| Amortized cost | $6,463,000 | 941 |
| Fair value | $3,185,000 | 1,486 |
| 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 | $309,099,000 | 432 |
| U.S. Government securities | $221,550,000 | 432 |
| U.S. Treasury securities | $194,656,000 | 41 |
| U.S. Government agency obligations | $26,894,000 | 2,753 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $87,549,000 | 177 |
| Privately issued residential mortgage-backed securities | $80,431,000 | 95 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $1,806,000 | 105 |
| Structured financial products - Total | $5,312,000 | 78 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $296,562,000 | 204 |
| Mortgage-backed securities | $107,325,000 | 618 |
| Certificates of participation in pools of residential mortgages | $5,787,000 | 3,124 |
| Issued or guaranteed by U.S. | $5,787,000 | 3,116 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $101,538,000 | 333 |
| CMOs issued by government agencies or sponsored agencies | $21,107,000 | 819 |
| Privately issued | $80,431,000 | 90 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $309,099,000 | 378 |
| Total debt securities | $305,238,000 | 425 |
| Structured notes | ||
| Amortized cost | $7,434,000 | 823 |
| Fair value | $5,312,000 | 1,073 |
| 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 | $348,803,000 | 370 |
| U.S. Government securities | $235,965,000 | 401 |
| U.S. Treasury securities | $205,638,000 | 38 |
| U.S. Government agency obligations | $30,327,000 | 2,581 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $112,838,000 | 150 |
| Privately issued residential mortgage-backed securities | $94,638,000 | 94 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $1,854,000 | 101 |
| Structured financial products - Total | $16,346,000 | 38 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $306,797,000 | 200 |
| Mortgage-backed securities | $124,965,000 | 541 |
| Certificates of participation in pools of residential mortgages | $6,470,000 | 3,030 |
| Issued or guaranteed by U.S. | $6,470,000 | 3,022 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $118,495,000 | 285 |
| CMOs issued by government agencies or sponsored agencies | $23,857,000 | 727 |
| Privately issued | $94,638,000 | 90 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $247,000 | 2,757 |
| Available-for-sale securities (fair market value) | $348,556,000 | 327 |
| Total debt securities | $338,514,000 | 378 |
| Structured notes | ||
| Amortized cost | $16,223,000 | 406 |
| Fair value | $16,346,000 | 405 |
| 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 | $299,282,000 | 445 |
| U.S. Government securities | $184,234,000 | 524 |
| U.S. Treasury securities | $151,999,000 | 52 |
| U.S. Government agency obligations | $32,235,000 | 2,500 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $115,048,000 | 153 |
| Privately issued residential mortgage-backed securities | $99,220,000 | 95 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $1,901,000 | 100 |
| Structured financial products - Total | $13,927,000 | 48 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $272,242,000 | 236 |
| Mortgage-backed securities | $131,455,000 | 529 |
| Certificates of participation in pools of residential mortgages | $6,725,000 | 3,065 |
| Issued or guaranteed by U.S. | $6,725,000 | 3,057 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $124,730,000 | 275 |
| CMOs issued by government agencies or sponsored agencies | $25,510,000 | 675 |
| Privately issued | $99,220,000 | 91 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $255,000 | 2,793 |
| Available-for-sale securities (fair market value) | $299,027,000 | 391 |
| Total debt securities | $289,751,000 | 447 |
| Structured notes | ||
| Amortized cost | $16,691,000 | 326 |
| Fair value | $13,927,000 | 393 |
| 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 | $283,301,000 | 458 |
| U.S. Government securities | $160,003,000 | 580 |
| U.S. Treasury securities | $125,450,000 | 51 |
| U.S. Government agency obligations | $34,553,000 | 2,325 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $123,298,000 | 155 |
| Privately issued residential mortgage-backed securities | $98,953,000 | 101 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $2,010,000 | 109 |
| Structured financial products - Total | $22,335,000 | 38 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,650,000 | 257 |
| Mortgage-backed securities | $133,506,000 | 524 |
| Certificates of participation in pools of residential mortgages | $7,107,000 | 3,059 |
| Issued or guaranteed by U.S. | $7,107,000 | 3,051 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $126,399,000 | 254 |
| CMOs issued by government agencies or sponsored agencies | $27,446,000 | 620 |
| Privately issued | $98,953,000 | 96 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $260,000 | 2,839 |
| Available-for-sale securities (fair market value) | $283,041,000 | 399 |
| Total debt securities | $274,042,000 | 467 |
| Structured notes | ||
| Amortized cost | $24,382,000 | 134 |
| Fair value | $22,335,000 | 152 |
| 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 | $264,739,000 | 486 |
| U.S. Government securities | $134,459,000 | 676 |
| U.S. Treasury securities | $99,623,000 | 54 |
| U.S. Government agency obligations | $34,836,000 | 2,306 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $130,280,000 | 155 |
| Privately issued residential mortgage-backed securities | $101,016,000 | 108 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $8,590,000 | 70 |
| Structured financial products - Total | $11,684,000 | 63 |
| Other domestic debt securities - All other | $8,990,000 | 416 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $219,427,000 | 292 |
| Mortgage-backed securities | $135,852,000 | 523 |
| Certificates of participation in pools of residential mortgages | $5,757,000 | 3,419 |
| Issued or guaranteed by U.S. | $5,757,000 | 3,407 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $130,095,000 | 242 |
| CMOs issued by government agencies or sponsored agencies | $29,079,000 | 575 |
