Home > German American Bank > Securities
German American Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $1,592,720,000 | 177 |
| U.S. Government securities | $821,048,000 | 216 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $821,048,000 | 201 |
| Securities issued by states & political subdivisions | $768,876,000 | 45 |
| Other domestic debt securities | $2,796,000 | 1,619 |
| Privately issued residential mortgage-backed securities | $2,796,000 | 424 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $366,576,000 | 308 |
| Mortgage-backed securities | $805,019,000 | 173 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $445,127,000 | 167 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $148,718,000 | 179 |
| Privately issued | $2,796,000 | 323 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $204,818,000 | 73 |
| Other commercial mortgage-backed securities | $3,560,000 | 801 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $1,592,720,000 | 141 |
| Total debt securities | $1,592,721,000 | 173 |
| 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 | $1,473,009,000 | 189 |
| U.S. Government securities | $790,408,000 | 222 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $790,408,000 | 206 |
| Securities issued by states & political subdivisions | $679,187,000 | 50 |
| Other domestic debt securities | $3,414,000 | 1,511 |
| Privately issued residential mortgage-backed securities | $3,414,000 | 387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $376,326,000 | 292 |
| Mortgage-backed securities | $775,836,000 | 176 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $423,890,000 | 170 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $146,650,000 | 181 |
| Privately issued | $3,414,000 | 300 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $198,513,000 | 75 |
| Other commercial mortgage-backed securities | $3,369,000 | 801 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $1,473,009,000 | 150 |
| Total debt securities | $1,473,008,000 | 186 |
| 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 | $1,595,495,000 | 181 |
| U.S. Government securities | $844,547,000 | 209 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $844,547,000 | 198 |
| Securities issued by states & political subdivisions | $747,307,000 | 45 |
| Other domestic debt securities | $3,641,000 | 1,496 |
| Privately issued residential mortgage-backed securities | $3,641,000 | 387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $374,291,000 | 298 |
| Mortgage-backed securities | $829,395,000 | 164 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $458,481,000 | 162 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $156,090,000 | 171 |
| Privately issued | $3,641,000 | 295 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $207,596,000 | 72 |
| Other commercial mortgage-backed securities | $3,587,000 | 790 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $1,595,495,000 | 141 |
| Total debt securities | $1,595,495,000 | 178 |
| 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 | $1,663,945,000 | 184 |
| U.S. Government securities | $879,207,000 | 216 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $879,207,000 | 192 |
| Securities issued by states & political subdivisions | $780,640,000 | 49 |
| Other domestic debt securities | $4,098,000 | 1,482 |
| Privately issued residential mortgage-backed securities | $4,098,000 | 388 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $352,712,000 | 307 |
| Mortgage-backed securities | $863,887,000 | 170 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $474,847,000 | 167 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $164,687,000 | 177 |
| Privately issued | $4,098,000 | 297 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $216,515,000 | 76 |
| Other commercial mortgage-backed securities | $3,740,000 | 800 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $1,663,945,000 | 144 |
| Total debt securities | $1,663,946,000 | 181 |
| 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 | $1,757,346,000 | 182 |
| U.S. Government securities | $961,596,000 | 210 |
| U.S. Treasury securities | $64,119,000 | 448 |
| U.S. Government agency obligations | $897,477,000 | 195 |
| Securities issued by states & political subdivisions | $777,852,000 | 53 |
| Other domestic debt securities | $17,898,000 | 794 |
| Privately issued residential mortgage-backed securities | $4,582,000 | 378 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $13,316,000 | 228 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $354,123,000 | 266 |
| Mortgage-backed securities | $872,323,000 | 176 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $482,229,000 | 171 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $166,149,000 | 178 |
| Privately issued | $4,582,000 | 274 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $215,572,000 | 75 |
| Other commercial mortgage-backed securities | $3,791,000 | 796 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $1,757,346,000 | 147 |
| Total debt securities | $1,757,345,000 | 178 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $9,899,000 | 132 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $9,749,000 | 96 |
| 2022-09-30 | Rank | |
| Total securities | $1,695,370,000 | 187 |
| U.S. Government securities | $913,288,000 | 219 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $913,288,000 | 192 |
| Securities issued by states & political subdivisions | $771,994,000 | 56 |
| Other domestic debt securities | $10,088,000 | 1,050 |
| Privately issued residential mortgage-backed securities | $5,323,000 | 348 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $4,765,000 | 266 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $277,920,000 | 313 |
| Mortgage-backed securities | $888,916,000 | 177 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $485,864,000 | 173 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $172,258,000 | 175 |
| Privately issued | $5,323,000 | 268 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $221,586,000 | 75 |
| Other commercial mortgage-backed securities | $3,885,000 | 820 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $1,695,370,000 | 153 |
| Total debt securities | $1,695,371,000 | 184 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $10,554,000 | 124 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $10,352,000 | 98 |
| 2022-06-30 | Rank | |
| Total securities | $1,815,070,000 | 184 |
| U.S. Government securities | $976,496,000 | 215 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $976,496,000 | 189 |
| Securities issued by states & political subdivisions | $830,208,000 | 56 |
| Other domestic debt securities | $8,366,000 | 1,083 |
| Privately issued residential mortgage-backed securities | $8,366,000 | 296 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $284,699,000 | 304 |
| Mortgage-backed securities | $963,495,000 | 174 |
| Certificates of participation in pools of residential mortgages | $527,204,000 | 169 |
| Issued or guaranteed by U.S. | $527,204,000 | 169 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $198,385,000 | 192 |
| CMOs issued by government agencies or sponsored agencies | $190,019,000 | 168 |
| Privately issued | $8,366,000 | 227 |
| Commercial mortgage-backed securities | $237,906,000 | 151 |
| Commercial mortgage pass-through securities | $233,807,000 | 76 |
| Other commercial mortgage-backed securities | $4,099,000 | 863 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $1,815,070,000 | 153 |
| Total debt securities | $1,815,070,000 | 182 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $5,919,000 | 134 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $5,817,000 | 96 |
| 2022-03-31 | Rank | |
| Total securities | $1,918,071,000 | 176 |
| U.S. Government securities | $1,029,718,000 | 204 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $1,029,718,000 | 184 |
| Securities issued by states & political subdivisions | $879,868,000 | 52 |
| Other domestic debt securities | $8,485,000 | 1,049 |
| Privately issued residential mortgage-backed securities | $8,485,000 | 271 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $288,083,000 | 296 |
| Mortgage-backed securities | $1,016,391,000 | 170 |
| Certificates of participation in pools of residential mortgages | $561,424,000 | 167 |
| Issued or guaranteed by U.S. | $561,424,000 | 167 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $214,931,000 | 182 |
| CMOs issued by government agencies or sponsored agencies | $206,446,000 | 161 |
| Privately issued | $8,485,000 | 208 |
| Commercial mortgage-backed securities | $240,036,000 | 147 |
| Commercial mortgage pass-through securities | $235,621,000 | 75 |
| Other commercial mortgage-backed securities | $4,415,000 | 841 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $1,918,071,000 | 151 |
| Total debt securities | $1,918,071,000 | 174 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $3,473,000 | 161 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $3,501,000 | 105 |
| 2021-12-31 | Rank | |
| Total securities | $1,884,708,000 | 175 |
| U.S. Government securities | $959,002,000 | 213 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $959,002,000 | 195 |
| Securities issued by states & political subdivisions | $925,706,000 | 50 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $222,896,000 | 349 |
| Mortgage-backed securities | $951,714,000 | 178 |
| Certificates of participation in pools of residential mortgages | $611,374,000 | 161 |
| Issued or guaranteed by U.S. | $611,374,000 | 160 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $161,250,000 | 223 |
| CMOs issued by government agencies or sponsored agencies | $161,250,000 | 200 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $179,090,000 | 173 |
| Commercial mortgage pass-through securities | $179,090,000 | 88 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $1,884,708,000 | 153 |
| Total debt securities | $1,884,708,000 | 173 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $4,519,000 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $4,762,000 | 94 |
| 2021-09-30 | Rank | |
| Total securities | $1,693,968,000 | 182 |
| U.S. Government securities | $860,515,000 | 222 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $860,515,000 | 204 |
| Securities issued by states & political subdivisions | $833,453,000 | 50 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $190,514,000 | 387 |
| Mortgage-backed securities | $853,160,000 | 185 |
| Certificates of participation in pools of residential mortgages | $533,705,000 | 176 |
| Issued or guaranteed by U.S. | $533,705,000 | 175 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $176,094,000 | 213 |
| CMOs issued by government agencies or sponsored agencies | $176,094,000 | 191 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $143,361,000 | 192 |
| Commercial mortgage pass-through securities | $143,361,000 | 103 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $1,693,968,000 | 162 |
| Total debt securities | $1,693,967,000 | 180 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $5,741,000 | 140 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $5,997,000 | 93 |
| 2021-06-30 | Rank | |
| Total securities | $1,582,765,000 | 181 |
| U.S. Government securities | $848,868,000 | 216 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $848,868,000 | 202 |
| Securities issued by states & political subdivisions | $733,897,000 | 54 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $202,540,000 | 351 |
| Mortgage-backed securities | $826,510,000 | 184 |
| Certificates of participation in pools of residential mortgages | $508,078,000 | 173 |
| Issued or guaranteed by U.S. | $508,078,000 | 172 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $190,807,000 | 197 |
| CMOs issued by government agencies or sponsored agencies | $190,807,000 | 182 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $127,625,000 | 188 |
| Commercial mortgage pass-through securities | $127,625,000 | 101 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $1,582,765,000 | 162 |
| Total debt securities | $1,582,765,000 | 179 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $6,229,000 | 138 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $6,534,000 | 95 |
| 2021-03-31 | Rank | |
| Total securities | $1,382,843,000 | 189 |
| U.S. Government securities | $758,995,000 | 221 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $758,995,000 | 208 |
