Home > First Merchants Bank > Securities
First Merchants Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $3,811,360,000 | 92 |
| U.S. Government securities | $1,633,914,000 | 127 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $1,633,914,000 | 117 |
| Securities issued by states & political subdivisions | $2,164,372,000 | 14 |
| Other domestic debt securities | $11,819,000 | 938 |
| 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 | $11,819,000 | 585 |
| Foreign debt securities | $1,500,000 | 177 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,814,975,000 | 99 |
| Mortgage-backed securities | $1,164,605,000 | 134 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $881,466,000 | 91 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $214,755,000 | 147 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $52,443,000 | 163 |
| Other commercial mortgage-backed securities | $15,941,000 | 384 |
| Held to maturity securities (book value) | $2,184,497,000 | 58 |
| Available-for-sale securities (fair market value) | $1,627,108,000 | 133 |
| Total debt securities | $3,811,605,000 | 90 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $3,708,949,000 | 97 |
| U.S. Government securities | $1,615,494,000 | 129 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $1,615,494,000 | 117 |
| Securities issued by states & political subdivisions | $2,080,381,000 | 15 |
| Other domestic debt securities | $11,819,000 | 927 |
| 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 | $11,819,000 | 577 |
| Foreign debt securities | $1,500,000 | 184 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,710,172,000 | 105 |
| Mortgage-backed securities | $1,144,474,000 | 134 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $871,943,000 | 92 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $219,809,000 | 140 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $37,262,000 | 203 |
| Other commercial mortgage-backed securities | $15,460,000 | 391 |
| Held to maturity securities (book value) | $2,213,833,000 | 56 |
| Available-for-sale securities (fair market value) | $1,495,361,000 | 145 |
| Total debt securities | $3,709,191,000 | 95 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $3,886,226,000 | 96 |
| U.S. Government securities | $1,682,486,000 | 130 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $1,682,486,000 | 121 |
| Securities issued by states & political subdivisions | $2,190,698,000 | 14 |
| Other domestic debt securities | $11,787,000 | 935 |
| 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 | $11,787,000 | 584 |
| Foreign debt securities | $1,500,000 | 188 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,794,500,000 | 99 |
| Mortgage-backed securities | $1,203,484,000 | 130 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $911,745,000 | 89 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $232,069,000 | 135 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $52,136,000 | 159 |
| Other commercial mortgage-backed securities | $7,534,000 | 583 |
| Held to maturity securities (book value) | $2,240,374,000 | 54 |
| Available-for-sale securities (fair market value) | $1,646,097,000 | 138 |
| Total debt securities | $3,886,471,000 | 93 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $4,052,020,000 | 95 |
| U.S. Government securities | $1,739,968,000 | 132 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $1,739,968,000 | 113 |
| Securities issued by states & political subdivisions | $2,298,610,000 | 17 |
| Other domestic debt securities | $12,187,000 | 960 |
| 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 | $12,187,000 | 591 |
| Foreign debt securities | $1,500,000 | 160 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,879,834,000 | 90 |
| Mortgage-backed securities | $1,250,374,000 | 134 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $955,369,000 | 94 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $240,158,000 | 137 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $52,893,000 | 168 |
| Other commercial mortgage-backed securities | $1,954,000 | 960 |
| Held to maturity securities (book value) | $2,263,426,000 | 59 |
| Available-for-sale securities (fair market value) | $1,788,839,000 | 136 |
| Total debt securities | $4,052,265,000 | 93 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $4,258,404,000 | 99 |
| U.S. Government securities | $1,775,630,000 | 138 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $1,775,630,000 | 118 |
| Securities issued by states & political subdivisions | $2,469,312,000 | 19 |
| Other domestic debt securities | $13,707,000 | 934 |
| 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 | $13,707,000 | 568 |
| 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 | $941,260,000 | 119 |
| Mortgage-backed securities | $1,282,264,000 | 139 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $969,619,000 | 99 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $248,868,000 | 141 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $61,829,000 | 153 |
| Other commercial mortgage-backed securities | $1,948,000 | 958 |
| Held to maturity securities (book value) | $2,287,372,000 | 60 |
| Available-for-sale securities (fair market value) | $1,971,277,000 | 137 |
| Total debt securities | $4,258,650,000 | 97 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $4,290,029,000 | 100 |
| U.S. Government securities | $1,817,112,000 | 141 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $1,817,112,000 | 121 |
| Securities issued by states & political subdivisions | $2,459,268,000 | 19 |
| Other domestic debt securities | $13,894,000 | 884 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $13,894,000 | 558 |
| 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 | $965,776,000 | 113 |
| Mortgage-backed securities | $1,313,470,000 | 141 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $992,613,000 | 99 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $266,735,000 | 139 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $52,166,000 | 170 |
| Other commercial mortgage-backed securities | $1,956,000 | 992 |
| Held to maturity securities (book value) | $2,311,041,000 | 56 |
| Available-for-sale securities (fair market value) | $1,979,233,000 | 140 |
| Total debt securities | $4,290,275,000 | 98 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $4,625,244,000 | 98 |
| U.S. Government securities | $1,987,372,000 | 136 |
| U.S. Treasury securities | $14,234,000 | 1,320 |
| U.S. Government agency obligations | $1,973,138,000 | 121 |
| Securities issued by states & political subdivisions | $2,622,776,000 | 18 |
| Other domestic debt securities | $15,341,000 | 793 |
| 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 | $15,341,000 | 534 |
| 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 | $826,134,000 | 131 |
| Mortgage-backed securities | $1,456,423,000 | 135 |
| Certificates of participation in pools of residential mortgages | $1,130,060,000 | 97 |
| Issued or guaranteed by U.S. | $1,130,060,000 | 97 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $269,401,000 | 159 |
| CMOs issued by government agencies or sponsored agencies | $269,401,000 | 138 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $56,962,000 | 331 |
| Commercial mortgage pass-through securities | $54,616,000 | 169 |
| Other commercial mortgage-backed securities | $2,346,000 | 1,024 |
| Held to maturity securities (book value) | $2,333,924,000 | 57 |
| Available-for-sale securities (fair market value) | $2,291,565,000 | 130 |
| Total debt securities | $4,625,491,000 | 97 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $4,484,340,000 | 97 |
| U.S. Government securities | $1,900,212,000 | 144 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $1,900,212,000 | 127 |
| Securities issued by states & political subdivisions | $2,578,790,000 | 18 |
| Other domestic debt securities | $4,083,000 | 1,394 |
| 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 | $4,083,000 | 1,103 |
| Foreign debt securities | $1,500,000 | 174 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $831,846,000 | 131 |
| Mortgage-backed securities | $1,422,226,000 | 135 |
| Certificates of participation in pools of residential mortgages | $1,091,754,000 | 102 |
| Issued or guaranteed by U.S. | $1,091,754,000 | 101 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $285,261,000 | 156 |
| CMOs issued by government agencies or sponsored agencies | $285,261,000 | 137 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $45,211,000 | 388 |
| Commercial mortgage pass-through securities | $45,211,000 | 199 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $2,325,311,000 | 49 |
| Available-for-sale securities (fair market value) | $2,159,274,000 | 139 |
| Total debt securities | $4,484,583,000 | 96 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $4,520,479,000 | 98 |
| U.S. Government securities | $1,881,112,000 | 143 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $1,881,112,000 | 128 |
| Securities issued by states & political subdivisions | $2,633,833,000 | 18 |
| Other domestic debt securities | $5,779,000 | 1,209 |
| 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 | $5,779,000 | 898 |
| 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 | $873,168,000 | 121 |
| Mortgage-backed securities | $1,416,036,000 | 142 |
| Certificates of participation in pools of residential mortgages | $1,174,079,000 | 101 |
| Issued or guaranteed by U.S. | $1,174,079,000 | 101 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $209,141,000 | 190 |
| CMOs issued by government agencies or sponsored agencies | $209,141,000 | 167 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $32,816,000 | 454 |
| Commercial mortgage pass-through securities | $32,816,000 | 232 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $2,180,047,000 | 37 |
| Available-for-sale securities (fair market value) | $2,340,677,000 | 136 |
| Total debt securities | $4,520,725,000 | 97 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $4,441,527,000 | 98 |
| U.S. Government securities | $1,905,141,000 | 139 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $1,905,141,000 | 126 |
| Securities issued by states & political subdivisions | $2,530,802,000 | 19 |
| Other domestic debt securities | $5,829,000 | 1,162 |
| 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 | $5,829,000 | 845 |
| 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 | $946,186,000 | 110 |
| Mortgage-backed securities | $1,804,433,000 | 128 |
| Certificates of participation in pools of residential mortgages | $1,213,997,000 | 96 |
| Issued or guaranteed by U.S. | $1,213,997,000 | 96 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $234,376,000 | 178 |
| CMOs issued by government agencies or sponsored agencies | $234,376,000 | 158 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $356,060,000 | 120 |
| Commercial mortgage pass-through securities | $356,060,000 | 55 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $2,071,183,000 | 37 |
| Available-for-sale securities (fair market value) | $2,370,589,000 | 133 |
| Total debt securities | $4,441,772,000 | 97 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $4,144,202,000 | 99 |
| U.S. Government securities | $1,823,448,000 | 136 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $1,823,448,000 | 126 |
| Securities issued by states & political subdivisions | $2,315,271,000 | 20 |
| Other domestic debt securities | $5,728,000 | 1,129 |
| 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 | $5,728,000 | 806 |
| 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 | $877,127,000 | 113 |
| Mortgage-backed securities | $1,752,765,000 | 124 |
| Certificates of participation in pools of residential mortgages | $1,106,650,000 | 96 |
| Issued or guaranteed by U.S. | $1,106,650,000 | 96 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $264,943,000 | 161 |
| CMOs issued by government agencies or sponsored agencies | $264,943,000 | 149 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $381,172,000 | 116 |
| Commercial mortgage pass-through securities | $381,172,000 | 46 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $1,721,659,000 | 38 |
| Available-for-sale securities (fair market value) | $2,422,788,000 | 126 |
| Total debt securities | $4,144,446,000 | 98 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $3,696,653,000 | 105 |
| U.S. Government securities | $1,700,521,000 | 132 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $1,700,521,000 | 122 |
| Securities issued by states & political subdivisions | $1,990,715,000 | 22 |
| Other domestic debt securities | $5,662,000 | 1,088 |
| 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 | $5,662,000 | 740 |
| 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 | $999,176,000 | 105 |
| Mortgage-backed securities | $1,630,008,000 | 123 |
| Certificates of participation in pools of residential mortgages | $1,072,198,000 | 93 |
| Issued or guaranteed by U.S. | $1,072,198,000 | 93 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $235,527,000 | 157 |
| CMOs issued by government agencies or sponsored agencies | $235,527,000 | 144 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $322,283,000 | 117 |
| Commercial mortgage pass-through securities | $322,283,000 | 48 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $1,295,534,000 | 46 |
| Available-for-sale securities (fair market value) | $2,401,364,000 | 121 |
| Total debt securities | $3,696,899,000 | 104 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $3,143,817,000 | 112 |
| U.S. Government securities | $1,260,370,000 | 150 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $1,260,370,000 | 139 |
| Securities issued by states & political subdivisions | $1,877,812,000 | 23 |