| Privately issued | $101,016,000 | 105 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $265,000 | 2,911 |
| Available-for-sale securities (fair market value) | $264,474,000 | 421 |
| Total debt securities | $252,111,000 | 494 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $255,088,000 | 505 |
| U.S. Government securities | $120,662,000 | 728 |
| U.S. Treasury securities | $62,480,000 | 68 |
| U.S. Government agency obligations | $58,182,000 | 1,433 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $134,426,000 | 160 |
| Privately issued residential mortgage-backed securities | $109,504,000 | 112 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $7,595,000 | 82 |
| Structured financial products - Total | $10,775,000 | 65 |
| Other domestic debt securities - All other | $6,552,000 | 540 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $199,051,000 | 319 |
| Mortgage-backed securities | $167,686,000 | 440 |
| Certificates of participation in pools of residential mortgages | $22,344,000 | 1,629 |
| Issued or guaranteed by U.S. | $22,344,000 | 1,622 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $145,342,000 | 221 |
| CMOs issued by government agencies or sponsored agencies | $35,838,000 | 463 |
| Privately issued | $109,504,000 | 105 |
| 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) | $275,000 | 2,945 |
| Available-for-sale securities (fair market value) | $254,813,000 | 438 |
| Total debt securities | $243,576,000 | 514 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $307,303,000 | 431 |
| U.S. Government securities | $126,023,000 | 707 |
| U.S. Treasury securities | $52,351,000 | 71 |
| U.S. Government agency obligations | $73,672,000 | 1,145 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $181,280,000 | 141 |
| Privately issued residential mortgage-backed securities | $157,513,000 | 102 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $13,040,000 | 78 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,727,000 | 364 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $237,565,000 | 273 |
| Mortgage-backed securities | $220,190,000 | 356 |
| Certificates of participation in pools of residential mortgages | $24,523,000 | 1,554 |
| Issued or guaranteed by U.S. | $24,523,000 | 1,543 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $195,667,000 | 187 |
| CMOs issued by government agencies or sponsored agencies | $38,154,000 | 424 |
| Privately issued | $157,513,000 | 96 |
| 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) | $284,000 | 2,969 |
| Available-for-sale securities (fair market value) | $307,019,000 | 369 |
| Total debt securities | $307,304,000 | 421 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $328,248,000 | 390 |
| U.S. Government securities | $132,958,000 | 665 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $132,958,000 | 653 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $195,290,000 | 126 |
| Privately issued residential mortgage-backed securities | $171,914,000 | 90 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $13,262,000 | 77 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,114,000 | 374 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $231,474,000 | 286 |
| Mortgage-backed securities | $295,517,000 | 269 |
| Certificates of participation in pools of residential mortgages | $100,183,000 | 454 |
| Issued or guaranteed by U.S. | $100,183,000 | 450 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $195,334,000 | 176 |
| CMOs issued by government agencies or sponsored agencies | $23,420,000 | 593 |
| Privately issued | $171,914,000 | 84 |
| 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) | $291,000 | 3,000 |
| Available-for-sale securities (fair market value) | $327,957,000 | 335 |
| Total debt securities | $328,248,000 | 380 |
| Structured notes | ||
| Amortized cost | $9,459,000 | 138 |
| Fair value | $9,355,000 | 138 |
| 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 | $368,333,000 | 347 |
| U.S. Government securities | $166,570,000 | 515 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $166,570,000 | 501 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $201,763,000 | 127 |
| Privately issued residential mortgage-backed securities | $175,412,000 | 92 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,623,000 | 76 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,728,000 | 291 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $235,954,000 | 270 |
| Mortgage-backed securities | $332,581,000 | 242 |
| Certificates of participation in pools of residential mortgages | $133,190,000 | 339 |
| Issued or guaranteed by U.S. | $133,190,000 | 333 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $199,391,000 | 170 |
| CMOs issued by government agencies or sponsored agencies | $23,979,000 | 539 |
| Privately issued | $175,412,000 | 82 |
| 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) | $305,000 | 3,000 |
| Available-for-sale securities (fair market value) | $368,028,000 | 294 |
| Total debt securities | $368,335,000 | 338 |
| Structured notes | ||
| Amortized cost | $9,453,000 | 127 |
| Fair value | $9,401,000 | 120 |
| 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 | $391,606,000 | 327 |
| U.S. Government securities | $141,644,000 | 605 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $141,644,000 | 591 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $249,962,000 | 119 |
| Privately issued residential mortgage-backed securities | $209,023,000 | 88 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $20,659,000 | 61 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,280,000 | 251 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $123,972,000 | 444 |
| Mortgage-backed securities | $340,926,000 | 237 |
| Certificates of participation in pools of residential mortgages | $107,355,000 | 417 |
| Issued or guaranteed by U.S. | $107,355,000 | 412 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $233,571,000 | 155 |
| CMOs issued by government agencies or sponsored agencies | $24,548,000 | 517 |