| Securities issued by states & political subdivisions | $623,848,000 | 62 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $186,885,000 | 364 |
| Mortgage-backed securities | $731,233,000 | 192 |
| Certificates of participation in pools of residential mortgages | $462,186,000 | 168 |
| Issued or guaranteed by U.S. | $462,186,000 | 167 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $176,608,000 | 199 |
| CMOs issued by government agencies or sponsored agencies | $176,608,000 | 184 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $92,439,000 | 224 |
| Commercial mortgage pass-through securities | $92,439,000 | 117 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $1,382,843,000 | 167 |
| Total debt securities | $1,382,843,000 | 185 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $5,772,000 | 130 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $5,970,000 | 98 |
| 2020-12-31 | Rank | |
| Total securities | $1,214,196,000 | 192 |
| U.S. Government securities | $632,950,000 | 227 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $632,950,000 | 218 |
| Securities issued by states & political subdivisions | $581,246,000 | 64 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $237,506,000 | 304 |
| Mortgage-backed securities | $614,511,000 | 203 |
| Certificates of participation in pools of residential mortgages | $344,476,000 | 187 |
| Issued or guaranteed by U.S. | $344,476,000 | 186 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $182,845,000 | 192 |
| CMOs issued by government agencies or sponsored agencies | $182,845,000 | 176 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $87,190,000 | 220 |
| Commercial mortgage pass-through securities | $87,190,000 | 114 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $1,214,196,000 | 174 |
| Total debt securities | $1,214,195,000 | 190 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $8,806,000 | 125 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $9,353,000 | 96 |
| 2020-09-30 | Rank | |
| Total securities | $1,032,698,000 | 215 |
| U.S. Government securities | $524,662,000 | 242 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $524,662,000 | 232 |
| Securities issued by states & political subdivisions | $508,036,000 | 68 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $224,379,000 | 312 |
| Mortgage-backed securities | $518,686,000 | 210 |
| Certificates of participation in pools of residential mortgages | $364,817,000 | 165 |
| Issued or guaranteed by U.S. | $364,817,000 | 162 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $136,464,000 | 224 |
| CMOs issued by government agencies or sponsored agencies | $136,464,000 | 209 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $17,405,000 | 556 |
| Commercial mortgage pass-through securities | $17,405,000 | 289 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $1,032,698,000 | 195 |
| Total debt securities | $1,032,697,000 | 211 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $9,636,000 | 126 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $10,293,000 | 96 |
| 2020-06-30 | Rank | |
| Total securities | $957,551,000 | 210 |
| U.S. Government securities | $545,434,000 | 234 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $545,434,000 | 221 |
| Securities issued by states & political subdivisions | $412,117,000 | 79 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $241,349,000 | 291 |
| Mortgage-backed securities | $545,434,000 | 202 |
| Certificates of participation in pools of residential mortgages | $375,615,000 | 154 |
| Issued or guaranteed by U.S. | $375,615,000 | 151 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $152,405,000 | 204 |
| CMOs issued by government agencies or sponsored agencies | $152,405,000 | 191 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $17,414,000 | 549 |
| Commercial mortgage pass-through securities | $17,414,000 | 286 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $957,551,000 | 191 |
| Total debt securities | $957,552,000 | 207 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $10,207,000 | 125 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $10,929,000 | 96 |
| 2020-03-31 | Rank | |
| Total securities | $872,658,000 | 221 |
| U.S. Government securities | $545,794,000 | 233 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $545,794,000 | 222 |
| Securities issued by states & political subdivisions | $326,864,000 | 88 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $249,761,000 | 278 |
| Mortgage-backed securities | $545,794,000 | 202 |
| Certificates of participation in pools of residential mortgages | $335,468,000 | 162 |
| Issued or guaranteed by U.S. | $335,468,000 | 161 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $194,765,000 | 174 |
| CMOs issued by government agencies or sponsored agencies | $194,765,000 | 170 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $15,561,000 | 570 |
| Commercial mortgage pass-through securities | $15,561,000 | 290 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $872,658,000 | 201 |
| Total debt securities | $872,659,000 | 218 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $9,521,000 | 121 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $10,222,000 | 94 |
| 2019-12-31 | Rank | |
| Total securities | $851,516,000 | 225 |
| U.S. Government securities | $527,216,000 | 245 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $527,216,000 | 232 |
| Securities issued by states & political subdivisions | $324,300,000 | 81 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $245,664,000 | 256 |
| Mortgage-backed securities | $527,216,000 | 211 |
| Certificates of participation in pools of residential mortgages | $308,475,000 | 171 |
| Issued or guaranteed by U.S. | $308,475,000 | 171 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $204,086,000 | 172 |
| CMOs issued by government agencies or sponsored agencies | $204,086,000 | 166 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $14,655,000 | 579 |
| Commercial mortgage pass-through securities | $14,655,000 | 307 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $851,516,000 | 201 |
| Total debt securities | $851,516,000 | 220 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $2,607,000 | 141 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,829,000 | 99 |
| 2019-09-30 | Rank | |
| Total securities | $845,827,000 | 221 |
| U.S. Government securities | $528,355,000 | 243 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $528,355,000 | 230 |
| Securities issued by states & political subdivisions | $317,472,000 | 81 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $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 | $252,264,000 | 248 |
| Mortgage-backed securities | $528,355,000 | 205 |
| Certificates of participation in pools of residential mortgages | $290,419,000 | 172 |
| Issued or guaranteed by U.S. | $290,419,000 | 171 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $223,030,000 | 163 |
| CMOs issued by government agencies or sponsored agencies | $223,030,000 | 157 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $14,906,000 | 569 |
| Commercial mortgage pass-through securities | $14,906,000 | 313 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $845,827,000 | 196 |
| Total debt securities | $845,828,000 | 216 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $3,985,000 | 140 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $4,353,000 | 94 |
| 2019-06-30 | Rank | |
| Total securities | $836,822,000 | 222 |
| U.S. Government securities | $533,538,000 | 249 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $533,538,000 | 233 |
| Securities issued by states & political subdivisions | $303,284,000 | 85 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $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 | $204,067,000 | 299 |
| Mortgage-backed securities | $533,538,000 | 205 |
| Certificates of participation in pools of residential mortgages | $286,937,000 | 178 |
| Issued or guaranteed by U.S. | $286,937,000 | 177 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $231,907,000 | 159 |
| CMOs issued by government agencies or sponsored agencies | $231,907,000 | 154 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $14,694,000 | 549 |
| Commercial mortgage pass-through securities | $14,694,000 | 319 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $836,822,000 | 197 |
| Total debt securities | $836,822,000 | 217 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $2,381,000 | 151 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,607,000 | 104 |
| 2019-03-31 | Rank | |
| Total securities | $820,565,000 | 226 |
| U.S. Government securities | $528,248,000 | 252 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $528,248,000 | 234 |
| Securities issued by states & political subdivisions | $292,317,000 | 93 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $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 | $209,016,000 | 299 |
| Mortgage-backed securities | $528,248,000 | 202 |
| Certificates of participation in pools of residential mortgages | $287,445,000 | 178 |
| Issued or guaranteed by U.S. | $287,445,000 | 178 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $237,690,000 | 156 |
| CMOs issued by government agencies or sponsored agencies | $237,690,000 | 152 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $3,113,000 | 1,067 |
| Commercial mortgage pass-through securities | $3,113,000 | 740 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $820,565,000 | 198 |
| Total debt securities | $820,565,000 | 221 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $1,377,000 | 158 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,471,000 | 110 |
| 2018-12-31 | Rank | |
| Total securities | $809,074,000 | 227 |
| U.S. Government securities | $514,541,000 | 254 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $514,541,000 | 239 |
| Securities issued by states & political subdivisions | $294,533,000 | 94 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $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 | $211,239,000 | 301 |
| Mortgage-backed securities | $514,541,000 | 206 |
| Certificates of participation in pools of residential mortgages | $275,543,000 | 178 |
| Issued or guaranteed by U.S. | $275,543,000 | 178 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $235,928,000 | 156 |
| CMOs issued by government agencies or sponsored agencies | $235,928,000 | 152 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $3,070,000 | 1,047 |
| Commercial mortgage pass-through securities | $3,070,000 | 744 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $809,074,000 | 195 |
| Total debt securities | $809,073,000 | 224 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $1,713,000 | 152 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,734,000 | 104 |
| 2018-09-30 | Rank | |
| Total securities | $736,006,000 | 241 |
| U.S. Government securities | $451,967,000 | 268 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $451,967,000 | 253 |
| Securities issued by states & political subdivisions | $284,039,000 | 97 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $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 | $208,959,000 | 308 |
| Mortgage-backed securities | $451,967,000 | 221 |
| Certificates of participation in pools of residential mortgages | $236,241,000 | 196 |
| Issued or guaranteed by U.S. | $236,241,000 | 195 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $215,720,000 | 166 |
| CMOs issued by government agencies or sponsored agencies | $215,720,000 | 160 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $6,000 | 1,719 |
| Commercial mortgage pass-through securities | $6,000 | 1,355 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $736,006,000 | 215 |
| Total debt securities | $736,006,000 | 236 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $3,490,000 | 128 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $3,425,000 | 95 |
| 2018-06-30 | Rank | |
| Total securities | $735,660,000 | 242 |
| U.S. Government securities | $456,824,000 | 267 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $456,824,000 | 252 |
| Securities issued by states & political subdivisions | $278,836,000 | 101 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $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 | $206,633,000 | 321 |
| Mortgage-backed securities | $456,824,000 | 220 |
| Certificates of participation in pools of residential mortgages | $234,654,000 | 199 |
