Home > Heritage Bank of Commerce > Securities
Heritage Bank of Commerce, Securities
| 2023-12-31 | Rank | |
| Total securities | $1,093,201,000 | 233 |
| U.S. Government securities | $1,061,010,000 | 182 |
| U.S. Treasury securities | $382,369,000 | 97 |
| U.S. Government agency obligations | $678,641,000 | 224 |
| Securities issued by states & political subdivisions | $32,203,000 | 1,294 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,032,956,000 | 141 |
| Mortgage-backed securities | $678,641,000 | 198 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $678,641,000 | 116 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $650,577,000 | 119 |
| Available-for-sale securities (fair market value) | $442,636,000 | 385 |
| Total debt securities | $1,093,214,000 | 229 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $1,121,875,000 | 229 |
| U.S. Government securities | $1,089,434,000 | 174 |
| U.S. Treasury securities | $396,996,000 | 87 |
| U.S. Government agency obligations | $692,438,000 | 223 |
| Securities issued by states & political subdivisions | $32,454,000 | 1,265 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,040,964,000 | 140 |
| Mortgage-backed securities | $692,438,000 | 194 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $692,438,000 | 117 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $664,694,000 | 119 |
| Available-for-sale securities (fair market value) | $457,194,000 | 367 |
| Total debt securities | $1,121,887,000 | 225 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $1,168,153,000 | 225 |
| U.S. Government securities | $1,134,395,000 | 175 |
| U.S. Treasury securities | $421,146,000 | 86 |
| U.S. Government agency obligations | $713,249,000 | 218 |
| Securities issued by states & political subdivisions | $33,771,000 | 1,285 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $962,420,000 | 147 |
| Mortgage-backed securities | $713,249,000 | 186 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $713,249,000 | 112 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $682,108,000 | 116 |
| Available-for-sale securities (fair market value) | $486,058,000 | 360 |
| Total debt securities | $1,168,168,000 | 222 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $1,189,982,000 | 234 |
| U.S. Government securities | $1,155,231,000 | 183 |
| U.S. Treasury securities | $422,903,000 | 88 |
| U.S. Government agency obligations | $732,328,000 | 216 |
| Securities issued by states & political subdivisions | $34,764,000 | 1,294 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $976,417,000 | 137 |
| Mortgage-backed securities | $732,328,000 | 195 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $732,328,000 | 118 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $698,244,000 | 120 |
| Available-for-sale securities (fair market value) | $491,751,000 | 377 |
| Total debt securities | $1,189,996,000 | 230 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $1,204,586,000 | 242 |
| U.S. Government securities | $1,166,978,000 | 188 |
| U.S. Treasury securities | $418,474,000 | 98 |
| U.S. Government agency obligations | $748,504,000 | 219 |
| Securities issued by states & political subdivisions | $37,623,000 | 1,243 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,962,000 | 1,029 |
| Mortgage-backed securities | $748,504,000 | 198 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $748,504,000 | 122 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $715,005,000 | 123 |
| Available-for-sale securities (fair market value) | $489,596,000 | 376 |
| Total debt securities | $1,204,601,000 | 238 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $1,182,328,000 | 248 |
| U.S. Government securities | $1,144,213,000 | 191 |
| U.S. Treasury securities | $405,389,000 | 101 |
| U.S. Government agency obligations | $738,824,000 | 222 |
| Securities issued by states & political subdivisions | $38,130,000 | 1,224 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,759,000 | 942 |
| Mortgage-backed securities | $738,824,000 | 207 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $738,824,000 | 125 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $703,809,000 | 123 |
| Available-for-sale securities (fair market value) | $478,534,000 | 396 |
| Total debt securities | $1,182,344,000 | 244 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $1,055,845,000 | 260 |
| U.S. Government securities | $1,015,908,000 | 206 |
| U.S. Treasury securities | $250,126,000 | 138 |
| U.S. Government agency obligations | $765,782,000 | 223 |
| Securities issued by states & political subdivisions | $39,976,000 | 1,241 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,780,000 | 992 |
| Mortgage-backed securities | $765,782,000 | 207 |
| Certificates of participation in pools of residential mortgages | $765,782,000 | 128 |
| Issued or guaranteed by U.S. | $765,782,000 | 127 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $723,755,000 | 113 |
| Available-for-sale securities (fair market value) | $332,129,000 | 595 |
| Total debt securities | $1,055,883,000 | 258 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $848,040,000 | 315 |
| U.S. Government securities | $807,378,000 | 249 |
| U.S. Treasury securities | $21,564,000 | 905 |
| U.S. Government agency obligations | $785,814,000 | 221 |
| Securities issued by states & political subdivisions | $40,701,000 | 1,248 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,821,000 | 1,079 |
| Mortgage-backed securities | $785,814,000 | 206 |
| Certificates of participation in pools of residential mortgages | $785,814,000 | 131 |
| Issued or guaranteed by U.S. | $785,814,000 | 129 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $736,862,000 | 101 |
| Available-for-sale securities (fair market value) | $111,217,000 | 1,554 |
| Total debt securities | $848,079,000 | 310 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $760,649,000 | 330 |
| U.S. Government securities | $709,629,000 | 258 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $709,629,000 | 235 |
| Securities issued by states & political subdivisions | $51,063,000 | 1,051 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,686,000 | 1,299 |
| Mortgage-backed securities | $709,629,000 | 217 |
| Certificates of participation in pools of residential mortgages | $709,629,000 | 140 |
| Issued or guaranteed by U.S. | $709,629,000 | 138 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $658,440,000 | 88 |
| Available-for-sale securities (fair market value) | $102,252,000 | 1,622 |
| Total debt securities | $760,692,000 | 326 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $658,285,000 | 360 |
| U.S. Government securities | $601,333,000 | 278 |
| U.S. Treasury securities | $5,004,000 | 1,169 |
| U.S. Government agency obligations | $596,329,000 | 264 |
| Securities issued by states & political subdivisions | $56,997,000 | 936 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,079,000 | 1,261 |
| Mortgage-backed securities | $596,329,000 | 235 |
| Certificates of participation in pools of residential mortgages | $596,329,000 | 152 |
| Issued or guaranteed by U.S. | $596,329,000 | 152 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $537,330,000 | 97 |
| Available-for-sale securities (fair market value) | $121,000,000 | 1,372 |
| Total debt securities | $658,330,000 | 356 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $567,241,000 | 387 |
| U.S. Government securities | $507,139,000 | 295 |
| U.S. Treasury securities | $15,063,000 | 596 |
| U.S. Government agency obligations | $492,076,000 | 286 |
| Securities issued by states & political subdivisions | $60,153,000 | 871 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,151,000 | 1,303 |
| Mortgage-backed securities | $492,076,000 | 253 |
| Certificates of participation in pools of residential mortgages | $492,076,000 | 178 |
| Issued or guaranteed by U.S. | $492,076,000 | 177 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $421,337,000 | 102 |
| Available-for-sale securities (fair market value) | $145,955,000 | 1,133 |
| Total debt securities | $567,292,000 | 380 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $503,253,000 | 395 |
| U.S. Government securities | $439,465,000 | 299 |
| U.S. Treasury securities | $45,209,000 | 180 |
| U.S. Government agency obligations | $394,256,000 | 305 |
| Securities issued by states & political subdivisions | $63,840,000 | 782 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,175,000 | 1,233 |
| Mortgage-backed securities | $394,256,000 | 280 |
| Certificates of participation in pools of residential mortgages | $394,256,000 | 186 |
| Issued or guaranteed by U.S. | $394,256,000 | 185 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $306,587,000 | 112 |
| Available-for-sale securities (fair market value) | $196,718,000 | 789 |
| Total debt securities | $503,306,000 | 390 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $533,163,000 | 352 |
| U.S. Government securities | $464,426,000 | 273 |
| U.S. Treasury securities | $60,448,000 | 124 |
| U.S. Government agency obligations | $403,978,000 | 281 |
| Securities issued by states & political subdivisions | $68,791,000 | 703 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,629,000 | 1,228 |
| Mortgage-backed securities | $403,978,000 | 256 |
| Certificates of participation in pools of residential mortgages | $403,978,000 | 168 |
| Issued or guaranteed by U.S. | $403,978,000 | 166 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $297,443,000 | 101 |
| Available-for-sale securities (fair market value) | $235,774,000 | 635 |
| Total debt securities | $533,217,000 | 348 |
| 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 | $590,047,000 | 301 |
| U.S. Government securities | $517,890,000 | 248 |
