Home > Heritage Bank > Securities
Heritage Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $1,873,795,000 | 152 |
| U.S. Government securities | $1,670,761,000 | 125 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $1,670,761,000 | 116 |
| Securities issued by states & political subdivisions | $77,034,000 | 600 |
| Other domestic debt securities | $126,000,000 | 221 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $14,490,000 | 194 |
| Structured financial products - Total | $101,406,000 | 97 |
| Other domestic debt securities - All other | $7,613,000 | 763 |
| 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 | $1,091,553,000 | 134 |
| Mortgage-backed securities | $1,506,038,000 | 114 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $441,415,000 | 169 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $338,116,000 | 118 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $602,802,000 | 38 |
| Other commercial mortgage-backed securities | $123,705,000 | 116 |
| Held to maturity securities (book value) | $739,442,000 | 112 |
| Available-for-sale securities (fair market value) | $1,134,353,000 | 182 |
| Total debt securities | $1,873,795,000 | 150 |
| Structured notes | ||
| Amortized cost | $24,626,000 | 74 |
| Fair value | $18,920,000 | 87 |
| 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 | $0 | 4,483 |
| U.S. Government securities | $1,000 | 4,396 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,329,408,000 | 46 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $92 | 698 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | NA | NA |
| Foreign debt securities | $46,947,000 | 34 |
| Equity securities | $328 | 23 |
| Assets held in trading accounts for TFR Reporters | $1,521,000 | 1 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $532 | 3,875 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,701 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2 | 2,728 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,372 | 1,551 |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $0 | 4,231 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | NA | NA |
| 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 | $4,622,000 | 119 |
| 2023-06-30 | Rank | |
| Total securities | $2,030,826,000 | 147 |
| U.S. Government securities | $1,736,414,000 | 125 |
| U.S. Treasury securities | $19,940,000 | 959 |
| U.S. Government agency obligations | $1,716,474,000 | 119 |
| Securities issued by states & political subdivisions | $127,614,000 | 348 |
| Other domestic debt securities | $166,798,000 | 183 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $16,037,000 | 177 |
| Structured financial products - Total | $144,585,000 | 91 |
| Other domestic debt securities - All other | $3,774,000 | 1,093 |
| 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 | $1,158,716,000 | 130 |
| Mortgage-backed securities | $1,520,964,000 | 112 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $445,768,000 | 167 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $245,801,000 | 130 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $668,384,000 | 36 |
| Other commercial mortgage-backed securities | $161,011,000 | 95 |
| Held to maturity securities (book value) | $754,276,000 | 110 |
| Available-for-sale securities (fair market value) | $1,276,550,000 | 173 |
| Total debt securities | $2,030,826,000 | 145 |
| Structured notes | ||
| Amortized cost | $24,574,000 | 76 |
| Fair value | $18,580,000 | 86 |
| 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 | $2,078,235,000 | 152 |
| U.S. Government securities | $1,778,453,000 | 131 |
| U.S. Treasury securities | $19,865,000 | 1,021 |
| U.S. Government agency obligations | $1,758,588,000 | 112 |
| Securities issued by states & political subdivisions | $129,987,000 | 356 |
| Other domestic debt securities | $169,795,000 | 191 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $16,784,000 | 177 |
| Structured financial products - Total | $146,684,000 | 90 |
| Other domestic debt securities - All other | $3,817,000 | 1,126 |
| 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 | $962,223,000 | 142 |
| Mortgage-backed securities | $1,562,836,000 | 118 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $460,693,000 | 172 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $258,962,000 | 132 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $676,952,000 | 38 |
| Other commercial mortgage-backed securities | $166,229,000 | 98 |
| Held to maturity securities (book value) | $760,163,000 | 114 |
| Available-for-sale securities (fair market value) | $1,318,072,000 | 181 |
| Total debt securities | $2,078,235,000 | 149 |
| Structured notes | ||
| Amortized cost | $24,549,000 | 83 |
| Fair value | $18,779,000 | 99 |
| 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 | $2,097,839,000 | 161 |
| U.S. Government securities | $1,770,577,000 | 139 |
| U.S. Treasury securities | $19,780,000 | 1,063 |
| U.S. Government agency obligations | $1,750,797,000 | 119 |
| Securities issued by states & political subdivisions | $150,609,000 | 305 |
| Other domestic debt securities | $176,653,000 | 194 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $18,145,000 | 169 |
| Structured financial products - Total | $152,257,000 | 89 |
| Other domestic debt securities - All other | $3,834,000 | 1,131 |
| 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 | $335,686,000 | 279 |
| Mortgage-backed securities | $1,555,145,000 | 122 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $453,215,000 | 179 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $262,206,000 | 140 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $671,119,000 | 39 |
| Other commercial mortgage-backed securities | $168,605,000 | 100 |
| Held to maturity securities (book value) | $766,396,000 | 118 |
| Available-for-sale securities (fair market value) | $1,331,443,000 | 184 |
| Total debt securities | $2,097,839,000 | 156 |
| Structured notes | ||
| Amortized cost | $44,523,000 | 46 |
| Fair value | $36,424,000 | 49 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $2,129,461,000 | 161 |
| U.S. Government securities | $1,918,711,000 | 137 |
| U.S. Treasury securities | $19,770,000 | 1,089 |
| U.S. Government agency obligations | $1,898,941,000 | 120 |
| Securities issued by states & political subdivisions | $183,394,000 | 246 |
| Other domestic debt securities | $27,356,000 | 616 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $19,201,000 | 165 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $5,834,000 | 936 |
| 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 | $338,128,000 | 268 |
| Mortgage-backed securities | $1,703,301,000 | 123 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $463,396,000 | 180 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $272,205,000 | 138 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $677,983,000 | 39 |
| Other commercial mortgage-backed securities | $289,717,000 | 88 |
| Held to maturity securities (book value) | $773,319,000 | 118 |
| Available-for-sale securities (fair market value) | $1,356,142,000 | 183 |
| Total debt securities | $2,129,461,000 | 157 |
| Structured notes | ||
| Amortized cost | $44,497,000 | 45 |
| Fair value | $36,348,000 | 50 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $1,803,241,000 | 186 |
| U.S. Government securities | $1,577,480,000 | 159 |
| U.S. Treasury securities | $19,939,000 | 1,071 |
| U.S. Government agency obligations | $1,557,541,000 | 135 |
| Securities issued by states & political subdivisions | $197,570,000 | 235 |
| Other domestic debt securities | $28,191,000 | 574 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $19,772,000 | 165 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $5,978,000 | 938 |
| 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 | $318,468,000 | 277 |
| Mortgage-backed securities | $1,359,754,000 | 139 |
| Certificates of participation in pools of residential mortgages | $331,351,000 | 238 |
| Issued or guaranteed by U.S. | $331,351,000 | 237 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $226,655,000 | 170 |
| CMOs issued by government agencies or sponsored agencies | $226,655,000 | 148 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $801,748,000 | 74 |
| Commercial mortgage pass-through securities | $558,689,000 | 43 |
| Other commercial mortgage-backed securities | $243,059,000 | 110 |
| Held to maturity securities (book value) | $615,653,000 | 122 |
| Available-for-sale securities (fair market value) | $1,187,588,000 | 201 |
| Total debt securities | $1,803,241,000 | 184 |
| Structured notes | ||
| Amortized cost | $44,471,000 | 41 |
| Fair value | $38,856,000 | 45 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $1,462,137,000 | 215 |
| U.S. Government securities | $1,229,340,000 | 184 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $1,229,340,000 | 163 |
| Securities issued by states & political subdivisions | $207,631,000 | 233 |
| Other domestic debt securities | $25,166,000 | 596 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $20,550,000 | 164 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $2,009,000 | 1,372 |
| 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 | $316,465,000 | 278 |
| Mortgage-backed securities | $1,037,715,000 | 168 |
| Certificates of participation in pools of residential mortgages | $232,206,000 | 303 |
| Issued or guaranteed by U.S. | $232,206,000 | 302 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $181,644,000 | 212 |
| CMOs issued by government agencies or sponsored agencies | $181,644,000 | 187 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $623,865,000 | 89 |
| Commercial mortgage pass-through securities | $446,668,000 | 52 |
| Other commercial mortgage-backed securities | $177,197,000 | 122 |
| Held to maturity securities (book value) | $422,213,000 | 147 |
| Available-for-sale securities (fair market value) | $1,039,924,000 | 226 |
| Total debt securities | $1,462,137,000 | 213 |
| Structured notes | ||
| Amortized cost | $44,445,000 | 39 |
| Fair value | $40,657,000 | 40 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $1,277,728,000 | 236 |
| U.S. Government securities | $1,032,996,000 | 195 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $1,032,996,000 | 179 |
| Securities issued by states & political subdivisions | $218,192,000 | 231 |
| Other domestic debt securities | $26,540,000 | 556 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $21,506,000 | 166 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $2,014,000 | 1,316 |
| 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 | $308,716,000 | 271 |
| Mortgage-backed securities | $869,210,000 | 188 |
| Certificates of participation in pools of residential mortgages | $179,161,000 | 353 |
| Issued or guaranteed by U.S. | $179,161,000 | 352 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $153,315,000 | 235 |
| CMOs issued by government agencies or sponsored agencies | $153,315,000 | 213 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $536,734,000 | 100 |
| Commercial mortgage pass-through securities | $360,970,000 | 56 |
| Other commercial mortgage-backed securities | $175,764,000 | 125 |
| Held to maturity securities (book value) | $383,393,000 | 123 |
| Available-for-sale securities (fair market value) | $894,335,000 | 265 |
| Total debt securities | $1,277,728,000 | 232 |
| Structured notes | ||
| Amortized cost | $24,419,000 | 63 |
| Fair value | $23,679,000 | 64 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $1,072,600,000 | 247 |
| U.S. Government securities | $820,435,000 | 232 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $820,435,000 | 213 |
| Securities issued by states & political subdivisions | $225,142,000 | 213 |
| Other domestic debt securities | $27,023,000 | 528 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $21,975,000 | 169 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $2,023,000 | 1,249 |
| 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 | $257,793,000 | 306 |
| Mortgage-backed securities | $710,345,000 | 212 |
| Certificates of participation in pools of residential mortgages | $118,917,000 | 489 |
| Issued or guaranteed by U.S. | $118,917,000 | 486 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $134,888,000 | 251 |
| CMOs issued by government agencies or sponsored agencies | $134,888,000 | 230 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $456,540,000 | 104 |
| Commercial mortgage pass-through securities | $266,265,000 | 67 |
| Other commercial mortgage-backed securities | $190,275,000 | 115 |
| Held to maturity securities (book value) | $311,074,000 | 129 |
| Available-for-sale securities (fair market value) | $761,526,000 | 280 |
| Total debt securities | $1,072,600,000 | 245 |
| Structured notes | ||
| Amortized cost | $24,393,000 | 57 |
| Fair value | $24,060,000 | 59 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $1,049,524,000 | 242 |
| U.S. Government securities | $791,289,000 | 224 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $791,289,000 | 209 |
| Securities issued by states & political subdivisions | $225,888,000 | 206 |
| Other domestic debt securities | $32,347,000 | 451 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $22,290,000 | 169 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $7,018,000 | 708 |
| 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 | $222,681,000 | 332 |
| Mortgage-backed securities | $685,659,000 | 205 |
| Certificates of participation in pools of residential mortgages | $127,273,000 | 439 |
| Issued or guaranteed by U.S. | $127,273,000 | 435 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $133,407,000 | 244 |
| CMOs issued by government agencies or sponsored agencies | $133,407,000 | 229 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $424,979,000 | 109 |
| Commercial mortgage pass-through securities | $221,338,000 | 74 |
| Other commercial mortgage-backed securities | $203,641,000 | 107 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $1,049,524,000 | 213 |
| Total debt securities | $1,049,524,000 | 237 |
| Structured notes | ||
| Amortized cost | $25,000,000 | 44 |
| Fair value | $23,957,000 | 49 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $893,558,000 | 259 |
| U.S. Government securities | $632,222,000 | 242 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $632,222,000 | 233 |