| Issued or guaranteed by U.S. | $234,654,000 | 197 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $222,164,000 | 162 |
| CMOs issued by government agencies or sponsored agencies | $222,164,000 | 155 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $6,000 | 1,689 |
| Commercial mortgage pass-through securities | $6,000 | 1,316 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $735,660,000 | 215 |
| Total debt securities | $735,661,000 | 236 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $2,845,000 | 134 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,797,000 | 98 |
| 2018-03-31 | Rank | |
| Total securities | $733,605,000 | 244 |
| U.S. Government securities | $460,852,000 | 270 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $460,852,000 | 257 |
| Securities issued by states & political subdivisions | $272,753,000 | 108 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $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 | $226,893,000 | 300 |
| Mortgage-backed securities | $460,845,000 | 219 |
| Certificates of participation in pools of residential mortgages | $230,841,000 | 210 |
| Issued or guaranteed by U.S. | $230,841,000 | 208 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $230,004,000 | 157 |
| CMOs issued by government agencies or sponsored agencies | $230,004,000 | 151 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $733,605,000 | 216 |
| Total debt securities | $733,605,000 | 237 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $2,232,000 | 141 |
| Revaluation gains on off-balance sheet contracts | $2,232,000 | 99 |
| Revaluation losses on off-balance sheet contracts | $2,210,000 | 99 |
| 2017-12-31 | Rank | |
| Total securities | $737,380,000 | 235 |
| U.S. Government securities | $464,071,000 | 259 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $464,071,000 | 250 |
| Securities issued by states & political subdivisions | $273,309,000 | 109 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $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 | $165,404,000 | 396 |
| Mortgage-backed securities | $464,064,000 | 215 |
| Certificates of participation in pools of residential mortgages | $238,515,000 | 198 |
| Issued or guaranteed by U.S. | $238,515,000 | 196 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $225,549,000 | 151 |
| CMOs issued by government agencies or sponsored agencies | $225,549,000 | 145 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $737,380,000 | 207 |
| Total debt securities | $737,378,000 | 229 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $1,564,000 | 146 |
| Revaluation gains on off-balance sheet contracts | $1,564,000 | 99 |
| Revaluation losses on off-balance sheet contracts | $1,633,000 | 98 |
| 2017-09-30 | Rank | |
| Total securities | $737,902,000 | 234 |
| U.S. Government securities | $471,406,000 | 252 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $471,406,000 | 245 |
| Securities issued by states & political subdivisions | $266,496,000 | 115 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $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 | $165,767,000 | 392 |
| Mortgage-backed securities | $471,399,000 | 214 |
| Certificates of participation in pools of residential mortgages | $250,362,000 | 194 |
| Issued or guaranteed by U.S. | $250,362,000 | 192 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $221,037,000 | 148 |
| CMOs issued by government agencies or sponsored agencies | $221,037,000 | 141 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $737,902,000 | 208 |
| Total debt securities | $737,902,000 | 227 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $1,750,000 | 147 |
| Revaluation gains on off-balance sheet contracts | $1,750,000 | 98 |
| Revaluation losses on off-balance sheet contracts | $1,848,000 | 96 |
| 2017-06-30 | Rank | |
| Total securities | $736,709,000 | 238 |
| U.S. Government securities | $469,722,000 | 258 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $469,722,000 | 250 |
| Securities issued by states & political subdivisions | $266,987,000 | 114 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $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 | $174,047,000 | 388 |
| Mortgage-backed securities | $469,715,000 | 218 |
| Certificates of participation in pools of residential mortgages | $282,604,000 | 178 |
| Issued or guaranteed by U.S. | $282,604,000 | 176 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $187,111,000 | 172 |
| CMOs issued by government agencies or sponsored agencies | $187,111,000 | 164 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $736,709,000 | 207 |
| Total debt securities | $736,708,000 | 233 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $1,655,000 | 149 |
| Revaluation gains on off-balance sheet contracts | $1,655,000 | 98 |
| Revaluation losses on off-balance sheet contracts | $1,736,000 | 98 |
| 2017-03-31 | Rank | |
| Total securities | $722,342,000 | 244 |
| U.S. Government securities | $464,999,000 | 259 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $464,999,000 | 247 |
| Securities issued by states & political subdivisions | $257,343,000 | 120 |
| Other domestic debt securities | $0 | 2,154 |
| 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 | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $180,960,000 | 379 |
| Mortgage-backed securities | $464,991,000 | 221 |
| Certificates of participation in pools of residential mortgages | $288,114,000 | 176 |
| Issued or guaranteed by U.S. | $288,114,000 | 174 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $176,877,000 | 180 |
| CMOs issued by government agencies or sponsored agencies | $176,877,000 | 170 |
| 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) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $722,342,000 | 211 |
| Total debt securities | $722,343,000 | 238 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $1,548,000 | 148 |
| Revaluation gains on off-balance sheet contracts | $1,548,000 | 97 |
| Revaluation losses on off-balance sheet contracts | $1,579,000 | 94 |
| 2016-12-31 | Rank | |
| Total securities | $706,766,000 | 242 |
| U.S. Government securities | $459,247,000 | 256 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $459,247,000 | 242 |
| Securities issued by states & political subdivisions | $247,519,000 | 123 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $186,572,000 | 356 |
| Mortgage-backed securities | $459,239,000 | 217 |
| Certificates of participation in pools of residential mortgages | $294,614,000 | 171 |
| Issued or guaranteed by U.S. | $294,614,000 | 168 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $164,625,000 | 186 |
| CMOs issued by government agencies or sponsored agencies | $164,625,000 | 176 |
| 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) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $706,766,000 | 212 |
| Total debt securities | $706,765,000 | 236 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $1,291,000 | 161 |
| Revaluation gains on off-balance sheet contracts | $1,291,000 | 105 |
| Revaluation losses on off-balance sheet contracts | $1,238,000 | 105 |
| 2016-09-30 | Rank | |
| Total securities | $729,653,000 | 232 |
| U.S. Government securities | $482,443,000 | 235 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $482,443,000 | 225 |
| Securities issued by states & political subdivisions | $247,210,000 | 116 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $202,808,000 | 338 |
| Mortgage-backed securities | $482,435,000 | 207 |
| Certificates of participation in pools of residential mortgages | $286,103,000 | 168 |
| Issued or guaranteed by U.S. | $286,103,000 | 165 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $196,332,000 | 161 |
| CMOs issued by government agencies or sponsored agencies | $196,332,000 | 150 |
| 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) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $729,653,000 | 198 |
| Total debt securities | $729,660,000 | 227 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $4,208,000 | 137 |
| Revaluation gains on off-balance sheet contracts | $4,208,000 | 97 |
| Revaluation losses on off-balance sheet contracts | $4,535,000 | 93 |
| 2016-06-30 | Rank | |
| Total securities | $716,506,000 | 237 |
| U.S. Government securities | $472,298,000 | 237 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $472,298,000 | 227 |
| Securities issued by states & political subdivisions | $244,208,000 | 114 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $208,248,000 | 335 |
| Mortgage-backed securities | $462,236,000 | 207 |
| Certificates of participation in pools of residential mortgages | $254,514,000 | 185 |
| Issued or guaranteed by U.S. | $254,514,000 | 184 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $207,722,000 | 167 |
| CMOs issued by government agencies or sponsored agencies | $207,722,000 | 154 |
| 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) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $716,506,000 | 204 |
| Total debt securities | $716,506,000 | 232 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $3,767,000 | 146 |
| Revaluation gains on off-balance sheet contracts | $3,767,000 | 102 |
| Revaluation losses on off-balance sheet contracts | $4,050,000 | 98 |
| 2016-03-31 | Rank | |
| Total securities | $712,068,000 | 236 |
| U.S. Government securities | $475,785,000 | 241 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $475,785,000 | 233 |
| Securities issued by states & political subdivisions | $236,283,000 | 116 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $186,726,000 | 372 |
| Mortgage-backed securities | $464,767,000 | 211 |
| Certificates of participation in pools of residential mortgages | $236,941,000 | 199 |
| Issued or guaranteed by U.S. | $236,941,000 | 197 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $227,826,000 | 160 |
| CMOs issued by government agencies or sponsored agencies | $227,826,000 | 150 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $712,068,000 | 203 |
| Total debt securities | $712,064,000 | 231 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $2,739,000 | 148 |
| Revaluation gains on off-balance sheet contracts | $2,739,000 | 102 |
| Revaluation losses on off-balance sheet contracts | $2,905,000 | 102 |
| 2015-12-31 | Rank | |
| Total securities | $634,990,000 | 258 |
| U.S. Government securities | $431,267,000 | 268 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $431,267,000 | 256 |
| Securities issued by states & political subdivisions | $203,723,000 | 135 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $154,628,000 | 442 |
| Mortgage-backed securities | $421,360,000 | 221 |
| Certificates of participation in pools of residential mortgages | $201,652,000 | 222 |
| Issued or guaranteed by U.S. | $201,652,000 | 221 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $219,708,000 | 168 |
| CMOs issued by government agencies or sponsored agencies | $219,708,000 | 157 |
| 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) | $95,000 | 2,253 |
| Available-for-sale securities (fair market value) | $634,895,000 | 223 |
| Total debt securities | $634,988,000 | 253 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $1,201,000 | 169 |
| Revaluation gains on off-balance sheet contracts | $1,201,000 | 108 |
| Revaluation losses on off-balance sheet contracts | $1,232,000 | 108 |
| 2015-09-30 | Rank | |
| Total securities | $622,152,000 | 264 |
| U.S. Government securities | $428,715,000 | 270 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $428,715,000 | 259 |
| Securities issued by states & political subdivisions | $193,437,000 | 142 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $120,305,000 | 537 |
| Mortgage-backed securities | $418,736,000 | 217 |
| Certificates of participation in pools of residential mortgages | $186,331,000 | 244 |
| Issued or guaranteed by U.S. | $186,331,000 | 241 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $232,405,000 | 158 |
| CMOs issued by government agencies or sponsored agencies | $232,405,000 | 148 |
| 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) | $95,000 | 2,265 |
| Available-for-sale securities (fair market value) | $622,057,000 | 226 |
| Total debt securities | $622,153,000 | 257 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $1,433,000 | 170 |
| Revaluation gains on off-balance sheet contracts | $1,433,000 | 113 |
| Revaluation losses on off-balance sheet contracts | $1,462,000 | 111 |