| U.S. Treasury securities | $90,829,000 | 96 |
| U.S. Government agency obligations | $427,061,000 | 261 |
| Securities issued by states & political subdivisions | $72,212,000 | 594 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,196,000 | 1,239 |
| Mortgage-backed securities | $427,061,000 | 234 |
| Certificates of participation in pools of residential mortgages | $427,061,000 | 148 |
| Issued or guaranteed by U.S. | $427,061,000 | 146 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $295,664,000 | 99 |
| Available-for-sale securities (fair market value) | $294,438,000 | 487 |
| Total debt securities | $590,105,000 | 298 |
| 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 | $646,242,000 | 284 |
| U.S. Government securities | $572,635,000 | 225 |
| U.S. Treasury securities | $91,231,000 | 106 |
| U.S. Government agency obligations | $481,404,000 | 241 |
| Securities issued by states & political subdivisions | $73,662,000 | 529 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,852,000 | 1,140 |
| Mortgage-backed securities | $481,404,000 | 215 |
| Certificates of participation in pools of residential mortgages | $481,404,000 | 133 |
| Issued or guaranteed by U.S. | $481,404,000 | 131 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $322,732,000 | 95 |
| Available-for-sale securities (fair market value) | $323,565,000 | 423 |
| Total debt securities | $646,297,000 | 279 |
| 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 | $721,613,000 | 250 |
| U.S. Government securities | $643,773,000 | 212 |
| U.S. Treasury securities | $121,734,000 | 82 |
| U.S. Government agency obligations | $522,039,000 | 232 |
| Securities issued by states & political subdivisions | $77,895,000 | 441 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,889,000 | 1,119 |
| Mortgage-backed securities | $522,039,000 | 210 |
| Certificates of participation in pools of residential mortgages | $522,039,000 | 119 |
| Issued or guaranteed by U.S. | $522,039,000 | 119 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $348,098,000 | 88 |
| Available-for-sale securities (fair market value) | $373,570,000 | 368 |
| Total debt securities | $721,669,000 | 245 |
| 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 | $771,385,000 | 239 |
| U.S. Government securities | $690,169,000 | 211 |
| U.S. Treasury securities | $120,464,000 | 92 |
| U.S. Government agency obligations | $569,705,000 | 221 |
| Securities issued by states & political subdivisions | $81,216,000 | 397 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,951,000 | 1,327 |
| Mortgage-backed securities | $569,705,000 | 200 |
| Certificates of participation in pools of residential mortgages | $569,705,000 | 111 |
| Issued or guaranteed by U.S. | $569,705,000 | 111 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $366,560,000 | 86 |
| Available-for-sale securities (fair market value) | $404,825,000 | 330 |
| Total debt securities | $771,385,000 | 236 |
| 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 | $675,134,000 | 257 |
| U.S. Government securities | $592,413,000 | 221 |
| U.S. Treasury securities | $120,359,000 | 92 |
| U.S. Government agency obligations | $472,054,000 | 244 |
| Securities issued by states & political subdivisions | $82,721,000 | 379 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,473,000 | 1,353 |
| Mortgage-backed securities | $472,054,000 | 220 |
| Certificates of participation in pools of residential mortgages | $472,054,000 | 121 |
| Issued or guaranteed by U.S. | $472,054,000 | 121 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $342,033,000 | 97 |
| Available-for-sale securities (fair market value) | $333,101,000 | 389 |
| Total debt securities | $675,134,000 | 253 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $734,555,000 | 248 |
| U.S. Government securities | $650,670,000 | 213 |
| U.S. Treasury securities | $140,509,000 | 79 |
| U.S. Government agency obligations | $510,161,000 | 241 |
| Securities issued by states & political subdivisions | $83,885,000 | 373 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,950,000 | 1,375 |
| Mortgage-backed securities | $510,161,000 | 212 |
| Certificates of participation in pools of residential mortgages | $510,161,000 | 118 |
| Issued or guaranteed by U.S. | $510,161,000 | 117 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $351,399,000 | 100 |
| Available-for-sale securities (fair market value) | $383,156,000 | 339 |
| Total debt securities | $734,555,000 | 243 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $819,544,000 | 227 |
| U.S. Government securities | $733,623,000 | 194 |
| U.S. Treasury securities | $149,482,000 | 81 |
| U.S. Government agency obligations | $584,141,000 | 216 |
| Securities issued by states & political subdivisions | $85,921,000 | 373 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,806,000 | 1,329 |
| Mortgage-backed securities | $576,680,000 | 191 |
| Certificates of participation in pools of residential mortgages | $576,680,000 | 111 |
| Issued or guaranteed by U.S. | $576,680,000 | 110 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $367,023,000 | 97 |
| Available-for-sale securities (fair market value) | $452,521,000 | 303 |
| Total debt securities | $819,544,000 | 222 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $836,241,000 | 218 |
| U.S. Government securities | $750,284,000 | 192 |
| U.S. Treasury securities | $148,753,000 | 83 |
| U.S. Government agency obligations | $601,531,000 | 208 |
| Securities issued by states & political subdivisions | $85,957,000 | 377 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,850,000 | 1,305 |
| Mortgage-backed securities | $594,095,000 | 185 |
| Certificates of participation in pools of residential mortgages | $594,095,000 | 109 |
| Issued or guaranteed by U.S. | $594,095,000 | 109 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $377,198,000 | 100 |
| Available-for-sale securities (fair market value) | $459,043,000 | 299 |
| Total debt securities | $836,241,000 | 215 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $694,803,000 | 252 |
| U.S. Government securities | $607,665,000 | 220 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $607,665,000 | 205 |
| Securities issued by states & political subdivisions | $87,138,000 | 377 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,035,000 | 1,130 |
| Mortgage-backed securities | $600,260,000 | 183 |
| Certificates of participation in pools of residential mortgages | $600,260,000 | 106 |
| Issued or guaranteed by U.S. | $600,260,000 | 106 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $375,732,000 | 101 |
| Available-for-sale securities (fair market value) | $319,071,000 | 397 |
| Total debt securities | $694,802,000 | 245 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $724,526,000 | 244 |
| U.S. Government securities | $636,613,000 | 210 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $636,613,000 | 200 |
| Securities issued by states & political subdivisions | $87,913,000 | 390 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,764,000 | 1,114 |
| Mortgage-backed securities | $629,195,000 | 179 |
| Certificates of participation in pools of residential mortgages | $629,195,000 | 104 |
| Issued or guaranteed by U.S. | $629,195,000 | 102 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $388,603,000 | 100 |
| Available-for-sale securities (fair market value) | $335,923,000 | 384 |
| Total debt securities | $724,526,000 | 239 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $740,040,000 | 239 |
| U.S. Government securities | $651,849,000 | 208 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $651,849,000 | 200 |
| Securities issued by states & political subdivisions | $88,191,000 | 386 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,995,000 | 1,250 |
| Mortgage-backed securities | $651,849,000 | 175 |
| Certificates of participation in pools of residential mortgages | $651,849,000 | 104 |
| Issued or guaranteed by U.S. | $651,849,000 | 103 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $395,274,000 | 104 |
| Available-for-sale securities (fair market value) | $344,766,000 | 381 |
| Total debt securities | $740,040,000 | 233 |
| 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 | $790,193,000 | 224 |
| U.S. Government securities | $684,349,000 | 193 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $684,349,000 | 184 |
| Securities issued by states & political subdivisions | $88,725,000 | 403 |
| Other domestic debt securities | $17,119,000 | 419 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $17,119,000 | 287 |
| 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 | $110,852,000 | 550 |
| Mortgage-backed securities | $684,349,000 | 164 |
| Certificates of participation in pools of residential mortgages | $684,349,000 | 99 |
| Issued or guaranteed by U.S. | $684,349,000 | 98 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $398,341,000 | 105 |
| Available-for-sale securities (fair market value) | $391,852,000 | 346 |
| Total debt securities | $790,193,000 | 219 |
| 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 | $769,657,000 | 226 |
| U.S. Government securities | $663,585,000 | 199 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $663,585,000 | 192 |
| Securities issued by states & political subdivisions | $89,132,000 | 406 |
| Other domestic debt securities | $16,940,000 | 425 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $16,940,000 | 300 |
| 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 | $111,726,000 | 546 |
| Mortgage-backed securities | $663,585,000 | 171 |
| Certificates of participation in pools of residential mortgages | $663,585,000 | 101 |
| Issued or guaranteed by U.S. | $663,585,000 | 100 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $379,550,000 | 108 |