| Securities issued by states & political subdivisions | $224,674,000 | 194 |
| Other domestic debt securities | $36,662,000 | 398 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $22,618,000 | 165 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $11,055,000 | 519 |
| 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 | $199,276,000 | 340 |
| Mortgage-backed securities | $535,357,000 | 230 |
| Certificates of participation in pools of residential mortgages | $65,914,000 | 693 |
| Issued or guaranteed by U.S. | $65,914,000 | 676 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $118,285,000 | 249 |
| CMOs issued by government agencies or sponsored agencies | $118,285,000 | 229 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $351,158,000 | 113 |
| Commercial mortgage pass-through securities | $163,075,000 | 84 |
| Other commercial mortgage-backed securities | $188,083,000 | 110 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $893,558,000 | 232 |
| Total debt securities | $893,558,000 | 256 |
| Structured notes | ||
| Amortized cost | $25,000,000 | 30 |
| Fair value | $23,720,000 | 31 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $802,163,000 | 266 |
| U.S. Government securities | $561,515,000 | 239 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $561,515,000 | 231 |
| Securities issued by states & political subdivisions | $206,831,000 | 202 |
| Other domestic debt securities | $33,817,000 | 402 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $22,720,000 | 158 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $11,097,000 | 489 |
| 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 | $194,890,000 | 348 |
| Mortgage-backed securities | $510,106,000 | 221 |
| Certificates of participation in pools of residential mortgages | $77,510,000 | 543 |
| Issued or guaranteed by U.S. | $77,510,000 | 536 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $125,714,000 | 243 |
| CMOs issued by government agencies or sponsored agencies | $125,714,000 | 228 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $306,882,000 | 116 |
| Commercial mortgage pass-through securities | $121,921,000 | 92 |
| Other commercial mortgage-backed securities | $184,961,000 | 108 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $802,163,000 | 241 |
| Total debt securities | $802,163,000 | 261 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $834,492,000 | 246 |
| U.S. Government securities | $588,501,000 | 230 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $588,501,000 | 220 |
| Securities issued by states & political subdivisions | $203,122,000 | 185 |
| Other domestic debt securities | $42,869,000 | 323 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $22,698,000 | 150 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $20,171,000 | 318 |
| 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 | $263,744,000 | 279 |
| Mortgage-backed securities | $530,827,000 | 206 |
| Certificates of participation in pools of residential mortgages | $84,340,000 | 486 |
| Issued or guaranteed by U.S. | $84,340,000 | 475 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $139,616,000 | 221 |
| CMOs issued by government agencies or sponsored agencies | $139,616,000 | 207 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $306,871,000 | 113 |
| Commercial mortgage pass-through securities | $110,235,000 | 90 |
| Other commercial mortgage-backed securities | $196,636,000 | 104 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $834,492,000 | 225 |
| Total debt securities | $834,492,000 | 241 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $879,927,000 | 225 |
| U.S. Government securities | $639,376,000 | 214 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $639,376,000 | 203 |
| Securities issued by states & political subdivisions | $193,931,000 | 180 |
| Other domestic debt securities | $46,620,000 | 306 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $22,371,000 | 135 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $24,249,000 | 269 |
| 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 | $260,579,000 | 277 |
| Mortgage-backed securities | $581,446,000 | 195 |
| Certificates of participation in pools of residential mortgages | $96,374,000 | 437 |
| Issued or guaranteed by U.S. | $96,374,000 | 429 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $166,731,000 | 190 |
| CMOs issued by government agencies or sponsored agencies | $166,731,000 | 176 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $318,341,000 | 103 |
| Commercial mortgage pass-through securities | $112,850,000 | 87 |
| Other commercial mortgage-backed securities | $205,491,000 | 96 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $879,927,000 | 206 |
| Total debt securities | $879,927,000 | 222 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $961,092,000 | 207 |
| U.S. Government securities | $735,501,000 | 200 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $735,501,000 | 191 |
| Securities issued by states & political subdivisions | $179,609,000 | 175 |
| Other domestic debt securities | $45,982,000 | 291 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $22,150,000 | 128 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $23,832,000 | 253 |
| 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 | $232,918,000 | 289 |
| Mortgage-backed securities | $642,587,000 | 189 |
| Certificates of participation in pools of residential mortgages | $116,806,000 | 378 |
| Issued or guaranteed by U.S. | $116,806,000 | 367 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $200,025,000 | 170 |
| CMOs issued by government agencies or sponsored agencies | $200,025,000 | 165 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $325,756,000 | 106 |
| Commercial mortgage pass-through securities | $116,475,000 | 83 |
| Other commercial mortgage-backed securities | $209,281,000 | 97 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $961,092,000 | 187 |
| Total debt securities | $961,092,000 | 203 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $952,312,000 | 206 |
| U.S. Government securities | $771,926,000 | 197 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $771,926,000 | 186 |
| Securities issued by states & political subdivisions | $133,014,000 | 218 |
| Other domestic debt securities | $47,372,000 | 274 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $23,178,000 | 126 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $24,194,000 | 237 |
| 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 | $232,917,000 | 267 |
| Mortgage-backed securities | $660,718,000 | 185 |
| Certificates of participation in pools of residential mortgages | $119,634,000 | 369 |
| Issued or guaranteed by U.S. | $119,634,000 | 360 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $213,989,000 | 169 |
| CMOs issued by government agencies or sponsored agencies | $213,989,000 | 161 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $327,095,000 | 103 |
| Commercial mortgage pass-through securities | $127,477,000 | 79 |
| Other commercial mortgage-backed securities | $199,618,000 | 99 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $952,312,000 | 184 |
| Total debt securities | $952,312,000 | 201 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $966,102,000 | 203 |
| U.S. Government securities | $790,858,000 | 188 |
| U.S. Treasury securities | $16,090,000 | 324 |
| U.S. Government agency obligations | $774,768,000 | 181 |
| Securities issued by states & political subdivisions | $127,315,000 | 226 |
| Other domestic debt securities | $47,929,000 | 270 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $23,773,000 | 122 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $24,156,000 | 232 |
| 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 | $253,294,000 | 247 |
| Mortgage-backed securities | $671,912,000 | 175 |
| Certificates of participation in pools of residential mortgages | $119,306,000 | 345 |
| Issued or guaranteed by U.S. | $119,306,000 | 337 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $221,276,000 | 165 |
| CMOs issued by government agencies or sponsored agencies | $221,276,000 | 159 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $331,330,000 | 98 |
| Commercial mortgage pass-through securities | $132,461,000 | 74 |
| Other commercial mortgage-backed securities | $198,869,000 | 94 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $966,102,000 | 181 |
| Total debt securities | $966,102,000 | 198 |
| Structured notes | ||
| Amortized cost | $5,873,000 | 163 |
| Fair value | $5,877,000 | 165 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $960,680,000 | 202 |
| U.S. Government securities | $779,637,000 | 192 |
| U.S. Treasury securities | $16,059,000 | 330 |
| U.S. Government agency obligations | $763,578,000 | 185 |
| Securities issued by states & political subdivisions | $132,741,000 | 217 |
| Other domestic debt securities | $48,302,000 | 248 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $24,144,000 | 108 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $24,158,000 | 225 |
| 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 | $249,958,000 | 253 |
| Mortgage-backed securities | $680,236,000 | 177 |
| Certificates of participation in pools of residential mortgages | $128,606,000 | 325 |
| Issued or guaranteed by U.S. | $128,606,000 | 325 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $212,552,000 | 171 |
| CMOs issued by government agencies or sponsored agencies | $212,552,000 | 167 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $339,078,000 | 88 |
| Commercial mortgage pass-through securities | $138,031,000 | 64 |
| Other commercial mortgage-backed securities | $201,047,000 | 88 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $960,680,000 | 180 |
| Total debt securities | $960,680,000 | 198 |
| Structured notes | ||
| Amortized cost | $5,861,000 | 189 |
| Fair value | $5,872,000 | 188 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $985,009,000 | 198 |
| U.S. Government securities | $787,740,000 | 190 |
| U.S. Treasury securities | $16,001,000 | 331 |
| U.S. Government agency obligations | $771,739,000 | 180 |
| Securities issued by states & political subdivisions | $146,862,000 | 207 |
| Other domestic debt securities | $50,407,000 | 225 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $24,520,000 | 101 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $25,887,000 | 205 |
| 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 | $265,465,000 | 248 |
| Mortgage-backed securities | $682,012,000 | 174 |
| Certificates of participation in pools of residential mortgages | $131,506,000 | 330 |
| Issued or guaranteed by U.S. | $131,506,000 | 329 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $208,878,000 | 170 |
| CMOs issued by government agencies or sponsored agencies | $208,878,000 | 164 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $341,628,000 | 85 |
| Commercial mortgage pass-through securities | $128,133,000 | 66 |
| Other commercial mortgage-backed securities | $213,495,000 | 81 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $985,009,000 | 175 |
| Total debt securities | $985,009,000 | 194 |
| Structured notes | ||
| Amortized cost | $5,849,000 | 203 |
| Fair value | $5,855,000 | 199 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $976,095,000 | 198 |
| U.S. Government securities | $766,966,000 | 189 |
| U.S. Treasury securities | $15,936,000 | 327 |
| U.S. Government agency obligations | $751,030,000 | 181 |
| Securities issued by states & political subdivisions | $158,864,000 | 188 |
| Other domestic debt securities | $50,265,000 | 219 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $24,702,000 | 99 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $25,563,000 | 204 |
| 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 | $264,675,000 | 250 |
| Mortgage-backed securities | $658,138,000 | 172 |
| Certificates of participation in pools of residential mortgages | $114,258,000 | 367 |
| Issued or guaranteed by U.S. | $114,258,000 | 364 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $210,119,000 | 170 |
| CMOs issued by government agencies or sponsored agencies | $210,119,000 | 164 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $333,761,000 | 85 |
| Commercial mortgage pass-through securities | $126,225,000 | 66 |
| Other commercial mortgage-backed securities | $207,536,000 | 80 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $976,095,000 | 178 |
| Total debt securities | $976,095,000 | 194 |
| Structured notes | ||
| Amortized cost | $5,837,000 | 207 |
| Fair value | $5,832,000 | 199 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $920,737,000 | 202 |
| U.S. Government securities | $704,828,000 | 196 |
| U.S. Treasury securities | $15,879,000 | 311 |
| U.S. Government agency obligations | $688,949,000 | 187 |
| Securities issued by states & political subdivisions | $164,072,000 | 182 |
| Other domestic debt securities | $51,837,000 | 207 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $26,128,000 | 97 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $25,709,000 | 200 |
| 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 | $250,193,000 | 264 |
| Mortgage-backed securities | $613,724,000 | 176 |
| Certificates of participation in pools of residential mortgages | $94,210,000 | 431 |
| Issued or guaranteed by U.S. | $94,210,000 | 429 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $210,400,000 | 168 |
| CMOs issued by government agencies or sponsored agencies | $210,400,000 | 162 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $309,114,000 | 84 |
| Commercial mortgage pass-through securities | $112,111,000 | 69 |
| Other commercial mortgage-backed securities | $197,003,000 | 79 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $920,737,000 | 180 |
| Total debt securities | $920,737,000 | 198 |
| Structured notes | ||
| Amortized cost | $5,826,000 | 204 |
| Fair value | $5,808,000 | 194 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $873,670,000 | 213 |
| U.S. Government securities | $614,407,000 | 214 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $614,407,000 | 203 |
| Securities issued by states & political subdivisions | $203,022,000 | 154 |
| Other domestic debt securities | $56,241,000 | 212 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $30,551,000 | 91 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $25,690,000 | 202 |