| 2015-06-30 | Rank | |
| Total securities | $615,701,000 | 267 |
| U.S. Government securities | $433,518,000 | 265 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $433,518,000 | 257 |
| Securities issued by states & political subdivisions | $182,183,000 | 142 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $125,516,000 | 533 |
| Mortgage-backed securities | $423,619,000 | 217 |
| Certificates of participation in pools of residential mortgages | $180,992,000 | 249 |
| Issued or guaranteed by U.S. | $180,992,000 | 248 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $242,627,000 | 162 |
| CMOs issued by government agencies or sponsored agencies | $242,627,000 | 150 |
| 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) | $95,000 | 2,306 |
| Available-for-sale securities (fair market value) | $615,606,000 | 230 |
| Total debt securities | $615,700,000 | 261 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $440,000 | 206 |
| Revaluation gains on off-balance sheet contracts | $440,000 | 123 |
| Revaluation losses on off-balance sheet contracts | $401,000 | 125 |
| 2015-03-31 | Rank | |
| Total securities | $616,010,000 | 261 |
| U.S. Government securities | $457,115,000 | 254 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $457,115,000 | 244 |
| Securities issued by states & political subdivisions | $158,895,000 | 172 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $132,857,000 | 510 |
| Mortgage-backed securities | $437,185,000 | 216 |
| Certificates of participation in pools of residential mortgages | $173,723,000 | 262 |
| Issued or guaranteed by U.S. | $173,723,000 | 260 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $263,462,000 | 151 |
| CMOs issued by government agencies or sponsored agencies | $263,462,000 | 141 |
| 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) | $95,000 | 2,317 |
| Available-for-sale securities (fair market value) | $615,915,000 | 226 |
| Total debt securities | $616,010,000 | 255 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $853,000 | 190 |
| Revaluation gains on off-balance sheet contracts | $853,000 | 115 |
| Revaluation losses on off-balance sheet contracts | $536,000 | 124 |
| 2014-12-31 | Rank | |
| Total securities | $627,436,000 | 256 |
| U.S. Government securities | $473,475,000 | 244 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $473,475,000 | 237 |
| Securities issued by states & political subdivisions | $153,961,000 | 176 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $137,193,000 | 491 |
| Mortgage-backed securities | $453,904,000 | 214 |
| Certificates of participation in pools of residential mortgages | $171,981,000 | 264 |
| Issued or guaranteed by U.S. | $171,981,000 | 263 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $281,923,000 | 145 |
| CMOs issued by government agencies or sponsored agencies | $281,923,000 | 135 |
| 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) | $184,000 | 2,264 |
| Available-for-sale securities (fair market value) | $627,252,000 | 219 |
| Total debt securities | $627,434,000 | 249 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $507,000 | 204 |
| Revaluation gains on off-balance sheet contracts | $507,000 | 119 |
| Revaluation losses on off-balance sheet contracts | $508,000 | 120 |
| 2014-09-30 | Rank | |
| Total securities | $572,083,000 | 266 |
| U.S. Government securities | $431,369,000 | 263 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $431,369,000 | 256 |
| Securities issued by states & political subdivisions | $140,714,000 | 197 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $134,631,000 | 497 |
| Mortgage-backed securities | $411,996,000 | 225 |
| Certificates of participation in pools of residential mortgages | $118,453,000 | 377 |
| Issued or guaranteed by U.S. | $118,453,000 | 377 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $293,543,000 | 141 |
| CMOs issued by government agencies or sponsored agencies | $293,543,000 | 131 |
| 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) | $184,000 | 2,308 |
| Available-for-sale securities (fair market value) | $571,899,000 | 231 |
| Total debt securities | $572,084,000 | 261 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $470,000 | 196 |
| Revaluation gains on off-balance sheet contracts | $470,000 | 117 |
| Revaluation losses on off-balance sheet contracts | $412,000 | 120 |
| 2014-06-30 | Rank | |
| Total securities | $611,599,000 | 254 |
| U.S. Government securities | $481,459,000 | 244 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $481,459,000 | 237 |
| Securities issued by states & political subdivisions | $130,140,000 | 211 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $135,162,000 | 488 |
| Mortgage-backed securities | $462,128,000 | 210 |
| Certificates of participation in pools of residential mortgages | $117,689,000 | 375 |
| Issued or guaranteed by U.S. | $117,689,000 | 375 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $344,439,000 | 130 |
| CMOs issued by government agencies or sponsored agencies | $344,439,000 | 121 |
| 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) | $184,000 | 2,325 |
| Available-for-sale securities (fair market value) | $611,415,000 | 222 |
| Total debt securities | $611,600,000 | 249 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $449,000 | 197 |
| Revaluation gains on off-balance sheet contracts | $449,000 | 115 |
| Revaluation losses on off-balance sheet contracts | $388,000 | 117 |
| 2014-03-31 | Rank | |
| Total securities | $609,269,000 | 256 |
| U.S. Government securities | $492,529,000 | 229 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $492,529,000 | 225 |
| Securities issued by states & political subdivisions | $116,740,000 | 241 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $138,501,000 | 474 |
| Mortgage-backed securities | $473,390,000 | 202 |
| Certificates of participation in pools of residential mortgages | $120,438,000 | 366 |
| Issued or guaranteed by U.S. | $120,438,000 | 366 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $352,952,000 | 130 |
| CMOs issued by government agencies or sponsored agencies | $352,952,000 | 121 |
| 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) | $184,000 | 2,343 |
| Available-for-sale securities (fair market value) | $609,085,000 | 220 |
| Total debt securities | $609,270,000 | 250 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $536,000 | 190 |
| Revaluation gains on off-balance sheet contracts | $536,000 | 109 |
| Revaluation losses on off-balance sheet contracts | $444,000 | 111 |
| 2013-12-31 | Rank | |
| Total securities | $603,121,000 | 254 |
| U.S. Government securities | $489,356,000 | 230 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $489,356,000 | 222 |
| Securities issued by states & political subdivisions | $113,765,000 | 244 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $141,240,000 | 461 |
| Mortgage-backed securities | $470,394,000 | 197 |
| Certificates of participation in pools of residential mortgages | $127,476,000 | 346 |
| Issued or guaranteed by U.S. | $127,476,000 | 346 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $342,918,000 | 134 |
| CMOs issued by government agencies or sponsored agencies | $342,918,000 | 122 |
| 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) | $268,000 | 2,303 |
| Available-for-sale securities (fair market value) | $602,853,000 | 218 |
| Total debt securities | $603,122,000 | 246 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $866,000 | 172 |
| Revaluation gains on off-balance sheet contracts | $866,000 | 104 |
| Revaluation losses on off-balance sheet contracts | $737,000 | 104 |
| 2013-09-30 | Rank | |
| Total securities | $604,813,000 | 255 |
| U.S. Government securities | $507,274,000 | 223 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $507,274,000 | 217 |
| Securities issued by states & political subdivisions | $97,539,000 | 292 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $146,470,000 | 445 |
| Mortgage-backed securities | $487,476,000 | 190 |
| Certificates of participation in pools of residential mortgages | $136,917,000 | 329 |
| Issued or guaranteed by U.S. | $136,917,000 | 328 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $350,559,000 | 130 |
| CMOs issued by government agencies or sponsored agencies | $350,559,000 | 119 |
| 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) | $268,000 | 2,300 |
| Available-for-sale securities (fair market value) | $604,545,000 | 222 |
| Total debt securities | $604,814,000 | 246 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $511,000 | 191 |
| Revaluation gains on off-balance sheet contracts | $511,000 | 107 |
| Revaluation losses on off-balance sheet contracts | $392,000 | 114 |
| 2013-06-30 | Rank | |
| Total securities | $608,744,000 | 253 |
| U.S. Government securities | $529,711,000 | 217 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $529,711,000 | 210 |
| Securities issued by states & political subdivisions | $79,033,000 | 394 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $139,288,000 | 468 |
| Mortgage-backed securities | $507,338,000 | 188 |
| Certificates of participation in pools of residential mortgages | $152,047,000 | 298 |
| Issued or guaranteed by U.S. | $152,047,000 | 297 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $355,291,000 | 128 |
| CMOs issued by government agencies or sponsored agencies | $355,291,000 | 118 |
| 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) | $268,000 | 2,241 |
| Available-for-sale securities (fair market value) | $608,476,000 | 223 |
| Total debt securities | $608,744,000 | 247 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $508,000 | 190 |
| Revaluation gains on off-balance sheet contracts | $508,000 | 107 |
| Revaluation losses on off-balance sheet contracts | $355,000 | 109 |
| 2013-03-31 | Rank | |
| Total securities | $626,781,000 | 247 |
| U.S. Government securities | $550,395,000 | 211 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $550,395,000 | 207 |
| Securities issued by states & political subdivisions | $76,386,000 | 419 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $92,807,000 | 671 |
| Mortgage-backed securities | $527,220,000 | 182 |
| Certificates of participation in pools of residential mortgages | $195,622,000 | 237 |
| Issued or guaranteed by U.S. | $195,622,000 | 236 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $331,598,000 | 135 |
| CMOs issued by government agencies or sponsored agencies | $331,598,000 | 125 |
| 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) | $268,000 | 2,236 |
| Available-for-sale securities (fair market value) | $626,513,000 | 218 |
| Total debt securities | $626,780,000 | 240 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $115,000 | 213 |
| Revaluation gains on off-balance sheet contracts | $115,000 | 117 |
| Revaluation losses on off-balance sheet contracts | $103,000 | 119 |
| 2012-12-31 | Rank | |
| Total securities | $583,393,000 | 257 |
| U.S. Government securities | $506,561,000 | 227 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $506,561,000 | 224 |
| Securities issued by states & political subdivisions | $76,832,000 | 397 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,744,000 | 938 |
| Mortgage-backed securities | $483,077,000 | 197 |
| Certificates of participation in pools of residential mortgages | $171,031,000 | 270 |
| Issued or guaranteed by U.S. | $171,031,000 | 268 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $312,046,000 | 142 |
| CMOs issued by government agencies or sponsored agencies | $312,046,000 | 132 |
| 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) | $346,000 | 2,210 |
| Available-for-sale securities (fair market value) | $583,047,000 | 229 |
| Total debt securities | $583,394,000 | 251 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $187,000 | 205 |
| Revaluation gains on off-balance sheet contracts | $187,000 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $609,543,000 | 250 |
| U.S. Government securities | $534,344,000 | 220 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $534,344,000 | 218 |
| Securities issued by states & political subdivisions | $75,199,000 | 395 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,255,000 | 1,159 |
| Mortgage-backed securities | $530,686,000 | 182 |
| Certificates of participation in pools of residential mortgages | $228,161,000 | 221 |