| Available-for-sale securities (fair market value) | $390,107,000 | 348 |
| Total debt securities | $769,657,000 | 220 |
| 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 | $738,167,000 | 237 |
| U.S. Government securities | $631,366,000 | 205 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $631,366,000 | 200 |
| Securities issued by states & political subdivisions | $89,926,000 | 405 |
| Other domestic debt securities | $16,875,000 | 442 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $16,875,000 | 310 |
| 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 | $116,618,000 | 532 |
| Mortgage-backed securities | $631,366,000 | 176 |
| Certificates of participation in pools of residential mortgages | $631,366,000 | 109 |
| Issued or guaranteed by U.S. | $631,366,000 | 108 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $368,266,000 | 111 |
| Available-for-sale securities (fair market value) | $369,901,000 | 368 |
| Total debt securities | $738,167,000 | 232 |
| 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 | $682,973,000 | 253 |
| U.S. Government securities | $576,608,000 | 223 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $576,608,000 | 215 |
| Securities issued by states & political subdivisions | $90,221,000 | 403 |
| Other domestic debt securities | $16,144,000 | 460 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $16,144,000 | 325 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $137,066,000 | 477 |
| Mortgage-backed securities | $576,608,000 | 186 |
| Certificates of participation in pools of residential mortgages | $576,608,000 | 113 |
| Issued or guaranteed by U.S. | $576,608,000 | 112 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $341,383,000 | 114 |
| Available-for-sale securities (fair market value) | $341,590,000 | 391 |
| Total debt securities | $682,973,000 | 247 |
| 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 | $630,599,000 | 262 |
| U.S. Government securities | $524,398,000 | 229 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $524,398,000 | 223 |
| Securities issued by states & political subdivisions | $90,601,000 | 398 |
| Other domestic debt securities | $15,600,000 | 457 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $15,600,000 | 318 |
| 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 | $131,310,000 | 483 |
| Mortgage-backed securities | $524,398,000 | 201 |
| Certificates of participation in pools of residential mortgages | $524,398,000 | 117 |
| Issued or guaranteed by U.S. | $524,398,000 | 116 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $324,010,000 | 120 |
| Available-for-sale securities (fair market value) | $306,589,000 | 423 |
| Total debt securities | $630,599,000 | 255 |
| 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 | $572,403,000 | 275 |
| U.S. Government securities | $464,143,000 | 245 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $464,143,000 | 233 |
| Securities issued by states & political subdivisions | $90,813,000 | 397 |
| Other domestic debt securities | $17,447,000 | 427 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $17,447,000 | 297 |
| 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 | $136,610,000 | 472 |
| Mortgage-backed securities | $464,143,000 | 211 |
| Certificates of participation in pools of residential mortgages | $464,143,000 | 122 |
| Issued or guaranteed by U.S. | $464,143,000 | 121 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $202,404,000 | 151 |
| Available-for-sale securities (fair market value) | $369,999,000 | 353 |
| Total debt securities | $572,403,000 | 269 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $600,605,000 | 270 |
| U.S. Government securities | $492,239,000 | 230 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $492,239,000 | 223 |
| Securities issued by states & political subdivisions | $91,391,000 | 398 |
| Other domestic debt securities | $16,975,000 | 445 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $16,975,000 | 307 |
| 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 | $158,675,000 | 426 |
| Mortgage-backed securities | $492,239,000 | 202 |
| Certificates of participation in pools of residential mortgages | $492,239,000 | 117 |
| Issued or guaranteed by U.S. | $492,239,000 | 116 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $210,170,000 | 151 |
| Available-for-sale securities (fair market value) | $390,435,000 | 337 |
| Total debt securities | $600,605,000 | 265 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $633,705,000 | 259 |
| U.S. Government securities | $524,842,000 | 229 |
| U.S. Treasury securities | $30,332,000 | 185 |
| U.S. Government agency obligations | $494,510,000 | 229 |
| Securities issued by states & political subdivisions | $92,589,000 | 377 |
| Other domestic debt securities | $16,274,000 | 457 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $16,274,000 | 310 |
| 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 | $158,675,000 | 434 |
| Mortgage-backed securities | $485,329,000 | 203 |
| Certificates of participation in pools of residential mortgages | $485,329,000 | 114 |
| Issued or guaranteed by U.S. | $485,329,000 | 113 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $185,165,000 | 168 |
| Available-for-sale securities (fair market value) | $448,540,000 | 295 |
| Total debt securities | $633,705,000 | 253 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $494,390,000 | 318 |
| U.S. Government securities | $379,067,000 | 294 |
| U.S. Treasury securities | $30,003,000 | 208 |
| U.S. Government agency obligations | $349,064,000 | 306 |
| Securities issued by states & political subdivisions | $93,519,000 | 372 |
| Other domestic debt securities | $21,804,000 | 374 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $21,804,000 | 249 |
| 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 | $137,742,000 | 488 |
| Mortgage-backed securities | $340,023,000 | 252 |
| Certificates of participation in pools of residential mortgages | $340,023,000 | 147 |
| Issued or guaranteed by U.S. | $340,023,000 | 145 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $109,311,000 | 263 |
| Available-for-sale securities (fair market value) | $385,079,000 | 339 |
| Total debt securities | $494,390,000 | 315 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $368,414,000 | 425 |
| U.S. Government securities | $213,655,000 | 482 |
| U.S. Treasury securities | $4,039,000 | 601 |
| U.S. Government agency obligations | $209,616,000 | 471 |
| Securities issued by states & political subdivisions | $103,152,000 | 313 |
| Other domestic debt securities | $51,607,000 | 210 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $51,607,000 | 133 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $148,247,000 | 467 |
| Mortgage-backed securities | $198,491,000 | 380 |
| Certificates of participation in pools of residential mortgages | $180,578,000 | 253 |
| Issued or guaranteed by U.S. | $180,578,000 | 252 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $11,792,000 | 1,090 |
| CMOs issued by government agencies or sponsored agencies | $11,792,000 | 1,040 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $6,121,000 | 480 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $6,121,000 | 293 |
| Held to maturity securities (book value) | $111,004,000 | 267 |
| Available-for-sale securities (fair market value) | $257,410,000 | 509 |
| Total debt securities | $368,414,000 | 417 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $309,413,000 | 502 |
| U.S. Government securities | $174,458,000 | 592 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $174,458,000 | 571 |
| Securities issued by states & political subdivisions | $83,476,000 | 396 |
| Other domestic debt securities | $51,479,000 | 211 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $51,479,000 | 133 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $150,467,000 | 463 |
| Mortgage-backed securities | $174,458,000 | 426 |
| Certificates of participation in pools of residential mortgages | $174,458,000 | 258 |
| Issued or guaranteed by U.S. | $174,458,000 | 257 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $100,321,000 | 284 |
| Available-for-sale securities (fair market value) | $209,092,000 | 632 |
| Total debt securities | $309,413,000 | 494 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $295,356,000 | 528 |
| U.S. Government securities | $162,780,000 | 648 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $162,780,000 | 620 |
| Securities issued by states & political subdivisions | $79,855,000 | 407 |
| Other domestic debt securities | $52,721,000 | 209 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $52,721,000 | 129 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $147,726,000 | 472 |
| Mortgage-backed securities | $162,780,000 | 462 |
| Certificates of participation in pools of residential mortgages | $162,780,000 | 276 |
| Issued or guaranteed by U.S. | $162,780,000 | 274 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $94,588,000 | 297 |
| Available-for-sale securities (fair market value) | $200,768,000 | 655 |
| Total debt securities | $295,356,000 | 522 |
| 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 | $301,697,000 | 512 |
| U.S. Government securities | $169,652,000 | 614 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $169,652,000 | 588 |
| Securities issued by states & political subdivisions | $79,882,000 | 406 |
| Other domestic debt securities | $52,163,000 | 201 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $52,163,000 | 130 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $153,312,000 | 447 |
| Mortgage-backed securities | $169,652,000 | 434 |