| 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 | $257,895,000 | 260 |
| Mortgage-backed securities | $553,869,000 | 200 |
| Certificates of participation in pools of residential mortgages | $97,808,000 | 429 |
| Issued or guaranteed by U.S. | $97,808,000 | 427 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $205,840,000 | 171 |
| CMOs issued by government agencies or sponsored agencies | $205,840,000 | 165 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $250,221,000 | 91 |
| Commercial mortgage pass-through securities | $105,611,000 | 68 |
| Other commercial mortgage-backed securities | $144,610,000 | 93 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $873,670,000 | 185 |
| Total debt securities | $873,670,000 | 207 |
| Structured notes | ||
| Amortized cost | $5,814,000 | 203 |
| Fair value | $5,817,000 | 196 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $821,567,000 | 219 |
| U.S. Government securities | $569,027,000 | 226 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $569,027,000 | 216 |
| Securities issued by states & political subdivisions | $204,291,000 | 154 |
| Other domestic debt securities | $48,249,000 | 217 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $31,620,000 | 87 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $16,629,000 | 289 |
| 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 | $262,565,000 | 266 |
| Mortgage-backed securities | $536,818,000 | 204 |
| Certificates of participation in pools of residential mortgages | $104,259,000 | 415 |
| Issued or guaranteed by U.S. | $104,259,000 | 414 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $188,199,000 | 176 |
| CMOs issued by government agencies or sponsored agencies | $188,199,000 | 171 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $244,360,000 | 91 |
| Commercial mortgage pass-through securities | $106,914,000 | 58 |
| Other commercial mortgage-backed securities | $137,446,000 | 94 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $821,567,000 | 194 |
| Total debt securities | $821,567,000 | 213 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $810,384,000 | 219 |
| U.S. Government securities | $510,732,000 | 243 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $510,732,000 | 233 |
| Securities issued by states & political subdivisions | $250,015,000 | 120 |
| Other domestic debt securities | $49,637,000 | 208 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $32,867,000 | 80 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $16,770,000 | 291 |
| 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 | $267,160,000 | 264 |
| Mortgage-backed securities | $487,124,000 | 209 |
| Certificates of participation in pools of residential mortgages | $107,547,000 | 399 |
| Issued or guaranteed by U.S. | $107,547,000 | 398 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $162,498,000 | 189 |
| CMOs issued by government agencies or sponsored agencies | $162,498,000 | 183 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $217,079,000 | 94 |
| Commercial mortgage pass-through securities | $87,991,000 | 63 |
| Other commercial mortgage-backed securities | $129,088,000 | 90 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $810,384,000 | 192 |
| Total debt securities | $810,384,000 | 213 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $799,910,000 | 221 |
| U.S. Government securities | $497,048,000 | 241 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $497,048,000 | 236 |
| Securities issued by states & political subdivisions | $252,806,000 | 119 |
| Other domestic debt securities | $50,056,000 | 210 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $34,226,000 | 73 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $15,830,000 | 310 |
| 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 | $256,978,000 | 279 |
| Mortgage-backed securities | $481,617,000 | 209 |
| Certificates of participation in pools of residential mortgages | $108,700,000 | 392 |
| Issued or guaranteed by U.S. | $108,700,000 | 391 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $159,634,000 | 189 |
| CMOs issued by government agencies or sponsored agencies | $159,634,000 | 182 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $213,283,000 | 92 |
| Commercial mortgage pass-through securities | $90,645,000 | 66 |
| Other commercial mortgage-backed securities | $122,638,000 | 88 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $799,910,000 | 193 |
| Total debt securities | $799,911,000 | 216 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $790,466,000 | 223 |
| U.S. Government securities | $497,328,000 | 245 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $497,328,000 | 234 |
| Securities issued by states & political subdivisions | $244,330,000 | 124 |
| Other domestic debt securities | $48,808,000 | 210 |
| Privately issued residential mortgage-backed securities | $2,616,000 | 205 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $32,427,000 | 69 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $13,765,000 | 350 |
| 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 | $246,547,000 | 292 |
| Mortgage-backed securities | $483,496,000 | 211 |
| Certificates of participation in pools of residential mortgages | $119,331,000 | 370 |
| Issued or guaranteed by U.S. | $119,331,000 | 368 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $155,506,000 | 195 |
| CMOs issued by government agencies or sponsored agencies | $152,890,000 | 187 |
| Privately issued | $2,616,000 | 193 |
| Commercial mortgage-backed securities | $208,659,000 | 90 |
| Commercial mortgage pass-through securities | $86,002,000 | 67 |
| Other commercial mortgage-backed securities | $122,657,000 | 90 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $790,466,000 | 195 |
| Total debt securities | $790,466,000 | 218 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $782,909,000 | 227 |
| U.S. Government securities | $496,437,000 | 245 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $496,437,000 | 235 |
| Securities issued by states & political subdivisions | $240,504,000 | 129 |
| Other domestic debt securities | $45,968,000 | 220 |
| Privately issued residential mortgage-backed securities | $2,927,000 | 206 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $25,221,000 | 82 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $17,820,000 | 309 |
| 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 | $241,963,000 | 292 |
| Mortgage-backed securities | $490,466,000 | 215 |
| Certificates of participation in pools of residential mortgages | $126,651,000 | 350 |
| Issued or guaranteed by U.S. | $126,651,000 | 349 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $159,121,000 | 191 |
| CMOs issued by government agencies or sponsored agencies | $156,194,000 | 184 |
| Privately issued | $2,927,000 | 196 |
| Commercial mortgage-backed securities | $204,694,000 | 87 |
| Commercial mortgage pass-through securities | $88,663,000 | 64 |
| Other commercial mortgage-backed securities | $116,031,000 | 91 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $782,909,000 | 198 |
| Total debt securities | $782,909,000 | 223 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $794,522,000 | 226 |
| U.S. Government securities | $515,879,000 | 234 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $515,879,000 | 225 |
| Securities issued by states & political subdivisions | $237,256,000 | 130 |
| Other domestic debt securities | $41,387,000 | 246 |
| Privately issued residential mortgage-backed securities | $3,184,000 | 209 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $21,497,000 | 88 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $16,706,000 | 306 |
| 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 | $248,087,000 | 277 |
| Mortgage-backed securities | $509,441,000 | 205 |
| Certificates of participation in pools of residential mortgages | $133,330,000 | 324 |
| Issued or guaranteed by U.S. | $133,330,000 | 323 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $167,793,000 | 182 |
| CMOs issued by government agencies or sponsored agencies | $164,609,000 | 177 |
| Privately issued | $3,184,000 | 197 |
| Commercial mortgage-backed securities | $208,318,000 | 84 |
| Commercial mortgage pass-through securities | $88,862,000 | 64 |
| Other commercial mortgage-backed securities | $119,456,000 | 90 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $794,522,000 | 192 |
| Total debt securities | $794,523,000 | 220 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $819,064,000 | 213 |
| U.S. Government securities | $542,731,000 | 217 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $542,731,000 | 209 |
| Securities issued by states & political subdivisions | $245,704,000 | 117 |
| Other domestic debt securities | $30,629,000 | 300 |
| Privately issued residential mortgage-backed securities | $3,457,000 | 206 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $13,989,000 | 106 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $13,183,000 | 357 |
| 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 | $256,531,000 | 271 |
| Mortgage-backed securities | $527,137,000 | 196 |
| Certificates of participation in pools of residential mortgages | $168,899,000 | 265 |
| Issued or guaranteed by U.S. | $168,899,000 | 264 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $160,400,000 | 197 |
| CMOs issued by government agencies or sponsored agencies | $156,943,000 | 187 |
| Privately issued | $3,457,000 | 199 |
| Commercial mortgage-backed securities | $197,838,000 | 85 |
| Commercial mortgage pass-through securities | $77,344,000 | 70 |
| Other commercial mortgage-backed securities | $120,494,000 | 85 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $819,064,000 | 182 |
| Total debt securities | $819,064,000 | 209 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 448 |
| Fair value | $2,001,000 | 459 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $815,848,000 | 215 |
| U.S. Government securities | $551,797,000 | 216 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $551,797,000 | 208 |
| Securities issued by states & political subdivisions | $236,736,000 | 119 |
| Other domestic debt securities | $27,315,000 | 330 |
| Privately issued residential mortgage-backed securities | $3,779,000 | 207 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $14,398,000 | 104 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $9,138,000 | 458 |
| 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 | $272,717,000 | 257 |
| Mortgage-backed securities | $530,311,000 | 192 |
| Certificates of participation in pools of residential mortgages | $178,408,000 | 261 |
| Issued or guaranteed by U.S. | $178,408,000 | 260 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $168,821,000 | 199 |
| CMOs issued by government agencies or sponsored agencies | $165,042,000 | 186 |
| Privately issued | $3,779,000 | 193 |
| Commercial mortgage-backed securities | $183,082,000 | 90 |
| Commercial mortgage pass-through securities | $74,976,000 | 66 |
| Other commercial mortgage-backed securities | $108,106,000 | 85 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $815,848,000 | 181 |
| Total debt securities | $815,848,000 | 209 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 332 |
| Fair value | $4,006,000 | 340 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $822,096,000 | 213 |
| U.S. Government securities | $559,706,000 | 216 |
| U.S. Treasury securities | $642,000 | 1,106 |
| U.S. Government agency obligations | $559,064,000 | 211 |
| Securities issued by states & political subdivisions | $234,538,000 | 119 |
| Other domestic debt securities | $27,852,000 | 323 |
| Privately issued residential mortgage-backed securities | $4,098,000 | 195 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $14,626,000 | 103 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $9,128,000 | 463 |
| 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 | $240,759,000 | 305 |
| Mortgage-backed securities | $529,220,000 | 193 |
| Certificates of participation in pools of residential mortgages | $193,442,000 | 239 |
| Issued or guaranteed by U.S. | $193,442,000 | 238 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $181,432,000 | 188 |
| CMOs issued by government agencies or sponsored agencies | $177,334,000 | 176 |
| Privately issued | $4,098,000 | 186 |
| Commercial mortgage-backed securities | $154,346,000 | 91 |
| Commercial mortgage pass-through securities | $56,231,000 | 71 |
| Other commercial mortgage-backed securities | $98,115,000 | 85 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $822,096,000 | 179 |
| Total debt securities | $822,097,000 | 208 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 170 |
| Fair value | $10,002,000 | 174 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $811,815,000 | 212 |
| U.S. Government securities | $562,301,000 | 215 |
| U.S. Treasury securities | $15,676,000 | 307 |
| U.S. Government agency obligations | $546,625,000 | 214 |
| Securities issued by states & political subdivisions | $220,993,000 | 121 |
| Other domestic debt securities | $28,521,000 | 314 |
| Privately issued residential mortgage-backed securities | $4,311,000 | 185 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $15,097,000 | 107 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $9,113,000 | 447 |
| 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 | $246,453,000 | 293 |
| Mortgage-backed securities | $515,047,000 | 194 |
| Certificates of participation in pools of residential mortgages | $208,654,000 | 214 |
| Issued or guaranteed by U.S. | $208,654,000 | 213 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $192,835,000 | 181 |
| CMOs issued by government agencies or sponsored agencies | $188,524,000 | 172 |
| Privately issued | $4,311,000 | 175 |
| Commercial mortgage-backed securities | $113,558,000 | 93 |
| Commercial mortgage pass-through securities | $48,724,000 | 74 |
| Other commercial mortgage-backed securities | $64,834,000 | 93 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $811,815,000 | 178 |
| Total debt securities | $811,814,000 | 209 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 205 |
| Fair value | $9,912,000 | 218 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $735,871,000 | 230 |
| U.S. Government securities | $497,483,000 | 235 |
| U.S. Treasury securities | $6,646,000 | 471 |