| Other domestic debt securities | $5,635,000 | 1,024 |
| 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 | $5,635,000 | 700 |
| 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 | $890,025,000 | 113 |
| Mortgage-backed securities | $1,229,283,000 | 140 |
| Certificates of participation in pools of residential mortgages | $737,944,000 | 103 |
| Issued or guaranteed by U.S. | $737,944,000 | 103 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $251,018,000 | 150 |
| CMOs issued by government agencies or sponsored agencies | $251,018,000 | 139 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $240,321,000 | 134 |
| Commercial mortgage pass-through securities | $240,321,000 | 60 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $1,227,668,000 | 46 |
| Available-for-sale securities (fair market value) | $1,916,149,000 | 132 |
| Total debt securities | $3,143,817,000 | 111 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $2,929,935,000 | 114 |
| U.S. Government securities | $1,203,876,000 | 145 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $1,203,876,000 | 137 |
| Securities issued by states & political subdivisions | $1,720,484,000 | 24 |
| Other domestic debt securities | $5,575,000 | 982 |
| 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 | $5,575,000 | 667 |
| 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 | $989,906,000 | 106 |
| Mortgage-backed securities | $1,182,782,000 | 132 |
| Certificates of participation in pools of residential mortgages | $785,508,000 | 92 |
| Issued or guaranteed by U.S. | $785,508,000 | 92 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $244,611,000 | 152 |
| CMOs issued by government agencies or sponsored agencies | $244,611,000 | 140 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $152,663,000 | 164 |
| Commercial mortgage pass-through securities | $152,663,000 | 75 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $1,109,126,000 | 47 |
| Available-for-sale securities (fair market value) | $1,820,809,000 | 129 |
| Total debt securities | $2,929,933,000 | 112 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $2,785,650,000 | 116 |
| U.S. Government securities | $1,312,630,000 | 141 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $1,312,630,000 | 127 |
| Securities issued by states & political subdivisions | $1,468,432,000 | 26 |
| Other domestic debt securities | $4,588,000 | 1,017 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $4,588,000 | 710 |
| 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 | $1,100,278,000 | 99 |
| Mortgage-backed securities | $1,302,530,000 | 121 |
| Certificates of participation in pools of residential mortgages | $880,489,000 | 83 |
| Issued or guaranteed by U.S. | $880,489,000 | 83 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $294,025,000 | 135 |
| CMOs issued by government agencies or sponsored agencies | $294,025,000 | 129 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $128,016,000 | 182 |
| Commercial mortgage pass-through securities | $128,016,000 | 81 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $898,786,000 | 54 |
| Available-for-sale securities (fair market value) | $1,886,864,000 | 127 |
| Total debt securities | $2,785,650,000 | 115 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $2,694,178,000 | 111 |
| U.S. Government securities | $1,384,960,000 | 132 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $1,384,960,000 | 122 |
| Securities issued by states & political subdivisions | $1,307,687,000 | 27 |
| Other domestic debt securities | $1,531,000 | 1,403 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $1,531,000 | 1,025 |
| 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 | $576,123,000 | 152 |
| Mortgage-backed securities | $1,339,890,000 | 119 |
| Certificates of participation in pools of residential mortgages | $885,220,000 | 84 |
| Issued or guaranteed by U.S. | $885,220,000 | 84 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $353,741,000 | 128 |
| CMOs issued by government agencies or sponsored agencies | $353,741,000 | 122 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $100,929,000 | 196 |
| Commercial mortgage pass-through securities | $100,929,000 | 94 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $882,179,000 | 57 |
| Available-for-sale securities (fair market value) | $1,811,999,000 | 125 |
| Total debt securities | $2,694,177,000 | 110 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $2,594,014,000 | 111 |
| U.S. Government securities | $1,338,571,000 | 134 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $1,338,571,000 | 124 |
| Securities issued by states & political subdivisions | $1,253,912,000 | 25 |
| Other domestic debt securities | $1,531,000 | 1,367 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $1,531,000 | 999 |
| 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 | $503,427,000 | 152 |
| Mortgage-backed securities | $1,285,598,000 | 124 |
| Certificates of participation in pools of residential mortgages | $830,157,000 | 90 |
| Issued or guaranteed by U.S. | $830,157,000 | 90 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $376,062,000 | 126 |
| CMOs issued by government agencies or sponsored agencies | $376,062,000 | 121 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $79,379,000 | 225 |
| Commercial mortgage pass-through securities | $79,379,000 | 102 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $806,039,000 | 60 |
| Available-for-sale securities (fair market value) | $1,787,975,000 | 124 |
| Total debt securities | $2,594,012,000 | 110 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $2,487,337,000 | 111 |
| U.S. Government securities | $1,333,668,000 | 134 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $1,333,668,000 | 125 |
| Securities issued by states & political subdivisions | $1,152,138,000 | 26 |
| Other domestic debt securities | $1,531,000 | 1,373 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,531,000 | 999 |
| 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 | $632,275,000 | 126 |
| Mortgage-backed securities | $1,243,780,000 | 127 |
| Certificates of participation in pools of residential mortgages | $750,821,000 | 93 |
| Issued or guaranteed by U.S. | $750,821,000 | 93 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $412,071,000 | 117 |
| CMOs issued by government agencies or sponsored agencies | $412,071,000 | 112 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $80,888,000 | 217 |
| Commercial mortgage pass-through securities | $80,888,000 | 96 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $843,021,000 | 65 |
| Available-for-sale securities (fair market value) | $1,644,316,000 | 129 |
| Total debt securities | $2,487,337,000 | 110 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $2,090,821,000 | 125 |
| U.S. Government securities | $1,063,456,000 | 159 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $1,063,456,000 | 151 |
| Securities issued by states & political subdivisions | $1,025,834,000 | 30 |
| Other domestic debt securities | $1,531,000 | 1,360 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $1,531,000 | 1,016 |
| 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 | $483,230,000 | 157 |
| Mortgage-backed securities | $997,163,000 | 144 |
| Certificates of participation in pools of residential mortgages | $538,247,000 | 109 |
| Issued or guaranteed by U.S. | $538,247,000 | 109 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $414,832,000 | 114 |
| CMOs issued by government agencies or sponsored agencies | $414,832,000 | 111 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $44,084,000 | 294 |
| Commercial mortgage pass-through securities | $44,084,000 | 144 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $692,965,000 | 73 |
| Available-for-sale securities (fair market value) | $1,397,856,000 | 142 |
| Total debt securities | $2,090,819,000 | 124 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $1,860,552,000 | 127 |
| U.S. Government securities | $953,143,000 | 168 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $953,143,000 | 159 |
| Securities issued by states & political subdivisions | $906,378,000 | 35 |
| Other domestic debt securities | $31,000 | 1,984 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $31,000 | 1,519 |
| Foreign debt securities | $1,000,000 | 184 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $506,562,000 | 157 |
| Mortgage-backed securities | $898,324,000 | 150 |
| Certificates of participation in pools of residential mortgages | $463,670,000 | 121 |
| Issued or guaranteed by U.S. | $463,670,000 | 121 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $406,713,000 | 116 |
| CMOs issued by government agencies or sponsored agencies | $406,713,000 | 113 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $27,941,000 | 374 |
| Commercial mortgage pass-through securities | $27,941,000 | 193 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $615,027,000 | 78 |
| Available-for-sale securities (fair market value) | $1,245,525,000 | 151 |
| Total debt securities | $1,860,551,000 | 126 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $1,630,476,000 | 140 |
| U.S. Government securities | $825,401,000 | 183 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $825,401,000 | 172 |
| Securities issued by states & political subdivisions | $804,044,000 | 39 |
| Other domestic debt securities | $31,000 | 1,985 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $31,000 | 1,531 |
| Foreign debt securities | $1,000,000 | 178 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $416,155,000 | 188 |
| Mortgage-backed securities | $790,691,000 | 156 |
| Certificates of participation in pools of residential mortgages | $385,062,000 | 141 |
| Issued or guaranteed by U.S. | $385,062,000 | 141 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $396,934,000 | 114 |
| CMOs issued by government agencies or sponsored agencies | $396,934,000 | 110 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $8,695,000 | 673 |
| Commercial mortgage pass-through securities | $8,695,000 | 426 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $490,387,000 | 89 |
| Available-for-sale securities (fair market value) | $1,140,089,000 | 156 |
| Total debt securities | $1,630,474,000 | 139 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $1,623,143,000 | 140 |
| U.S. Government securities | $829,820,000 | 180 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $829,820,000 | 168 |
| Securities issued by states & political subdivisions | $792,292,000 | 42 |
| Other domestic debt securities | $31,000 | 1,962 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $31,000 | 1,543 |
| Foreign debt securities | $1,000,000 | 179 |
| 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 | $426,200,000 | 184 |
| Mortgage-backed securities | $790,318,000 | 156 |
| Certificates of participation in pools of residential mortgages | $380,890,000 | 144 |
| Issued or guaranteed by U.S. | $380,890,000 | 143 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $400,857,000 | 108 |
| CMOs issued by government agencies or sponsored agencies | $400,857,000 | 104 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $8,571,000 | 675 |
| Commercial mortgage pass-through securities | $8,571,000 | 426 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $476,089,000 | 88 |
| Available-for-sale securities (fair market value) | $1,147,054,000 | 153 |
| Total debt securities | $1,623,143,000 | 138 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $1,617,538,000 | 138 |
| U.S. Government securities | $846,550,000 | 175 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $846,550,000 | 165 |
| Securities issued by states & political subdivisions | $769,957,000 | 46 |
| Other domestic debt securities | $31,000 | 2,168 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $31,000 | 1,550 |
| Foreign debt securities | $1,000,000 | 178 |
| 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 | $484,218,000 | 165 |
| Mortgage-backed securities | $813,941,000 | 154 |
| Certificates of participation in pools of residential mortgages | $384,835,000 | 148 |
| Issued or guaranteed by U.S. | $384,835,000 | 147 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $420,432,000 | 107 |
| CMOs issued by government agencies or sponsored agencies | $420,432,000 | 103 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $8,674,000 | 655 |
| Commercial mortgage pass-through securities | $8,674,000 | 407 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $522,846,000 | 85 |
| Available-for-sale securities (fair market value) | $1,094,692,000 | 155 |
| Total debt securities | $1,617,540,000 | 136 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $1,541,098,000 | 139 |
| U.S. Government securities | $801,212,000 | 181 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $801,212,000 | 171 |
| Securities issued by states & political subdivisions | $738,855,000 | 45 |
| Other domestic debt securities | $31,000 | 1,990 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $31,000 | 1,595 |
| Foreign debt securities | $1,000,000 | 176 |
| 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 | $552,899,000 | 151 |
| Mortgage-backed securities | $773,585,000 | 156 |
| Certificates of participation in pools of residential mortgages | $358,848,000 | 154 |
| Issued or guaranteed by U.S. | $358,848,000 | 152 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $407,834,000 | 112 |
| CMOs issued by government agencies or sponsored agencies | $407,834,000 | 105 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $6,903,000 | 642 |
| Commercial mortgage pass-through securities | $6,903,000 | 368 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $540,021,000 | 78 |