| Issued or guaranteed by U.S. | $228,161,000 | 220 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $302,525,000 | 159 |
| CMOs issued by government agencies or sponsored agencies | $302,525,000 | 149 |
| 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) | $346,000 | 2,252 |
| Available-for-sale securities (fair market value) | $609,197,000 | 225 |
| Total debt securities | $609,544,000 | 244 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $209,000 | 197 |
| Revaluation gains on off-balance sheet contracts | $209,000 | 105 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $641,908,000 | 244 |
| U.S. Government securities | $567,104,000 | 204 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $567,104,000 | 200 |
| Securities issued by states & political subdivisions | $74,804,000 | 376 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,254,000 | 1,045 |
| Mortgage-backed securities | $562,182,000 | 174 |
| Certificates of participation in pools of residential mortgages | $257,210,000 | 195 |
| Issued or guaranteed by U.S. | $257,210,000 | 194 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $304,972,000 | 159 |
| CMOs issued by government agencies or sponsored agencies | $304,972,000 | 147 |
| 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) | $346,000 | 2,284 |
| Available-for-sale securities (fair market value) | $641,562,000 | 216 |
| Total debt securities | $641,911,000 | 239 |
| 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 | $582,623,000 | 271 |
| U.S. Government securities | $516,308,000 | 231 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $516,308,000 | 228 |
| Securities issued by states & political subdivisions | $66,315,000 | 416 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,315,000 | 939 |
| Mortgage-backed securities | $511,371,000 | 194 |
| Certificates of participation in pools of residential mortgages | $229,167,000 | 226 |
| Issued or guaranteed by U.S. | $229,167,000 | 225 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $282,204,000 | 168 |
| CMOs issued by government agencies or sponsored agencies | $282,204,000 | 155 |
| 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) | $346,000 | 2,334 |
| Available-for-sale securities (fair market value) | $582,277,000 | 240 |
| Total debt securities | $582,623,000 | 267 |
| 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 | $514,910,000 | 299 |
| U.S. Government securities | $448,415,000 | 257 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $448,415,000 | 252 |
| Securities issued by states & political subdivisions | $65,489,000 | 405 |
| Other domestic debt securities | $1,006,000 | 1,980 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $1,006,000 | 1,443 |
| 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 | $70,718,000 | 786 |
| Mortgage-backed securities | $441,958,000 | 208 |
| Certificates of participation in pools of residential mortgages | $170,931,000 | 288 |
| Issued or guaranteed by U.S. | $170,931,000 | 287 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $271,027,000 | 162 |
| CMOs issued by government agencies or sponsored agencies | $271,027,000 | 142 |
| 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) | $690,000 | 2,217 |
| Available-for-sale securities (fair market value) | $514,220,000 | 267 |
| Total debt securities | $514,908,000 | 291 |
| 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 | $581,284,000 | 257 |
| U.S. Government securities | $523,192,000 | 213 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $523,192,000 | 207 |
| Securities issued by states & political subdivisions | $57,080,000 | 463 |
| Other domestic debt securities | $1,012,000 | 1,980 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,012,000 | 1,409 |
| 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 | $76,799,000 | 708 |
| Mortgage-backed securities | $515,068,000 | 181 |
| Certificates of participation in pools of residential mortgages | $222,905,000 | 210 |
| Issued or guaranteed by U.S. | $222,905,000 | 208 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $292,163,000 | 154 |
| CMOs issued by government agencies or sponsored agencies | $292,163,000 | 137 |
| 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) | $790,000 | 2,217 |
| Available-for-sale securities (fair market value) | $580,494,000 | 227 |
| Total debt securities | $581,284,000 | 252 |
| 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 | $483,975,000 | 307 |
| U.S. Government securities | $434,289,000 | 255 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $434,289,000 | 246 |
| Securities issued by states & political subdivisions | $48,676,000 | 544 |
| Other domestic debt securities | $1,010,000 | 1,931 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $1,010,000 | 1,340 |
| 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 | $82,941,000 | 675 |
| Mortgage-backed securities | $412,180,000 | 219 |
| Certificates of participation in pools of residential mortgages | $178,688,000 | 259 |
| Issued or guaranteed by U.S. | $178,688,000 | 257 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $233,492,000 | 182 |
| CMOs issued by government agencies or sponsored agencies | $233,492,000 | 159 |
| 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) | $1,444,000 | 1,989 |
| Available-for-sale securities (fair market value) | $482,531,000 | 272 |
| Total debt securities | $483,975,000 | 298 |
| Structured notes | ||
| Amortized cost | $9,222,000 | 738 |
| Fair value | $9,259,000 | 737 |
| 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 | $469,454,000 | 317 |
| U.S. Government securities | $428,494,000 | 262 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $428,494,000 | 256 |
| Securities issued by states & political subdivisions | $39,949,000 | 674 |
| Other domestic debt securities | $1,011,000 | 1,982 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $1,011,000 | 1,375 |
| 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 | $88,122,000 | 649 |
| Mortgage-backed securities | $403,757,000 | 221 |
| Certificates of participation in pools of residential mortgages | $179,202,000 | 258 |
| Issued or guaranteed by U.S. | $179,202,000 | 257 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $224,555,000 | 174 |
| CMOs issued by government agencies or sponsored agencies | $224,555,000 | 150 |
| 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) | $1,444,000 | 2,017 |
| Available-for-sale securities (fair market value) | $468,010,000 | 282 |
| Total debt securities | $469,453,000 | 310 |
| Structured notes | ||
| Amortized cost | $9,967,000 | 737 |
| Fair value | $9,989,000 | 718 |
| 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 | $343,560,000 | 411 |
| U.S. Government securities | $309,778,000 | 336 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $309,778,000 | 322 |
| Securities issued by states & political subdivisions | $33,782,000 | 795 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,718,000 | 584 |
| Mortgage-backed securities | $309,741,000 | 268 |
| Certificates of participation in pools of residential mortgages | $149,905,000 | 291 |
| Issued or guaranteed by U.S. | $149,905,000 | 289 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $159,836,000 | 226 |
| CMOs issued by government agencies or sponsored agencies | $159,836,000 | 195 |
| 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) | $1,604,000 | 1,987 |
| Available-for-sale securities (fair market value) | $341,956,000 | 370 |
| Total debt securities | $343,560,000 | 409 |
| 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 | $298,769,000 | 445 |
| U.S. Government securities | $275,002,000 | 350 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $275,002,000 | 341 |
| Securities issued by states & political subdivisions | $23,767,000 | 1,145 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $106,985,000 | 536 |
| Mortgage-backed securities | $274,964,000 | 275 |
| Certificates of participation in pools of residential mortgages | $123,745,000 | 329 |
| Issued or guaranteed by U.S. | $123,745,000 | 325 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $151,219,000 | 241 |
| CMOs issued by government agencies or sponsored agencies | $151,219,000 | 202 |
| 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) | $1,603,000 | 2,026 |
| Available-for-sale securities (fair market value) | $297,166,000 | 394 |
| Total debt securities | $298,769,000 | 438 |
| 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 | $297,299,000 | 439 |
| U.S. Government securities | $273,110,000 | 352 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $273,110,000 | 340 |
| Securities issued by states & political subdivisions | $24,189,000 | 1,049 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $107,483,000 | 541 |
| Mortgage-backed securities | $273,071,000 | 273 |
| Certificates of participation in pools of residential mortgages | $132,998,000 | 299 |
| Issued or guaranteed by U.S. | $132,998,000 | 295 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $140,073,000 | 247 |
| CMOs issued by government agencies or sponsored agencies | $140,073,000 | 205 |
| 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) | $1,886,000 | 2,035 |
| Available-for-sale securities (fair market value) | $295,413,000 | 385 |
| Total debt securities | $297,299,000 | 430 |
| 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 | $259,718,000 | 504 |
| U.S. Government securities | $234,667,000 | 415 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $234,667,000 | 398 |
| Securities issued by states & political subdivisions | $25,051,000 | 986 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $114,055,000 | 533 |
| Mortgage-backed securities | $229,627,000 | 324 |
| Certificates of participation in pools of residential mortgages | $122,349,000 | 345 |
| Issued or guaranteed by U.S. | $122,349,000 | 342 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $107,278,000 | 307 |
| CMOs issued by government agencies or sponsored agencies | $107,278,000 | 243 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $2,101,000 | 2,002 |
| Available-for-sale securities (fair market value) | $257,617,000 | 446 |
| Total debt securities | $259,719,000 | 500 |
| 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 | $250,670,000 | 520 |
| U.S. Government securities | $225,517,000 | 410 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $225,517,000 | 397 |
| Securities issued by states & political subdivisions | $25,153,000 | 984 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,940,000 | 644 |
| Mortgage-backed securities | $220,507,000 | 332 |
| Certificates of participation in pools of residential mortgages | $109,903,000 | 390 |
| Issued or guaranteed by U.S. | $109,903,000 | 387 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $110,604,000 | 282 |
| CMOs issued by government agencies or sponsored agencies | $110,604,000 | 219 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $2,774,000 | 1,874 |
| Available-for-sale securities (fair market value) | $247,896,000 | 460 |
| Total debt securities | $250,669,000 | 514 |
| 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 | $202,890,000 | 641 |
| U.S. Government securities | $181,314,000 | 503 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $181,314,000 | 488 |
| Securities issued by states & political subdivisions | $21,576,000 | 1,152 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| 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 | $93,586,000 | 603 |
| Mortgage-backed securities | $181,273,000 | 415 |
| Certificates of participation in pools of residential mortgages | $79,844,000 | 528 |
| Issued or guaranteed by U.S. | $79,844,000 | 524 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $101,429,000 | 307 |
| CMOs issued by government agencies or sponsored agencies | $101,429,000 | 233 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $2,773,000 | 1,960 |
| Available-for-sale securities (fair market value) | $200,117,000 | 560 |
| Total debt securities | $202,891,000 | 627 |
| 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 | $198,450,000 | 634 |
| U.S. Government securities | $175,273,000 | 516 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $175,273,000 | 499 |
| Securities issued by states & political subdivisions | $23,177,000 | 1,016 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| 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 | $88,416,000 | 640 |
| Mortgage-backed securities | $175,232,000 | 427 |