| U.S. Government agency obligations | $490,837,000 | 226 |
| Securities issued by states & political subdivisions | $209,990,000 | 126 |
| Other domestic debt securities | $26,470,000 | 329 |
| Privately issued residential mortgage-backed securities | $4,600,000 | 185 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $12,654,000 | 117 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $9,216,000 | 446 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $1,928,000 | 433 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $254,196,000 | 282 |
| Mortgage-backed securities | $468,779,000 | 205 |
| Certificates of participation in pools of residential mortgages | $215,705,000 | 217 |
| Issued or guaranteed by U.S. | $215,705,000 | 215 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $188,029,000 | 182 |
| CMOs issued by government agencies or sponsored agencies | $183,429,000 | 173 |
| Privately issued | $4,600,000 | 175 |
| Commercial mortgage-backed securities | $65,045,000 | 125 |
| Commercial mortgage pass-through securities | $22,742,000 | 124 |
| Other commercial mortgage-backed securities | $42,303,000 | 107 |
| Held to maturity securities (book value) | $32,832,000 | 579 |
| Available-for-sale securities (fair market value) | $703,039,000 | 200 |
| Total debt securities | $733,943,000 | 226 |
| Structured notes | ||
| Amortized cost | $7,000,000 | 340 |
| Fair value | $7,000,000 | 344 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $732,653,000 | 230 |
| U.S. Government securities | $525,376,000 | 223 |
| U.S. Treasury securities | $6,818,000 | 473 |
| U.S. Government agency obligations | $518,558,000 | 218 |
| Securities issued by states & political subdivisions | $196,137,000 | 129 |
| Other domestic debt securities | $9,231,000 | 609 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $3,000,000 | 203 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $6,231,000 | 570 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $1,909,000 | 435 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $243,906,000 | 296 |
| Mortgage-backed securities | $479,768,000 | 205 |
| Certificates of participation in pools of residential mortgages | $227,342,000 | 204 |
| Issued or guaranteed by U.S. | $227,342,000 | 203 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $186,693,000 | 189 |
| CMOs issued by government agencies or sponsored agencies | $186,693,000 | 178 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $65,733,000 | 115 |
| Commercial mortgage pass-through securities | $22,795,000 | 115 |
| Other commercial mortgage-backed securities | $42,938,000 | 97 |
| Held to maturity securities (book value) | $33,587,000 | 584 |
| Available-for-sale securities (fair market value) | $699,066,000 | 202 |
| Total debt securities | $730,748,000 | 223 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 623 |
| Fair value | $4,003,000 | 627 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $782,674,000 | 218 |
| U.S. Government securities | $565,477,000 | 211 |
| U.S. Treasury securities | $6,851,000 | 475 |
| U.S. Government agency obligations | $558,626,000 | 209 |
| Securities issued by states & political subdivisions | $208,162,000 | 118 |
| Other domestic debt securities | $7,101,000 | 724 |
| Privately issued residential mortgage-backed securities | $716,000 | 434 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $125,000 | 371 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $6,260,000 | 553 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $1,934,000 | 434 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $206,338,000 | 355 |
| Mortgage-backed securities | $523,919,000 | 191 |
| Certificates of participation in pools of residential mortgages | $272,329,000 | 176 |
| Issued or guaranteed by U.S. | $272,329,000 | 175 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $189,253,000 | 189 |
| CMOs issued by government agencies or sponsored agencies | $188,537,000 | 179 |
| Privately issued | $716,000 | 411 |
| Commercial mortgage-backed securities | $62,337,000 | 120 |
| Commercial mortgage pass-through securities | $23,403,000 | 107 |
| Other commercial mortgage-backed securities | $38,934,000 | 100 |
| Held to maturity securities (book value) | $35,425,000 | 554 |
| Available-for-sale securities (fair market value) | $747,249,000 | 192 |
| Total debt securities | $780,736,000 | 217 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $778,614,000 | 216 |
| U.S. Government securities | $577,274,000 | 210 |
| U.S. Treasury securities | $6,831,000 | 491 |
| U.S. Government agency obligations | $570,443,000 | 208 |
| Securities issued by states & political subdivisions | $194,235,000 | 123 |
| Other domestic debt securities | $5,178,000 | 853 |
| Privately issued residential mortgage-backed securities | $1,038,000 | 390 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $130,000 | 373 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $4,010,000 | 741 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $1,927,000 | 436 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $205,242,000 | 349 |
| Mortgage-backed securities | $542,848,000 | 183 |
| Certificates of participation in pools of residential mortgages | $309,181,000 | 158 |
| Issued or guaranteed by U.S. | $309,181,000 | 156 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $184,400,000 | 196 |
| CMOs issued by government agencies or sponsored agencies | $183,362,000 | 185 |
| Privately issued | $1,038,000 | 366 |
| Commercial mortgage-backed securities | $49,267,000 | 129 |
| Commercial mortgage pass-through securities | $20,256,000 | 115 |
| Other commercial mortgage-backed securities | $29,011,000 | 112 |
| Held to maturity securities (book value) | $36,108,000 | 547 |
| Available-for-sale securities (fair market value) | $742,506,000 | 194 |
| Total debt securities | $776,688,000 | 213 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $720,816,000 | 227 |
| U.S. Government securities | $521,651,000 | 223 |
| U.S. Treasury securities | $1,595,000 | 895 |
| U.S. Government agency obligations | $520,056,000 | 219 |
| Securities issued by states & political subdivisions | $192,357,000 | 121 |
| Other domestic debt securities | $4,893,000 | 921 |
| Privately issued residential mortgage-backed securities | $785,000 | 452 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $133,000 | 379 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $3,975,000 | 755 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $1,915,000 | 442 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $214,817,000 | 327 |
| Mortgage-backed securities | $491,934,000 | 202 |
| Certificates of participation in pools of residential mortgages | $310,550,000 | 156 |
| Issued or guaranteed by U.S. | $310,550,000 | 155 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $143,051,000 | 234 |
| CMOs issued by government agencies or sponsored agencies | $142,266,000 | 226 |
| Privately issued | $785,000 | 432 |
| Commercial mortgage-backed securities | $38,333,000 | 143 |
| Commercial mortgage pass-through securities | $22,331,000 | 107 |
| Other commercial mortgage-backed securities | $16,002,000 | 144 |
| Held to maturity securities (book value) | $38,213,000 | 523 |
| Available-for-sale securities (fair market value) | $682,603,000 | 204 |
| Total debt securities | $718,903,000 | 223 |
| Structured notes | ||
| Amortized cost | $5,058,000 | 683 |
| Fair value | $5,047,000 | 679 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $691,192,000 | 232 |
| U.S. Government securities | $515,281,000 | 227 |
| U.S. Treasury securities | $1,600,000 | 845 |
| U.S. Government agency obligations | $513,681,000 | 224 |
| Securities issued by states & political subdivisions | $170,054,000 | 146 |
| Other domestic debt securities | $3,946,000 | 1,057 |
| Privately issued residential mortgage-backed securities | $801,000 | 459 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $142,000 | 398 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $3,003,000 | 904 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $1,911,000 | 461 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $205,871,000 | 344 |
| Mortgage-backed securities | $490,368,000 | 202 |
| Certificates of participation in pools of residential mortgages | $318,998,000 | 154 |
| Issued or guaranteed by U.S. | $318,998,000 | 153 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $137,521,000 | 244 |
| CMOs issued by government agencies or sponsored agencies | $136,720,000 | 232 |
| Privately issued | $801,000 | 440 |
| Commercial mortgage-backed securities | $33,849,000 | 149 |
| Commercial mortgage pass-through securities | $22,387,000 | 104 |
| Other commercial mortgage-backed securities | $11,462,000 | 161 |
| Held to maturity securities (book value) | $38,765,000 | 517 |
| Available-for-sale securities (fair market value) | $652,427,000 | 212 |
| Total debt securities | $689,281,000 | 227 |
| Structured notes | ||
| Amortized cost | $62,045,000 | 60 |
| Fair value | $62,337,000 | 58 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $177,949,000 | 864 |
| U.S. Government securities | $101,318,000 | 1,014 |
| U.S. Treasury securities | $1,612,000 | 760 |
| U.S. Government agency obligations | $99,706,000 | 990 |
| Securities issued by states & political subdivisions | $75,603,000 | 423 |
| Other domestic debt securities | $1,028,000 | 1,802 |
| Privately issued residential mortgage-backed securities | $911,000 | 466 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $117,000 | 417 |
| 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 | $110,808,000 | 580 |
| Mortgage-backed securities | $88,247,000 | 773 |
| Certificates of participation in pools of residential mortgages | $47,879,000 | 900 |
| Issued or guaranteed by U.S. | $47,879,000 | 899 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $26,533,000 | 758 |
| CMOs issued by government agencies or sponsored agencies | $25,622,000 | 731 |
| Privately issued | $911,000 | 447 |
| Commercial mortgage-backed securities | $13,835,000 | 236 |
| Commercial mortgage pass-through securities | $7,738,000 | 197 |
| Other commercial mortgage-backed securities | $6,097,000 | 216 |
| Held to maturity securities (book value) | $39,208,000 | 498 |
| Available-for-sale securities (fair market value) | $138,741,000 | 969 |
| Total debt securities | $177,945,000 | 849 |
| Structured notes | ||
| Amortized cost | $2,066,000 | 1,209 |
| Fair value | $2,068,000 | 1,203 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $199,230,000 | 766 |
| U.S. Government securities | $124,832,000 | 824 |
| U.S. Treasury securities | $1,616,000 | 727 |
| U.S. Government agency obligations | $123,216,000 | 813 |
| Securities issued by states & political subdivisions | $73,350,000 | 441 |
| Other domestic debt securities | $1,048,000 | 1,831 |
| Privately issued residential mortgage-backed securities | $932,000 | 492 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $116,000 | 421 |
| 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 | $111,839,000 | 581 |
| Mortgage-backed securities | $107,622,000 | 630 |
| Certificates of participation in pools of residential mortgages | $53,700,000 | 801 |
| Issued or guaranteed by U.S. | $53,700,000 | 800 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $38,500,000 | 581 |
| CMOs issued by government agencies or sponsored agencies | $37,568,000 | 555 |
| Privately issued | $932,000 | 470 |
| Commercial mortgage-backed securities | $15,422,000 | 217 |
| Commercial mortgage pass-through securities | $9,423,000 | 169 |
| Other commercial mortgage-backed securities | $5,999,000 | 203 |
| Held to maturity securities (book value) | $36,153,000 | 511 |
| Available-for-sale securities (fair market value) | $163,077,000 | 814 |
| Total debt securities | $199,231,000 | 755 |
| Structured notes | ||
| Amortized cost | $571,000 | 1,918 |
| Fair value | $562,000 | 1,916 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $202,278,000 | 758 |
| U.S. Government securities | $125,292,000 | 819 |
| U.S. Treasury securities | $1,621,000 | 707 |
| U.S. Government agency obligations | $123,671,000 | 798 |
| Securities issued by states & political subdivisions | $75,908,000 | 422 |
| Other domestic debt securities | $1,078,000 | 1,872 |
| Privately issued residential mortgage-backed securities | $957,000 | 516 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $121,000 | 430 |
| 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 | $85,792,000 | 710 |
| Mortgage-backed securities | $107,641,000 | 631 |
| Certificates of participation in pools of residential mortgages | $57,257,000 | 761 |
| Issued or guaranteed by U.S. | $57,257,000 | 761 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $37,523,000 | 597 |
| CMOs issued by government agencies or sponsored agencies | $36,566,000 | 565 |
| Privately issued | $957,000 | 492 |
| Commercial mortgage-backed securities | $12,861,000 | 230 |
| Commercial mortgage pass-through securities | $6,838,000 | 189 |
| Other commercial mortgage-backed securities | $6,023,000 | 204 |
| Held to maturity securities (book value) | $35,112,000 | 505 |
| Available-for-sale securities (fair market value) | $167,166,000 | 808 |
| Total debt securities | $202,277,000 | 749 |
| Structured notes | ||
| Amortized cost | $577,000 | 1,909 |
| Fair value | $572,000 | 1,908 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $156,188,000 | 983 |
| U.S. Government securities | $98,593,000 | 1,041 |
| U.S. Treasury securities | $1,625,000 | 723 |
| U.S. Government agency obligations | $96,968,000 | 1,013 |
| Securities issued by states & political subdivisions | $56,486,000 | 637 |
| Other domestic debt securities | $1,109,000 | 1,896 |
| Privately issued residential mortgage-backed securities | $984,000 | 522 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $125,000 | 439 |
| 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 | $76,593,000 | 773 |
| Mortgage-backed securities | $90,379,000 | 752 |
| Certificates of participation in pools of residential mortgages | $42,588,000 | 988 |
| Issued or guaranteed by U.S. | $42,588,000 | 987 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $35,302,000 | 637 |
| CMOs issued by government agencies or sponsored agencies | $34,318,000 | 609 |
| Privately issued | $984,000 | 498 |
| Commercial mortgage-backed securities | $12,489,000 | 221 |