| Available-for-sale securities (fair market value) | $1,001,077,000 | 164 |
| Total debt securities | $1,541,097,000 | 138 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $1,557,699,000 | 137 |
| U.S. Government securities | $794,381,000 | 178 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $794,381,000 | 167 |
| Securities issued by states & political subdivisions | $762,287,000 | 44 |
| Other domestic debt securities | $31,000 | 1,996 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $31,000 | 1,610 |
| Foreign debt securities | $1,000,000 | 179 |
| 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 | $475,999,000 | 171 |
| Mortgage-backed securities | $771,763,000 | 152 |
| Certificates of participation in pools of residential mortgages | $384,073,000 | 143 |
| Issued or guaranteed by U.S. | $384,073,000 | 141 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $380,561,000 | 114 |
| CMOs issued by government agencies or sponsored agencies | $380,561,000 | 107 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $7,129,000 | 620 |
| Commercial mortgage pass-through securities | $7,129,000 | 357 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $560,654,000 | 79 |
| Available-for-sale securities (fair market value) | $997,045,000 | 161 |
| Total debt securities | $1,557,699,000 | 136 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $1,465,705,000 | 144 |
| U.S. Government securities | $763,010,000 | 180 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $763,010,000 | 172 |
| Securities issued by states & political subdivisions | $701,665,000 | 45 |
| Other domestic debt securities | $30,000 | 2,021 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $30,000 | 1,647 |
| Foreign debt securities | $1,000,000 | 190 |
| 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 | $511,192,000 | 159 |
| Mortgage-backed securities | $740,392,000 | 157 |
| Certificates of participation in pools of residential mortgages | $413,900,000 | 136 |
| Issued or guaranteed by U.S. | $413,900,000 | 134 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $319,354,000 | 122 |
| CMOs issued by government agencies or sponsored agencies | $319,354,000 | 117 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $7,138,000 | 611 |
| Commercial mortgage pass-through securities | $7,138,000 | 360 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $578,166,000 | 80 |
| Available-for-sale securities (fair market value) | $887,539,000 | 175 |
| Total debt securities | $1,465,705,000 | 143 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $1,307,406,000 | 156 |
| U.S. Government securities | $687,072,000 | 191 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $687,072,000 | 187 |
| Securities issued by states & political subdivisions | $619,303,000 | 50 |
| Other domestic debt securities | $31,000 | 2,059 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $31,000 | 1,679 |
| Foreign debt securities | $1,000,000 | 197 |
| 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 | $519,265,000 | 157 |
| Mortgage-backed securities | $664,454,000 | 170 |
| Certificates of participation in pools of residential mortgages | $387,072,000 | 142 |
| Issued or guaranteed by U.S. | $387,072,000 | 140 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $270,236,000 | 137 |
| CMOs issued by government agencies or sponsored agencies | $270,236,000 | 127 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $7,146,000 | 595 |
| Commercial mortgage pass-through securities | $7,146,000 | 351 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $600,565,000 | 79 |
| Available-for-sale securities (fair market value) | $706,841,000 | 213 |
| Total debt securities | $1,307,404,000 | 154 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $1,292,270,000 | 159 |
| U.S. Government securities | $687,374,000 | 191 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $687,374,000 | 185 |
| Securities issued by states & political subdivisions | $604,865,000 | 50 |
| Other domestic debt securities | $31,000 | 2,112 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $31,000 | 1,716 |
| 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 | $551,860,000 | 155 |
| Mortgage-backed securities | $664,756,000 | 167 |
| Certificates of participation in pools of residential mortgages | $399,729,000 | 141 |
| Issued or guaranteed by U.S. | $399,729,000 | 139 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $265,027,000 | 139 |
| CMOs issued by government agencies or sponsored agencies | $265,027,000 | 127 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $596,429,000 | 83 |
| Available-for-sale securities (fair market value) | $695,841,000 | 216 |
| Total debt securities | $1,292,270,000 | 156 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $1,283,076,000 | 155 |
| U.S. Government securities | $694,572,000 | 185 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $694,572,000 | 177 |
| Securities issued by states & political subdivisions | $588,469,000 | 50 |
| Other domestic debt securities | $35,000 | 2,129 |
| 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 | $35,000 | 1,725 |
| 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 | $572,896,000 | 139 |
| Mortgage-backed securities | $671,853,000 | 162 |
| Certificates of participation in pools of residential mortgages | $420,142,000 | 134 |
| Issued or guaranteed by U.S. | $420,142,000 | 133 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $251,711,000 | 138 |
| CMOs issued by government agencies or sponsored agencies | $251,711,000 | 126 |
| 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) | $607,643,000 | 82 |
| Available-for-sale securities (fair market value) | $675,433,000 | 220 |
| Total debt securities | $1,283,078,000 | 153 |
| 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 | $1,297,712,000 | 149 |
| U.S. Government securities | $718,735,000 | 172 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $718,735,000 | 168 |
| Securities issued by states & political subdivisions | $578,942,000 | 50 |
| Other domestic debt securities | $35,000 | 2,144 |
| 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 | $35,000 | 1,735 |
| 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 | $587,806,000 | 134 |
| Mortgage-backed securities | $689,135,000 | 160 |
| Certificates of participation in pools of residential mortgages | $415,946,000 | 134 |
| Issued or guaranteed by U.S. | $415,946,000 | 133 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $273,189,000 | 139 |
| CMOs issued by government agencies or sponsored agencies | $273,189,000 | 127 |
| 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) | $624,615,000 | 83 |
| Available-for-sale securities (fair market value) | $673,097,000 | 209 |
| Total debt securities | $1,297,714,000 | 146 |
| 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 | $1,295,044,000 | 146 |
| U.S. Government securities | $731,869,000 | 172 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $731,869,000 | 166 |
| Securities issued by states & political subdivisions | $561,211,000 | 52 |
| Other domestic debt securities | $35,000 | 2,185 |
| 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 | $35,000 | 1,753 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $1,929,000 | 422 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $607,799,000 | 129 |
| Mortgage-backed securities | $702,787,000 | 156 |
| Certificates of participation in pools of residential mortgages | $411,038,000 | 135 |
| Issued or guaranteed by U.S. | $411,038,000 | 133 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $291,749,000 | 136 |
| CMOs issued by government agencies or sponsored agencies | $291,749,000 | 125 |
| 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) | $638,972,000 | 84 |
| Available-for-sale securities (fair market value) | $656,072,000 | 219 |
| Total debt securities | $1,293,113,000 | 144 |
| 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 | $1,267,997,000 | 153 |
| U.S. Government securities | $717,539,000 | 181 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $717,539,000 | 175 |
| Securities issued by states & political subdivisions | $548,494,000 | 47 |
| Other domestic debt securities | $35,000 | 2,203 |
| 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 | $35,000 | 1,767 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $1,929,000 | 417 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $625,319,000 | 129 |
| Mortgage-backed securities | $703,458,000 | 159 |
| Certificates of participation in pools of residential mortgages | $400,684,000 | 136 |
| Issued or guaranteed by U.S. | $400,684,000 | 135 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $302,774,000 | 138 |
| CMOs issued by government agencies or sponsored agencies | $302,774,000 | 128 |
| 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) | $633,992,000 | 86 |
| Available-for-sale securities (fair market value) | $634,005,000 | 226 |
| Total debt securities | $1,266,068,000 | 150 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $1,272,027,000 | 150 |
| U.S. Government securities | $744,418,000 | 174 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $744,418,000 | 167 |
| Securities issued by states & political subdivisions | $525,678,000 | 47 |
| Other domestic debt securities | $35,000 | 2,195 |
| 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 | $35,000 | 1,761 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $1,896,000 | 430 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $637,358,000 | 130 |
| Mortgage-backed securities | $744,314,000 | 142 |
| Certificates of participation in pools of residential mortgages | $423,454,000 | 126 |
| Issued or guaranteed by U.S. | $423,454,000 | 125 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $320,860,000 | 132 |
| CMOs issued by government agencies or sponsored agencies | $320,860,000 | 121 |
| 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) | $618,598,000 | 86 |
| Available-for-sale securities (fair market value) | $653,429,000 | 215 |
| Total debt securities | $1,270,133,000 | 147 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $1,206,274,000 | 150 |
| U.S. Government securities | $686,327,000 | 184 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $686,327,000 | 178 |
| Securities issued by states & political subdivisions | $519,912,000 | 48 |
| Other domestic debt securities | $35,000 | 2,235 |
| 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 | $35,000 | 1,779 |
| 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 | $646,124,000 | 126 |
| Mortgage-backed securities | $686,222,000 | 148 |
| Certificates of participation in pools of residential mortgages | $369,562,000 | 142 |
| Issued or guaranteed by U.S. | $369,562,000 | 141 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $316,660,000 | 131 |
| CMOs issued by government agencies or sponsored agencies | $316,660,000 | 121 |
| 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) | $610,954,000 | 83 |
| Available-for-sale securities (fair market value) | $595,320,000 | 233 |
| Total debt securities | $1,206,276,000 | 150 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $1,209,964,000 | 149 |
| U.S. Government securities | $697,686,000 | 184 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $697,686,000 | 178 |
| Securities issued by states & political subdivisions | $512,243,000 | 49 |
| Other domestic debt securities | $35,000 | 2,262 |
| 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 | $35,000 | 1,804 |
| 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 | $438,010,000 | 166 |
| Mortgage-backed securities | $697,580,000 | 150 |
| Certificates of participation in pools of residential mortgages | $376,023,000 | 136 |
| Issued or guaranteed by U.S. | $376,023,000 | 134 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $321,557,000 | 132 |
| CMOs issued by government agencies or sponsored agencies | $321,557,000 | 121 |
| 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) | $637,101,000 | 79 |
| Available-for-sale securities (fair market value) | $572,863,000 | 240 |
| Total debt securities | $1,209,964,000 | 148 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $1,186,890,000 | 148 |
| U.S. Government securities | $700,046,000 | 184 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $700,046,000 | 180 |
| Securities issued by states & political subdivisions | $486,809,000 | 53 |
| Other domestic debt securities | $35,000 | 2,326 |
| 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 | $35,000 | 1,837 |
| 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 | $458,131,000 | 162 |
| Mortgage-backed securities | $699,939,000 | 152 |
| Certificates of participation in pools of residential mortgages | $374,059,000 | 138 |
| Issued or guaranteed by U.S. | $374,059,000 | 136 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $325,880,000 | 128 |
| CMOs issued by government agencies or sponsored agencies | $325,880,000 | 121 |
| 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) | $651,418,000 | 77 |
| Available-for-sale securities (fair market value) | $535,472,000 | 248 |
| Total debt securities | $1,186,890,000 | 147 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $1,178,022,000 | 150 |
| U.S. Government securities | $744,951,000 | 164 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $744,951,000 | 158 |
| Securities issued by states & political subdivisions | $433,036,000 | 57 |
| Other domestic debt securities | $35,000 | 2,350 |
| 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 | $35,000 | 1,856 |
| 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 | $449,408,000 | 164 |
| Mortgage-backed securities | $744,843,000 | 143 |