| Certificates of participation in pools of residential mortgages | $169,652,000 | 266 |
| Issued or guaranteed by U.S. | $169,652,000 | 265 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $95,362,000 | 287 |
| Available-for-sale securities (fair market value) | $206,335,000 | 625 |
| Total debt securities | $301,697,000 | 506 |
| 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 | $286,439,000 | 536 |
| U.S. Government securities | $154,627,000 | 679 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $154,627,000 | 643 |
| Securities issued by states & political subdivisions | $79,908,000 | 397 |
| Other domestic debt securities | $51,904,000 | 198 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $51,904,000 | 134 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $150,810,000 | 452 |
| Mortgage-backed securities | $154,627,000 | 473 |
| Certificates of participation in pools of residential mortgages | $154,627,000 | 291 |
| Issued or guaranteed by U.S. | $154,627,000 | 289 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $94,759,000 | 283 |
| Available-for-sale securities (fair market value) | $191,680,000 | 673 |
| Total debt securities | $286,439,000 | 526 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $357,461,000 | 444 |
| U.S. Government securities | $175,034,000 | 606 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $175,034,000 | 584 |
| Securities issued by states & political subdivisions | $79,935,000 | 391 |
| Other domestic debt securities | $102,492,000 | 132 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $27,313,000 | 80 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $75,179,000 | 100 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $149,752,000 | 447 |
| Mortgage-backed securities | $175,034,000 | 436 |
| Certificates of participation in pools of residential mortgages | $162,177,000 | 286 |
| Issued or guaranteed by U.S. | $162,177,000 | 284 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $12,857,000 | 269 |
| Commercial mortgage pass-through securities | $12,857,000 | 156 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $95,972,000 | 285 |
| Available-for-sale securities (fair market value) | $261,489,000 | 499 |
| Total debt securities | $357,461,000 | 436 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $357,923,000 | 442 |
| U.S. Government securities | $176,817,000 | 600 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $176,817,000 | 578 |
| Securities issued by states & political subdivisions | $79,962,000 | 394 |
| Other domestic debt securities | $101,144,000 | 139 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $27,283,000 | 83 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $73,861,000 | 101 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $138,658,000 | 472 |
| Mortgage-backed securities | $176,817,000 | 432 |
| Certificates of participation in pools of residential mortgages | $163,975,000 | 283 |
| Issued or guaranteed by U.S. | $163,975,000 | 281 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $12,842,000 | 246 |
| Commercial mortgage pass-through securities | $12,842,000 | 139 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $95,548,000 | 274 |
| Available-for-sale securities (fair market value) | $262,375,000 | 506 |
| Total debt securities | $357,923,000 | 436 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $376,021,000 | 415 |
| U.S. Government securities | $223,576,000 | 491 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $223,576,000 | 475 |
| Securities issued by states & political subdivisions | $79,989,000 | 384 |
| Other domestic debt securities | $72,456,000 | 173 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $72,456,000 | 104 |
| 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 | $144,004,000 | 454 |
| Mortgage-backed securities | $223,576,000 | 366 |
| Certificates of participation in pools of residential mortgages | $218,063,000 | 220 |
| Issued or guaranteed by U.S. | $218,063,000 | 219 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $5,513,000 | 386 |
| Commercial mortgage pass-through securities | $5,513,000 | 230 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $95,921,000 | 272 |
| Available-for-sale securities (fair market value) | $280,100,000 | 464 |
| Total debt securities | $376,021,000 | 408 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $370,203,000 | 416 |
| U.S. Government securities | $225,743,000 | 486 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $225,743,000 | 474 |
| Securities issued by states & political subdivisions | $76,503,000 | 417 |
| Other domestic debt securities | $67,957,000 | 191 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $67,957,000 | 115 |
| 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 | $126,605,000 | 519 |
| Mortgage-backed securities | $225,743,000 | 362 |
| Certificates of participation in pools of residential mortgages | $225,743,000 | 210 |
| Issued or guaranteed by U.S. | $225,743,000 | 209 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $89,732,000 | 279 |
| Available-for-sale securities (fair market value) | $280,471,000 | 474 |
| Total debt securities | $370,203,000 | 411 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $375,509,000 | 402 |
| U.S. Government securities | $239,608,000 | 462 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $239,608,000 | 444 |
| Securities issued by states & political subdivisions | $67,520,000 | 490 |
| Other domestic debt securities | $68,381,000 | 189 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $68,381,000 | 115 |
| 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 | $118,260,000 | 537 |
| Mortgage-backed securities | $239,608,000 | 339 |
| Certificates of participation in pools of residential mortgages | $239,608,000 | 192 |
| Issued or guaranteed by U.S. | $239,608,000 | 191 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $81,731,000 | 268 |
| Available-for-sale securities (fair market value) | $293,778,000 | 461 |
| Total debt securities | $375,509,000 | 390 |
| 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 | $415,083,000 | 371 |
| U.S. Government securities | $286,263,000 | 392 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $286,263,000 | 375 |
| Securities issued by states & political subdivisions | $53,098,000 | 682 |
| Other domestic debt securities | $75,722,000 | 176 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $75,722,000 | 104 |
| 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 | $132,248,000 | 505 |
| Mortgage-backed securities | $286,263,000 | 299 |
| Certificates of participation in pools of residential mortgages | $286,263,000 | 168 |
| Issued or guaranteed by U.S. | $286,263,000 | 166 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $68,283,000 | 272 |
| Available-for-sale securities (fair market value) | $346,800,000 | 392 |
| Total debt securities | $415,083,000 | 364 |
| 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 | $419,384,000 | 360 |
| U.S. Government securities | $307,903,000 | 357 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $307,903,000 | 342 |
| Securities issued by states & political subdivisions | $34,813,000 | 1,058 |
| Other domestic debt securities | $76,668,000 | 172 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $76,668,000 | 97 |
| 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 | $122,116,000 | 526 |
| Mortgage-backed securities | $307,903,000 | 287 |
| Certificates of participation in pools of residential mortgages | $307,903,000 | 154 |
| Issued or guaranteed by U.S. | $307,903,000 | 153 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $51,472,000 | 336 |
| Available-for-sale securities (fair market value) | $367,912,000 | 361 |
| Total debt securities | $419,384,000 | 353 |
| 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 | $436,348,000 | 347 |
| U.S. Government securities | $350,667,000 | 315 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $350,667,000 | 307 |
| Securities issued by states & political subdivisions | $9,836,000 | 2,832 |
| Other domestic debt securities | $75,845,000 | 180 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $75,845,000 | 102 |
| 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 | $107,153,000 | 592 |
| Mortgage-backed securities | $350,667,000 | 264 |
| Certificates of participation in pools of residential mortgages | $350,667,000 | 154 |
| Issued or guaranteed by U.S. | $350,667,000 | 153 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $25,592,000 | 566 |
| Available-for-sale securities (fair market value) | $410,756,000 | 329 |
| Total debt securities | $436,348,000 | 342 |
| 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 | $389,820,000 | 396 |
| U.S. Government securities | $325,926,000 | 347 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $325,926,000 | 337 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $63,894,000 | 203 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $63,894,000 | 115 |
| 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 | $85,616,000 | 717 |
| Mortgage-backed securities | $325,926,000 | 289 |
| Certificates of participation in pools of residential mortgages | $325,926,000 | 163 |
| Issued or guaranteed by U.S. | $325,926,000 | 162 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $389,820,000 | 350 |
| Total debt securities | $389,820,000 | 388 |
| 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 | $385,826,000 | 402 |
| U.S. Government securities | $340,181,000 | 331 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $340,181,000 | 321 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $45,645,000 | 259 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $45,645,000 | 148 |
| 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 | $85,306,000 | 730 |