| Privately issued | $209,023,000 | 79 |
| 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) | $315,000 | 3,003 |
| Available-for-sale securities (fair market value) | $391,291,000 | 274 |
| Total debt securities | $391,605,000 | 320 |
| Structured notes | ||
| Amortized cost | $9,872,000 | 131 |
| Fair value | $9,741,000 | 128 |
| 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 | $421,397,000 | 315 |
| U.S. Government securities | $142,732,000 | 577 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $142,732,000 | 567 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $278,665,000 | 112 |
| Privately issued residential mortgage-backed securities | $236,875,000 | 87 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $18,724,000 | 68 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,066,000 | 223 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $242,715,000 | 267 |
| Mortgage-backed securities | $369,664,000 | 224 |
| Certificates of participation in pools of residential mortgages | $111,408,000 | 384 |
| Issued or guaranteed by U.S. | $111,408,000 | 378 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $258,256,000 | 147 |
| CMOs issued by government agencies or sponsored agencies | $21,381,000 | 562 |
| Privately issued | $236,875,000 | 78 |
| 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) | $333,000 | 3,031 |
| Available-for-sale securities (fair market value) | $421,064,000 | 266 |
| Total debt securities | $421,398,000 | 302 |
| Structured notes | ||
| Amortized cost | $9,865,000 | 135 |
| Fair value | $9,943,000 | 133 |
| 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 | $451,982,000 | 286 |
| U.S. Government securities | $147,872,000 | 577 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $147,872,000 | 564 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $304,110,000 | 104 |
| Privately issued residential mortgage-backed securities | $252,767,000 | 82 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $22,001,000 | 66 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $29,342,000 | 190 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $305,196,000 | 217 |
| Mortgage-backed securities | $392,626,000 | 200 |
| Certificates of participation in pools of residential mortgages | $117,640,000 | 325 |
| Issued or guaranteed by U.S. | $117,640,000 | 320 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $274,986,000 | 138 |
| CMOs issued by government agencies or sponsored agencies | $22,219,000 | 520 |
| Privately issued | $252,767,000 | 74 |
| 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) | $345,000 | 3,075 |
| Available-for-sale securities (fair market value) | $451,637,000 | 247 |
| Total debt securities | $451,982,000 | 275 |
| Structured notes | ||
| Amortized cost | $7,961,000 | 310 |
| Fair value | $8,013,000 | 301 |
| 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 | $448,124,000 | 294 |
| U.S. Government securities | $152,330,000 | 560 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $152,330,000 | 549 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $295,794,000 | 110 |
| Privately issued residential mortgage-backed securities | $237,958,000 | 85 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $23,942,000 | 62 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $33,894,000 | 170 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,000 | 6,679 |
| Mortgage-backed securities | $382,351,000 | 197 |
| Certificates of participation in pools of residential mortgages | $121,671,000 | 315 |
| Issued or guaranteed by U.S. | $121,671,000 | 310 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $260,680,000 | 141 |
| CMOs issued by government agencies or sponsored agencies | $22,722,000 | 497 |
| Privately issued | $237,958,000 | 77 |
| 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) | $366,000 | 3,118 |
| Available-for-sale securities (fair market value) | $447,758,000 | 248 |
| Total debt securities | $448,123,000 | 282 |
| Structured notes | ||
| Amortized cost | $7,956,000 | 384 |
| Fair value | $7,937,000 | 379 |
| 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 | $404,864,000 | 335 |
| U.S. Government securities | $157,009,000 | 557 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $157,009,000 | 542 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $247,855,000 | 121 |
| Privately issued residential mortgage-backed securities | $208,119,000 | 95 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $19,550,000 | 60 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,186,000 | 225 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,000 | 6,749 |
| Mortgage-backed securities | $357,172,000 | 203 |
| Certificates of participation in pools of residential mortgages | $125,765,000 | 310 |
| Issued or guaranteed by U.S. | $125,765,000 | 303 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $231,407,000 | 155 |
| CMOs issued by government agencies or sponsored agencies | $23,288,000 | 489 |
| Privately issued | $208,119,000 | 85 |
| 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) | $392,000 | 3,125 |
| Available-for-sale securities (fair market value) | $404,472,000 | 282 |
| Total debt securities | $404,863,000 | 327 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $384,829,000 | 356 |
| U.S. Government securities | $146,364,000 | 603 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $146,364,000 | 588 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $238,465,000 | 122 |
| Privately issued residential mortgage-backed securities | $207,163,000 | 95 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,956,000 | 79 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,346,000 | 232 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,000 | 6,783 |
| Mortgage-backed securities | $344,629,000 | 212 |
| Certificates of participation in pools of residential mortgages | $122,740,000 | 325 |
| Issued or guaranteed by U.S. | $122,740,000 | 317 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $221,889,000 | 158 |