| Certificates of participation in pools of residential mortgages | $384,492,000 | 137 |
| Issued or guaranteed by U.S. | $384,492,000 | 135 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $360,351,000 | 123 |
| CMOs issued by government agencies or sponsored agencies | $360,351,000 | 116 |
| 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) | $631,088,000 | 78 |
| Available-for-sale securities (fair market value) | $546,934,000 | 244 |
| Total debt securities | $1,178,022,000 | 150 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $1,187,193,000 | 148 |
| U.S. Government securities | $758,879,000 | 159 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $758,879,000 | 155 |
| Securities issued by states & political subdivisions | $427,457,000 | 56 |
| Other domestic debt securities | $857,000 | 1,838 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $821,000 | 171 |
| Other domestic debt securities - All other | $36,000 | 1,886 |
| 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 | $461,303,000 | 159 |
| Mortgage-backed securities | $758,770,000 | 137 |
| Certificates of participation in pools of residential mortgages | $388,358,000 | 129 |
| Issued or guaranteed by U.S. | $388,358,000 | 127 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $370,412,000 | 121 |
| CMOs issued by government agencies or sponsored agencies | $370,412,000 | 113 |
| 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) | $621,818,000 | 76 |
| Available-for-sale securities (fair market value) | $565,375,000 | 235 |
| Total debt securities | $1,187,194,000 | 148 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $1,211,438,000 | 149 |
| U.S. Government securities | $790,853,000 | 152 |
| U.S. Treasury securities | $16,013,000 | 244 |
| U.S. Government agency obligations | $774,840,000 | 151 |
| Securities issued by states & political subdivisions | $419,787,000 | 58 |
| Other domestic debt securities | $798,000 | 1,907 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $764,000 | 178 |
| Other domestic debt securities - All other | $34,000 | 1,945 |
| 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 | $415,652,000 | 164 |
| Mortgage-backed securities | $771,563,000 | 138 |
| Certificates of participation in pools of residential mortgages | $397,181,000 | 133 |
| Issued or guaranteed by U.S. | $397,181,000 | 130 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $374,382,000 | 121 |
| CMOs issued by government agencies or sponsored agencies | $374,382,000 | 114 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $598,903,000 | 78 |
| Available-for-sale securities (fair market value) | $612,535,000 | 220 |
| Total debt securities | $1,211,435,000 | 148 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $1,147,316,000 | 155 |
| U.S. Government securities | $748,626,000 | 163 |
| U.S. Treasury securities | $15,983,000 | 239 |
| U.S. Government agency obligations | $732,643,000 | 161 |
| Securities issued by states & political subdivisions | $393,925,000 | 59 |
| Other domestic debt securities | $4,765,000 | 984 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $4,730,000 | 84 |
| Other domestic debt securities - All other | $35,000 | 1,997 |
| 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 | $376,742,000 | 185 |
| Mortgage-backed securities | $729,261,000 | 145 |
| Certificates of participation in pools of residential mortgages | $374,949,000 | 136 |
| Issued or guaranteed by U.S. | $374,949,000 | 134 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $354,312,000 | 128 |
| CMOs issued by government agencies or sponsored agencies | $354,312,000 | 120 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $544,470,000 | 79 |
| Available-for-sale securities (fair market value) | $602,846,000 | 223 |
| Total debt securities | $1,147,315,000 | 154 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $1,093,213,000 | 161 |
| U.S. Government securities | $713,542,000 | 165 |
| U.S. Treasury securities | $15,973,000 | 227 |
| U.S. Government agency obligations | $697,569,000 | 164 |
| Securities issued by states & political subdivisions | $376,928,000 | 60 |
| Other domestic debt securities | $2,743,000 | 1,318 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $1,000 | 445 |
| Structured financial products - Total | $2,707,000 | 117 |
| Other domestic debt securities - All other | $35,000 | 2,045 |
| 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 | $373,533,000 | 190 |
| Mortgage-backed securities | $694,024,000 | 148 |
| Certificates of participation in pools of residential mortgages | $356,325,000 | 144 |
| Issued or guaranteed by U.S. | $356,325,000 | 143 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $337,699,000 | 135 |
| CMOs issued by government agencies or sponsored agencies | $337,699,000 | 124 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $559,378,000 | 75 |
| Available-for-sale securities (fair market value) | $533,835,000 | 243 |
| Total debt securities | $1,093,215,000 | 160 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $911,757,000 | 176 |
| U.S. Government securities | $593,290,000 | 188 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $593,290,000 | 184 |
| Securities issued by states & political subdivisions | $317,978,000 | 66 |
| Other domestic debt securities | $489,000 | 2,308 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $1,000 | 457 |
| Structured financial products - Total | $453,000 | 250 |
| Other domestic debt securities - All other | $35,000 | 2,091 |
| 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 | $375,411,000 | 189 |
| Mortgage-backed securities | $589,490,000 | 167 |
| Certificates of participation in pools of residential mortgages | $312,904,000 | 153 |
| Issued or guaranteed by U.S. | $312,904,000 | 152 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $276,586,000 | 147 |
| CMOs issued by government agencies or sponsored agencies | $276,586,000 | 139 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $307,794,000 | 99 |
| Available-for-sale securities (fair market value) | $603,963,000 | 224 |
| Total debt securities | $911,757,000 | 174 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $906,614,000 | 177 |
| U.S. Government securities | $602,824,000 | 184 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $602,824,000 | 180 |
| Securities issued by states & political subdivisions | $303,037,000 | 71 |
| Other domestic debt securities | $753,000 | 2,155 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $1,000 | 466 |
| Structured financial products - Total | $717,000 | 209 |
| Other domestic debt securities - All other | $35,000 | 2,134 |
| 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 | $317,638,000 | 215 |
| Mortgage-backed securities | $598,762,000 | 162 |
| Certificates of participation in pools of residential mortgages | $319,992,000 | 148 |
| Issued or guaranteed by U.S. | $319,992,000 | 147 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $278,770,000 | 147 |
| CMOs issued by government agencies or sponsored agencies | $278,770,000 | 138 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $324,399,000 | 83 |
| Available-for-sale securities (fair market value) | $582,215,000 | 229 |
| Total debt securities | $906,616,000 | 176 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $867,133,000 | 185 |
| U.S. Government securities | $594,499,000 | 193 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $594,499,000 | 189 |
| Securities issued by states & political subdivisions | $272,262,000 | 75 |
| Other domestic debt securities | $372,000 | 2,439 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $1,000 | 462 |
| Structured financial products - Total | $336,000 | 255 |
| Other domestic debt securities - All other | $35,000 | 2,105 |
| 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 | $330,238,000 | 214 |
| Mortgage-backed securities | $590,112,000 | 165 |
| Certificates of participation in pools of residential mortgages | $296,465,000 | 163 |
| Issued or guaranteed by U.S. | $296,465,000 | 162 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $293,647,000 | 144 |
| CMOs issued by government agencies or sponsored agencies | $293,647,000 | 134 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $336,696,000 | 78 |
| Available-for-sale securities (fair market value) | $530,437,000 | 256 |
| Total debt securities | $867,131,000 | 184 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $872,661,000 | 180 |
| U.S. Government securities | $597,011,000 | 188 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $597,011,000 | 185 |
| Securities issued by states & political subdivisions | $275,421,000 | 72 |
| Other domestic debt securities | $229,000 | 2,558 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $1,000 | 437 |
| Structured financial products - Total | $194,000 | 283 |
| Other domestic debt securities - All other | $34,000 | 2,075 |
| 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 | $335,775,000 | 215 |
| Mortgage-backed securities | $592,371,000 | 164 |
| Certificates of participation in pools of residential mortgages | $306,525,000 | 155 |
| Issued or guaranteed by U.S. | $306,525,000 | 154 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $285,846,000 | 152 |
| CMOs issued by government agencies or sponsored agencies | $285,846,000 | 141 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $361,020,000 | 72 |
| Available-for-sale securities (fair market value) | $511,641,000 | 267 |
| Total debt securities | $872,661,000 | 179 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $927,014,000 | 175 |
| U.S. Government securities | $648,823,000 | 177 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $648,823,000 | 173 |
| Securities issued by states & political subdivisions | $277,983,000 | 66 |
| Other domestic debt securities | $208,000 | 2,666 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $2,000 | 428 |
| Structured financial products - Total | $171,000 | 295 |
| Other domestic debt securities - All other | $35,000 | 2,153 |
| 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 | $348,748,000 | 207 |
| Mortgage-backed securities | $644,041,000 | 157 |
| Certificates of participation in pools of residential mortgages | $336,773,000 | 163 |
| Issued or guaranteed by U.S. | $336,773,000 | 162 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $307,268,000 | 158 |
| CMOs issued by government agencies or sponsored agencies | $307,268,000 | 147 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $377,097,000 | 73 |
| Available-for-sale securities (fair market value) | $549,917,000 | 250 |
| Total debt securities | $927,013,000 | 175 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $942,495,000 | 175 |
| U.S. Government securities | $666,041,000 | 174 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $666,041,000 | 170 |
| Securities issued by states & political subdivisions | $264,819,000 | 68 |
| Other domestic debt securities | $11,635,000 | 656 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $2,000 | 383 |
| Structured financial products - Total | $168,000 | 292 |
| Other domestic debt securities - All other | $11,465,000 | 421 |
| 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 | $363,579,000 | 199 |
| Mortgage-backed securities | $661,108,000 | 155 |
| Certificates of participation in pools of residential mortgages | $351,445,000 | 152 |
| Issued or guaranteed by U.S. | $351,445,000 | 151 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $309,663,000 | 155 |
| CMOs issued by government agencies or sponsored agencies | $309,663,000 | 143 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $396,770,000 | 70 |
| Available-for-sale securities (fair market value) | $545,725,000 | 255 |
| Total debt securities | $942,495,000 | 175 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $958,206,000 | 175 |
| U.S. Government securities | $677,036,000 | 177 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $677,036,000 | 172 |
| Securities issued by states & political subdivisions | $269,590,000 | 64 |
| Other domestic debt securities | $11,580,000 | 665 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $2,000 | 337 |
| Structured financial products - Total | $174,000 | 296 |
| Other domestic debt securities - All other | $11,404,000 | 425 |
| 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 | $363,713,000 | 202 |
| Mortgage-backed securities | $672,010,000 | 153 |
| Certificates of participation in pools of residential mortgages | $367,043,000 | 154 |
| Issued or guaranteed by U.S. | $367,043,000 | 153 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $304,967,000 | 156 |
| CMOs issued by government agencies or sponsored agencies | $304,967,000 | 143 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $412,724,000 | 69 |
| Available-for-sale securities (fair market value) | $545,482,000 | 255 |
| Total debt securities | $958,206,000 | 175 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $944,574,000 | 175 |
| U.S. Government securities | $676,851,000 | 169 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $676,851,000 | 167 |
| Securities issued by states & political subdivisions | $267,524,000 | 63 |
| Other domestic debt securities | $199,000 | 2,652 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $2,000 | 263 |
| Structured financial products - Total | $163,000 | 273 |
| Other domestic debt securities - All other | $34,000 | 2,100 |
| 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 | $299,478,000 | 214 |
| Mortgage-backed securities | $676,734,000 | 151 |
| Certificates of participation in pools of residential mortgages | $388,125,000 | 140 |
| Issued or guaranteed by U.S. | $388,125,000 | 140 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $288,609,000 | 157 |
