Home > MidWestOne Bank > Securities
MidWestOne Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $1,872,525,000 | 153 |
| U.S. Government securities | $583,204,000 | 274 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $583,204,000 | 245 |
| Securities issued by states & political subdivisions | $662,561,000 | 50 |
| Other domestic debt securities | $498,933,000 | 88 |
| Privately issued residential mortgage-backed securities | $149,663,000 | 48 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $20,033,000 | 155 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $314,426,000 | 38 |
| Foreign debt securities | $125,626,000 | 25 |
| 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 | $1,314,044,000 | 127 |
| Mortgage-backed securities | $747,678,000 | 184 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $71,112,000 | 643 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $479,654,000 | 92 |
| Privately issued | $149,663,000 | 47 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $9,102,000 | 490 |
| Other commercial mortgage-backed securities | $38,147,000 | 226 |
| Held to maturity securities (book value) | $1,075,190,000 | 89 |
| Available-for-sale securities (fair market value) | $795,134,000 | 234 |
| Total debt securities | $1,870,324,000 | 151 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $22,530,000 | 76 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $22,385,000 | 67 |
| 2023-09-30 | Rank | |
| Total securities | $1,960,624,000 | 147 |
| U.S. Government securities | $558,194,000 | 286 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $558,194,000 | 260 |
| Securities issued by states & political subdivisions | $695,353,000 | 49 |
| Other domestic debt securities | $558,626,000 | 84 |
| Privately issued residential mortgage-backed securities | $148,354,000 | 48 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $21,182,000 | 149 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $374,250,000 | 31 |
| Foreign debt securities | $146,348,000 | 21 |
| 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 | $1,484,507,000 | 112 |
| Mortgage-backed securities | $721,388,000 | 187 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $72,386,000 | 629 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $452,952,000 | 96 |
| Privately issued | $148,354,000 | 47 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $9,252,000 | 475 |
| Other commercial mortgage-backed securities | $38,444,000 | 224 |
| Held to maturity securities (book value) | $1,085,751,000 | 87 |
| Available-for-sale securities (fair market value) | $872,770,000 | 217 |
| Total debt securities | $1,958,521,000 | 145 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $23,840,000 | 83 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $23,752,000 | 76 |
| 2023-06-30 | Rank | |
| Total securities | $2,005,260,000 | 148 |
| U.S. Government securities | $571,683,000 | 280 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $571,683,000 | 255 |
| Securities issued by states & political subdivisions | $707,059,000 | 49 |
| Other domestic debt securities | $568,402,000 | 79 |
| Privately issued residential mortgage-backed securities | $155,829,000 | 48 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $22,667,000 | 138 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $375,114,000 | 32 |
| Foreign debt securities | $155,945,000 | 23 |
| 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 | $1,264,270,000 | 127 |
| Mortgage-backed securities | $742,304,000 | 181 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $74,089,000 | 634 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $464,316,000 | 92 |
| Privately issued | $155,829,000 | 47 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $9,289,000 | 477 |
| Other commercial mortgage-backed securities | $38,781,000 | 227 |
| Held to maturity securities (book value) | $1,099,569,000 | 85 |
| Available-for-sale securities (fair market value) | $903,520,000 | 218 |
| Total debt securities | $2,003,090,000 | 146 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $19,585,000 | 80 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $19,521,000 | 70 |
| 2023-03-31 | Rank | |
| Total securities | $2,073,989,000 | 153 |
| U.S. Government securities | $585,206,000 | 290 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $585,206,000 | 245 |
| Securities issued by states & political subdivisions | $722,763,000 | 54 |
| Other domestic debt securities | $603,374,000 | 82 |
| Privately issued residential mortgage-backed securities | $160,697,000 | 52 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $23,043,000 | 139 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $404,634,000 | 33 |
| Foreign debt securities | $160,440,000 | 21 |
| 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 | $1,323,774,000 | 118 |
| Mortgage-backed securities | $760,903,000 | 188 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $75,594,000 | 656 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $475,808,000 | 96 |
| Privately issued | $160,697,000 | 49 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $9,683,000 | 494 |
| Other commercial mortgage-backed securities | $39,121,000 | 236 |
| Held to maturity securities (book value) | $1,117,709,000 | 86 |
| Available-for-sale securities (fair market value) | $954,074,000 | 216 |
| Total debt securities | $2,071,782,000 | 150 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $16,589,000 | 87 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $16,531,000 | 73 |
| 2022-12-31 | Rank | |
| Total securities | $2,285,139,000 | 148 |
| U.S. Government securities | $603,964,000 | 283 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $603,964,000 | 246 |
| Securities issued by states & political subdivisions | $824,102,000 | 49 |
| Other domestic debt securities | $594,384,000 | 86 |
| Privately issued residential mortgage-backed securities | $132,790,000 | 60 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $14,403,000 | 198 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $447,191,000 | 33 |
| Foreign debt securities | $260,518,000 | 20 |
| 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 | $795,741,000 | 141 |
| Mortgage-backed securities | $729,409,000 | 204 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $77,285,000 | 653 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $485,353,000 | 99 |
| Privately issued | $132,790,000 | 57 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $9,690,000 | 489 |
| Other commercial mortgage-backed securities | $24,291,000 | 300 |
| Held to maturity securities (book value) | $1,129,421,000 | 90 |
| Available-for-sale securities (fair market value) | $1,153,547,000 | 204 |