| CMOs issued by government agencies or sponsored agencies | $14,726,000 | 658 |
| Privately issued | $207,163,000 | 87 |
| 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) | $425,000 | 3,160 |
| Available-for-sale securities (fair market value) | $384,404,000 | 296 |
| Total debt securities | $384,829,000 | 343 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $332,132,000 | 395 |
| U.S. Government securities | $132,463,000 | 679 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $132,463,000 | 666 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $199,669,000 | 132 |
| Privately issued residential mortgage-backed securities | $175,176,000 | 100 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,000,000 | 82 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,493,000 | 307 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,000 | 6,822 |
| Mortgage-backed securities | $305,365,000 | 236 |
| Certificates of participation in pools of residential mortgages | $114,429,000 | 343 |
| Issued or guaranteed by U.S. | $114,429,000 | 337 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $190,936,000 | 173 |
| CMOs issued by government agencies or sponsored agencies | $15,760,000 | 640 |
| Privately issued | $175,176,000 | 88 |
| 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) | $456,000 | 3,205 |
| Available-for-sale securities (fair market value) | $331,676,000 | 332 |
| Total debt securities | $332,132,000 | 383 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $342,889,000 | 391 |
| U.S. Government securities | $140,426,000 | 674 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $140,426,000 | 657 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $202,463,000 | 138 |
| Privately issued residential mortgage-backed securities | $181,021,000 | 99 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,000,000 | 89 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,442,000 | 368 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,000 | 6,874 |
| Mortgage-backed securities | $316,001,000 | 233 |
| Certificates of participation in pools of residential mortgages | $124,941,000 | 331 |
| Issued or guaranteed by U.S. | $124,941,000 | 324 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $191,060,000 | 173 |
| CMOs issued by government agencies or sponsored agencies | $10,039,000 | 837 |
| Privately issued | $181,021,000 | 88 |
| 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) | $491,000 | 3,249 |
| Available-for-sale securities (fair market value) | $342,398,000 | 334 |
| Total debt securities | $342,889,000 | 376 |
| 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 | $352,583,000 | 387 |
| U.S. Government securities | $148,661,000 | 632 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $148,661,000 | 616 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $203,922,000 | 137 |
| Privately issued residential mortgage-backed securities | $182,584,000 | 101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,000,000 | 86 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,338,000 | 372 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $102,000 | 6,907 |
| Mortgage-backed securities | $324,212,000 | 241 |
| Certificates of participation in pools of residential mortgages | $131,130,000 | 324 |
| Issued or guaranteed by U.S. | $131,130,000 | 318 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $193,082,000 | 172 |
| CMOs issued by government agencies or sponsored agencies | $10,498,000 | 815 |
| Privately issued | $182,584,000 | 89 |
| 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) | $522,000 | 3,242 |
| Available-for-sale securities (fair market value) | $352,061,000 | 325 |
| Total debt securities | $352,583,000 | 379 |
| Structured notes | ||
| Amortized cost | $2,315,000 | 1,470 |
| Fair value | $2,293,000 | 1,463 |
| 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 | $319,597,000 | 440 |
| U.S. Government securities | $142,885,000 | 661 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $142,885,000 | 644 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $176,712,000 | 152 |
| Privately issued residential mortgage-backed securities | $150,212,000 | 114 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $26,500,000 | 211 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $106,000 | 6,938 |
| Mortgage-backed securities | $293,097,000 | 262 |
| Certificates of participation in pools of residential mortgages | $136,717,000 | 324 |
| Issued or guaranteed by U.S. | $136,717,000 | 318 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $156,380,000 | 207 |
| CMOs issued by government agencies or sponsored agencies | $6,168,000 | 1,132 |
| Privately issued | $150,212,000 | 103 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $561,000 | 3,277 |
| Available-for-sale securities (fair market value) | $319,036,000 | 366 |
| Total debt securities | $319,597,000 | 426 |
| 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 | $310,970,000 | 452 |
| U.S. Government securities | $143,194,000 | 666 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $143,194,000 | 643 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $167,776,000 | 156 |
| Privately issued residential mortgage-backed securities | $141,276,000 | 114 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $26,500,000 | 214 |
| 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 | $291,000 | 6,883 |
| Mortgage-backed securities | $284,470,000 | 273 |
| Certificates of participation in pools of residential mortgages | $136,679,000 | 333 |
| Issued or guaranteed by U.S. | $136,679,000 | 327 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $147,791,000 | 216 |
| CMOs issued by government agencies or sponsored agencies | $6,515,000 | 1,088 |
| Privately issued | $141,276,000 | 103 |
| 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) | $948,000 | 3,105 |
| Available-for-sale securities (fair market value) | $310,022,000 | 378 |
| Total debt securities | $310,970,000 | 437 |
| 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 | $278,803,000 | 491 |