| CMOs issued by government agencies or sponsored agencies | $288,609,000 | 137 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $427,909,000 | 68 |
| Available-for-sale securities (fair market value) | $516,665,000 | 262 |
| Total debt securities | $944,574,000 | 174 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $936,002,000 | 172 |
| U.S. Government securities | $678,454,000 | 173 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $678,454,000 | 167 |
| Securities issued by states & political subdivisions | $257,346,000 | 63 |
| Other domestic debt securities | $202,000 | 2,617 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $2,000 | 252 |
| Structured financial products - Total | $165,000 | 277 |
| Other domestic debt securities - All other | $35,000 | 2,070 |
| 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 | $272,560,000 | 223 |
| Mortgage-backed securities | $678,337,000 | 147 |
| Certificates of participation in pools of residential mortgages | $371,258,000 | 139 |
| Issued or guaranteed by U.S. | $371,258,000 | 138 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $307,079,000 | 149 |
| CMOs issued by government agencies or sponsored agencies | $307,079,000 | 131 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $441,220,000 | 66 |
| Available-for-sale securities (fair market value) | $494,782,000 | 265 |
| Total debt securities | $936,002,000 | 172 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $935,105,000 | 174 |
| U.S. Government securities | $683,258,000 | 171 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $683,258,000 | 164 |
| Securities issued by states & political subdivisions | $251,666,000 | 68 |
| Other domestic debt securities | $181,000 | 2,594 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $3,000 | 249 |
| Structured financial products - Total | $144,000 | 288 |
| Other domestic debt securities - All other | $34,000 | 2,005 |
| 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 | $285,731,000 | 214 |
| Mortgage-backed securities | $683,145,000 | 140 |
| Certificates of participation in pools of residential mortgages | $376,439,000 | 136 |
| Issued or guaranteed by U.S. | $376,439,000 | 135 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $306,706,000 | 143 |
| CMOs issued by government agencies or sponsored agencies | $306,706,000 | 125 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $347,155,000 | 74 |
| Available-for-sale securities (fair market value) | $587,950,000 | 228 |
| Total debt securities | $935,107,000 | 173 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $882,768,000 | 181 |
| U.S. Government securities | $630,511,000 | 184 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $630,511,000 | 178 |
| Securities issued by states & political subdivisions | $252,081,000 | 67 |
| Other domestic debt securities | $176,000 | 2,653 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $3,000 | 250 |
| Structured financial products - Total | $138,000 | 288 |
| Other domestic debt securities - All other | $35,000 | 2,049 |
| 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 | $634,492,000 | 121 |
| Mortgage-backed securities | $630,400,000 | 144 |
| Certificates of participation in pools of residential mortgages | $318,612,000 | 148 |
| Issued or guaranteed by U.S. | $318,612,000 | 147 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $311,788,000 | 144 |
| CMOs issued by government agencies or sponsored agencies | $311,788,000 | 123 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $310,484,000 | 79 |
| Available-for-sale securities (fair market value) | $572,284,000 | 233 |
| Total debt securities | $882,769,000 | 181 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $823,536,000 | 184 |
| U.S. Government securities | $573,286,000 | 196 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $573,286,000 | 190 |
| Securities issued by states & political subdivisions | $250,061,000 | 68 |
| Other domestic debt securities | $189,000 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $3,000 | 232 |
| Structured financial products - Total | $151,000 | 285 |
| Other domestic debt securities - All other | $35,000 | 2,058 |
| 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 | $271,091,000 | 232 |
| Mortgage-backed securities | $572,670,000 | 154 |
| Certificates of participation in pools of residential mortgages | $288,152,000 | 161 |
| Issued or guaranteed by U.S. | $288,152,000 | 160 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $284,518,000 | 148 |
| CMOs issued by government agencies or sponsored agencies | $284,518,000 | 122 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $287,428,000 | 76 |
| Available-for-sale securities (fair market value) | $536,108,000 | 240 |
| Total debt securities | $823,538,000 | 183 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $698,591,000 | 203 |
| U.S. Government securities | $427,368,000 | 237 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $427,368,000 | 229 |
| Securities issued by states & political subdivisions | $270,154,000 | 56 |
| Other domestic debt securities | $1,069,000 | 2,108 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $3,000 | 224 |
| Structured financial products - Total | $1,031,000 | 184 |
| Other domestic debt securities - All other | $35,000 | 2,109 |
| 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 | $241,917,000 | 242 |
| Mortgage-backed securities | $426,741,000 | 187 |
| Certificates of participation in pools of residential mortgages | $203,336,000 | 210 |
| Issued or guaranteed by U.S. | $203,336,000 | 207 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $223,405,000 | 174 |
| CMOs issued by government agencies or sponsored agencies | $223,405,000 | 139 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $184,313,000 | 103 |
| Available-for-sale securities (fair market value) | $514,278,000 | 234 |
| Total debt securities | $698,591,000 | 200 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $642,825,000 | 213 |
| U.S. Government securities | $383,007,000 | 256 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $383,007,000 | 246 |
| Securities issued by states & political subdivisions | $258,383,000 | 58 |
| Other domestic debt securities | $1,435,000 | 1,931 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $3,000 | 227 |
| Structured financial products - Total | $1,397,000 | 168 |
| Other domestic debt securities - All other | $35,000 | 2,077 |
| 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 | $253,861,000 | 241 |
| Mortgage-backed securities | $382,492,000 | 199 |
| Certificates of participation in pools of residential mortgages | $193,856,000 | 212 |
| Issued or guaranteed by U.S. | $193,856,000 | 210 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $188,636,000 | 191 |
| CMOs issued by government agencies or sponsored agencies | $188,636,000 | 156 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $170,596,000 | 118 |
| Available-for-sale securities (fair market value) | $472,229,000 | 246 |
| Total debt securities | $642,825,000 | 212 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| 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 | $637,155,000 | 211 |
| U.S. Government securities | $377,152,000 | 262 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $377,152,000 | 253 |
| Securities issued by states & political subdivisions | $257,214,000 | 57 |
| Other domestic debt securities | $2,789,000 | 1,556 |
| Privately issued residential mortgage-backed securities | $1,390,000 | 967 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $4,000 | 232 |
| Structured financial products - Total | $1,360,000 | 179 |
| Other domestic debt securities - All other | $35,000 | 2,100 |
| 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 | $251,702,000 | 250 |
| Mortgage-backed securities | $374,234,000 | 207 |
| Certificates of participation in pools of residential mortgages | $214,083,000 | 205 |
| Issued or guaranteed by U.S. | $214,083,000 | 203 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $160,151,000 | 227 |
| CMOs issued by government agencies or sponsored agencies | $158,761,000 | 181 |
| Privately issued | $1,390,000 | 931 |
| 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) | $163,485,000 | 119 |
| Available-for-sale securities (fair market value) | $473,670,000 | 251 |
| Total debt securities | $637,156,000 | 207 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| 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 | $561,193,000 | 236 |
| U.S. Government securities | $292,394,000 | 311 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $292,394,000 | 300 |
| Securities issued by states & political subdivisions | $262,223,000 | 56 |
| Other domestic debt securities | $6,576,000 | 1,068 |
| Privately issued residential mortgage-backed securities | $1,407,000 | 995 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $4,000 | 256 |
| Structured financial products - Total | $2,448,000 | 136 |
| Other domestic debt securities - All other | $2,717,000 | 894 |
| 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 | $261,691,000 | 249 |
| Mortgage-backed securities | $289,494,000 | 265 |
| Certificates of participation in pools of residential mortgages | $168,658,000 | 264 |
| Issued or guaranteed by U.S. | $168,658,000 | 262 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $120,836,000 | 265 |
| CMOs issued by government agencies or sponsored agencies | $119,429,000 | 211 |
| Privately issued | $1,407,000 | 956 |
| 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) | $149,509,000 | 128 |
| Available-for-sale securities (fair market value) | $411,684,000 | 279 |
| Total debt securities | $561,193,000 | 230 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $487,083,000 | 277 |
| U.S. Government securities | $209,535,000 | 443 |
| U.S. Treasury securities | $400,000 | 897 |
| U.S. Government agency obligations | $209,135,000 | 423 |
| Securities issued by states & political subdivisions | $266,266,000 | 59 |
| Other domestic debt securities | $11,282,000 | 824 |
| Privately issued residential mortgage-backed securities | $5,246,000 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $5,000 | 261 |
| Structured financial products - Total | $3,679,000 | 126 |
| Other domestic debt securities - All other | $2,352,000 | 1,025 |
| 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 | $284,770,000 | 220 |
| Mortgage-backed securities | $206,148,000 | 361 |
| Certificates of participation in pools of residential mortgages | $126,802,000 | 363 |
| Issued or guaranteed by U.S. | $126,802,000 | 358 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $79,346,000 | 368 |
| CMOs issued by government agencies or sponsored agencies | $74,100,000 | 294 |
| Privately issued | $5,246,000 | 652 |
| 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) | $8,726,000 | 1,222 |
| Available-for-sale securities (fair market value) | $478,357,000 | 242 |
| Total debt securities | $487,089,000 | 266 |
| 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 | $186,720,000 | 680 |
| U.S. Government securities | $90,958,000 | 945 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $90,958,000 | 907 |
| Securities issued by states & political subdivisions | $90,625,000 | 189 |
| Other domestic debt securities | $5,137,000 | 1,313 |
| Privately issued residential mortgage-backed securities | $3,896,000 | 782 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $5,000 | 284 |
| Structured financial products - Total | $1,232,000 | 233 |
| Other domestic debt securities - All other | $4,000 | 2,383 |
| 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 | $103,073,000 | 547 |
| Mortgage-backed securities | $94,854,000 | 677 |
| Certificates of participation in pools of residential mortgages | $54,439,000 | 760 |
| Issued or guaranteed by U.S. | $54,439,000 | 750 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $40,415,000 | 573 |
| CMOs issued by government agencies or sponsored agencies | $36,519,000 | 457 |
| Privately issued | $3,896,000 | 748 |
| 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) | $1,998,000 | 2,152 |
| Available-for-sale securities (fair market value) | $184,722,000 | 586 |
| Total debt securities | $186,721,000 | 662 |
| 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 | $154,502,000 | 806 |
| U.S. Government securities | $85,878,000 | 1,010 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $85,878,000 | 979 |
| Securities issued by states & political subdivisions | $63,433,000 | 276 |
| Other domestic debt securities | $5,191,000 | 1,214 |
| Privately issued residential mortgage-backed securities | $4,134,000 | 763 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,000 | 348 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,051,000 | 1,495 |
| 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 | $108,134,000 | 528 |
| Mortgage-backed securities | $90,012,000 | 723 |
| Certificates of participation in pools of residential mortgages | $49,575,000 | 865 |
| Issued or guaranteed by U.S. | $49,575,000 | 855 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $40,437,000 | 565 |
| CMOs issued by government agencies or sponsored agencies | $36,303,000 | 440 |
| Privately issued | $4,134,000 | 733 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,034,000 | 2,157 |
| Available-for-sale securities (fair market value) | $152,468,000 | 691 |
| Total debt securities | $154,501,000 | 790 |
| 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 | $179,573,000 | 678 |
| U.S. Government securities | $103,734,000 | 817 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $103,734,000 | 797 |
| Securities issued by states & political subdivisions | $69,586,000 | 241 |
| Other domestic debt securities | $6,253,000 | 1,075 |