| Commercial mortgage pass-through securities | $6,439,000 | 191 |
| Other commercial mortgage-backed securities | $6,050,000 | 183 |
| Held to maturity securities (book value) | $13,078,000 | 884 |
| Available-for-sale securities (fair market value) | $143,110,000 | 960 |
| Total debt securities | $156,194,000 | 974 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $146,538,000 | 1,055 |
| U.S. Government securities | $94,253,000 | 1,092 |
| U.S. Treasury securities | $4,511,000 | 483 |
| U.S. Government agency obligations | $89,742,000 | 1,094 |
| Securities issued by states & political subdivisions | $51,786,000 | 701 |
| Other domestic debt securities | $499,000 | 2,351 |
| Privately issued residential mortgage-backed securities | $439,000 | 683 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $60,000 | 442 |
| 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 | $69,454,000 | 862 |
| Mortgage-backed securities | $83,173,000 | 831 |
| Certificates of participation in pools of residential mortgages | $39,149,000 | 1,067 |
| Issued or guaranteed by U.S. | $39,149,000 | 1,067 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $30,915,000 | 738 |
| CMOs issued by government agencies or sponsored agencies | $30,476,000 | 700 |
| Privately issued | $439,000 | 657 |
| Commercial mortgage-backed securities | $13,109,000 | 197 |
| Commercial mortgage pass-through securities | $6,708,000 | 174 |
| Other commercial mortgage-backed securities | $6,401,000 | 149 |
| Held to maturity securities (book value) | $6,630,000 | 1,163 |
| Available-for-sale securities (fair market value) | $139,908,000 | 992 |
| Total debt securities | $146,539,000 | 1,045 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $143,139,000 | 1,054 |
| U.S. Government securities | $96,677,000 | 1,038 |
| U.S. Treasury securities | $10,535,000 | 282 |
| U.S. Government agency obligations | $86,142,000 | 1,125 |
| Securities issued by states & political subdivisions | $45,955,000 | 783 |
| Other domestic debt securities | $507,000 | 2,298 |
| Privately issued residential mortgage-backed securities | $447,000 | 717 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $60,000 | 417 |
| 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 | $76,584,000 | 789 |
| Mortgage-backed securities | $82,414,000 | 830 |
| Certificates of participation in pools of residential mortgages | $38,156,000 | 1,073 |
| Issued or guaranteed by U.S. | $38,156,000 | 1,070 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $37,442,000 | 639 |
| CMOs issued by government agencies or sponsored agencies | $36,995,000 | 600 |
| Privately issued | $447,000 | 689 |
| Commercial mortgage-backed securities | $6,816,000 | 241 |
| Commercial mortgage pass-through securities | $6,816,000 | 148 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $5,718,000 | 1,234 |
| Available-for-sale securities (fair market value) | $137,421,000 | 986 |
| Total debt securities | $143,138,000 | 1,042 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $147,192,000 | 1,044 |
| U.S. Government securities | $105,338,000 | 983 |
| U.S. Treasury securities | $21,584,000 | 151 |
| U.S. Government agency obligations | $83,754,000 | 1,184 |
| Securities issued by states & political subdivisions | $39,330,000 | 900 |
| Other domestic debt securities | $2,524,000 | 1,458 |
| Privately issued residential mortgage-backed securities | $460,000 | 761 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $56,000 | 407 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $2,008,000 | 1,209 |
| 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 | $79,616,000 | 749 |
| Mortgage-backed securities | $82,207,000 | 878 |
| Certificates of participation in pools of residential mortgages | $41,713,000 | 1,050 |
| Issued or guaranteed by U.S. | $41,713,000 | 1,049 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $34,701,000 | 728 |
| CMOs issued by government agencies or sponsored agencies | $34,241,000 | 682 |
| Privately issued | $460,000 | 731 |
| Commercial mortgage-backed securities | $5,793,000 | 243 |
| Commercial mortgage pass-through securities | $5,793,000 | 140 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $6,376,000 | 1,206 |
| Available-for-sale securities (fair market value) | $140,816,000 | 978 |
| Total debt securities | $147,194,000 | 1,033 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $147,977,000 | 1,053 |
| U.S. Government securities | $108,478,000 | 960 |
| U.S. Treasury securities | $21,637,000 | 152 |
| U.S. Government agency obligations | $86,841,000 | 1,158 |
| Securities issued by states & political subdivisions | $36,966,000 | 933 |
| Other domestic debt securities | $2,533,000 | 1,479 |
| Privately issued residential mortgage-backed securities | $471,000 | 815 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $46,000 | 369 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $2,016,000 | 1,204 |
| 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 | $84,520,000 | 727 |
| Mortgage-backed securities | $83,192,000 | 886 |
| Certificates of participation in pools of residential mortgages | $37,073,000 | 1,187 |
| Issued or guaranteed by U.S. | $37,073,000 | 1,186 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $40,360,000 | 650 |
| CMOs issued by government agencies or sponsored agencies | $39,889,000 | 604 |
| Privately issued | $471,000 | 784 |
| Commercial mortgage-backed securities | $5,759,000 | 226 |
| Commercial mortgage pass-through securities | $5,759,000 | 125 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $6,625,000 | 1,179 |
| Available-for-sale securities (fair market value) | $141,352,000 | 987 |
| Total debt securities | $147,975,000 | 1,039 |
| 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 | $143,291,000 | 1,092 |
| U.S. Government securities | $99,759,000 | 1,074 |
| U.S. Treasury securities | $23,691,000 | 147 |
| U.S. Government agency obligations | $76,068,000 | 1,362 |
| Securities issued by states & political subdivisions | $35,920,000 | 902 |
| Other domestic debt securities | $7,612,000 | 850 |
| Privately issued residential mortgage-backed securities | $488,000 | 835 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $71,000 | 311 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $7,053,000 | 601 |
| 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 | $95,341,000 | 670 |
| Mortgage-backed securities | $72,298,000 | 1,022 |
| Certificates of participation in pools of residential mortgages | $30,636,000 | 1,377 |
| Issued or guaranteed by U.S. | $30,636,000 | 1,376 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $38,218,000 | 714 |
| CMOs issued by government agencies or sponsored agencies | $37,730,000 | 663 |
| Privately issued | $488,000 | 805 |
| Commercial mortgage-backed securities | $3,444,000 | 271 |
| Commercial mortgage pass-through securities | $3,444,000 | 148 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $7,108,000 | 1,167 |
| Available-for-sale securities (fair market value) | $136,183,000 | 1,019 |
| Total debt securities | $143,289,000 | 1,080 |
| 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 | $145,596,000 | 1,026 |
| U.S. Government securities | $103,398,000 | 986 |
| U.S. Treasury securities | $27,764,000 | 126 |
| U.S. Government agency obligations | $75,634,000 | 1,298 |
| Securities issued by states & political subdivisions | $33,518,000 | 959 |
| Other domestic debt securities | $8,680,000 | 791 |
| Privately issued residential mortgage-backed securities | $516,000 | 911 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $67,000 | 245 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $8,097,000 | 511 |
| 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 | $100,317,000 | 586 |
| Mortgage-backed securities | $74,122,000 | 957 |
| Certificates of participation in pools of residential mortgages | $30,709,000 | 1,305 |
| Issued or guaranteed by U.S. | $30,709,000 | 1,303 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $39,936,000 | 675 |
| CMOs issued by government agencies or sponsored agencies | $39,420,000 | 601 |
| Privately issued | $516,000 | 865 |
| Commercial mortgage-backed securities | $3,477,000 | 214 |
| Commercial mortgage pass-through securities | $3,477,000 | 115 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $7,320,000 | 1,163 |
| Available-for-sale securities (fair market value) | $138,276,000 | 960 |
| Total debt securities | $145,596,000 | 1,015 |
| 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 | $144,837,000 | 1,010 |
| U.S. Government securities | $107,203,000 | 930 |
| U.S. Treasury securities | $33,841,000 | 118 |
| U.S. Government agency obligations | $73,362,000 | 1,302 |
| Securities issued by states & political subdivisions | $26,883,000 | 1,144 |
| Other domestic debt securities | $10,751,000 | 681 |
| Privately issued residential mortgage-backed securities | $535,000 | 937 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $62,000 | 235 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $10,154,000 | 420 |
| 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 | $108,534,000 | 542 |
| Mortgage-backed securities | $71,860,000 | 958 |
| Certificates of participation in pools of residential mortgages | $30,754,000 | 1,261 |
| Issued or guaranteed by U.S. | $30,754,000 | 1,256 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $37,596,000 | 706 |
| CMOs issued by government agencies or sponsored agencies | $37,061,000 | 620 |
| Privately issued | $535,000 | 885 |
| Commercial mortgage-backed securities | $3,510,000 | 180 |
| Commercial mortgage pass-through securities | $3,510,000 | 102 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $7,574,000 | 1,155 |
| Available-for-sale securities (fair market value) | $137,263,000 | 936 |
| Total debt securities | $144,838,000 | 1,000 |
| 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 | $150,938,000 | 960 |
| U.S. Government securities | $113,805,000 | 899 |
| U.S. Treasury securities | $37,886,000 | 114 |
| U.S. Government agency obligations | $75,919,000 | 1,267 |
| Securities issued by states & political subdivisions | $26,167,000 | 1,117 |
| Other domestic debt securities | $10,966,000 | 663 |
| Privately issued residential mortgage-backed securities | $700,000 | 901 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $58,000 | 234 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $10,208,000 | 381 |
| 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 | $123,516,000 | 501 |
| Mortgage-backed securities | $74,574,000 | 896 |
| Certificates of participation in pools of residential mortgages | $33,400,000 | 1,127 |
| Issued or guaranteed by U.S. | $33,400,000 | 1,122 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $41,174,000 | 665 |
| CMOs issued by government agencies or sponsored agencies | $40,474,000 | 589 |
| Privately issued | $700,000 | 854 |
| 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) | $8,024,000 | 1,137 |
| Available-for-sale securities (fair market value) | $142,914,000 | 900 |
| Total debt securities | $150,939,000 | 950 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $137,732,000 | 1,046 |
| U.S. Government securities | $103,611,000 | 966 |
| U.S. Treasury securities | $38,811,000 | 130 |
| U.S. Government agency obligations | $64,800,000 | 1,451 |
| Securities issued by states & political subdivisions | $23,084,000 | 1,260 |
| Other domestic debt securities | $11,037,000 | 670 |
| Privately issued residential mortgage-backed securities | $736,000 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $56,000 | 233 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $10,245,000 | 376 |
| 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 | $130,000 | 5,993 |
| Mortgage-backed securities | $63,490,000 | 1,004 |
| Certificates of participation in pools of residential mortgages | $31,926,000 | 1,146 |
| Issued or guaranteed by U.S. | $31,926,000 | 1,140 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $31,564,000 | 757 |
| CMOs issued by government agencies or sponsored agencies | $30,828,000 | 664 |
| Privately issued | $736,000 | 885 |
| 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) | $8,241,000 | 1,127 |
| Available-for-sale securities (fair market value) | $129,491,000 | 979 |
| Total debt securities | $137,731,000 | 1,032 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $130,977,000 | 1,055 |
| U.S. Government securities | $97,702,000 | 972 |
| U.S. Treasury securities | $38,846,000 | 134 |
| U.S. Government agency obligations | $58,856,000 | 1,480 |
| Securities issued by states & political subdivisions | $22,153,000 | 1,292 |
| Other domestic debt securities | $11,122,000 | 707 |
| Privately issued residential mortgage-backed securities | $775,000 | 973 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $71,000 | 215 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $10,276,000 | 361 |
| 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 | $127,384,000 | 465 |
| Mortgage-backed securities | $57,581,000 | 1,041 |
| Certificates of participation in pools of residential mortgages | $31,353,000 | 1,110 |
| Issued or guaranteed by U.S. | $31,353,000 | 1,099 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $26,228,000 | 849 |
| CMOs issued by government agencies or sponsored agencies | $25,453,000 | 738 |
| Privately issued | $775,000 | 927 |
| 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) | $8,623,000 | 1,103 |
| Available-for-sale securities (fair market value) | $122,354,000 | 1,002 |
| Total debt securities | $130,977,000 | 1,043 |
| 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 | $125,452,000 | 1,070 |
| U.S. Government securities | $89,878,000 | 1,029 |
| U.S. Treasury securities | $28,343,000 | 162 |
| U.S. Government agency obligations | $61,535,000 | 1,392 |
| Securities issued by states & political subdivisions | $24,417,000 | 1,118 |
| Other domestic debt securities | $11,157,000 | 707 |
| Privately issued residential mortgage-backed securities | $821,000 | 1,034 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $74,000 | 204 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $10,262,000 | 356 |
| 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 | $106,225,000 | 543 |
| Mortgage-backed securities | $60,295,000 | 984 |
| Certificates of participation in pools of residential mortgages | $32,667,000 | 1,061 |