| U.S. Government securities | $144,486,000 | 653 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $144,486,000 | 632 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $134,317,000 | 176 |
| Privately issued residential mortgage-backed securities | $117,817,000 | 120 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,500,000 | 323 |
| 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 | $299,000 | 6,906 |
| Mortgage-backed securities | $262,303,000 | 284 |
| Certificates of participation in pools of residential mortgages | $137,396,000 | 331 |
| Issued or guaranteed by U.S. | $137,396,000 | 325 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $124,907,000 | 235 |
| CMOs issued by government agencies or sponsored agencies | $7,090,000 | 1,056 |
| Privately issued | $117,817,000 | 107 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,007,000 | 3,086 |
| Available-for-sale securities (fair market value) | $277,796,000 | 418 |
| Total debt securities | $278,804,000 | 479 |
| 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 | $268,154,000 | 507 |
| U.S. Government securities | $142,465,000 | 656 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $142,465,000 | 634 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $125,689,000 | 183 |
| Privately issued residential mortgage-backed securities | $109,189,000 | 127 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,500,000 | 334 |
| 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 | $318,000 | 6,897 |
| Mortgage-backed securities | $251,654,000 | 294 |
| Certificates of participation in pools of residential mortgages | $134,710,000 | 345 |
| Issued or guaranteed by U.S. | $134,710,000 | 337 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $116,944,000 | 245 |
| CMOs issued by government agencies or sponsored agencies | $7,755,000 | 1,044 |
| Privately issued | $109,189,000 | 112 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,184,000 | 3,065 |
| Available-for-sale securities (fair market value) | $266,970,000 | 430 |
| Total debt securities | $268,155,000 | 497 |
| 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 | $225,837,000 | 583 |
| U.S. Government securities | $149,860,000 | 649 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $149,860,000 | 625 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $75,977,000 | 229 |
| Privately issued residential mortgage-backed securities | $66,002,000 | 155 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,975,000 | 504 |
| 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 | $323,000 | 6,945 |
| Mortgage-backed securities | $215,862,000 | 341 |
| Certificates of participation in pools of residential mortgages | $141,718,000 | 339 |
| Issued or guaranteed by U.S. | $141,718,000 | 334 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $74,144,000 | 329 |
| CMOs issued by government agencies or sponsored agencies | $8,142,000 | 1,051 |
| Privately issued | $66,002,000 | 142 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,242,000 | 3,077 |
| Available-for-sale securities (fair market value) | $224,595,000 | 494 |
| Total debt securities | $225,835,000 | 567 |
| 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 | $217,161,000 | 621 |
| U.S. Government securities | $160,064,000 | 637 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $160,064,000 | 613 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $57,097,000 | 272 |
| Privately issued residential mortgage-backed securities | $51,253,000 | 172 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $773,000 | 201 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,071,000 | 826 |
| 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 | $331,000 | 6,950 |
| Mortgage-backed securities | $211,317,000 | 354 |
| Certificates of participation in pools of residential mortgages | $142,826,000 | 338 |
| Issued or guaranteed by U.S. | $142,826,000 | 334 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $68,491,000 | 356 |
| CMOs issued by government agencies or sponsored agencies | $17,238,000 | 672 |
| Privately issued | $51,253,000 | 157 |
| 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) | $4,292,000 | 2,159 |
| Available-for-sale securities (fair market value) | $212,869,000 | 525 |
| Total debt securities | $217,162,000 | 605 |
| 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 | $227,634,000 | 598 |
| U.S. Government securities | $177,244,000 | 587 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $177,244,000 | 562 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $50,390,000 | 291 |
| Privately issued residential mortgage-backed securities | $49,587,000 | 173 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $803,000 | 212 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $360,000 | 6,978 |
| Mortgage-backed securities | $226,831,000 | 342 |
| Certificates of participation in pools of residential mortgages | $159,200,000 | 311 |
| Issued or guaranteed by U.S. | $159,200,000 | 304 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $67,631,000 | 356 |
| CMOs issued by government agencies or sponsored agencies | $18,044,000 | 659 |
| Privately issued | $49,587,000 | 158 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,429,000 | 1,731 |
| Available-for-sale securities (fair market value) | $220,205,000 | 512 |
| Total debt securities | $227,635,000 | 586 |
| 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 | $197,733,000 | 673 |
| U.S. Government securities | $164,291,000 | 625 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $164,291,000 | 600 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $33,442,000 | 386 |
| Privately issued residential mortgage-backed securities | $32,518,000 | 200 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $924,000 | 216 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $785,000 | 6,702 |
| Mortgage-backed securities | $196,809,000 | 387 |
| Certificates of participation in pools of residential mortgages | $149,546,000 | 328 |
| Issued or guaranteed by U.S. | $149,546,000 | 324 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $47,263,000 | 442 |