| Privately issued residential mortgage-backed securities | $4,220,000 | 733 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,000 | 327 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,026,000 | 1,106 |
| 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 | $133,736,000 | 443 |
| Mortgage-backed securities | $107,954,000 | 614 |
| Certificates of participation in pools of residential mortgages | $51,961,000 | 800 |
| Issued or guaranteed by U.S. | $51,961,000 | 792 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $55,993,000 | 444 |
| CMOs issued by government agencies or sponsored agencies | $51,773,000 | 332 |
| Privately issued | $4,220,000 | 703 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,388,000 | 1,868 |
| Available-for-sale securities (fair market value) | $176,185,000 | 586 |
| Total debt securities | $179,574,000 | 668 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $209,599,000 | 575 |
| U.S. Government securities | $127,391,000 | 668 |
| U.S. Treasury securities | $1,506,000 | 551 |
| U.S. Government agency obligations | $125,885,000 | 659 |
| Securities issued by states & political subdivisions | $73,874,000 | 209 |
| Other domestic debt securities | $8,334,000 | 905 |
| Privately issued residential mortgage-backed securities | $4,318,000 | 735 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,000 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,004,000 | 730 |
| 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 | $121,460,000 | 473 |
| Mortgage-backed securities | $130,203,000 | 490 |
| Certificates of participation in pools of residential mortgages | $73,773,000 | 543 |
| Issued or guaranteed by U.S. | $73,773,000 | 536 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $56,430,000 | 430 |
| CMOs issued by government agencies or sponsored agencies | $52,112,000 | 311 |
| Privately issued | $4,318,000 | 704 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,693,000 | 1,823 |
| Available-for-sale securities (fair market value) | $205,906,000 | 494 |
| Total debt securities | $209,599,000 | 567 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $217,531,000 | 574 |
| U.S. Government securities | $130,516,000 | 645 |
| U.S. Treasury securities | $1,514,000 | 541 |
| U.S. Government agency obligations | $129,002,000 | 632 |
| Securities issued by states & political subdivisions | $78,781,000 | 198 |
| Other domestic debt securities | $8,234,000 | 958 |
| Privately issued residential mortgage-backed securities | $4,485,000 | 725 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,000 | 289 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,737,000 | 840 |
| 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 | $147,314,000 | 388 |
| Mortgage-backed securities | $116,516,000 | 545 |
| Certificates of participation in pools of residential mortgages | $77,764,000 | 519 |
| Issued or guaranteed by U.S. | $77,764,000 | 514 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $38,752,000 | 528 |
| CMOs issued by government agencies or sponsored agencies | $34,267,000 | 413 |
| Privately issued | $4,485,000 | 691 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,822,000 | 1,815 |
| Available-for-sale securities (fair market value) | $213,709,000 | 495 |
| Total debt securities | $217,532,000 | 560 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $217,584,000 | 576 |
| U.S. Government securities | $125,440,000 | 664 |
| U.S. Treasury securities | $1,533,000 | 555 |
| U.S. Government agency obligations | $123,907,000 | 658 |
| Securities issued by states & political subdivisions | $82,199,000 | 186 |
| Other domestic debt securities | $9,945,000 | 843 |
| Privately issued residential mortgage-backed securities | $4,902,000 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,000 | 283 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,031,000 | 697 |
| 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 | $146,627,000 | 385 |
| Mortgage-backed securities | $107,234,000 | 555 |
| Certificates of participation in pools of residential mortgages | $71,458,000 | 542 |
| Issued or guaranteed by U.S. | $71,458,000 | 535 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $35,776,000 | 554 |
| CMOs issued by government agencies or sponsored agencies | $30,874,000 | 437 |
| Privately issued | $4,902,000 | 633 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,982,000 | 2,003 |
| Available-for-sale securities (fair market value) | $214,602,000 | 504 |
| Total debt securities | $217,577,000 | 565 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $230,493,000 | 536 |
| U.S. Government securities | $136,550,000 | 611 |
| U.S. Treasury securities | $1,519,000 | 618 |
| U.S. Government agency obligations | $135,031,000 | 604 |
| Securities issued by states & political subdivisions | $83,685,000 | 182 |
| Other domestic debt securities | $10,258,000 | 780 |
| Privately issued residential mortgage-backed securities | $4,940,000 | 626 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $14,000 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,304,000 | 644 |
| 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 | $126,772,000 | 427 |
| Mortgage-backed securities | $110,028,000 | 518 |
| Certificates of participation in pools of residential mortgages | $74,247,000 | 486 |
| Issued or guaranteed by U.S. | $74,247,000 | 480 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $35,781,000 | 523 |
| CMOs issued by government agencies or sponsored agencies | $30,841,000 | 420 |
| Privately issued | $4,940,000 | 589 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,619,000 | 2,151 |
| Available-for-sale securities (fair market value) | $227,874,000 | 471 |
| Total debt securities | $230,488,000 | 525 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $242,610,000 | 508 |
| U.S. Government securities | $149,204,000 | 577 |
| U.S. Treasury securities | $1,511,000 | 655 |
| U.S. Government agency obligations | $147,693,000 | 571 |
| Securities issued by states & political subdivisions | $84,599,000 | 182 |
| Other domestic debt securities | $8,807,000 | 811 |
| Privately issued residential mortgage-backed securities | $5,194,000 | 583 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $15,000 | 263 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,598,000 | 785 |
| 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 | $140,020,000 | 387 |
| Mortgage-backed securities | $108,101,000 | 504 |
| Certificates of participation in pools of residential mortgages | $71,762,000 | 475 |
| Issued or guaranteed by U.S. | $71,762,000 | 470 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $36,339,000 | 494 |
| CMOs issued by government agencies or sponsored agencies | $31,145,000 | 408 |
| Privately issued | $5,194,000 | 552 |
| 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) | $909,000 | 2,789 |
| Available-for-sale securities (fair market value) | $241,701,000 | 441 |
| Total debt securities | $242,605,000 | 495 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $245,777,000 | 503 |
| U.S. Government securities | $152,292,000 | 572 |
| U.S. Treasury securities | $1,497,000 | 741 |
| U.S. Government agency obligations | $150,795,000 | 570 |
| Securities issued by states & political subdivisions | $84,401,000 | 179 |
| Other domestic debt securities | $9,084,000 | 756 |
| Privately issued residential mortgage-backed securities | $5,339,000 | 536 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $16,000 | 260 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,729,000 | 730 |
| 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 | $122,978,000 | 441 |
| Mortgage-backed securities | $109,789,000 | 507 |
| Certificates of participation in pools of residential mortgages | $72,997,000 | 469 |
| Issued or guaranteed by U.S. | $72,997,000 | 465 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $36,792,000 | 484 |
| CMOs issued by government agencies or sponsored agencies | $31,453,000 | 409 |
| Privately issued | $5,339,000 | 504 |
| 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) | $1,041,000 | 2,729 |
| Available-for-sale securities (fair market value) | $244,736,000 | 434 |
| Total debt securities | $245,772,000 | 491 |
| 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 | $169,846,000 | 716 |
| U.S. Government securities | $111,323,000 | 753 |
| U.S. Treasury securities | $1,504,000 | 795 |
| U.S. Government agency obligations | $109,819,000 | 741 |
| Securities issued by states & political subdivisions | $53,725,000 | 317 |
| Other domestic debt securities | $4,798,000 | 1,066 |
| Privately issued residential mortgage-backed securities | $4,295,000 | 569 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,000 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 1,690 |
| 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 | $76,683,000 | 689 |
| Mortgage-backed securities | $83,422,000 | 613 |
| Certificates of participation in pools of residential mortgages | $53,668,000 | 613 |
| Issued or guaranteed by U.S. | $53,668,000 | 601 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $29,754,000 | 550 |
| CMOs issued by government agencies or sponsored agencies | $25,459,000 | 462 |
| Privately issued | $4,295,000 | 532 |
| 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) | $598,000 | 3,019 |
| Available-for-sale securities (fair market value) | $169,248,000 | 599 |
| Total debt securities | $169,845,000 | 701 |
| 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 | $167,022,000 | 745 |
| U.S. Government securities | $109,331,000 | 799 |
| U.S. Treasury securities | $1,504,000 | 835 |
| U.S. Government agency obligations | $107,827,000 | 785 |
| Securities issued by states & political subdivisions | $53,242,000 | 323 |
| Other domestic debt securities | $4,449,000 | 1,096 |
| Privately issued residential mortgage-backed securities | $4,445,000 | 555 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,000 | 282 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,994,000 | 872 |
| Mortgage-backed securities | $81,687,000 | 635 |
| Certificates of participation in pools of residential mortgages | $56,215,000 | 599 |
| Issued or guaranteed by U.S. | $56,215,000 | 590 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $25,472,000 | 600 |
| CMOs issued by government agencies or sponsored agencies | $21,027,000 | 536 |
| Privately issued | $4,445,000 | 528 |
| 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) | $599,000 | 3,088 |
| Available-for-sale securities (fair market value) | $166,423,000 | 623 |
| Total debt securities | $167,018,000 | 730 |
| 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 | $164,517,000 | 767 |
| U.S. Government securities | $106,141,000 | 852 |
| U.S. Treasury securities | $1,495,000 | 884 |
| U.S. Government agency obligations | $104,646,000 | 836 |
| Securities issued by states & political subdivisions | $53,729,000 | 307 |
| Other domestic debt securities | $4,647,000 | 1,069 |
| Privately issued residential mortgage-backed securities | $4,643,000 | 539 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,000 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,708,000 | 859 |
| Mortgage-backed securities | $77,505,000 | 675 |
| Certificates of participation in pools of residential mortgages | $58,787,000 | 586 |
| Issued or guaranteed by U.S. | $58,787,000 | 577 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $18,718,000 | 715 |
| CMOs issued by government agencies or sponsored agencies | $14,075,000 | 682 |
| Privately issued | $4,643,000 | 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) | $604,000 | 3,146 |
| Available-for-sale securities (fair market value) | $163,913,000 | 637 |
| Total debt securities | $164,513,000 | 751 |
| 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 | $162,591,000 | 777 |
| U.S. Government securities | $108,231,000 | 835 |
| U.S. Treasury securities | $1,485,000 | 935 |
| U.S. Government agency obligations | $106,746,000 | 819 |
| Securities issued by states & political subdivisions | $49,599,000 | 336 |
| Other domestic debt securities | $4,761,000 | 1,050 |
| Privately issued residential mortgage-backed securities | $4,757,000 | 520 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,000 | 301 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $97,054,000 | 554 |
| Mortgage-backed securities | $80,111,000 | 658 |
| Certificates of participation in pools of residential mortgages | $60,734,000 | 580 |
| Issued or guaranteed by U.S. | $60,734,000 | 572 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $19,377,000 | 697 |
| CMOs issued by government agencies or sponsored agencies | $14,620,000 | 669 |
| Privately issued | $4,757,000 | 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) | $604,000 | 3,177 |
| Available-for-sale securities (fair market value) | $161,987,000 | 653 |
| Total debt securities | $162,585,000 | 765 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $142,558,000 | 874 |
| U.S. Government securities | $86,857,000 | 1,058 |
| U.S. Treasury securities | $1,494,000 | 982 |
| U.S. Government agency obligations | $85,363,000 | 1,032 |
| Securities issued by states & political subdivisions | $50,661,000 | 327 |
| Other domestic debt securities | $5,040,000 | 1,049 |
| Privately issued residential mortgage-backed securities | $5,035,000 | 513 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,000 | 311 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,936,000 | 531 |
| Mortgage-backed securities | $57,782,000 | 842 |
| Certificates of participation in pools of residential mortgages | $37,199,000 | 866 |
| Issued or guaranteed by U.S. | $37,199,000 | 858 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $20,583,000 | 679 |