| Mortgage-backed securities | $340,181,000 | 279 |
| Certificates of participation in pools of residential mortgages | $340,181,000 | 157 |
| Issued or guaranteed by U.S. | $340,181,000 | 156 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $385,826,000 | 360 |
| Total debt securities | $385,826,000 | 395 |
| 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 | $380,455,000 | 396 |
| U.S. Government securities | $350,348,000 | 326 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $350,348,000 | 318 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $30,107,000 | 356 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $30,107,000 | 193 |
| 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 | $85,121,000 | 671 |
| Mortgage-backed securities | $350,348,000 | 265 |
| Certificates of participation in pools of residential mortgages | $350,348,000 | 150 |
| Issued or guaranteed by U.S. | $350,348,000 | 150 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $380,455,000 | 353 |
| Total debt securities | $380,455,000 | 393 |
| 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 | $312,125,000 | 469 |
| U.S. Government securities | $312,125,000 | 336 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $312,125,000 | 326 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,704,000 | 1,512 |
| Mortgage-backed securities | $312,125,000 | 279 |
| Certificates of participation in pools of residential mortgages | $312,125,000 | 158 |
| Issued or guaranteed by U.S. | $312,125,000 | 157 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $312,125,000 | 412 |
| Total debt securities | $312,125,000 | 465 |
| 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 | $302,968,000 | 484 |
| U.S. Government securities | $302,968,000 | 361 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $302,968,000 | 349 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,240,000 | 1,482 |
| Mortgage-backed securities | $302,968,000 | 283 |
| Certificates of participation in pools of residential mortgages | $302,968,000 | 161 |
| Issued or guaranteed by U.S. | $302,968,000 | 160 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $302,968,000 | 433 |
| Total debt securities | $302,968,000 | 476 |
| 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 | $250,132,000 | 594 |
| U.S. Government securities | $250,132,000 | 423 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $250,132,000 | 407 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,425,000 | 1,419 |
| Mortgage-backed securities | $250,132,000 | 323 |
| Certificates of participation in pools of residential mortgages | $250,132,000 | 189 |
| Issued or guaranteed by U.S. | $250,132,000 | 187 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $250,132,000 | 527 |
| Total debt securities | $250,132,000 | 584 |
| 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 | $232,165,000 | 597 |
| U.S. Government securities | $232,165,000 | 443 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $232,165,000 | 423 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,531,000 | 1,193 |
| Mortgage-backed securities | $232,165,000 | 331 |
| Certificates of participation in pools of residential mortgages | $232,165,000 | 188 |
| Issued or guaranteed by U.S. | $232,165,000 | 187 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $232,165,000 | 536 |
| Total debt securities | $232,165,000 | 587 |
| 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 | $111,459,000 | 1,191 |
| U.S. Government securities | $111,459,000 | 847 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $111,459,000 | 808 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,159,000 | 890 |
| Mortgage-backed securities | $111,459,000 | 600 |
| Certificates of participation in pools of residential mortgages | $111,322,000 | 355 |
| Issued or guaranteed by U.S. | $111,322,000 | 353 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $137,000 | 3,576 |
| CMOs issued by government agencies or sponsored agencies | $137,000 | 3,255 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $111,459,000 | 1,067 |
| Total debt securities | $111,459,000 | 1,174 |
| 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 | $142,212,000 | 939 |
| U.S. Government securities | $142,212,000 | 680 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $142,212,000 | 647 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,139,000 | 972 |
| Mortgage-backed securities | $140,209,000 | 475 |
| Certificates of participation in pools of residential mortgages | $136,691,000 | 287 |
| Issued or guaranteed by U.S. | $136,691,000 | 284 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $3,518,000 | 2,151 |
| CMOs issued by government agencies or sponsored agencies | $3,518,000 | 1,896 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $142,212,000 | 826 |
| Total debt securities | $142,212,000 | 929 |
| 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 | $139,387,000 | 951 |
| U.S. Government securities | $139,387,000 | 692 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $139,387,000 | 660 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,515,000 | 1,070 |
| Mortgage-backed securities | $137,390,000 | 509 |
| Certificates of participation in pools of residential mortgages | $132,457,000 | 319 |
| Issued or guaranteed by U.S. | $132,457,000 | 315 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,933,000 | 1,876 |
| CMOs issued by government agencies or sponsored agencies | $4,933,000 | 1,621 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $139,387,000 | 828 |
| Total debt securities | $139,387,000 | 936 |
| 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 | $109,966,000 | 1,175 |
| U.S. Government securities | $109,966,000 | 827 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $109,966,000 | 799 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,503,000 | 961 |
| Mortgage-backed securities | $107,993,000 | 624 |
| Certificates of participation in pools of residential mortgages | $102,546,000 | 414 |
| Issued or guaranteed by U.S. | $102,546,000 | 412 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $5,447,000 | 1,784 |
| CMOs issued by government agencies or sponsored agencies | $5,447,000 | 1,519 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $109,966,000 | 1,035 |
| Total debt securities | $109,966,000 | 1,159 |
| 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 | $96,618,000 | 1,315 |
| U.S. Government securities | $96,618,000 | 914 |
| U.S. Treasury securities | $39,999,000 | 96 |
| U.S. Government agency obligations | $56,619,000 | 1,498 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,804,000 | 977 |
| Mortgage-backed securities | $54,601,000 | 1,133 |
| Certificates of participation in pools of residential mortgages | $48,945,000 | 824 |
| Issued or guaranteed by U.S. | $48,945,000 | 814 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $5,656,000 | 1,747 |
| CMOs issued by government agencies or sponsored agencies | $5,656,000 | 1,452 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $96,618,000 | 1,152 |
| Total debt securities | $96,618,000 | 1,292 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $101,837,000 | 1,235 |
| U.S. Government securities | $101,511,000 | 845 |
| U.S. Treasury securities | $29,495,000 | 117 |
| U.S. Government agency obligations | $72,016,000 | 1,167 |
| Securities issued by states & political subdivisions | $326,000 | 5,516 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,890,000 | 584 |
| Mortgage-backed securities | $65,442,000 | 965 |
| Certificates of participation in pools of residential mortgages | $59,620,000 | 701 |
| Issued or guaranteed by U.S. | $59,620,000 | 691 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $5,822,000 | 1,717 |
| CMOs issued by government agencies or sponsored agencies | $5,822,000 | 1,408 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $101,837,000 | 1,064 |
| Total debt securities | $101,837,000 | 1,209 |
| 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 | $97,340,000 | 1,281 |
| U.S. Government securities | $96,642,000 | 895 |
| U.S. Treasury securities | $15,491,000 | 158 |
| U.S. Government agency obligations | $81,151,000 | 1,037 |
| Securities issued by states & political subdivisions | $698,000 | 5,077 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $94,717,000 | 615 |
| Mortgage-backed securities | $72,513,000 | 878 |
| Certificates of participation in pools of residential mortgages | $66,027,000 | 653 |
| Issued or guaranteed by U.S. | $66,027,000 | 644 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $6,486,000 | 1,662 |
| CMOs issued by government agencies or sponsored agencies | $6,486,000 | 1,330 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $97,340,000 | 1,116 |
| Total debt securities | $97,340,000 | 1,258 |
| 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 | $104,475,000 | 1,162 |
| U.S. Government securities | $103,774,000 | 816 |
| U.S. Treasury securities | $19,496,000 | 115 |
| U.S. Government agency obligations | $84,278,000 | 992 |
| Securities issued by states & political subdivisions | $701,000 | 5,035 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,850,000 | 577 |
| Mortgage-backed securities | $75,582,000 | 838 |
| Certificates of participation in pools of residential mortgages | $69,036,000 | 615 |
| Issued or guaranteed by U.S. | $69,036,000 | 607 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $6,546,000 | 1,600 |
| CMOs issued by government agencies or sponsored agencies | $6,546,000 | 1,301 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $104,475,000 | 1,002 |
| Total debt securities | $104,475,000 | 1,144 |
| 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 | $107,565,000 | 1,103 |