| Certificates of participation in pools of residential mortgages | $77,109,000 | 550 |
| Issued or guaranteed by U.S. | $77,109,000 | 544 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $98,123,000 | 302 |
| CMOs issued by government agencies or sponsored agencies | $98,123,000 | 223 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $3,018,000 | 1,906 |
| Available-for-sale securities (fair market value) | $195,432,000 | 554 |
| Total debt securities | $198,450,000 | 618 |
| 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 | $198,676,000 | 623 |
| U.S. Government securities | $176,950,000 | 500 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $176,950,000 | 486 |
| Securities issued by states & political subdivisions | $21,726,000 | 1,038 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,112,000 | 601 |
| Mortgage-backed securities | $176,909,000 | 424 |
| Certificates of participation in pools of residential mortgages | $76,813,000 | 572 |
| Issued or guaranteed by U.S. | $76,813,000 | 563 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $100,096,000 | 303 |
| CMOs issued by government agencies or sponsored agencies | $100,096,000 | 219 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,018,000 | 1,939 |
| Available-for-sale securities (fair market value) | $195,658,000 | 541 |
| Total debt securities | $198,676,000 | 609 |
| 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 | $175,820,000 | 693 |
| U.S. Government securities | $155,627,000 | 571 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $155,627,000 | 559 |
| Securities issued by states & political subdivisions | $20,193,000 | 1,088 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $101,333,000 | 572 |
| Mortgage-backed securities | $155,585,000 | 450 |
| Certificates of participation in pools of residential mortgages | $74,063,000 | 584 |
| Issued or guaranteed by U.S. | $74,063,000 | 576 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $81,522,000 | 343 |
| CMOs issued by government agencies or sponsored agencies | $81,522,000 | 242 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,326,000 | 1,883 |
| Available-for-sale securities (fair market value) | $172,494,000 | 602 |
| Total debt securities | $175,820,000 | 683 |
| 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 | $147,424,000 | 803 |
| U.S. Government securities | $134,043,000 | 636 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $134,043,000 | 624 |
| Securities issued by states & political subdivisions | $13,381,000 | 1,646 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $109,188,000 | 526 |
| Mortgage-backed securities | $133,499,000 | 485 |
| Certificates of participation in pools of residential mortgages | $94,019,000 | 461 |
| Issued or guaranteed by U.S. | $94,019,000 | 456 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $39,480,000 | 528 |
| CMOs issued by government agencies or sponsored agencies | $39,480,000 | 379 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,491,000 | 1,869 |
| Available-for-sale securities (fair market value) | $143,933,000 | 695 |
| Total debt securities | $147,424,000 | 784 |
| 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 | $161,605,000 | 735 |
| U.S. Government securities | $147,411,000 | 582 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $147,411,000 | 571 |
| Securities issued by states & political subdivisions | $14,194,000 | 1,560 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,182,000 | 668 |
| Mortgage-backed securities | $146,864,000 | 457 |
| Certificates of participation in pools of residential mortgages | $111,768,000 | 404 |
| Issued or guaranteed by U.S. | $111,768,000 | 399 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $35,096,000 | 562 |
| CMOs issued by government agencies or sponsored agencies | $35,096,000 | 402 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,060,000 | 1,769 |
| Available-for-sale securities (fair market value) | $157,545,000 | 651 |
| Total debt securities | $161,605,000 | 720 |
| 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 | $140,842,000 | 861 |
| U.S. Government securities | $126,093,000 | 657 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $126,093,000 | 644 |
| Securities issued by states & political subdivisions | $14,749,000 | 1,523 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,365,000 | 636 |
| Mortgage-backed securities | $119,283,000 | 517 |
| Certificates of participation in pools of residential mortgages | $91,320,000 | 448 |
| Issued or guaranteed by U.S. | $91,320,000 | 441 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $27,963,000 | 639 |
| CMOs issued by government agencies or sponsored agencies | $27,963,000 | 463 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,060,000 | 1,793 |
| Available-for-sale securities (fair market value) | $136,782,000 | 764 |
| Total debt securities | $140,842,000 | 828 |
| 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 | $147,294,000 | 814 |
| U.S. Government securities | $131,227,000 | 633 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $131,227,000 | 621 |
| Securities issued by states & political subdivisions | $16,067,000 | 1,372 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $102,829,000 | 533 |
| Mortgage-backed securities | $105,444,000 | 538 |
| Certificates of participation in pools of residential mortgages | $76,942,000 | 473 |
| Issued or guaranteed by U.S. | $76,942,000 | 467 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $28,502,000 | 595 |
| CMOs issued by government agencies or sponsored agencies | $28,502,000 | 437 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,464,000 | 1,778 |
| Available-for-sale securities (fair market value) | $142,830,000 | 714 |
| Total debt securities | $147,294,000 | 796 |
| 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 | $142,745,000 | 832 |
| U.S. Government securities | $125,565,000 | 664 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $125,565,000 | 650 |
| Securities issued by states & political subdivisions | $17,180,000 | 1,248 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $107,053,000 | 495 |
| Mortgage-backed securities | $100,047,000 | 532 |
| Certificates of participation in pools of residential mortgages | $68,481,000 | 492 |
| Issued or guaranteed by U.S. | $68,481,000 | 487 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $31,566,000 | 544 |
| CMOs issued by government agencies or sponsored agencies | $31,566,000 | 406 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,464,000 | 1,835 |
| Available-for-sale securities (fair market value) | $138,281,000 | 736 |
| Total debt securities | $142,745,000 | 810 |
| 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 | $153,115,000 | 771 |
| U.S. Government securities | $133,885,000 | 640 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $133,885,000 | 633 |
| Securities issued by states & political subdivisions | $19,230,000 | 1,071 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,077,000 | 490 |
| Mortgage-backed securities | $106,273,000 | 518 |
| Certificates of participation in pools of residential mortgages | $70,764,000 | 482 |
| Issued or guaranteed by U.S. | $70,764,000 | 477 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $35,509,000 | 501 |
| CMOs issued by government agencies or sponsored agencies | $35,509,000 | 382 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,098,000 | 1,740 |
| Available-for-sale securities (fair market value) | $148,017,000 | 669 |
| Total debt securities | $153,115,000 | 756 |
| 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 | $165,867,000 | 729 |
| U.S. Government securities | $144,591,000 | 610 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $144,591,000 | 598 |
| Securities issued by states & political subdivisions | $21,276,000 | 956 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,795,000 | 569 |
| Mortgage-backed securities | $116,266,000 | 484 |
| Certificates of participation in pools of residential mortgages | $75,927,000 | 457 |
| Issued or guaranteed by U.S. | $75,927,000 | 454 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $40,339,000 | 456 |
| CMOs issued by government agencies or sponsored agencies | $40,339,000 | 351 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,099,000 | 1,779 |
| Available-for-sale securities (fair market value) | $160,768,000 | 627 |
| Total debt securities | $165,866,000 | 716 |
| 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 | $178,055,000 | 697 |
| U.S. Government securities | $151,992,000 | 600 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $151,992,000 | 583 |
| Securities issued by states & political subdivisions | $26,063,000 | 759 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $105,798,000 | 514 |
| Mortgage-backed securities | $123,763,000 | 475 |
| Certificates of participation in pools of residential mortgages | $79,222,000 | 443 |
| Issued or guaranteed by U.S. | $79,222,000 | 438 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $44,541,000 | 431 |
| CMOs issued by government agencies or sponsored agencies | $44,541,000 | 334 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,135,000 | 1,683 |
| Available-for-sale securities (fair market value) | $171,920,000 | 599 |
| Total debt securities | $178,054,000 | 685 |
| 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 | $203,019,000 | 635 |
| U.S. Government securities | $175,057,000 | 538 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $175,057,000 | 524 |
| Securities issued by states & political subdivisions | $27,962,000 | 685 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $107,938,000 | 503 |
| Mortgage-backed securities | $131,801,000 | 457 |
| Certificates of participation in pools of residential mortgages | $82,368,000 | 445 |
| Issued or guaranteed by U.S. | $82,368,000 | 439 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $49,433,000 | 409 |
| CMOs issued by government agencies or sponsored agencies | $49,433,000 | 311 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,135,000 | 1,740 |
| Available-for-sale securities (fair market value) | $196,884,000 | 541 |
| Total debt securities | $203,018,000 | 618 |
| 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 | $89,331,000 | 1,352 |
| U.S. Government securities | $73,371,000 | 1,241 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $73,371,000 | 1,202 |
| Securities issued by states & political subdivisions | $14,503,000 | 1,388 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $1,457,000 | 910 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,565,000 | 774 |
| Mortgage-backed securities | $66,892,000 | 747 |
| Certificates of participation in pools of residential mortgages | $42,653,000 | 768 |
| Issued or guaranteed by U.S. | $42,653,000 | 760 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $24,239,000 | 608 |
| CMOs issued by government agencies or sponsored agencies | $24,239,000 | 479 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,491,000 | 1,979 |
| Available-for-sale securities (fair market value) | $84,840,000 | 1,231 |
| Total debt securities | $87,874,000 | 1,345 |
| 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 | $88,084,000 | 1,409 |
| U.S. Government securities | $71,570,000 | 1,269 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $71,570,000 | 1,226 |
| Securities issued by states & political subdivisions | $15,020,000 | 1,343 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $1,494,000 | 922 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,792,000 | 780 |
| Mortgage-backed securities | $65,047,000 | 767 |
| Certificates of participation in pools of residential mortgages | $39,970,000 | 819 |
| Issued or guaranteed by U.S. | $39,970,000 | 810 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $25,077,000 | 595 |
| CMOs issued by government agencies or sponsored agencies | $25,077,000 | 474 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,492,000 | 2,000 |
| Available-for-sale securities (fair market value) | $83,592,000 | 1,269 |
| Total debt securities | $86,588,000 | 1,391 |
| 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 | $88,551,000 | 1,389 |
| U.S. Government securities | $70,544,000 | 1,288 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $70,544,000 | 1,242 |
| Securities issued by states & political subdivisions | $16,145,000 | 1,242 |