| CMOs issued by government agencies or sponsored agencies | $15,548,000 | 647 |
| Privately issued | $5,035,000 | 481 |
| 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) | $605,000 | 3,240 |
| Available-for-sale securities (fair market value) | $141,953,000 | 738 |
| Total debt securities | $142,559,000 | 858 |
| 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 | $130,784,000 | 945 |
| U.S. Government securities | $77,878,000 | 1,153 |
| U.S. Treasury securities | $1,487,000 | 1,012 |
| U.S. Government agency obligations | $76,391,000 | 1,135 |
| Securities issued by states & political subdivisions | $49,637,000 | 333 |
| Other domestic debt securities | $3,269,000 | 1,293 |
| Privately issued residential mortgage-backed securities | $3,263,000 | 570 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,000 | 313 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $103,529,000 | 528 |
| Mortgage-backed securities | $51,180,000 | 925 |
| Certificates of participation in pools of residential mortgages | $35,624,000 | 895 |
| Issued or guaranteed by U.S. | $35,624,000 | 890 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $15,556,000 | 798 |
| CMOs issued by government agencies or sponsored agencies | $12,293,000 | 754 |
| Privately issued | $3,263,000 | 534 |
| 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) | $6,000 | 4,170 |
| Available-for-sale securities (fair market value) | $130,778,000 | 803 |
| Total debt securities | $130,786,000 | 932 |
| 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 | $131,067,000 | 929 |
| U.S. Government securities | $78,693,000 | 1,143 |
| U.S. Treasury securities | $1,495,000 | 998 |
| U.S. Government agency obligations | $77,198,000 | 1,121 |
| Securities issued by states & political subdivisions | $48,875,000 | 338 |
| Other domestic debt securities | $3,499,000 | 1,285 |
| Privately issued residential mortgage-backed securities | $3,493,000 | 555 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,000 | 324 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $101,427,000 | 523 |
| Mortgage-backed securities | $53,204,000 | 899 |
| Certificates of participation in pools of residential mortgages | $36,521,000 | 893 |
| Issued or guaranteed by U.S. | $36,521,000 | 887 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $16,683,000 | 771 |
| CMOs issued by government agencies or sponsored agencies | $13,190,000 | 737 |
| Privately issued | $3,493,000 | 518 |
| 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) | $6,000 | 4,233 |
| Available-for-sale securities (fair market value) | $131,061,000 | 786 |
| Total debt securities | $131,069,000 | 913 |
| 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 | $130,678,000 | 939 |
| U.S. Government securities | $77,792,000 | 1,152 |
| U.S. Treasury securities | $1,483,000 | 1,061 |
| U.S. Government agency obligations | $76,309,000 | 1,134 |
| Securities issued by states & political subdivisions | $49,206,000 | 342 |
| Other domestic debt securities | $3,680,000 | 1,276 |
| Privately issued residential mortgage-backed securities | $3,673,000 | 542 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,000 | 331 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,304,000 | 610 |
| Mortgage-backed securities | $55,188,000 | 893 |
| Certificates of participation in pools of residential mortgages | $37,547,000 | 896 |
| Issued or guaranteed by U.S. | $37,547,000 | 889 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $17,641,000 | 765 |
| CMOs issued by government agencies or sponsored agencies | $13,968,000 | 726 |
| Privately issued | $3,673,000 | 509 |
| 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) | $7,000 | 4,281 |
| Available-for-sale securities (fair market value) | $130,671,000 | 789 |
| Total debt securities | $130,679,000 | 916 |
| 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 | $127,331,000 | 980 |
| U.S. Government securities | $80,689,000 | 1,141 |
| U.S. Treasury securities | $1,495,000 | 1,118 |
| U.S. Government agency obligations | $79,194,000 | 1,117 |
| Securities issued by states & political subdivisions | $46,618,000 | 346 |
| Other domestic debt securities | $24,000 | 3,381 |
| Privately issued residential mortgage-backed securities | $24,000 | 1,176 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,956,000 | 590 |
| Mortgage-backed securities | $55,471,000 | 935 |
| Certificates of participation in pools of residential mortgages | $37,224,000 | 937 |
| Issued or guaranteed by U.S. | $37,224,000 | 928 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $18,247,000 | 767 |
| CMOs issued by government agencies or sponsored agencies | $18,223,000 | 628 |
| Privately issued | $24,000 | 1,075 |
| 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) | $7,000 | 4,354 |
| Available-for-sale securities (fair market value) | $127,324,000 | 830 |
| Total debt securities | $127,330,000 | 954 |
| 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 | $130,490,000 | 981 |
| U.S. Government securities | $83,306,000 | 1,126 |
| U.S. Treasury securities | $1,496,000 | 1,138 |
| U.S. Government agency obligations | $81,810,000 | 1,104 |
| Securities issued by states & political subdivisions | $47,159,000 | 347 |
| Other domestic debt securities | $25,000 | 3,436 |
| Privately issued residential mortgage-backed securities | $25,000 | 1,165 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,038,000 | 557 |
| Mortgage-backed securities | $59,366,000 | 902 |
| Certificates of participation in pools of residential mortgages | $39,945,000 | 893 |
| Issued or guaranteed by U.S. | $39,945,000 | 886 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $19,421,000 | 752 |
| CMOs issued by government agencies or sponsored agencies | $19,396,000 | 627 |
| Privately issued | $25,000 | 1,068 |
| 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) | $122,000 | 4,122 |
| Available-for-sale securities (fair market value) | $130,368,000 | 835 |
| Total debt securities | $130,489,000 | 957 |
| 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 | $128,829,000 | 992 |
| U.S. Government securities | $75,500,000 | 1,233 |
| U.S. Treasury securities | $1,489,000 | 1,164 |
| U.S. Government agency obligations | $74,011,000 | 1,209 |
| Securities issued by states & political subdivisions | $53,296,000 | 300 |
| Other domestic debt securities | $33,000 | 3,489 |
| Privately issued residential mortgage-backed securities | $33,000 | 1,114 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $85,948,000 | 581 |
| Mortgage-backed securities | $62,984,000 | 856 |
| Certificates of participation in pools of residential mortgages | $42,666,000 | 850 |
| Issued or guaranteed by U.S. | $42,666,000 | 845 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $20,318,000 | 719 |
| CMOs issued by government agencies or sponsored agencies | $20,285,000 | 610 |
| Privately issued | $33,000 | 1,017 |
| 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) | $275,000 | 3,928 |
| Available-for-sale securities (fair market value) | $128,554,000 | 851 |
| Total debt securities | $128,829,000 | 958 |
| 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 | $125,856,000 | 1,019 |
| U.S. Government securities | $74,023,000 | 1,275 |
| U.S. Treasury securities | $1,497,000 | 1,213 |
| U.S. Government agency obligations | $72,526,000 | 1,252 |
| Securities issued by states & political subdivisions | $51,294,000 | 301 |
| Other domestic debt securities | $539,000 | 2,808 |
| Privately issued residential mortgage-backed securities | $35,000 | 1,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $504,000 | 2,492 |
| 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 | $78,063,000 | 607 |
| Mortgage-backed securities | $61,205,000 | 890 |
| Certificates of participation in pools of residential mortgages | $44,723,000 | 819 |
| Issued or guaranteed by U.S. | $44,723,000 | 814 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $16,482,000 | 832 |
| CMOs issued by government agencies or sponsored agencies | $16,447,000 | 702 |
| Privately issued | $35,000 | 1,008 |
| 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) | $276,000 | 3,969 |
| Available-for-sale securities (fair market value) | $125,580,000 | 873 |
| Total debt securities | $125,856,000 | 984 |
| 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 | $132,374,000 | 979 |
| U.S. Government securities | $81,067,000 | 1,163 |
| U.S. Treasury securities | $1,498,000 | 1,197 |
| U.S. Government agency obligations | $79,569,000 | 1,142 |
| Securities issued by states & political subdivisions | $50,760,000 | 311 |
| Other domestic debt securities | $547,000 | 2,896 |
| Privately issued residential mortgage-backed securities | $37,000 | 1,162 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $510,000 | 2,561 |
| 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 | $81,281,000 | 577 |
| Mortgage-backed securities | $67,751,000 | 847 |
| Certificates of participation in pools of residential mortgages | $49,616,000 | 773 |
| Issued or guaranteed by U.S. | $49,616,000 | 766 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $18,135,000 | 810 |
| CMOs issued by government agencies or sponsored agencies | $18,098,000 | 689 |
| Privately issued | $37,000 | 1,060 |
| 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) | $286,000 | 4,009 |
| Available-for-sale securities (fair market value) | $132,088,000 | 826 |
| Total debt securities | $132,367,000 | 950 |
| 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 | $133,208,000 | 1,013 |
| U.S. Government securities | $80,449,000 | 1,238 |
| U.S. Treasury securities | $1,497,000 | 1,276 |
| U.S. Government agency obligations | $78,952,000 | 1,207 |
| Securities issued by states & political subdivisions | $52,203,000 | 295 |
| Other domestic debt securities | $556,000 | 2,936 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $40,000 | 383 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $516,000 | 2,676 |
| 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 | $84,034,000 | 557 |
| Mortgage-backed securities | $67,337,000 | 863 |
| Certificates of participation in pools of residential mortgages | $49,073,000 | 792 |
| Issued or guaranteed by U.S. | $49,073,000 | 785 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $18,264,000 | 802 |
| CMOs issued by government agencies or sponsored agencies | $18,264,000 | 742 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $871,000 | 3,487 |
| Available-for-sale securities (fair market value) | $132,337,000 | 864 |
| Total debt securities | $133,209,000 | 975 |
| 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 | $103,732,000 | 1,281 |
| U.S. Government securities | $48,923,000 | 1,897 |
| U.S. Treasury securities | $1,497,000 | 1,303 |
| U.S. Government agency obligations | $47,426,000 | 1,878 |
| Securities issued by states & political subdivisions | $53,742,000 | 283 |
| Other domestic debt securities | $1,067,000 | 2,609 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $43,000 | 395 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,024,000 | 2,369 |
| 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 | $84,208,000 | 556 |
| Mortgage-backed securities | $42,361,000 | 1,208 |
| Certificates of participation in pools of residential mortgages | $23,659,000 | 1,365 |
| Issued or guaranteed by U.S. | $23,659,000 | 1,359 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $18,702,000 | 805 |
| CMOs issued by government agencies or sponsored agencies | $18,702,000 | 743 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $948,000 | 3,458 |
| Available-for-sale securities (fair market value) | $102,784,000 | 1,106 |
| Total debt securities | $103,735,000 | 1,230 |
| 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 | $115,651,000 | 1,135 |
| U.S. Government securities | $57,482,000 | 1,572 |
| U.S. Treasury securities | $1,498,000 | 1,322 |
| U.S. Government agency obligations | $55,984,000 | 1,552 |
| Securities issued by states & political subdivisions | $56,517,000 | 262 |
| Other domestic debt securities | $1,652,000 | 2,337 |
| Privately issued residential mortgage-backed securities | $569,000 | 790 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $49,000 | 414 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,034,000 | 2,409 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $92,325,000 | 485 |
| Mortgage-backed securities | $51,433,000 | 1,043 |
| Certificates of participation in pools of residential mortgages | $30,545,000 | 1,112 |
| Issued or guaranteed by U.S. | $30,545,000 | 1,108 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $20,888,000 | 796 |
| CMOs issued by government agencies or sponsored agencies | $20,319,000 | 748 |
| Privately issued | $569,000 | 699 |
| 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) | $1,182,000 | 3,328 |
| Available-for-sale securities (fair market value) | $114,469,000 | 971 |
| Total debt securities | $115,651,000 | 1,089 |
| 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 | $102,900,000 | 1,243 |
| U.S. Government securities | $44,715,000 | 1,949 |
| U.S. Treasury securities | $125,000 | 2,284 |
| U.S. Government agency obligations | $44,590,000 | 1,883 |
| Securities issued by states & political subdivisions | $55,243,000 | 262 |
| Other domestic debt securities | $2,942,000 | 1,876 |
| Privately issued residential mortgage-backed securities | $1,328,000 | 618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $50,000 | 421 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,564,000 | 2,102 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $89,211,000 | 492 |
| Mortgage-backed securities | $39,759,000 | 1,242 |
| Certificates of participation in pools of residential mortgages | $35,990,000 | 961 |