| CMOs issued by government agencies or sponsored agencies | $14,745,000 | 747 |
| Privately issued | $32,518,000 | 186 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,722,000 | 1,714 |
| Available-for-sale securities (fair market value) | $190,011,000 | 599 |
| Total debt securities | $197,733,000 | 655 |
| 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 | $196,733,000 | 688 |
| U.S. Government securities | $165,052,000 | 645 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $165,052,000 | 620 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $31,681,000 | 421 |
| Privately issued residential mortgage-backed securities | $27,361,000 | 220 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,320,000 | 126 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $931,000 | 6,602 |
| Mortgage-backed securities | $192,413,000 | 405 |
| Certificates of participation in pools of residential mortgages | $152,213,000 | 333 |
| Issued or guaranteed by U.S. | $152,213,000 | 327 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $40,200,000 | 493 |
| CMOs issued by government agencies or sponsored agencies | $12,839,000 | 862 |
| Privately issued | $27,361,000 | 204 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,165,000 | 1,621 |
| Available-for-sale securities (fair market value) | $188,568,000 | 606 |
| Total debt securities | $196,734,000 | 671 |
| 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 | $202,548,000 | 680 |
| U.S. Government securities | $172,185,000 | 629 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $172,185,000 | 610 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $30,363,000 | 412 |
| Privately issued residential mortgage-backed securities | $25,021,000 | 189 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,342,000 | 122 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $975,000 | 6,578 |
| Mortgage-backed securities | $197,206,000 | 403 |
| Certificates of participation in pools of residential mortgages | $167,508,000 | 317 |
| Issued or guaranteed by U.S. | $167,508,000 | 309 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $29,698,000 | 604 |
| CMOs issued by government agencies or sponsored agencies | $4,677,000 | 1,550 |
| Privately issued | $25,021,000 | 165 |
| 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) | $9,059,000 | 1,551 |
| Available-for-sale securities (fair market value) | $193,489,000 | 605 |
| Total debt securities | $202,550,000 | 661 |
| 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 | $171,010,000 | 784 |
| U.S. Government securities | $156,525,000 | 662 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $156,525,000 | 637 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $14,485,000 | 698 |
| Privately issued residential mortgage-backed securities | $5,266,000 | 363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,219,000 | 109 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,012,000 | 6,528 |
| Mortgage-backed securities | $161,791,000 | 464 |
| Certificates of participation in pools of residential mortgages | $150,974,000 | 332 |
| Issued or guaranteed by U.S. | $150,974,000 | 326 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $10,817,000 | 1,079 |
| CMOs issued by government agencies or sponsored agencies | $5,551,000 | 1,428 |
| Privately issued | $5,266,000 | 321 |
| 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) | $15,460,000 | 1,116 |
| Available-for-sale securities (fair market value) | $155,550,000 | 742 |
| Total debt securities | $171,010,000 | 764 |
| 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 | $182,120,000 | 735 |
| U.S. Government securities | $160,999,000 | 630 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $160,999,000 | 610 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $17,502,000 | 642 |
| Privately issued residential mortgage-backed securities | $5,336,000 | 390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,166,000 | 97 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $3,619,000 | 832 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,290,000 | 6,324 |
| Mortgage-backed securities | $166,335,000 | 466 |
| Certificates of participation in pools of residential mortgages | $152,316,000 | 329 |
| Issued or guaranteed by U.S. | $152,316,000 | 324 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $14,019,000 | 1,013 |
| CMOs issued by government agencies or sponsored agencies | $8,683,000 | 1,228 |
| Privately issued | $5,336,000 | 347 |
| 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) | $16,712,000 | 1,032 |
| Available-for-sale securities (fair market value) | $165,408,000 | 688 |
| Total debt securities | $178,501,000 | 715 |
| 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 | $131,531,000 | 991 |
| U.S. Government securities | $109,651,000 | 883 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $109,651,000 | 841 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $17,872,000 | 644 |
| Privately issued residential mortgage-backed securities | $5,514,000 | 388 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,358,000 | 99 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $4,008,000 | 794 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,757,000 | 6,030 |
| Mortgage-backed securities | $115,165,000 | 587 |
| Certificates of participation in pools of residential mortgages | $101,084,000 | 456 |
| Issued or guaranteed by U.S. | $101,084,000 | 451 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $14,081,000 | 1,035 |
| CMOs issued by government agencies or sponsored agencies | $8,567,000 | 1,279 |
| Privately issued | $5,514,000 | 343 |
| 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) | $17,313,000 | 1,028 |
| Available-for-sale securities (fair market value) | $114,218,000 | 962 |
| Total debt securities | $127,523,000 | 980 |
| 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 | $120,907,000 | 1,031 |