| Other domestic debt securities | $500,000 | 2,525 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 2,023 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $1,362,000 | 979 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,618,000 | 791 |
| Mortgage-backed securities | $64,934,000 | 778 |
| Certificates of participation in pools of residential mortgages | $38,104,000 | 851 |
| Issued or guaranteed by U.S. | $38,104,000 | 846 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $26,830,000 | 574 |
| CMOs issued by government agencies or sponsored agencies | $26,830,000 | 454 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,711,000 | 2,014 |
| Available-for-sale securities (fair market value) | $83,840,000 | 1,246 |
| Total debt securities | $87,189,000 | 1,372 |
| 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 | $85,928,000 | 1,419 |
| U.S. Government securities | $67,237,000 | 1,331 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $67,237,000 | 1,285 |
| Securities issued by states & political subdivisions | $16,849,000 | 1,185 |
| Other domestic debt securities | $500,000 | 2,580 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 2,111 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,342,000 | 994 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,153,000 | 800 |
| Mortgage-backed securities | $65,747,000 | 768 |
| Certificates of participation in pools of residential mortgages | $35,626,000 | 909 |
| Issued or guaranteed by U.S. | $35,626,000 | 903 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $30,121,000 | 529 |
| CMOs issued by government agencies or sponsored agencies | $30,121,000 | 425 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,338,000 | 1,914 |
| Available-for-sale securities (fair market value) | $80,590,000 | 1,289 |
| Total debt securities | $84,586,000 | 1,417 |
| 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 | $86,496,000 | 1,425 |
| U.S. Government securities | $65,638,000 | 1,395 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $65,638,000 | 1,348 |
| Securities issued by states & political subdivisions | $19,033,000 | 1,031 |
| Other domestic debt securities | $500,000 | 2,661 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 2,195 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,325,000 | 987 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,587,000 | 764 |
| Mortgage-backed securities | $64,139,000 | 793 |
| Certificates of participation in pools of residential mortgages | $32,089,000 | 1,012 |
| Issued or guaranteed by U.S. | $32,089,000 | 1,003 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $32,050,000 | 519 |
| CMOs issued by government agencies or sponsored agencies | $32,050,000 | 415 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,892,000 | 1,867 |
| Available-for-sale securities (fair market value) | $80,604,000 | 1,297 |
| Total debt securities | $85,172,000 | 1,407 |
| 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 | $92,101,000 | 1,365 |
| U.S. Government securities | $69,943,000 | 1,323 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $69,943,000 | 1,269 |
| Securities issued by states & political subdivisions | $20,166,000 | 946 |
| Other domestic debt securities | $500,000 | 2,725 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 2,288 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $1,492,000 | 1,006 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,414,000 | 882 |
| Mortgage-backed securities | $68,462,000 | 782 |
| Certificates of participation in pools of residential mortgages | $33,548,000 | 1,019 |
| Issued or guaranteed by U.S. | $33,548,000 | 1,010 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $34,914,000 | 506 |
| CMOs issued by government agencies or sponsored agencies | $34,914,000 | 409 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,014,000 | 1,755 |
| Available-for-sale securities (fair market value) | $85,087,000 | 1,259 |
| Total debt securities | $90,609,000 | 1,358 |
| 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 | $88,500,000 | 1,435 |
| U.S. Government securities | $62,348,000 | 1,496 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $62,348,000 | 1,435 |
| Securities issued by states & political subdivisions | $24,312,000 | 787 |
| Other domestic debt securities | $503,000 | 2,744 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $503,000 | 2,324 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $1,337,000 | 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 | $60,377,000 | 812 |
| Mortgage-backed securities | $62,348,000 | 862 |
| Certificates of participation in pools of residential mortgages | $27,579,000 | 1,184 |
| Issued or guaranteed by U.S. | $27,579,000 | 1,177 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $34,769,000 | 517 |
| CMOs issued by government agencies or sponsored agencies | $34,769,000 | 414 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,806,000 | 1,677 |
| Available-for-sale securities (fair market value) | $80,694,000 | 1,335 |
| Total debt securities | $87,162,000 | 1,424 |
| 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 | $92,482,000 | 1,391 |
| U.S. Government securities | $64,823,000 | 1,418 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $64,823,000 | 1,359 |
| Securities issued by states & political subdivisions | $25,658,000 | 725 |
| Other domestic debt securities | $509,000 | 2,771 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $509,000 | 2,368 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $1,492,000 | 1,052 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,334,000 | 908 |
| Mortgage-backed securities | $63,321,000 | 851 |
| Certificates of participation in pools of residential mortgages | $27,107,000 | 1,203 |
| Issued or guaranteed by U.S. | $27,107,000 | 1,194 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $36,214,000 | 500 |
| CMOs issued by government agencies or sponsored agencies | $36,214,000 | 402 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,976,000 | 1,674 |
| Available-for-sale securities (fair market value) | $84,506,000 | 1,282 |
| Total debt securities | $90,990,000 | 1,372 |
| 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 | $96,823,000 | 1,357 |
| U.S. Government securities | $67,917,000 | 1,395 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $67,917,000 | 1,336 |
| Securities issued by states & political subdivisions | $26,873,000 | 662 |
| Other domestic debt securities | $508,000 | 2,877 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $508,000 | 2,478 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $1,525,000 | 1,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,477,000 | 844 |
| Mortgage-backed securities | $66,442,000 | 843 |
| Certificates of participation in pools of residential mortgages | $27,782,000 | 1,198 |
| Issued or guaranteed by U.S. | $27,782,000 | 1,190 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $38,660,000 | 486 |
| CMOs issued by government agencies or sponsored agencies | $38,660,000 | 400 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,638,000 | 1,608 |
| Available-for-sale securities (fair market value) | $88,185,000 | 1,261 |
| Total debt securities | $95,299,000 | 1,339 |
| 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 | $96,332,000 | 1,366 |
| U.S. Government securities | $65,841,000 | 1,429 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $65,841,000 | 1,379 |
| Securities issued by states & political subdivisions | $28,397,000 | 635 |
| Other domestic debt securities | $519,000 | 2,947 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $519,000 | 2,532 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $1,575,000 | 1,133 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,427,000 | 753 |
| Mortgage-backed securities | $65,841,000 | 864 |
| Certificates of participation in pools of residential mortgages | $26,205,000 | 1,262 |
| Issued or guaranteed by U.S. | $26,205,000 | 1,253 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $39,636,000 | 500 |
| CMOs issued by government agencies or sponsored agencies | $39,636,000 | 407 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,637,000 | 1,579 |
| Available-for-sale securities (fair market value) | $87,695,000 | 1,279 |
| Total debt securities | $94,756,000 | 1,338 |
| 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 | $99,201,000 | 1,368 |
| U.S. Government securities | $65,425,000 | 1,498 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $65,425,000 | 1,441 |
| Securities issued by states & political subdivisions | $31,649,000 | 557 |
| Other domestic debt securities | $515,000 | 3,023 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $515,000 | 2,684 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $1,612,000 | 1,115 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,488,000 | 861 |
| Mortgage-backed securities | $65,425,000 | 878 |
| Certificates of participation in pools of residential mortgages | $26,315,000 | 1,257 |
| Issued or guaranteed by U.S. | $26,315,000 | 1,248 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $39,110,000 | 510 |
| CMOs issued by government agencies or sponsored agencies | $39,110,000 | 453 |
| 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) | $9,415,000 | 1,518 |
| Available-for-sale securities (fair market value) | $89,786,000 | 1,288 |
| Total debt securities | $97,589,000 | 1,341 |
| 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 | $102,421,000 | 1,305 |
| U.S. Government securities | $66,590,000 | 1,425 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $66,590,000 | 1,372 |
| Securities issued by states & political subdivisions | $32,034,000 | 556 |
| Other domestic debt securities | $2,163,000 | 2,036 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,163,000 | 1,758 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $1,634,000 | 1,171 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,129,000 | 732 |
| Mortgage-backed securities | $64,545,000 | 871 |
| Certificates of participation in pools of residential mortgages | $23,976,000 | 1,347 |
| Issued or guaranteed by U.S. | $23,976,000 | 1,343 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $40,569,000 | 498 |
| CMOs issued by government agencies or sponsored agencies | $40,569,000 | 459 |
| 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) | $9,413,000 | 1,509 |
| Available-for-sale securities (fair market value) | $93,008,000 | 1,222 |
| Total debt securities | $100,787,000 | 1,270 |
| 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 | $109,130,000 | 1,212 |
| U.S. Government securities | $70,646,000 | 1,296 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $70,646,000 | 1,251 |
| Securities issued by states & political subdivisions | $34,630,000 | 486 |
| Other domestic debt securities | $2,199,000 | 2,083 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,199,000 | 1,809 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $1,655,000 | 1,178 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,836,000 | 720 |
| Mortgage-backed securities | $65,134,000 | 879 |
| Certificates of participation in pools of residential mortgages | $17,038,000 | 1,689 |
| Issued or guaranteed by U.S. | $17,038,000 | 1,681 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $48,096,000 | 473 |
| CMOs issued by government agencies or sponsored agencies | $48,096,000 | 427 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,325,000 | 1,419 |
| Available-for-sale securities (fair market value) | $98,805,000 | 1,122 |
| Total debt securities | $107,476,000 | 1,176 |
| 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 | $105,654,000 | 1,211 |
| U.S. Government securities | $68,841,000 | 1,326 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $68,841,000 | 1,267 |
| Securities issued by states & political subdivisions | $35,045,000 | 455 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $1,768,000 | 1,147 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,361,000 | 1,058 |
| Mortgage-backed securities | $61,319,000 | 906 |
| Certificates of participation in pools of residential mortgages | $11,921,000 | 2,132 |
| Issued or guaranteed by U.S. | $11,921,000 | 2,124 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $49,398,000 | 477 |
| CMOs issued by government agencies or sponsored agencies | $49,398,000 | 428 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,966,000 | 1,386 |
| Available-for-sale securities (fair market value) | $94,688,000 | 1,141 |
| Total debt securities | $103,886,000 | 1,177 |