| Issued or guaranteed by U.S. | $32,667,000 | 1,051 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $27,628,000 | 824 |
| CMOs issued by government agencies or sponsored agencies | $26,807,000 | 713 |
| Privately issued | $821,000 | 987 |
| 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) | $8,983,000 | 1,107 |
| Available-for-sale securities (fair market value) | $116,469,000 | 1,014 |
| Total debt securities | $125,451,000 | 1,056 |
| 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 | $97,698,000 | 1,341 |
| U.S. Government securities | $76,546,000 | 1,223 |
| U.S. Treasury securities | $28,225,000 | 154 |
| U.S. Government agency obligations | $48,321,000 | 1,748 |
| Securities issued by states & political subdivisions | $9,948,000 | 2,275 |
| Other domestic debt securities | $11,204,000 | 723 |
| Privately issued residential mortgage-backed securities | $870,000 | 1,058 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $72,000 | 201 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $10,262,000 | 339 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,769,000 | 718 |
| Mortgage-backed securities | $47,138,000 | 1,175 |
| Certificates of participation in pools of residential mortgages | $18,426,000 | 1,639 |
| Issued or guaranteed by U.S. | $18,426,000 | 1,633 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $28,712,000 | 769 |
| CMOs issued by government agencies or sponsored agencies | $27,842,000 | 653 |
| Privately issued | $870,000 | 1,020 |
| 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) | $9,295,000 | 1,122 |
| Available-for-sale securities (fair market value) | $88,403,000 | 1,309 |
| Total debt securities | $97,696,000 | 1,320 |
| 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 | $100,407,000 | 1,308 |
| U.S. Government securities | $80,309,000 | 1,174 |
| U.S. Treasury securities | $27,943,000 | 155 |
| U.S. Government agency obligations | $52,366,000 | 1,653 |
| Securities issued by states & political subdivisions | $8,908,000 | 2,414 |
| Other domestic debt securities | $11,190,000 | 743 |
| Privately issued residential mortgage-backed securities | $916,000 | 1,091 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $76,000 | 205 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $10,198,000 | 345 |
| 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 | $67,205,000 | 838 |
| Mortgage-backed securities | $51,249,000 | 1,140 |
| Certificates of participation in pools of residential mortgages | $19,647,000 | 1,651 |
| Issued or guaranteed by U.S. | $19,647,000 | 1,646 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $31,602,000 | 731 |
| CMOs issued by government agencies or sponsored agencies | $30,686,000 | 609 |
| Privately issued | $916,000 | 1,047 |
| 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) | $8,734,000 | 1,169 |
| Available-for-sale securities (fair market value) | $91,673,000 | 1,267 |
| Total debt securities | $100,408,000 | 1,287 |
| 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 | $95,844,000 | 1,355 |
| U.S. Government securities | $75,783,000 | 1,188 |
| U.S. Treasury securities | $19,891,000 | 170 |
| U.S. Government agency obligations | $55,892,000 | 1,538 |
| Securities issued by states & political subdivisions | $8,872,000 | 2,415 |
| Other domestic debt securities | $11,189,000 | 773 |
| Privately issued residential mortgage-backed securities | $941,000 | 1,117 |
| Commercial mortgage-backed securities - Total | $72,000 | 343 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $10,176,000 | 340 |
| 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 | $37,804,000 | 1,405 |
| Mortgage-backed securities | $54,886,000 | 1,101 |
| Certificates of participation in pools of residential mortgages | $21,267,000 | 1,611 |
| Issued or guaranteed by U.S. | $21,267,000 | 1,604 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $33,547,000 | 678 |
| CMOs issued by government agencies or sponsored agencies | $32,606,000 | 545 |
| Privately issued | $941,000 | 1,075 |
| Commercial mortgage-backed securities | $72,000 | 343 |
| Commercial mortgage pass-through securities | $72,000 | 258 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $9,089,000 | 1,137 |
| Available-for-sale securities (fair market value) | $86,755,000 | 1,309 |
| Total debt securities | $95,844,000 | 1,331 |
| 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 | $62,091,000 | 2,000 |
| U.S. Government securities | $44,120,000 | 1,924 |
| U.S. Treasury securities | $3,005,000 | 482 |
| U.S. Government agency obligations | $41,115,000 | 1,984 |
| Securities issued by states & political subdivisions | $8,390,000 | 2,533 |
| Other domestic debt securities | $9,581,000 | 922 |
| Privately issued residential mortgage-backed securities | $1,217,000 | 1,109 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $159,000 | 216 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $8,205,000 | 452 |
| 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 | $26,987,000 | 1,792 |
| Mortgage-backed securities | $41,832,000 | 1,401 |
| Certificates of participation in pools of residential mortgages | $13,393,000 | 2,253 |
| Issued or guaranteed by U.S. | $13,393,000 | 2,245 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $28,439,000 | 749 |
| CMOs issued by government agencies or sponsored agencies | $27,222,000 | 603 |
| Privately issued | $1,217,000 | 1,062 |
| 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) | $5,904,000 | 1,479 |
| Available-for-sale securities (fair market value) | $56,187,000 | 1,908 |
| Total debt securities | $62,089,000 | 1,966 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,012 |
| Fair value | $500,000 | 2,092 |
| 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 | $57,542,000 | 2,077 |
| U.S. Government securities | $40,888,000 | 2,018 |
| U.S. Treasury securities | $1,998,000 | 546 |
| U.S. Government agency obligations | $38,890,000 | 2,064 |
| Securities issued by states & political subdivisions | $7,058,000 | 2,724 |
| Other domestic debt securities | $9,596,000 | 942 |
| Privately issued residential mortgage-backed securities | $1,281,000 | 1,118 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $162,000 | 242 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $8,153,000 | 467 |
| 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 | $35,623,000 | 1,423 |
| Mortgage-backed securities | $40,171,000 | 1,446 |
| Certificates of participation in pools of residential mortgages | $13,080,000 | 2,337 |
| Issued or guaranteed by U.S. | $13,080,000 | 2,328 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $27,091,000 | 736 |
| CMOs issued by government agencies or sponsored agencies | $25,810,000 | 587 |
| Privately issued | $1,281,000 | 1,071 |
| 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) | $6,177,000 | 1,462 |
| Available-for-sale securities (fair market value) | $51,365,000 | 2,000 |
| Total debt securities | $57,544,000 | 2,057 |
| 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 | $36,319,000 | 3,025 |
| U.S. Government securities | $24,197,000 | 3,092 |
| U.S. Treasury securities | $1,995,000 | 515 |
| U.S. Government agency obligations | $22,202,000 | 3,225 |
| Securities issued by states & political subdivisions | $6,244,000 | 2,839 |
| Other domestic debt securities | $5,878,000 | 1,150 |
| Privately issued residential mortgage-backed securities | $1,601,000 | 1,076 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $165,000 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,112,000 | 749 |
| 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 | $24,535,000 | 1,972 |
| Mortgage-backed securities | $23,803,000 | 2,140 |
| Certificates of participation in pools of residential mortgages | $13,520,000 | 2,328 |
| Issued or guaranteed by U.S. | $13,520,000 | 2,318 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $10,283,000 | 1,340 |
| CMOs issued by government agencies or sponsored agencies | $8,682,000 | 1,165 |
| Privately issued | $1,601,000 | 1,031 |
| 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) | $6,829,000 | 1,421 |
| Available-for-sale securities (fair market value) | $29,490,000 | 3,137 |
| Total debt securities | $36,320,000 | 2,991 |
| 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 | $33,607,000 | 3,188 |
| U.S. Government securities | $21,954,000 | 3,322 |
| U.S. Treasury securities | $1,995,000 | 487 |
| U.S. Government agency obligations | $19,959,000 | 3,502 |
| Securities issued by states & political subdivisions | $5,700,000 | 2,951 |
| Other domestic debt securities | $5,953,000 | 1,109 |
| Privately issued residential mortgage-backed securities | $1,652,000 | 1,037 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $188,000 | 284 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,113,000 | 740 |
| 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 | $27,321,000 | 1,824 |
| Mortgage-backed securities | $19,851,000 | 2,364 |
| Certificates of participation in pools of residential mortgages | $13,453,000 | 2,315 |
| Issued or guaranteed by U.S. | $13,453,000 | 2,304 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $6,398,000 | 1,620 |
| CMOs issued by government agencies or sponsored agencies | $4,746,000 | 1,537 |
| Privately issued | $1,652,000 | 994 |
| 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) | $7,106,000 | 1,389 |
| Available-for-sale securities (fair market value) | $26,501,000 | 3,351 |
| Total debt securities | $33,607,000 | 3,144 |
| 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 | $28,050,000 | 3,552 |
| U.S. Government securities | $20,179,000 | 3,488 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $20,179,000 | 3,415 |
| Securities issued by states & political subdivisions | $5,598,000 | 2,933 |
| Other domestic debt securities | $2,273,000 | 1,706 |
| Privately issued residential mortgage-backed securities | $2,049,000 | 943 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $224,000 | 270 |
| 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 | $22,359,000 | 2,087 |
| Mortgage-backed securities | $17,266,000 | 2,459 |
| Certificates of participation in pools of residential mortgages | $10,404,000 | 2,624 |
| Issued or guaranteed by U.S. | $10,404,000 | 2,607 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $6,862,000 | 1,509 |
| CMOs issued by government agencies or sponsored agencies | $4,813,000 | 1,442 |
| Privately issued | $2,049,000 | 906 |
| 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) | $7,624,000 | 1,343 |
| Available-for-sale securities (fair market value) | $20,426,000 | 3,871 |
| Total debt securities | $28,051,000 | 3,520 |
| 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 | $28,181,000 | 3,606 |
| U.S. Government securities | $18,230,000 | 3,764 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $18,230,000 | 3,699 |
| Securities issued by states & political subdivisions | $5,451,000 | 2,992 |
| Other domestic debt securities | $20,000 | 3,129 |
| Privately issued residential mortgage-backed securities | $20,000 | 1,501 |
| 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 | $4,480,000 | 510 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,540,000 | 3,160 |
| Mortgage-backed securities | $12,299,000 | 2,928 |
| Certificates of participation in pools of residential mortgages | $7,493,000 | 3,039 |
| Issued or guaranteed by U.S. | $7,493,000 | 3,026 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $4,806,000 | 1,752 |
| CMOs issued by government agencies or sponsored agencies | $4,786,000 | 1,457 |
| Privately issued | $20,000 | 1,414 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,044,000 | 2,189 |
| Available-for-sale securities (fair market value) | $26,137,000 | 3,359 |
| Total debt securities | $23,701,000 | 3,954 |
| 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 | $27,448,000 | 3,658 |
| U.S. Government securities | $17,547,000 | 3,838 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $17,547,000 | 3,774 |
| Securities issued by states & political subdivisions | $5,109,000 | 3,096 |
| 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 | $4,792,000 | 539 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,954,000 | 3,060 |
| Mortgage-backed securities | $12,012,000 | 2,896 |
| Certificates of participation in pools of residential mortgages | $6,406,000 | 3,180 |
| Issued or guaranteed by U.S. | $6,406,000 | 3,167 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $5,606,000 | 1,611 |
| CMOs issued by government agencies or sponsored agencies | $5,606,000 | 1,326 |
| 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) | $2,041,000 | 2,224 |
| Available-for-sale securities (fair market value) | $25,407,000 | 3,424 |
| Total debt securities | $22,656,000 | 4,048 |
| 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 | $28,393,000 | 3,581 |
| U.S. Government securities | $18,706,000 | 3,763 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $18,706,000 | 3,686 |
| Securities issued by states & political subdivisions | $4,845,000 | 3,149 |
| 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 | $4,842,000 | 494 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,101,000 | 2,781 |
| Mortgage-backed securities | $8,259,000 | 3,187 |
| Certificates of participation in pools of residential mortgages | $2,561,000 | 4,094 |
| Issued or guaranteed by U.S. | $2,561,000 | 4,078 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $5,698,000 | 1,537 |
| CMOs issued by government agencies or sponsored agencies | $5,698,000 | 1,279 |
| 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) | $2,551,000 | 2,170 |
| Available-for-sale securities (fair market value) | $25,842,000 | 3,370 |
| Total debt securities | $23,550,000 | 3,985 |
| 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 | $26,153,000 | 3,765 |
| U.S. Government securities | $16,526,000 | 4,124 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $16,526,000 | 4,038 |
| Securities issued by states & political subdivisions | $4,790,000 | 3,149 |
| 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 | $4,837,000 | 477 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,064,000 | 2,918 |
| Mortgage-backed securities | $7,621,000 | 3,110 |
| Certificates of participation in pools of residential mortgages | $1,737,000 | 4,353 |
| Issued or guaranteed by U.S. | $1,737,000 | 4,340 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $5,884,000 | 1,476 |