| U.S. Government securities | $105,513,000 | 781 |
| U.S. Treasury securities | $19,893,000 | 114 |
| U.S. Government agency obligations | $85,620,000 | 947 |
| Securities issued by states & political subdivisions | $2,052,000 | 4,172 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $89,284,000 | 640 |
| Mortgage-backed securities | $77,022,000 | 777 |
| Certificates of participation in pools of residential mortgages | $70,311,000 | 566 |
| Issued or guaranteed by U.S. | $70,311,000 | 558 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $6,711,000 | 1,531 |
| CMOs issued by government agencies or sponsored agencies | $6,711,000 | 1,223 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $107,565,000 | 952 |
| Total debt securities | $107,565,000 | 1,090 |
| 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 | $116,594,000 | 1,045 |
| U.S. Government securities | $112,954,000 | 734 |
| U.S. Treasury securities | $13,070,000 | 140 |
| U.S. Government agency obligations | $99,884,000 | 811 |
| Securities issued by states & political subdivisions | $3,640,000 | 3,526 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,812,000 | 562 |
| Mortgage-backed securities | $80,226,000 | 742 |
| Certificates of participation in pools of residential mortgages | $73,111,000 | 544 |
| Issued or guaranteed by U.S. | $73,111,000 | 537 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $7,115,000 | 1,488 |
| CMOs issued by government agencies or sponsored agencies | $7,115,000 | 1,191 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $116,594,000 | 907 |
| Total debt securities | $116,594,000 | 1,028 |
| 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 | $130,784,000 | 925 |
| U.S. Government securities | $126,641,000 | 653 |
| U.S. Treasury securities | $12,173,000 | 157 |
| U.S. Government agency obligations | $114,468,000 | 716 |
| Securities issued by states & political subdivisions | $4,143,000 | 3,387 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,877,000 | 669 |
| Mortgage-backed securities | $87,621,000 | 672 |
| Certificates of participation in pools of residential mortgages | $80,185,000 | 491 |
| Issued or guaranteed by U.S. | $80,185,000 | 485 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $7,436,000 | 1,430 |
| CMOs issued by government agencies or sponsored agencies | $7,436,000 | 1,154 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $130,784,000 | 810 |
| Total debt securities | $130,784,000 | 901 |
| 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 | $135,402,000 | 873 |
| U.S. Government securities | $131,285,000 | 632 |
| U.S. Treasury securities | $4,991,000 | 323 |
| U.S. Government agency obligations | $126,294,000 | 645 |
| Securities issued by states & political subdivisions | $4,117,000 | 3,384 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,627,000 | 1,425 |
| Mortgage-backed securities | $90,494,000 | 605 |
| Certificates of participation in pools of residential mortgages | $83,046,000 | 445 |
| Issued or guaranteed by U.S. | $83,046,000 | 439 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $7,448,000 | 1,346 |
| CMOs issued by government agencies or sponsored agencies | $7,448,000 | 1,102 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $135,402,000 | 755 |
| Total debt securities | $135,402,000 | 852 |
| 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 | $150,116,000 | 793 |
| U.S. Government securities | $143,633,000 | 597 |
| U.S. Treasury securities | $4,955,000 | 348 |
| U.S. Government agency obligations | $138,678,000 | 602 |
| Securities issued by states & political subdivisions | $6,483,000 | 2,697 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,887,000 | 1,442 |
| Mortgage-backed securities | $92,532,000 | 567 |
| Certificates of participation in pools of residential mortgages | $84,506,000 | 417 |
| Issued or guaranteed by U.S. | $84,506,000 | 412 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $8,026,000 | 1,258 |
| CMOs issued by government agencies or sponsored agencies | $8,026,000 | 1,019 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $150,116,000 | 670 |
| Total debt securities | $150,116,000 | 770 |
| Structured notes | ||
| Amortized cost | $2,064,000 | 1,203 |
| Fair value | $2,065,000 | 1,202 |
| 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 | $169,498,000 | 698 |
| U.S. Government securities | $161,624,000 | 535 |
| U.S. Treasury securities | $4,895,000 | 407 |
| U.S. Government agency obligations | $156,729,000 | 545 |
| Securities issued by states & political subdivisions | $7,874,000 | 2,394 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,865,000 | 1,075 |
| Mortgage-backed securities | $94,448,000 | 558 |
| Certificates of participation in pools of residential mortgages | $86,349,000 | 414 |
| Issued or guaranteed by U.S. | $86,349,000 | 410 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $8,099,000 | 1,209 |
| CMOs issued by government agencies or sponsored agencies | $8,099,000 | 980 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $169,498,000 | 593 |
| Total debt securities | $169,498,000 | 684 |
| Structured notes | ||
| Amortized cost | $2,064,000 | 1,267 |
| Fair value | $2,048,000 | 1,264 |
| 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 | $164,800,000 | 734 |
| U.S. Government securities | $156,956,000 | 569 |
| U.S. Treasury securities | $5,985,000 | 366 |
| U.S. Government agency obligations | $150,971,000 | 570 |
| Securities issued by states & political subdivisions | $7,844,000 | 2,412 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,394,000 | 993 |
| Mortgage-backed securities | $97,890,000 | 543 |
| Certificates of participation in pools of residential mortgages | $89,479,000 | 413 |
| Issued or guaranteed by U.S. | $89,479,000 | 408 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $8,411,000 | 1,170 |
| CMOs issued by government agencies or sponsored agencies | $8,411,000 | 953 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $164,800,000 | 612 |
| Total debt securities | $164,800,000 | 719 |
| Structured notes | ||
| Amortized cost | $2,064,000 | 1,320 |
| Fair value | $2,051,000 | 1,317 |
| 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 | $172,298,000 | 724 |
| U.S. Government securities | $164,156,000 | 556 |
| U.S. Treasury securities | $5,963,000 | 399 |
| U.S. Government agency obligations | $158,193,000 | 558 |
| Securities issued by states & political subdivisions | $8,142,000 | 2,349 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,432,000 | 982 |
| Mortgage-backed securities | $98,797,000 | 550 |
| Certificates of participation in pools of residential mortgages | $90,186,000 | 406 |
| Issued or guaranteed by U.S. | $90,186,000 | 402 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $8,611,000 | 1,144 |
| CMOs issued by government agencies or sponsored agencies | $8,611,000 | 942 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $172,298,000 | 596 |
| Total debt securities | $172,298,000 | 711 |
| Structured notes | ||
| Amortized cost | $2,063,000 | 1,395 |
| Fair value | $2,044,000 | 1,397 |
| 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 | $173,723,000 | 738 |
| U.S. Government securities | $165,604,000 | 571 |
| U.S. Treasury securities | $5,942,000 | 417 |
| U.S. Government agency obligations | $159,662,000 | 568 |
| Securities issued by states & political subdivisions | $8,119,000 | 2,356 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,053,000 | 921 |
| Mortgage-backed securities | $97,317,000 | 561 |
| Certificates of participation in pools of residential mortgages | $87,548,000 | 425 |
| Issued or guaranteed by U.S. | $87,548,000 | 420 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $9,769,000 | 1,039 |
| CMOs issued by government agencies or sponsored agencies | $9,769,000 | 854 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $173,723,000 | 604 |
| Total debt securities | $173,723,000 | 718 |
| Structured notes | ||
| Amortized cost | $2,063,000 | 1,472 |
| Fair value | $2,041,000 | 1,472 |
| 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 | $191,471,000 | 668 |
| U.S. Government securities | $183,388,000 | 527 |
| U.S. Treasury securities | $5,904,000 | 456 |
| U.S. Government agency obligations | $177,484,000 | 523 |
| Securities issued by states & political subdivisions | $8,083,000 | 2,329 |
| 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 | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,565,000 | 921 |
| Mortgage-backed securities | $101,717,000 | 547 |
| Certificates of participation in pools of residential mortgages | $90,224,000 | 424 |
| Issued or guaranteed by U.S. | $90,224,000 | 421 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $11,493,000 | 945 |
| CMOs issued by government agencies or sponsored agencies | $11,493,000 | 773 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $191,471,000 | 559 |
| Total debt securities | $191,471,000 | 652 |
| Structured notes | ||
| Amortized cost | $2,063,000 | 1,523 |
| Fair value | $2,023,000 | 1,520 |
| 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 | $186,168,000 | 703 |
| U.S. Government securities | $178,051,000 | 555 |
| U.S. Treasury securities | $5,905,000 | 491 |
| U.S. Government agency obligations | $172,146,000 | 554 |
| Securities issued by states & political subdivisions | $8,117,000 | 2,308 |
| 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 | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,210,000 | 826 |
| Mortgage-backed securities | $98,352,000 | 567 |
| Certificates of participation in pools of residential mortgages | $90,837,000 | 429 |
| Issued or guaranteed by U.S. | $90,837,000 | 425 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $7,515,000 | 1,197 |