| 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 | $106,953,000 | 1,160 |
| U.S. Government securities | $67,345,000 | 1,322 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $67,345,000 | 1,256 |
| Securities issued by states & political subdivisions | $37,674,000 | 391 |
| Other domestic debt securities | $229,000 | 3,696 |
| Privately issued residential mortgage-backed securities | $229,000 | 1,032 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $1,705,000 | 1,176 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,046,000 | 1,076 |
| Mortgage-backed securities | $62,547,000 | 858 |
| Certificates of participation in pools of residential mortgages | $13,768,000 | 1,893 |
| Issued or guaranteed by U.S. | $13,768,000 | 1,884 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $48,779,000 | 477 |
| CMOs issued by government agencies or sponsored agencies | $48,550,000 | 426 |
| Privately issued | $229,000 | 929 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,486,000 | 1,378 |
| Available-for-sale securities (fair market value) | $95,467,000 | 1,091 |
| Total debt securities | $105,248,000 | 1,133 |
| 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 | $89,357,000 | 1,278 |
| U.S. Government securities | $41,735,000 | 1,903 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $41,735,000 | 1,801 |
| Securities issued by states & political subdivisions | $42,402,000 | 325 |
| Other domestic debt securities | $3,357,000 | 1,779 |
| Privately issued residential mortgage-backed securities | $3,357,000 | 492 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $1,863,000 | 1,082 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,261,000 | 801 |
| Mortgage-backed securities | $44,053,000 | 1,053 |
| Certificates of participation in pools of residential mortgages | $10,307,000 | 2,065 |
| Issued or guaranteed by U.S. | $10,307,000 | 2,052 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $33,746,000 | 595 |
| CMOs issued by government agencies or sponsored agencies | $30,389,000 | 567 |
| Privately issued | $3,357,000 | 441 |
| 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) | $12,706,000 | 1,322 |
| Available-for-sale securities (fair market value) | $76,651,000 | 1,221 |
| Total debt securities | $87,495,000 | 1,263 |
| 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 | $94,322,000 | 1,179 |
| U.S. Government securities | $56,921,000 | 1,397 |
| U.S. Treasury securities | $301,000 | 3,702 |
| U.S. Government agency obligations | $56,620,000 | 1,304 |
| Securities issued by states & political subdivisions | $31,779,000 | 471 |
| Other domestic debt securities | $1,709,000 | 2,064 |
| Privately issued residential mortgage-backed securities | $1,400,000 | 654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $309,000 | 2,820 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $3,913,000 | 1,018 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,041,000 | 6,212 |
| Mortgage-backed securities | $20,247,000 | 1,467 |
| Certificates of participation in pools of residential mortgages | $3,262,000 | 3,255 |
| Issued or guaranteed by U.S. | $3,262,000 | 3,239 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $16,985,000 | 744 |
| CMOs issued by government agencies or sponsored agencies | $15,585,000 | 701 |
| Privately issued | $1,400,000 | 580 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,748,000 | 1,308 |
| Available-for-sale securities (fair market value) | $77,574,000 | 1,107 |
| Total debt securities | $90,409,000 | 1,185 |
| Structured notes | ||
| Amortized cost | $1,995,000 | 200 |
| Fair value | $1,820,000 | 213 |
| 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 | $92,173,000 | 1,230 |
| U.S. Government securities | $57,904,000 | 1,462 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $57,904,000 | 1,319 |
| Securities issued by states & political subdivisions | $30,223,000 | 483 |
| Other domestic debt securities | $3,074,000 | 1,513 |
| Privately issued residential mortgage-backed securities | $2,482,000 | 539 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $592,000 | 2,294 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $972,000 | 2,461 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $23,722,000 | 1,428 |
| Certificates of participation in pools of residential mortgages | $3,777,000 | 3,215 |
| Issued or guaranteed by U.S. | $3,777,000 | 3,202 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $19,945,000 | 737 |
| CMOs issued by government agencies or sponsored agencies | $17,463,000 | 718 |
| Privately issued | $2,482,000 | 473 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,428,000 | 1,427 |
| Available-for-sale securities (fair market value) | $74,745,000 | 1,172 |
| Total debt securities | $91,201,000 | 1,198 |
| Structured notes | ||
| Amortized cost | $1,995,000 | 303 |
| Fair value | $1,780,000 | 313 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $82,158,000 | 1,437 |
| U.S. Government securities | $42,973,000 | 2,038 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $42,973,000 | 1,724 |
| Securities issued by states & political subdivisions | $32,426,000 | 426 |
| Other domestic debt securities | $5,927,000 | 1,019 |
| Privately issued residential mortgage-backed securities | $3,717,000 | 427 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,210,000 | 1,330 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $832,000 | 2,648 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $18,288,000 | 1,805 |
| Certificates of participation in pools of residential mortgages | $1,977,000 | 4,405 |
| Issued or guaranteed by U.S. | $1,977,000 | 4,385 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $16,311,000 | 872 |
| CMOs issued by government agencies or sponsored agencies | $12,594,000 | 924 |
| Privately issued | $3,717,000 | 361 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,913,000 | 1,503 |
| Available-for-sale securities (fair market value) | $64,245,000 | 1,368 |
| Total debt securities | $81,326,000 | 1,394 |
| Structured notes | ||
| Amortized cost | $1,995,000 | 387 |
| Fair value | $1,995,000 | 359 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $77,086,000 | 1,501 |
| U.S. Government securities | $42,388,000 | 2,131 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $42,388,000 | 1,670 |
| Securities issued by states & political subdivisions | $29,573,000 | 403 |
| Other domestic debt securities | $4,302,000 | 926 |
| 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 | $4,302,000 | 712 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $823,000 | 2,660 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,008,000 | 7,474 |
| Mortgage-backed securities | $10,570,000 | 2,556 |
| Certificates of participation in pools of residential mortgages | $1,587,000 | 4,733 |
| Issued or guaranteed by U.S. | $1,587,000 | 4,717 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $8,983,000 | 1,198 |
| CMOs issued by government agencies or sponsored agencies | $8,983,000 | 1,142 |
| 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) | $14,635,000 | 2,143 |
| Available-for-sale securities (fair market value) | $62,451,000 | 1,266 |
| Total debt securities | $76,263,000 | 1,459 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $71,946,000 | 1,683 |
| U.S. Government securities | $37,510,000 | 2,581 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $37,510,000 | 1,929 |
| Securities issued by states & political subdivisions | $26,696,000 | 437 |
| Other domestic debt securities | $6,973,000 | 735 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,973,000 | 506 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $767,000 | 2,742 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,086,000 | 3,758 |
| Mortgage-backed securities | $15,522,000 | 2,216 |
| Certificates of participation in pools of residential mortgages | $1,964,000 | 4,772 |
| Issued or guaranteed by U.S. | $1,964,000 | 4,749 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $13,558,000 | 993 |
| CMOs issued by government agencies or sponsored agencies | $13,558,000 | 938 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,043,000 | 2,802 |
| Available-for-sale securities (fair market value) | $59,903,000 | 1,353 |
| Total debt securities | $71,179,000 | 1,645 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $57,856,000 | 2,162 |
| U.S. Government securities | $28,661,000 | 3,472 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $28,661,000 | 2,437 |
| Securities issued by states & political subdivisions | $22,618,000 | 520 |
| Other domestic debt securities | $5,839,000 | 978 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,839,000 | 714 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $738,000 | 2,604 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,954,000 | 3,479 |
| Mortgage-backed securities | $23,611,000 | 1,727 |
| Certificates of participation in pools of residential mortgages | $1,523,000 | 5,421 |
| Issued or guaranteed by U.S. | $1,523,000 | 5,393 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $22,088,000 | 762 |
| CMOs issued by government agencies or sponsored agencies | $22,088,000 | 709 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,735,000 | 3,727 |
| Available-for-sale securities (fair market value) | $49,121,000 | 1,718 |
| Total debt securities | $57,118,000 | 2,124 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,612 |
| Fair value | $1,998,000 | 1,636 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $39,240,000 | 3,338 |
| U.S. Government securities | $18,498,000 | 5,239 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $18,498,000 | 3,396 |
| Securities issued by states & political subdivisions | $19,222,000 | 643 |
| Other domestic debt securities | $803,000 | 3,029 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $803,000 | 2,428 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $717,000 | 2,502 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,844,000 | 2,761 |
| Mortgage-backed securities | $14,493,000 | 2,540 |
| Certificates of participation in pools of residential mortgages | $124,000 | 8,693 |
| Issued or guaranteed by U.S. | $124,000 | 8,663 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $14,369,000 | 1,147 |
| CMOs issued by government agencies or sponsored agencies | $14,369,000 | 1,077 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $28,034,000 | 2,594 |
| Available-for-sale securities (fair market value) | $11,206,000 | 4,433 |
| Total debt securities | $38,523,000 | 3,334 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $45,282,000 | 3,074 |
| U.S. Government securities | $29,415,000 | 3,661 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $29,415,000 | 2,331 |
| Securities issued by states & political subdivisions | $14,150,000 | 985 |
| Other domestic debt securities | $1,000,000 | 3,348 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 2,570 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $717,000 | 2,525 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,655,000 | 2,249 |
| Mortgage-backed securities | $18,877,000 | 2,372 |
| Certificates of participation in pools of residential mortgages | $196,000 | 9,033 |
| Issued or guaranteed by U.S. | $196,000 | 8,978 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $18,681,000 | 1,083 |
| CMOs issued by government agencies or sponsored agencies | $18,681,000 | 1,007 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $44,565,000 | 3,043 |
| 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 | $44,938,000 | 3,037 |
| U.S. Government securities | $24,936,000 | 4,235 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $24,936,000 | 2,681 |
| Securities issued by states & political subdivisions | $15,325,000 | 797 |
| Other domestic debt securities | $4,004,000 | 1,953 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,004,000 | 1,384 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $673,000 | 2,294 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,021,000 | 5,120 |
| Mortgage-backed securities | $15,548,000 | 2,766 |
| Certificates of participation in pools of residential mortgages | $329,000 | 9,053 |
| Issued or guaranteed by U.S. | $329,000 | 8,982 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $15,219,000 | 1,216 |
| CMOs issued by government agencies or sponsored agencies | $15,219,000 | 1,098 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $44,265,000 | 3,000 |
| 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 |