| U.S. Government securities | $96,852,000 | 950 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $96,852,000 | 905 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $19,928,000 | 595 |
| Privately issued residential mortgage-backed securities | $5,744,000 | 373 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $14,184,000 | 93 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $4,127,000 | 769 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,890,000 | 5,962 |
| Mortgage-backed securities | $102,596,000 | 618 |
| Certificates of participation in pools of residential mortgages | $79,951,000 | 503 |
| Issued or guaranteed by U.S. | $79,951,000 | 499 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $22,645,000 | 768 |
| CMOs issued by government agencies or sponsored agencies | $16,901,000 | 859 |
| Privately issued | $5,744,000 | 332 |
| 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) | $19,433,000 | 945 |
| Available-for-sale securities (fair market value) | $101,474,000 | 1,023 |
| Total debt securities | $116,780,000 | 1,018 |
| 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 | $101,721,000 | 1,113 |
| U.S. Government securities | $78,602,000 | 1,029 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $78,602,000 | 971 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $23,119,000 | 561 |
| Privately issued residential mortgage-backed securities | $7,798,000 | 343 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $15,321,000 | 82 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $395,000 | 7,321 |
| Mortgage-backed securities | $86,400,000 | 641 |
| Certificates of participation in pools of residential mortgages | $25,813,000 | 1,069 |
| Issued or guaranteed by U.S. | $25,813,000 | 1,063 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $60,587,000 | 400 |
| CMOs issued by government agencies or sponsored agencies | $52,789,000 | 394 |
| Privately issued | $7,798,000 | 307 |
| 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) | $21,949,000 | 861 |
| Available-for-sale securities (fair market value) | $79,772,000 | 1,174 |
| Total debt securities | $101,720,000 | 1,072 |
| 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 | $118,017,000 | 959 |
| U.S. Government securities | $90,082,000 | 912 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $90,082,000 | 853 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $22,969,000 | 491 |
| Privately issued residential mortgage-backed securities | $22,969,000 | 177 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $4,966,000 | 856 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $978,000 | 7,140 |
| Mortgage-backed securities | $101,144,000 | 479 |
| Certificates of participation in pools of residential mortgages | $44,549,000 | 582 |
| Issued or guaranteed by U.S. | $44,549,000 | 575 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $56,595,000 | 345 |
| CMOs issued by government agencies or sponsored agencies | $33,626,000 | 425 |
| Privately issued | $22,969,000 | 153 |
| 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) | $22,832,000 | 1,013 |
| Available-for-sale securities (fair market value) | $95,185,000 | 920 |
| Total debt securities | $113,051,000 | 957 |
| Structured notes | ||
| Amortized cost | $5,477,000 | 64 |
| Fair value | $5,535,000 | 61 |
| 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 | $83,887,000 | 1,383 |
| U.S. Government securities | $76,921,000 | 1,118 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $76,921,000 | 1,017 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $3,871,000 | 1,370 |
| Privately issued residential mortgage-backed securities | $3,871,000 | 457 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $3,095,000 | 1,152 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,486,000 | 3,271 |
| Mortgage-backed securities | $74,024,000 | 657 |
| Certificates of participation in pools of residential mortgages | $33,139,000 | 816 |
| Issued or guaranteed by U.S. | $33,139,000 | 808 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $40,885,000 | 463 |
| CMOs issued by government agencies or sponsored agencies | $37,014,000 | 438 |
| Privately issued | $3,871,000 | 402 |
| 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) | $5,172,000 | 3,022 |
| Available-for-sale securities (fair market value) | $78,715,000 | 1,117 |
| Total debt securities | $80,792,000 | 1,365 |
| Structured notes | ||
| Amortized cost | $6,904,000 | 78 |
| Fair value | $6,768,000 | 78 |
| 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 | $49,377,000 | 2,343 |
| U.S. Government securities | $47,219,000 | 1,854 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $47,219,000 | 1,579 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $800,000 | 2,405 |
| Privately issued residential mortgage-backed securities | $800,000 | 801 |
| 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 | $1,358,000 | 1,938 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $859,000 | 7,349 |
| Mortgage-backed securities | $46,740,000 | 957 |
| Certificates of participation in pools of residential mortgages | $26,813,000 | 992 |
| Issued or guaranteed by U.S. | $26,813,000 | 979 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $19,927,000 | 761 |
| CMOs issued by government agencies or sponsored agencies | $19,127,000 | 708 |
| Privately issued | $800,000 | 685 |
| 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) | $6,014,000 | 3,113 |
| Available-for-sale securities (fair market value) | $43,363,000 | 1,973 |
| Total debt securities | $48,019,000 | 2,324 |
| Structured notes | ||
| Amortized cost | $1,275,000 | 531 |
| Fair value | $1,278,000 | 530 |
| 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 | $37,762,000 | 2,985 |
| U.S. Government securities | $36,611,000 | 2,455 |
| U.S. Treasury securities | $993,000 | 6,575 |
| U.S. Government agency obligations | $35,618,000 | 1,959 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| 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 | $1,151,000 | 2,123 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 7,512 |
| Mortgage-backed securities | $33,236,000 | 1,178 |