| CMOs issued by government agencies or sponsored agencies | $7,515,000 | 1,005 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $186,168,000 | 585 |
| Total debt securities | $186,166,000 | 685 |
| Structured notes | ||
| Amortized cost | $2,063,000 | 1,528 |
| Fair value | $2,019,000 | 1,530 |
| 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 | $198,495,000 | 656 |
| U.S. Government securities | $190,227,000 | 536 |
| U.S. Treasury securities | $6,920,000 | 442 |
| U.S. Government agency obligations | $183,307,000 | 531 |
| Securities issued by states & political subdivisions | $8,268,000 | 2,272 |
| 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 | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,070,000 | 814 |
| Mortgage-backed securities | $101,266,000 | 556 |
| Certificates of participation in pools of residential mortgages | $91,868,000 | 440 |
| Issued or guaranteed by U.S. | $91,868,000 | 435 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $9,398,000 | 1,058 |
| CMOs issued by government agencies or sponsored agencies | $9,398,000 | 881 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $198,495,000 | 545 |
| Total debt securities | $198,495,000 | 641 |
| Structured notes | ||
| Amortized cost | $2,062,000 | 1,525 |
| Fair value | $2,025,000 | 1,524 |
| 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 | $209,415,000 | 620 |
| U.S. Government securities | $200,819,000 | 513 |
| U.S. Treasury securities | $11,918,000 | 299 |
| U.S. Government agency obligations | $188,901,000 | 510 |
| Securities issued by states & political subdivisions | $8,596,000 | 2,192 |
| 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 | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,784,000 | 768 |
| Mortgage-backed securities | $104,534,000 | 552 |
| Certificates of participation in pools of residential mortgages | $90,098,000 | 451 |
| Issued or guaranteed by U.S. | $90,098,000 | 446 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $14,436,000 | 841 |
| CMOs issued by government agencies or sponsored agencies | $14,436,000 | 683 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $209,415,000 | 518 |
| Total debt securities | $209,414,000 | 603 |
| Structured notes | ||
| Amortized cost | $2,062,000 | 1,499 |
| Fair value | $2,026,000 | 1,503 |
| 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 | $226,630,000 | 580 |
| U.S. Government securities | $218,011,000 | 474 |
| U.S. Treasury securities | $11,962,000 | 296 |
| U.S. Government agency obligations | $206,049,000 | 477 |
| Securities issued by states & political subdivisions | $8,619,000 | 2,144 |
| 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 | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,199,000 | 627 |
| Mortgage-backed securities | $116,086,000 | 528 |
| Certificates of participation in pools of residential mortgages | $96,748,000 | 433 |
| Issued or guaranteed by U.S. | $96,748,000 | 425 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $19,338,000 | 714 |
| CMOs issued by government agencies or sponsored agencies | $19,338,000 | 588 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $226,630,000 | 489 |
| Total debt securities | $226,630,000 | 567 |
| Structured notes | ||
| Amortized cost | $2,062,000 | 1,495 |
| Fair value | $2,040,000 | 1,497 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $225,082,000 | 587 |
| U.S. Government securities | $216,159,000 | 487 |
| U.S. Treasury securities | $5,941,000 | 549 |
| U.S. Government agency obligations | $210,218,000 | 476 |
| Securities issued by states & political subdivisions | $8,923,000 | 2,097 |
| 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 | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,656,000 | 611 |
| Mortgage-backed securities | $120,484,000 | 524 |
| Certificates of participation in pools of residential mortgages | $101,162,000 | 431 |
| Issued or guaranteed by U.S. | $101,162,000 | 428 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $19,322,000 | 730 |
| CMOs issued by government agencies or sponsored agencies | $19,322,000 | 601 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $225,082,000 | 491 |
| Total debt securities | $225,082,000 | 569 |
| Structured notes | ||
| Amortized cost | $2,062,000 | 1,479 |
| Fair value | $2,020,000 | 1,483 |
| 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 | $232,809,000 | 586 |
| U.S. Government securities | $223,602,000 | 482 |
| U.S. Treasury securities | $5,942,000 | 562 |
| U.S. Government agency obligations | $217,660,000 | 469 |
| Securities issued by states & political subdivisions | $9,207,000 | 2,079 |
| 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 | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $85,883,000 | 600 |
| Mortgage-backed securities | $127,353,000 | 522 |
| Certificates of participation in pools of residential mortgages | $107,735,000 | 421 |
| Issued or guaranteed by U.S. | $107,735,000 | 419 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $19,618,000 | 746 |
| CMOs issued by government agencies or sponsored agencies | $19,618,000 | 619 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $232,809,000 | 496 |
| Total debt securities | $232,809,000 | 571 |
| Structured notes | ||
| Amortized cost | $2,061,000 | 1,448 |
| Fair value | $2,043,000 | 1,450 |
| 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 | $228,483,000 | 595 |
| U.S. Government securities | $219,233,000 | 494 |
| U.S. Treasury securities | $5,964,000 | 541 |
| U.S. Government agency obligations | $213,269,000 | 489 |
| Securities issued by states & political subdivisions | $9,250,000 | 2,071 |
| 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 | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $89,049,000 | 562 |
| Mortgage-backed securities | $122,228,000 | 534 |
| Certificates of participation in pools of residential mortgages | $102,511,000 | 440 |
| Issued or guaranteed by U.S. | $102,511,000 | 437 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $19,717,000 | 737 |
| CMOs issued by government agencies or sponsored agencies | $19,717,000 | 621 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $228,483,000 | 495 |
| Total debt securities | $228,483,000 | 583 |
| Structured notes | ||
| Amortized cost | $2,061,000 | 1,464 |
| Fair value | $2,059,000 | 1,466 |
| 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 | $230,435,000 | 596 |
| U.S. Government securities | $221,351,000 | 494 |
| U.S. Treasury securities | $5,934,000 | 569 |
| U.S. Government agency obligations | $215,417,000 | 484 |
| Securities issued by states & political subdivisions | $9,084,000 | 2,089 |
| 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 | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,411,000 | 653 |
| Mortgage-backed securities | $124,978,000 | 526 |
| Certificates of participation in pools of residential mortgages | $105,530,000 | 441 |
| Issued or guaranteed by U.S. | $105,530,000 | 439 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $19,448,000 | 754 |
| CMOs issued by government agencies or sponsored agencies | $19,448,000 | 633 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $230,435,000 | 501 |
| Total debt securities | $230,435,000 | 581 |
| Structured notes | ||
| Amortized cost | $2,061,000 | 1,446 |
| Fair value | $2,032,000 | 1,444 |
| 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 | $204,705,000 | 668 |
| U.S. Government securities | $189,870,000 | 570 |
| U.S. Treasury securities | $6,021,000 | 548 |
| U.S. Government agency obligations | $183,849,000 | 565 |
| Securities issued by states & political subdivisions | $14,835,000 | 1,320 |
| 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 | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,730,000 | 633 |
| Mortgage-backed securities | $120,548,000 | 559 |
| Certificates of participation in pools of residential mortgages | $105,377,000 | 451 |
| Issued or guaranteed by U.S. | $105,377,000 | 447 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $15,171,000 | 907 |
| CMOs issued by government agencies or sponsored agencies | $15,171,000 | 774 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $204,705,000 | 571 |
| Total debt securities | $204,705,000 | 648 |
| Structured notes | ||
| Amortized cost | $2,061,000 | 1,279 |
| Fair value | $2,065,000 | 1,281 |
| 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 | $153,473,000 | 879 |
| U.S. Government securities | $137,769,000 | 755 |
| U.S. Treasury securities | $7,015,000 | 519 |
| U.S. Government agency obligations | $130,754,000 | 758 |
| Securities issued by states & political subdivisions | $15,704,000 | 1,250 |
| 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 | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,231,000 | 929 |
| Mortgage-backed securities | $94,639,000 | 683 |
| Certificates of participation in pools of residential mortgages | $79,615,000 | 567 |
| Issued or guaranteed by U.S. | $79,615,000 | 560 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $15,024,000 | 906 |
| CMOs issued by government agencies or sponsored agencies | $15,024,000 | 837 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $153,473,000 | 746 |
| Total debt securities | $153,473,000 | 861 |
| Structured notes | ||
| Amortized cost | $2,060,000 | 1,162 |
| Fair value | $2,066,000 | 1,162 |
| 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 | $172,010,000 | 781 |
| U.S. Government securities | $145,227,000 | 710 |
| U.S. Treasury securities | $8,564,000 | 453 |
| U.S. Government agency obligations | $136,663,000 | 716 |
| Securities issued by states & political subdivisions | $16,748,000 | 1,166 |
| 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 | $10,035,000 | 412 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,201,000 | 883 |