| CMOs issued by government agencies or sponsored agencies | $5,884,000 | 1,226 |
| 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) | $2,834,000 | 2,138 |
| Available-for-sale securities (fair market value) | $23,319,000 | 3,595 |
| Total debt securities | $21,316,000 | 4,277 |
| 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 | $26,353,000 | 3,754 |
| U.S. Government securities | $16,761,000 | 4,117 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $16,761,000 | 4,019 |
| Securities issued by states & political subdivisions | $4,750,000 | 3,152 |
| 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 | $4,842,000 | 477 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,814,000 | 2,964 |
| Mortgage-backed securities | $7,903,000 | 3,013 |
| Certificates of participation in pools of residential mortgages | $1,775,000 | 4,310 |
| Issued or guaranteed by U.S. | $1,775,000 | 4,296 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $6,128,000 | 1,408 |
| CMOs issued by government agencies or sponsored agencies | $6,128,000 | 1,167 |
| 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) | $2,845,000 | 2,159 |
| Available-for-sale securities (fair market value) | $23,508,000 | 3,552 |
| Total debt securities | $21,512,000 | 4,235 |
| 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 | $27,066,000 | 3,693 |
| U.S. Government securities | $17,431,000 | 4,033 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $17,431,000 | 3,931 |
| Securities issued by states & political subdivisions | $4,768,000 | 3,149 |
| 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 | $4,867,000 | 483 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,106,000 | 2,935 |
| Mortgage-backed securities | $8,575,000 | 2,873 |
| Certificates of participation in pools of residential mortgages | $2,019,000 | 4,166 |
| Issued or guaranteed by U.S. | $2,019,000 | 4,149 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $6,556,000 | 1,327 |
| CMOs issued by government agencies or sponsored agencies | $6,556,000 | 1,110 |
| 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) | $2,854,000 | 2,187 |
| Available-for-sale securities (fair market value) | $24,212,000 | 3,492 |
| Total debt securities | $22,199,000 | 4,162 |
| 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 | $28,470,000 | 3,602 |
| U.S. Government securities | $18,837,000 | 3,888 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $18,837,000 | 3,786 |
| Securities issued by states & political subdivisions | $4,771,000 | 3,189 |
| 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 | $4,862,000 | 489 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,110,000 | 2,931 |
| Mortgage-backed securities | $9,035,000 | 2,784 |
| Certificates of participation in pools of residential mortgages | $2,216,000 | 4,062 |
| Issued or guaranteed by U.S. | $2,216,000 | 4,051 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $6,819,000 | 1,300 |
| CMOs issued by government agencies or sponsored agencies | $6,819,000 | 1,085 |
| 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) | $2,863,000 | 2,227 |
| Available-for-sale securities (fair market value) | $25,607,000 | 3,390 |
| Total debt securities | $23,608,000 | 4,030 |
| 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 | $29,427,000 | 3,540 |
| U.S. Government securities | $19,844,000 | 3,800 |
| U.S. Treasury securities | $199,000 | 1,467 |
| U.S. Government agency obligations | $19,645,000 | 3,709 |
| Securities issued by states & political subdivisions | $4,711,000 | 3,172 |
| 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 | $4,872,000 | 483 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,299,000 | 2,888 |
| Mortgage-backed securities | $9,378,000 | 2,726 |
| Certificates of participation in pools of residential mortgages | $2,273,000 | 4,019 |
| Issued or guaranteed by U.S. | $2,273,000 | 3,998 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $7,105,000 | 1,238 |
| CMOs issued by government agencies or sponsored agencies | $7,105,000 | 1,035 |
| 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) | $3,109,000 | 2,211 |
| Available-for-sale securities (fair market value) | $26,318,000 | 3,337 |
| Total debt securities | $24,555,000 | 3,965 |
| 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 | $29,294,000 | 3,558 |
| U.S. Government securities | $19,971,000 | 3,772 |
| U.S. Treasury securities | $198,000 | 1,524 |
| U.S. Government agency obligations | $19,773,000 | 3,684 |
| Securities issued by states & political subdivisions | $4,471,000 | 3,231 |
| 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 | $4,852,000 | 477 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,772,000 | 3,114 |
| Mortgage-backed securities | $9,625,000 | 2,679 |
| Certificates of participation in pools of residential mortgages | $2,333,000 | 3,984 |
| Issued or guaranteed by U.S. | $2,333,000 | 3,969 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $7,292,000 | 1,217 |
| CMOs issued by government agencies or sponsored agencies | $7,292,000 | 1,016 |
| 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) | $2,946,000 | 2,281 |
| Available-for-sale securities (fair market value) | $26,348,000 | 3,330 |
| Total debt securities | $24,442,000 | 3,983 |
| 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 | $27,359,000 | 3,782 |
| U.S. Government securities | $17,993,000 | 4,089 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $17,993,000 | 3,960 |
| Securities issued by states & political subdivisions | $4,504,000 | 3,243 |
| 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 | $4,862,000 | 487 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,629,000 | 3,124 |
| Mortgage-backed securities | $10,249,000 | 2,634 |
| Certificates of participation in pools of residential mortgages | $2,436,000 | 3,978 |
| Issued or guaranteed by U.S. | $2,436,000 | 3,963 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $7,813,000 | 1,170 |
| CMOs issued by government agencies or sponsored agencies | $7,813,000 | 982 |
| 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) | $2,956,000 | 2,324 |
| Available-for-sale securities (fair market value) | $24,403,000 | 3,553 |
| Total debt securities | $22,497,000 | 4,249 |
| 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 | $27,986,000 | 3,745 |
| U.S. Government securities | $18,809,000 | 3,976 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $18,809,000 | 3,845 |
| Securities issued by states & political subdivisions | $4,305,000 | 3,316 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $4,872,000 | 492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,258,000 | 3,334 |
| Mortgage-backed securities | $10,060,000 | 2,682 |
| Certificates of participation in pools of residential mortgages | $1,793,000 | 4,368 |
| Issued or guaranteed by U.S. | $1,793,000 | 4,349 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $8,267,000 | 1,127 |
| CMOs issued by government agencies or sponsored agencies | $8,267,000 | 944 |
| 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) | $2,762,000 | 2,411 |
| Available-for-sale securities (fair market value) | $25,224,000 | 3,484 |
| Total debt securities | $23,113,000 | 4,175 |
| 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 | $28,919,000 | 3,631 |
| U.S. Government securities | $19,845,000 | 3,785 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $19,845,000 | 3,648 |
| Securities issued by states & political subdivisions | $4,192,000 | 3,331 |
| Other domestic debt securities | $0 | 3,411 |
| 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 | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $4,882,000 | 496 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,338,000 | 3,307 |
| Mortgage-backed securities | $11,036,000 | 2,595 |
| Certificates of participation in pools of residential mortgages | $1,925,000 | 4,328 |
| Issued or guaranteed by U.S. | $1,925,000 | 4,313 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $9,111,000 | 1,071 |
| CMOs issued by government agencies or sponsored agencies | $9,111,000 | 909 |
| 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) | $2,663,000 | 2,453 |
| Available-for-sale securities (fair market value) | $26,256,000 | 3,360 |
| Total debt securities | $24,037,000 | 4,044 |
| 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 | $29,111,000 | 3,665 |
| U.S. Government securities | $19,997,000 | 3,797 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $19,997,000 | 3,676 |
| Securities issued by states & political subdivisions | $4,212,000 | 3,312 |
| Other domestic debt securities | $0 | 3,466 |
| 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 | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $4,902,000 | 515 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,422,000 | 3,287 |
| Mortgage-backed securities | $11,150,000 | 2,653 |
| Certificates of participation in pools of residential mortgages | $2,092,000 | 4,312 |
| Issued or guaranteed by U.S. | $2,092,000 | 4,296 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $9,058,000 | 1,118 |
| CMOs issued by government agencies or sponsored agencies | $9,058,000 | 959 |
| 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) | $2,684,000 | 2,485 |
| Available-for-sale securities (fair market value) | $26,427,000 | 3,380 |
| Total debt securities | $24,208,000 | 4,074 |
| 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 | $28,152,000 | 3,792 |
| U.S. Government securities | $19,244,000 | 3,989 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $19,244,000 | 3,846 |
| Securities issued by states & political subdivisions | $3,985,000 | 3,400 |
| Other domestic debt securities | $0 | 3,519 |
| 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 | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $4,923,000 | 533 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,147,000 | 3,335 |
| Mortgage-backed securities | $10,526,000 | 2,806 |
| Certificates of participation in pools of residential mortgages | $1,774,000 | 4,584 |
| Issued or guaranteed by U.S. | $1,774,000 | 4,569 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $8,752,000 | 1,168 |
| CMOs issued by government agencies or sponsored agencies | $8,752,000 | 1,007 |
| 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) | $2,058,000 | 2,724 |
| Available-for-sale securities (fair market value) | $26,094,000 | 3,446 |
| Total debt securities | $23,227,000 | 4,245 |
| 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 | $28,893,000 | 3,723 |
| U.S. Government securities | $20,184,000 | 3,856 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $20,184,000 | 3,719 |
| Securities issued by states & political subdivisions | $3,771,000 | 3,505 |
| Other domestic debt securities | $0 | 3,573 |
| 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 | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $4,938,000 | 555 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,387,000 | 3,282 |
| Mortgage-backed securities | $11,303,000 | 2,755 |
| Certificates of participation in pools of residential mortgages | $1,955,000 | 4,495 |
| Issued or guaranteed by U.S. | $1,955,000 | 4,480 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $9,348,000 | 1,135 |
| CMOs issued by government agencies or sponsored agencies | $9,348,000 | 985 |
| 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) | $1,355,000 | 3,043 |
| Available-for-sale securities (fair market value) | $27,538,000 | 3,324 |
| Total debt securities | $23,953,000 | 4,176 |
| 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 | $30,169,000 | 3,612 |
| U.S. Government securities | $21,521,000 | 3,666 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $21,521,000 | 3,545 |
| Securities issued by states & political subdivisions | $3,705,000 | 3,540 |
| Other domestic debt securities | $0 | 3,638 |
| 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 | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $4,943,000 | 577 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,430,000 | 3,216 |
| Mortgage-backed securities | $12,592,000 | 2,604 |
| Certificates of participation in pools of residential mortgages | $2,186,000 | 4,410 |
| Issued or guaranteed by U.S. | $2,186,000 | 4,397 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $10,406,000 | 1,070 |
| CMOs issued by government agencies or sponsored agencies | $10,406,000 | 933 |
| 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) | $1,926,000 | 2,857 |
| Available-for-sale securities (fair market value) | $28,243,000 | 3,266 |
| Total debt securities | $25,220,000 | 4,010 |
| 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 | $33,909,000 | 3,340 |
| U.S. Government securities | $25,321,000 | 3,289 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $25,321,000 | 3,170 |
| Securities issued by states & political subdivisions | $3,645,000 | 3,563 |
| Other domestic debt securities | $0 | 3,741 |
| 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 | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $4,943,000 | 609 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,539,000 | 3,006 |
| Mortgage-backed securities | $13,609,000 | 2,508 |
| Certificates of participation in pools of residential mortgages | $2,449,000 | 4,328 |
| Issued or guaranteed by U.S. | $2,449,000 | 4,315 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $11,160,000 | 1,037 |
| CMOs issued by government agencies or sponsored agencies | $11,160,000 | 902 |
| 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) | $1,970,000 | 2,843 |
| Available-for-sale securities (fair market value) | $31,939,000 | 3,011 |
| Total debt securities | $28,965,000 | 3,686 |
| 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 | $38,062,000 | 3,052 |
| U.S. Government securities | $29,337,000 | 2,865 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $29,337,000 | 2,771 |
| Securities issued by states & political subdivisions | $3,752,000 | 3,509 |
| Other domestic debt securities | $0 | 3,839 |
| 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 | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $4,973,000 | 649 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,929,000 | 2,773 |
| Mortgage-backed securities | $15,096,000 | 2,412 |
| Certificates of participation in pools of residential mortgages | $2,813,000 | 4,207 |