| Certificates of participation in pools of residential mortgages | $33,236,000 | 864 |
| Issued or guaranteed by U.S. | $33,236,000 | 846 |
| 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) | $10,091,000 | 2,786 |
| Available-for-sale securities (fair market value) | $27,671,000 | 2,792 |
| Total debt securities | $36,611,000 | 2,994 |
| Structured notes | ||
| Amortized cost | $1,383,000 | 1,029 |
| Fair value | $1,379,000 | 1,022 |
| 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 | $23,724,000 | 4,682 |
| U.S. Government securities | $22,495,000 | 4,062 |
| U.S. Treasury securities | $1,992,000 | 6,085 |
| U.S. Government agency obligations | $20,503,000 | 3,285 |
| Securities issued by states & political subdivisions | $197,000 | 7,949 |
| Other domestic debt securities | $107,000 | 3,721 |
| 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 | $107,000 | 2,850 |
| Foreign debt securities | $10,000 | 420 |
| Equity securities | $915,000 | 2,448 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,583,000 | 7,129 |
| Mortgage-backed securities | $17,949,000 | 2,008 |
| Certificates of participation in pools of residential mortgages | $17,949,000 | 1,442 |
| Issued or guaranteed by U.S. | $17,949,000 | 1,423 |
| 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) | $13,549,000 | 2,561 |
| Available-for-sale securities (fair market value) | $10,175,000 | 5,949 |
| Total debt securities | $22,809,000 | 4,735 |
| Structured notes | ||
| Amortized cost | $1,559,000 | 1,288 |
| Fair value | $1,542,000 | 1,288 |
| 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 | $16,613,000 | 6,295 |
| U.S. Government securities | $15,786,000 | 5,531 |
| U.S. Treasury securities | $3,501,000 | 5,635 |
| U.S. Government agency obligations | $12,285,000 | 4,800 |
| Securities issued by states & political subdivisions | $199,000 | 8,270 |
| Other domestic debt securities | $227,000 | 3,912 |
| 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 | $227,000 | 3,068 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $401,000 | 3,711 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,829,000 | 7,050 |
| Mortgage-backed securities | $5,912,000 | 4,145 |
| Certificates of participation in pools of residential mortgages | $4,260,000 | 3,565 |
| Issued or guaranteed by U.S. | $4,260,000 | 3,536 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,652,000 | 3,709 |
| CMOs issued by government agencies or sponsored agencies | $1,652,000 | 3,546 |
| 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) | $6,385,000 | 4,444 |
| Available-for-sale securities (fair market value) | $10,228,000 | 6,085 |
| Total debt securities | $16,212,000 | 6,273 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,027 |
| Fair value | $1,482,000 | 2,085 |
| 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 | $22,464,000 | 5,403 |
| U.S. Government securities | $16,215,000 | 5,731 |
| U.S. Treasury securities | $3,368,000 | 6,793 |
| U.S. Government agency obligations | $12,847,000 | 4,509 |
| Securities issued by states & political subdivisions | $5,800,000 | 2,603 |
| Other domestic debt securities | $383,000 | 3,941 |
| 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 | $383,000 | 3,155 |
| Foreign debt securities | $10,000 | 529 |
| Equity securities | $56,000 | 6,791 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,675,000 | 2,582 |
| Mortgage-backed securities | $3,558,000 | 5,483 |
| Certificates of participation in pools of residential mortgages | $1,633,000 | 5,607 |
| Issued or guaranteed by U.S. | $1,633,000 | 5,580 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,925,000 | 3,708 |
| CMOs issued by government agencies or sponsored agencies | $1,925,000 | 3,545 |
| 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) | $10,150,000 | 5,618 |
| Available-for-sale securities (fair market value) | $12,314,000 | 4,155 |
| Total debt securities | $22,408,000 | 5,314 |
| 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 | $23,976,000 | 5,396 |
| U.S. Government securities | $20,153,000 | 5,099 |
| U.S. Treasury securities | $5,035,000 | 5,674 |
| U.S. Government agency obligations | $15,118,000 | 4,151 |
| Securities issued by states & political subdivisions | $3,757,000 | 3,721 |
| Other domestic debt securities | $10,000 | 6,445 |
| 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 | $10,000 | 5,012 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $56,000 | 6,572 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,075,000 | 2,992 |
| Mortgage-backed securities | $7,058,000 | 4,419 |
| Certificates of participation in pools of residential mortgages | $1,982,000 | 5,765 |
| Issued or guaranteed by U.S. | $1,982,000 | 5,720 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $5,076,000 | 2,604 |
| CMOs issued by government agencies or sponsored agencies | $5,076,000 | 2,444 |
| 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 | $23,920,000 | 5,284 |
| 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 | $26,545,000 | 4,932 |
| U.S. Government securities | $23,814,000 | 4,412 |
| U.S. Treasury securities | $7,544,000 | 4,378 |
| U.S. Government agency obligations | $16,270,000 | 3,873 |
| Securities issued by states & political subdivisions | $2,655,000 | 4,348 |
| Other domestic debt securities | $20,000 | 7,281 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,000 | 5,665 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $56,000 | 6,167 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,275,000 | 2,818 |
| Mortgage-backed securities | $8,689,000 | 4,071 |
| Certificates of participation in pools of residential mortgages | $2,594,000 | 5,521 |
| Issued or guaranteed by U.S. | $2,594,000 | 5,459 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $6,095,000 | 2,345 |
| CMOs issued by government agencies or sponsored agencies | $6,095,000 | 2,114 |
| Privately issued | $0 | 3,547 |
| 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 | $26,489,000 | 4,848 |
| 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 |