| Mortgage-backed securities | $89,866,000 | 700 |
| Certificates of participation in pools of residential mortgages | $74,742,000 | 583 |
| Issued or guaranteed by U.S. | $74,742,000 | 577 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $15,124,000 | 914 |
| CMOs issued by government agencies or sponsored agencies | $15,124,000 | 854 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $172,010,000 | 670 |
| Total debt securities | $161,975,000 | 799 |
| Structured notes | ||
| Amortized cost | $2,060,000 | 987 |
| Fair value | $2,066,000 | 987 |
| 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 | $156,360,000 | 849 |
| U.S. Government securities | $145,010,000 | 690 |
| U.S. Treasury securities | $4,617,000 | 703 |
| U.S. Government agency obligations | $140,393,000 | 686 |
| Securities issued by states & political subdivisions | $11,350,000 | 1,694 |
| 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 | $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 | $47,469,000 | 869 |
| Mortgage-backed securities | $102,128,000 | 644 |
| Certificates of participation in pools of residential mortgages | $81,628,000 | 529 |
| Issued or guaranteed by U.S. | $81,628,000 | 524 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $20,500,000 | 807 |
| CMOs issued by government agencies or sponsored agencies | $20,500,000 | 742 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $156,360,000 | 730 |
| Total debt securities | $156,360,000 | 815 |
| 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 | $99,436,000 | 1,274 |
| U.S. Government securities | $90,321,000 | 1,049 |
| U.S. Treasury securities | $4,631,000 | 722 |
| U.S. Government agency obligations | $85,690,000 | 1,048 |
| Securities issued by states & political subdivisions | $9,115,000 | 1,991 |
| 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 | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,589,000 | 1,339 |
| Mortgage-backed securities | $52,255,000 | 1,012 |
| Certificates of participation in pools of residential mortgages | $40,334,000 | 880 |
| Issued or guaranteed by U.S. | $40,334,000 | 875 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $11,921,000 | 1,141 |
| CMOs issued by government agencies or sponsored agencies | $11,921,000 | 1,046 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $99,436,000 | 1,077 |
| Total debt securities | $99,436,000 | 1,230 |
| 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 | $40,102,000 | 2,799 |
| U.S. Government securities | $30,417,000 | 2,676 |
| U.S. Treasury securities | $4,639,000 | 755 |
| U.S. Government agency obligations | $25,778,000 | 2,889 |
| Securities issued by states & political subdivisions | $9,685,000 | 1,856 |
| 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 | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,175,000 | 2,552 |
| Mortgage-backed securities | $15,386,000 | 2,361 |
| Certificates of participation in pools of residential mortgages | $12,355,000 | 2,040 |
| Issued or guaranteed by U.S. | $12,355,000 | 2,031 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $3,031,000 | 2,261 |
| CMOs issued by government agencies or sponsored agencies | $3,031,000 | 2,157 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $40,102,000 | 2,381 |
| Total debt securities | $40,102,000 | 2,726 |
| 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 | $27,104,000 | 3,636 |
| U.S. Government securities | $12,491,000 | 4,904 |
| U.S. Treasury securities | $3,081,000 | 1,085 |
| U.S. Government agency obligations | $9,410,000 | 5,441 |
| Securities issued by states & political subdivisions | $14,613,000 | 1,162 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $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 | $10,372,000 | 2,900 |
| Mortgage-backed securities | $1,613,000 | 5,501 |
| Certificates of participation in pools of residential mortgages | $1,613,000 | 4,757 |
| Issued or guaranteed by U.S. | $1,613,000 | 4,733 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,002,000 | 1,546 |
| Available-for-sale securities (fair market value) | $17,102,000 | 4,250 |
| Total debt securities | $27,104,000 | 3,543 |
| 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 | $43,188,000 | 2,495 |
| U.S. Government securities | $22,959,000 | 3,277 |
| U.S. Treasury securities | $7,011,000 | 837 |
| U.S. Government agency obligations | $15,948,000 | 4,035 |
| Securities issued by states & political subdivisions | $18,502,000 | 848 |
| Other domestic debt securities | $0 | 3,998 |
| 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 | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $1,727,000 | 1,757 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,040,000 | 2,635 |
| Mortgage-backed securities | $4,490,000 | 3,569 |
| Certificates of participation in pools of residential mortgages | $4,490,000 | 2,808 |
| Issued or guaranteed by U.S. | $4,490,000 | 2,788 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| 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) | $11,910,000 | 1,699 |
| Available-for-sale securities (fair market value) | $31,278,000 | 2,675 |
| Total debt securities | $41,461,000 | 2,506 |
| 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 | $29,259,000 | 3,663 |
| U.S. Government securities | $8,998,000 | 6,455 |
| U.S. Treasury securities | $8,998,000 | 966 |
| U.S. Government agency obligations | $0 | 9,793 |
| Securities issued by states & political subdivisions | $19,187,000 | 839 |
| Other domestic debt securities | $0 | 3,983 |
| 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 | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $1,074,000 | 2,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,998,000 | 3,394 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| 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) | $13,834,000 | 1,700 |
| Available-for-sale securities (fair market value) | $15,425,000 | 4,668 |
| Total debt securities | $28,185,000 | 3,681 |
| 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 | $76,793,000 | 1,535 |
| U.S. Government securities | $46,718,000 | 1,873 |
| U.S. Treasury securities | $42,157,000 | 320 |
| U.S. Government agency obligations | $4,561,000 | 7,430 |
| Securities issued by states & political subdivisions | $25,709,000 | 580 |
| Other domestic debt securities | $2,295,000 | 1,614 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,295,000 | 1,314 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $2,071,000 | 1,485 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,190,000 | 800 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $26,544,000 | 1,086 |
| Available-for-sale securities (fair market value) | $50,249,000 | 1,717 |
| Total debt securities | $74,720,000 | 1,517 |
| 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 | $87,697,000 | 1,311 |
| U.S. Government securities | $62,323,000 | 1,460 |
| U.S. Treasury securities | $39,718,000 | 467 |
| U.S. Government agency obligations | $22,605,000 | 2,911 |
| Securities issued by states & political subdivisions | $21,113,000 | 619 |
| Other domestic debt securities | $2,000,000 | 1,360 |
| 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 | $2,000,000 | 1,074 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $2,261,000 | 1,359 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,470,000 | 1,214 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| 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) | $26,531,000 | 1,321 |
| Available-for-sale securities (fair market value) | $61,166,000 | 1,297 |
| Total debt securities | $85,436,000 | 1,299 |
| 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 | $75,268,000 | 1,611 |
| U.S. Government securities | $60,578,000 | 1,595 |
| U.S. Treasury securities | $36,357,000 | 640 |
| U.S. Government agency obligations | $24,221,000 | 2,863 |
| Securities issued by states & political subdivisions | $12,157,000 | 1,171 |
| Other domestic debt securities | $2,533,000 | 1,326 |
| 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 | $2,533,000 | 967 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,291,000 | 1,395 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| 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) | $25,252,000 | 1,561 |
| Available-for-sale securities (fair market value) | $50,016,000 | 1,646 |
| Total debt securities | $75,268,000 | 1,561 |
| 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 | $51,449,000 | 2,431 |
| U.S. Government securities | $43,258,000 | 2,313 |
| U.S. Treasury securities | $24,358,000 | 1,163 |
| U.S. Government agency obligations | $18,900,000 | 3,465 |
| Securities issued by states & political subdivisions | $7,176,000 | 2,039 |
| Other domestic debt securities | $1,015,000 | 2,458 |
| 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 | $1,015,000 | 1,916 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,171,000 | 3,146 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| 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) | $10,117,000 | 3,377 |
| Available-for-sale securities (fair market value) | $41,332,000 | 2,050 |
| Total debt securities | $51,449,000 | 2,362 |
| 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 | $30,335,000 | 4,231 |
| U.S. Government securities | $29,835,000 | 3,488 |
| U.S. Treasury securities | $24,882,000 | 1,404 |
| U.S. Government agency obligations | $4,953,000 | 7,740 |
| Securities issued by states & political subdivisions | $500,000 | 7,683 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| 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) | $7,549,000 | 6,669 |
| Available-for-sale securities (fair market value) | $22,786,000 | 2,498 |
| Total debt securities | $30,335,000 | 4,136 |
| 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 |