| Issued or guaranteed by U.S. | $35,990,000 | 957 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $3,769,000 | 2,047 |
| CMOs issued by government agencies or sponsored agencies | $2,441,000 | 2,278 |
| Privately issued | $1,328,000 | 551 |
| 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) | $1,258,000 | 3,342 |
| Available-for-sale securities (fair market value) | $101,642,000 | 1,060 |
| Total debt securities | $102,900,000 | 1,190 |
| 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 | $114,844,000 | 1,081 |
| U.S. Government securities | $51,189,000 | 1,698 |
| U.S. Treasury securities | $125,000 | 2,435 |
| U.S. Government agency obligations | $51,064,000 | 1,629 |
| Securities issued by states & political subdivisions | $57,898,000 | 234 |
| Other domestic debt securities | $5,757,000 | 1,284 |
| Privately issued residential mortgage-backed securities | $4,140,000 | 415 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $54,000 | 444 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,563,000 | 2,124 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,176,000 | 554 |
| Mortgage-backed securities | $40,031,000 | 1,210 |
| Certificates of participation in pools of residential mortgages | $30,667,000 | 1,053 |
| Issued or guaranteed by U.S. | $30,667,000 | 1,044 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $9,364,000 | 1,322 |
| CMOs issued by government agencies or sponsored agencies | $5,224,000 | 1,695 |
| Privately issued | $4,140,000 | 369 |
| 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) | $1,262,000 | 3,413 |
| Available-for-sale securities (fair market value) | $113,582,000 | 933 |
| Total debt securities | $114,844,000 | 1,041 |
| 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 | $138,596,000 | 831 |
| U.S. Government securities | $64,617,000 | 1,259 |
| U.S. Treasury securities | $125,000 | 3,041 |
| U.S. Government agency obligations | $64,492,000 | 1,188 |
| Securities issued by states & political subdivisions | $40,325,000 | 346 |
| Other domestic debt securities | $33,654,000 | 427 |
| Privately issued residential mortgage-backed securities | $27,982,000 | 204 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $76,000 | 486 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,596,000 | 1,057 |
| 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 | $95,947,000 | 443 |
| Mortgage-backed securities | $73,298,000 | 715 |
| Certificates of participation in pools of residential mortgages | $30,339,000 | 953 |
| Issued or guaranteed by U.S. | $30,339,000 | 945 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $42,959,000 | 500 |
| CMOs issued by government agencies or sponsored agencies | $14,977,000 | 916 |
| Privately issued | $27,982,000 | 181 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,045,000 | 2,777 |
| Available-for-sale securities (fair market value) | $135,551,000 | 715 |
| Total debt securities | $138,597,000 | 809 |
| 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 | $176,830,000 | 640 |
| U.S. Government securities | $81,493,000 | 1,018 |
| U.S. Treasury securities | $250,000 | 3,826 |
| U.S. Government agency obligations | $81,243,000 | 951 |
| Securities issued by states & political subdivisions | $49,514,000 | 250 |
| Other domestic debt securities | $42,215,000 | 318 |
| Privately issued residential mortgage-backed securities | $37,533,000 | 145 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,682,000 | 1,042 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $3,608,000 | 1,070 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $132,673,000 | 345 |
| Mortgage-backed securities | $92,690,000 | 508 |
| Certificates of participation in pools of residential mortgages | $36,854,000 | 680 |
| Issued or guaranteed by U.S. | $36,854,000 | 672 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $55,836,000 | 352 |
| CMOs issued by government agencies or sponsored agencies | $18,303,000 | 637 |
| Privately issued | $37,533,000 | 124 |
| 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) | $4,795,000 | 2,831 |
| Available-for-sale securities (fair market value) | $172,035,000 | 524 |
| Total debt securities | $173,222,000 | 620 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $204,483,000 | 598 |
| U.S. Government securities | $92,228,000 | 936 |
| U.S. Treasury securities | $250,000 | 4,992 |
| U.S. Government agency obligations | $91,978,000 | 869 |
| Securities issued by states & political subdivisions | $61,829,000 | 192 |
| Other domestic debt securities | $47,241,000 | 316 |
| Privately issued residential mortgage-backed securities | $40,413,000 | 157 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,828,000 | 826 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $3,185,000 | 1,130 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $145,097,000 | 347 |
| Mortgage-backed securities | $106,559,000 | 505 |
| Certificates of participation in pools of residential mortgages | $11,923,000 | 1,661 |
| Issued or guaranteed by U.S. | $11,923,000 | 1,650 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $94,636,000 | 280 |
| CMOs issued by government agencies or sponsored agencies | $54,223,000 | 351 |
| Privately issued | $40,413,000 | 131 |
| 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) | $8,658,000 | 2,295 |
| Available-for-sale securities (fair market value) | $195,825,000 | 501 |
| Total debt securities | $201,298,000 | 584 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $207,245,000 | 599 |
| U.S. Government securities | $100,040,000 | 905 |
| U.S. Treasury securities | $11,226,000 | 1,153 |
| U.S. Government agency obligations | $88,814,000 | 879 |
| Securities issued by states & political subdivisions | $68,107,000 | 174 |
| Other domestic debt securities | $36,934,000 | 318 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $36,934,000 | 214 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $2,164,000 | 1,445 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $125,778,000 | 336 |
| Mortgage-backed securities | $47,960,000 | 936 |
| Certificates of participation in pools of residential mortgages | $3,615,000 | 3,507 |
| Issued or guaranteed by U.S. | $3,615,000 | 3,489 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $44,345,000 | 444 |
| CMOs issued by government agencies or sponsored agencies | $44,345,000 | 390 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,136,000 | 1,817 |
| Available-for-sale securities (fair market value) | $193,109,000 | 505 |
| Total debt securities | $205,081,000 | 587 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $154,838,000 | 774 |
| U.S. Government securities | $77,264,000 | 1,191 |
| U.S. Treasury securities | $7,933,000 | 2,271 |
| U.S. Government agency obligations | $69,331,000 | 1,052 |
| Securities issued by states & political subdivisions | $63,104,000 | 158 |
| Other domestic debt securities | $12,419,000 | 503 |
| 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 | $12,419,000 | 363 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $2,051,000 | 1,454 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,314,000 | 487 |
| Mortgage-backed securities | $15,554,000 | 1,961 |
| Certificates of participation in pools of residential mortgages | $1,103,000 | 5,243 |
| Issued or guaranteed by U.S. | $1,103,000 | 5,224 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $14,451,000 | 859 |
| CMOs issued by government agencies or sponsored agencies | $14,451,000 | 821 |
| 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) | $24,767,000 | 1,400 |
| Available-for-sale securities (fair market value) | $130,071,000 | 652 |
| Total debt securities | $152,787,000 | 753 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $169,296,000 | 740 |
| U.S. Government securities | $89,251,000 | 1,101 |
| U.S. Treasury securities | $9,433,000 | 2,354 |
| U.S. Government agency obligations | $79,818,000 | 957 |
| Securities issued by states & political subdivisions | $55,919,000 | 179 |
| Other domestic debt securities | $22,097,000 | 339 |
| Privately issued residential mortgage-backed securities | $3,568,000 | 419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,529,000 | 229 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $2,029,000 | 1,455 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $89,206,000 | 438 |
| Mortgage-backed securities | $20,754,000 | 1,815 |
| Certificates of participation in pools of residential mortgages | $11,210,000 | 2,001 |
| Issued or guaranteed by U.S. | $11,210,000 | 1,984 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $9,544,000 | 1,306 |
| CMOs issued by government agencies or sponsored agencies | $5,976,000 | 1,635 |
| Privately issued | $3,568,000 | 298 |
| 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) | $35,461,000 | 1,151 |
| Available-for-sale securities (fair market value) | $133,835,000 | 655 |
| Total debt securities | $167,267,000 | 726 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $172,648,000 | 768 |
| U.S. Government securities | $97,610,000 | 1,044 |
| U.S. Treasury securities | $3,028,000 | 5,970 |
| U.S. Government agency obligations | $94,582,000 | 822 |
| Securities issued by states & political subdivisions | $48,663,000 | 215 |
| Other domestic debt securities | $24,483,000 | 388 |
| Privately issued residential mortgage-backed securities | $2,779,000 | 524 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,704,000 | 264 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $1,892,000 | 1,478 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $90,000,000 | 459 |
| Mortgage-backed securities | $26,309,000 | 1,583 |
| Certificates of participation in pools of residential mortgages | $18,585,000 | 1,393 |
| Issued or guaranteed by U.S. | $18,585,000 | 1,375 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $7,724,000 | 1,638 |
| CMOs issued by government agencies or sponsored agencies | $4,945,000 | 2,079 |
| Privately issued | $2,779,000 | 367 |
| 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) | $43,789,000 | 976 |
| Available-for-sale securities (fair market value) | $128,859,000 | 689 |
| Total debt securities | $170,756,000 | 756 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $147,425,000 | 905 |
| U.S. Government securities | $87,508,000 | 1,223 |
| U.S. Treasury securities | $18,319,000 | 1,929 |
| U.S. Government agency obligations | $69,189,000 | 1,047 |
| Securities issued by states & political subdivisions | $37,744,000 | 283 |
| Other domestic debt securities | $20,294,000 | 460 |
| Privately issued residential mortgage-backed securities | $1,686,000 | 714 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,608,000 | 322 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $1,879,000 | 1,362 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,029,000 | 480 |
| Mortgage-backed securities | $20,978,000 | 1,975 |
| Certificates of participation in pools of residential mortgages | $15,322,000 | 1,680 |
| Issued or guaranteed by U.S. | $15,322,000 | 1,660 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $5,656,000 | 2,143 |
| CMOs issued by government agencies or sponsored agencies | $3,970,000 | 2,493 |
| Privately issued | $1,686,000 | 539 |
| 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) | $59,018,000 | 1,259 |
| Available-for-sale securities (fair market value) | $88,407,000 | 636 |
| Total debt securities | $145,546,000 | 895 |
| 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 | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $169,220,000 | 829 |
| U.S. Government securities | $95,276,000 | 1,160 |
| U.S. Treasury securities | $27,367,000 | 1,368 |
| U.S. Government agency obligations | $67,909,000 | 1,099 |
| Securities issued by states & political subdivisions | $36,483,000 | 290 |
| Other domestic debt securities | $35,582,000 | 376 |
| Privately issued residential mortgage-backed securities | $3,366,000 | 628 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $32,216,000 | 250 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $1,879,000 | 1,484 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,665,000 | 464 |
| Mortgage-backed securities | $22,592,000 | 2,086 |
| Certificates of participation in pools of residential mortgages | $14,307,000 | 1,924 |
| Issued or guaranteed by U.S. | $14,307,000 | 1,887 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $8,285,000 | 1,922 |
| CMOs issued by government agencies or sponsored agencies | $4,919,000 | 2,492 |
| Privately issued | $3,366,000 | 424 |
| 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 | $167,341,000 | 818 |
| 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 | $161,898,000 | 844 |
| U.S. Government securities | $102,283,000 | 1,063 |
| U.S. Treasury securities | $33,821,000 | 1,088 |
| U.S. Government agency obligations | $68,462,000 | 1,051 |
| Securities issued by states & political subdivisions | $27,577,000 | 371 |
| Other domestic debt securities | $31,731,000 | 443 |
| Privately issued residential mortgage-backed securities | $5,300,000 | 656 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $26,431,000 | 332 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $307,000 | 3,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,629,000 | 416 |
| Mortgage-backed securities | $12,924,000 | 3,164 |
| Certificates of participation in pools of residential mortgages | $6,609,000 | 3,346 |
| Issued or guaranteed by U.S. | $6,609,000 | 3,299 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $6,315,000 | 2,295 |
| CMOs issued by government agencies or sponsored agencies | $1,015,000 | 4,610 |
| Privately issued | $5,300,000 | 448 |
| 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 | $161,591,000 | 829 |
| 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 |