| Issued or guaranteed by U.S. | $2,813,000 | 4,195 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $12,283,000 | 1,014 |
| CMOs issued by government agencies or sponsored agencies | $12,283,000 | 880 |
| 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) | $2,026,000 | 2,804 |
| Available-for-sale securities (fair market value) | $36,036,000 | 2,749 |
| Total debt securities | $33,088,000 | 3,326 |
| 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 | $44,441,000 | 2,743 |
| U.S. Government securities | $35,762,000 | 2,528 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $35,762,000 | 2,449 |
| Securities issued by states & political subdivisions | $3,706,000 | 3,545 |
| Other domestic debt securities | $0 | 3,890 |
| 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 | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $4,973,000 | 643 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,196,000 | 2,550 |
| Mortgage-backed securities | $16,355,000 | 2,276 |
| Certificates of participation in pools of residential mortgages | $3,085,000 | 4,068 |
| Issued or guaranteed by U.S. | $3,085,000 | 4,055 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $13,270,000 | 966 |
| CMOs issued by government agencies or sponsored agencies | $13,270,000 | 901 |
| 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) | $2,046,000 | 2,837 |
| Available-for-sale securities (fair market value) | $42,395,000 | 2,462 |
| Total debt securities | $39,467,000 | 2,947 |
| 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 | $40,528,000 | 2,901 |
| U.S. Government securities | $32,220,000 | 2,690 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $32,220,000 | 2,601 |
| Securities issued by states & political subdivisions | $3,335,000 | 3,705 |
| Other domestic debt securities | $0 | 3,996 |
| 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 | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $4,973,000 | 688 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,354,000 | 2,668 |
| Mortgage-backed securities | $15,875,000 | 2,320 |
| Certificates of participation in pools of residential mortgages | $3,652,000 | 3,861 |
| Issued or guaranteed by U.S. | $3,652,000 | 3,848 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $12,223,000 | 1,012 |
| CMOs issued by government agencies or sponsored agencies | $12,223,000 | 937 |
| 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) | $2,175,000 | 2,825 |
| Available-for-sale securities (fair market value) | $38,353,000 | 2,615 |
| Total debt securities | $35,556,000 | 3,141 |
| 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 | $30,424,000 | 3,512 |
| U.S. Government securities | $22,674,000 | 3,384 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $22,674,000 | 3,253 |
| Securities issued by states & political subdivisions | $2,747,000 | 3,953 |
| Other domestic debt securities | $0 | 4,051 |
| 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 | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $5,003,000 | 690 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,956,000 | 3,048 |
| Mortgage-backed securities | $14,579,000 | 2,491 |
| Certificates of participation in pools of residential mortgages | $4,483,000 | 3,600 |
| Issued or guaranteed by U.S. | $4,483,000 | 3,590 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $10,096,000 | 1,214 |
| CMOs issued by government agencies or sponsored agencies | $10,096,000 | 1,131 |
| 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) | $2,348,000 | 2,767 |
| Available-for-sale securities (fair market value) | $28,076,000 | 3,221 |
| Total debt securities | $25,421,000 | 3,914 |
| 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 | $40,448,000 | 2,816 |
| U.S. Government securities | $32,922,000 | 2,509 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $32,922,000 | 2,410 |
| Securities issued by states & political subdivisions | $2,523,000 | 4,002 |
| 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 | $5,003,000 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,389,000 | 3,197 |
| Mortgage-backed securities | $19,735,000 | 2,036 |
| Certificates of participation in pools of residential mortgages | $5,678,000 | 3,225 |
| Issued or guaranteed by U.S. | $5,678,000 | 3,214 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $14,057,000 | 1,036 |
| CMOs issued by government agencies or sponsored agencies | $14,057,000 | 954 |
| 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) | $2,384,000 | 2,799 |
| Available-for-sale securities (fair market value) | $38,064,000 | 2,521 |
| Total debt securities | $35,445,000 | 3,025 |
| 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 | $40,571,000 | 2,782 |
| U.S. Government securities | $33,551,000 | 2,474 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $33,551,000 | 2,378 |
| Securities issued by states & political subdivisions | $2,012,000 | 4,298 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $5,008,000 | 692 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,028,000 | 3,063 |
| Mortgage-backed securities | $15,349,000 | 2,366 |
| Certificates of participation in pools of residential mortgages | $6,646,000 | 2,937 |
| Issued or guaranteed by U.S. | $6,646,000 | 2,927 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $8,703,000 | 1,369 |
| CMOs issued by government agencies or sponsored agencies | $8,703,000 | 1,265 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,526,000 | 2,818 |
| Available-for-sale securities (fair market value) | $38,045,000 | 2,490 |
| Total debt securities | $35,561,000 | 3,002 |
| 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 | $23,866,000 | 4,002 |
| U.S. Government securities | $20,527,000 | 3,450 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $20,527,000 | 3,277 |
| Securities issued by states & political subdivisions | $1,724,000 | 4,533 |
| Other domestic debt securities | $1,615,000 | 2,460 |
| Privately issued residential mortgage-backed securities | $1,615,000 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,983,000 | 3,204 |
| Mortgage-backed securities | $8,072,000 | 3,203 |
| Certificates of participation in pools of residential mortgages | $6,457,000 | 2,755 |
| Issued or guaranteed by U.S. | $6,457,000 | 2,738 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,615,000 | 2,910 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $1,615,000 | 607 |
| 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) | $3,282,000 | 2,692 |
| Available-for-sale securities (fair market value) | $20,584,000 | 3,758 |
| Total debt securities | $23,866,000 | 3,920 |
| 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 | $29,400,000 | 3,493 |
| U.S. Government securities | $23,747,000 | 3,212 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $23,747,000 | 2,969 |
| Securities issued by states & political subdivisions | $1,790,000 | 4,548 |
| Other domestic debt securities | $501,000 | 2,934 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $501,000 | 2,572 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $3,362,000 | 1,128 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,179,000 | 2,759 |
| Mortgage-backed securities | $3,323,000 | 4,013 |
| Certificates of participation in pools of residential mortgages | $1,966,000 | 3,992 |
| Issued or guaranteed by U.S. | $1,966,000 | 3,967 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,357,000 | 2,619 |
| CMOs issued by government agencies or sponsored agencies | $1,357,000 | 2,468 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,656,000 | 2,864 |
| Available-for-sale securities (fair market value) | $24,744,000 | 3,235 |
| Total debt securities | $26,038,000 | 3,730 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $31,944,000 | 3,397 |
| U.S. Government securities | $25,592,000 | 3,182 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $25,592,000 | 2,841 |
| Securities issued by states & political subdivisions | $2,146,000 | 4,510 |
| Other domestic debt securities | $997,000 | 2,353 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $997,000 | 1,988 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $3,209,000 | 1,123 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,279,000 | 2,739 |
| Mortgage-backed securities | $3,982,000 | 3,984 |
| Certificates of participation in pools of residential mortgages | $2,399,000 | 3,941 |
| Issued or guaranteed by U.S. | $2,399,000 | 3,924 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,583,000 | 2,646 |
| CMOs issued by government agencies or sponsored agencies | $1,583,000 | 2,505 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,445,000 | 2,959 |
| Available-for-sale securities (fair market value) | $26,499,000 | 3,127 |
| Total debt securities | $28,735,000 | 3,612 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $41,002,000 | 2,780 |
| U.S. Government securities | $31,711,000 | 2,680 |
| U.S. Treasury securities | $4,528,000 | 2,435 |
| U.S. Government agency obligations | $27,183,000 | 2,573 |
| Securities issued by states & political subdivisions | $2,539,000 | 4,317 |
| Other domestic debt securities | $2,680,000 | 1,510 |
| Privately issued residential mortgage-backed securities | $2,680,000 | 493 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $4,072,000 | 961 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,411,000 | 5,140 |
| Mortgage-backed securities | $5,941,000 | 3,540 |
| Certificates of participation in pools of residential mortgages | $3,261,000 | 3,682 |
| Issued or guaranteed by U.S. | $3,261,000 | 3,665 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $2,680,000 | 2,342 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $2,680,000 | 417 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,148,000 | 1,929 |
| Available-for-sale securities (fair market value) | $27,854,000 | 2,958 |
| Total debt securities | $36,930,000 | 2,955 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $13,978,000 | 6,238 |
| U.S. Government securities | $12,406,000 | 5,693 |
| U.S. Treasury securities | $1,293,000 | 5,992 |
| U.S. Government agency obligations | $11,113,000 | 4,899 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $1,572,000 | 1,729 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,057,000 | 7,403 |
| Mortgage-backed securities | $4,709,000 | 3,929 |
| Certificates of participation in pools of residential mortgages | $4,709,000 | 2,995 |
| Issued or guaranteed by U.S. | $4,709,000 | 2,977 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,406,000 | 2,402 |
| Available-for-sale securities (fair market value) | $1,572,000 | 8,928 |
| Total debt securities | $12,406,000 | 6,563 |
| 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 | $16,677,000 | 6,010 |
| U.S. Government securities | $15,220,000 | 5,441 |
| U.S. Treasury securities | $2,095,000 | 5,818 |
| U.S. Government agency obligations | $13,125,000 | 4,628 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $1,457,000 | 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 | $648,000 | 8,327 |
| Mortgage-backed securities | $5,639,000 | 3,968 |
| Certificates of participation in pools of residential mortgages | $5,639,000 | 2,998 |
| Issued or guaranteed by U.S. | $5,639,000 | 2,974 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,220,000 | 2,332 |
| Available-for-sale securities (fair market value) | $1,457,000 | 9,296 |
| Total debt securities | $15,220,000 | 6,232 |
| 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 | $20,833,000 | 5,394 |
| U.S. Government securities | $19,485,000 | 4,750 |
| U.S. Treasury securities | $9,495,000 | 2,865 |
| U.S. Government agency obligations | $9,990,000 | 5,485 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $1,348,000 | 1,822 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $892,000 | 8,322 |
| Mortgage-backed securities | $6,665,000 | 3,909 |
| Certificates of participation in pools of residential mortgages | $6,665,000 | 2,799 |
| Issued or guaranteed by U.S. | $6,665,000 | 2,775 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,485,000 | 2,059 |
| Available-for-sale securities (fair market value) | $1,348,000 | 9,758 |
| Total debt securities | $19,485,000 | 5,552 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $33,016,000 | 3,935 |
| U.S. Government securities | $30,898,000 | 3,361 |
| U.S. Treasury securities | $18,216,000 | 1,938 |
| U.S. Government agency obligations | $12,682,000 | 4,545 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $2,118,000 | 1,241 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $450,000 | 9,430 |
| Mortgage-backed securities | $9,082,000 | 3,417 |
| Certificates of participation in pools of residential mortgages | $9,082,000 | 2,387 |
| Issued or guaranteed by U.S. | $9,082,000 | 2,375 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $30,898,000 | 2,358 |
| Available-for-sale securities (fair market value) | $2,118,000 | 8,747 |
| Total debt securities | $30,898,000 | 4,074 |
| 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 | $20,258,000 | 6,077 |
| U.S. Government securities | $18,278,000 | 5,465 |
| U.S. Treasury securities | $5,262,000 | 5,502 |
| U.S. Government agency obligations | $13,016,000 | 4,631 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $1,979,000 | 1,432 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $149,000 | 10,359 |
| Mortgage-backed securities | $13,016,000 | 3,083 |
| Certificates of participation in pools of residential mortgages | $13,016,000 | 2,075 |
| Issued or guaranteed by U.S. | $13,016,000 | 2,045 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $18,278,000 | 6,395 |
| 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 | $29,089,000 | 4,584 |
| U.S. Government securities | $29,224,000 | 3,647 |
| U.S. Treasury securities | $9,772,000 | 3,586 |
| U.S. Government agency obligations | $19,452,000 | 3,308 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| 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 | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $135,000 | 185 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,452,000 | 2,359 |
| Certificates of participation in pools of residential mortgages | $19,452,000 | 1,552 |
| Issued or guaranteed by U.S. | $19,452,000 | 1,517 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| 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 | $29,224,000 | 4,462 |
| 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 |