| Total debt securities | $2,282,969,000 | 146 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $21,386,000 | 91 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $21,340,000 | 78 |
| 2022-09-30 | Rank | |
| Total securities | $2,302,053,000 | 151 |
| U.S. Government securities | $619,783,000 | 281 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $619,783,000 | 244 |
| Securities issued by states & political subdivisions | $823,734,000 | 53 |
| Other domestic debt securities | $598,758,000 | 80 |
| Privately issued residential mortgage-backed securities | $137,345,000 | 62 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $15,743,000 | 191 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $445,670,000 | 33 |
| Foreign debt securities | $257,612,000 | 22 |
| 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 | $755,625,000 | 141 |
| Mortgage-backed securities | $749,789,000 | 203 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $78,650,000 | 654 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $498,456,000 | 101 |
| Privately issued | $137,345,000 | 59 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $10,290,000 | 475 |
| Other commercial mortgage-backed securities | $25,048,000 | 319 |
| Held to maturity securities (book value) | $1,146,583,000 | 89 |
| Available-for-sale securities (fair market value) | $1,153,304,000 | 205 |
| Total debt securities | $2,299,886,000 | 148 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $22,206,000 | 87 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $22,191,000 | 78 |
| 2022-06-30 | Rank | |
| Total securities | $2,405,093,000 | 148 |
| U.S. Government securities | $641,777,000 | 280 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $641,777,000 | 246 |
| Securities issued by states & political subdivisions | $856,619,000 | 52 |
| Other domestic debt securities | $639,566,000 | 70 |
| Privately issued residential mortgage-backed securities | $149,106,000 | 60 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $16,269,000 | 190 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $474,191,000 | 33 |
| Foreign debt securities | $264,869,000 | 21 |
| 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 | $637,336,000 | 165 |
| Mortgage-backed securities | $782,979,000 | 204 |
| Certificates of participation in pools of residential mortgages | $80,983,000 | 663 |
| Issued or guaranteed by U.S. | $80,983,000 | 655 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $666,336,000 | 99 |
| CMOs issued by government agencies or sponsored agencies | $517,230,000 | 101 |
| Privately issued | $149,106,000 | 56 |
| Commercial mortgage-backed securities | $35,660,000 | 429 |
| Commercial mortgage pass-through securities | $10,469,000 | 474 |
| Other commercial mortgage-backed securities | $25,191,000 | 356 |
| Held to maturity securities (book value) | $1,168,042,000 | 82 |
| Available-for-sale securities (fair market value) | $1,234,789,000 | 198 |
| Total debt securities | $2,402,831,000 | 146 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $14,599,000 | 87 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $14,598,000 | 75 |
| 2022-03-31 | Rank | |
| Total securities | $2,352,191,000 | 154 |
| U.S. Government securities | $669,513,000 | 277 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $669,513,000 | 246 |
| Securities issued by states & political subdivisions | $830,789,000 | 55 |
| Other domestic debt securities | $645,165,000 | 71 |
| Privately issued residential mortgage-backed securities | $153,919,000 | 58 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $17,577,000 | 187 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $473,669,000 | 35 |
| Foreign debt securities | $204,383,000 | 21 |
| 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 | $556,296,000 | 177 |
| Mortgage-backed securities | $823,432,000 | 199 |
| Certificates of participation in pools of residential mortgages | $84,251,000 | 659 |
| Issued or guaranteed by U.S. | $84,251,000 | 651 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $700,865,000 | 94 |
| CMOs issued by government agencies or sponsored agencies | $546,946,000 | 97 |
| Privately issued | $153,919,000 | 55 |
| Commercial mortgage-backed securities | $38,316,000 | 420 |
| Commercial mortgage pass-through securities | $11,132,000 | 463 |
| Other commercial mortgage-backed securities | $27,184,000 | 345 |
| Held to maturity securities (book value) | $1,204,212,000 | 70 |
| Available-for-sale securities (fair market value) | $1,145,638,000 | 212 |
| Total debt securities | $2,349,848,000 | 152 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $9,078,000 | 116 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $9,084,000 | 78 |
| 2021-12-31 | Rank | |
| Total securities | $2,290,565,000 | 160 |
| U.S. Government securities | $718,957,000 | 256 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $718,957,000 | 233 |
| Securities issued by states & political subdivisions | $765,742,000 | 59 |
| Other domestic debt securities | $638,220,000 | 67 |
| Privately issued residential mortgage-backed securities | $132,334,000 | 57 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $18,500,000 | 183 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $487,386,000 | 35 |
| Foreign debt securities | $165,191,000 | 23 |
| 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 | $582,245,000 | 167 |
| Mortgage-backed securities | $851,025,000 | 194 |
| Certificates of participation in pools of residential mortgages | $89,244,000 | 632 |
| Issued or guaranteed by U.S. | $89,244,000 | 622 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $721,082,000 | 96 |
| CMOs issued by government agencies or sponsored agencies | $588,748,000 | 96 |
| Privately issued | $132,334,000 | 52 |
| Commercial mortgage-backed securities | $40,699,000 | 412 |
| Commercial mortgage pass-through securities | $11,382,000 | 453 |
| Other commercial mortgage-backed securities | $29,317,000 | 330 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $2,288,110,000 | 138 |
| Total debt securities | $2,288,109,000 | 158 |
| Structured notes | ||
| Amortized cost | $266,000 | 935 |
| Fair value | $266,000 | 936 |
| Trading account assets | $5,458,000 | 133 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $5,469,000 | 90 |
| 2021-09-30 | Rank | |
| Total securities | $2,139,381,000 | 163 |
| U.S. Government securities | $796,868,000 | 234 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $796,868,000 | 215 |
| Securities issued by states & political subdivisions | $701,281,000 | 62 |
| Other domestic debt securities | $563,779,000 | 65 |
| Privately issued residential mortgage-backed securities | $147,372,000 | 44 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $19,111,000 | 184 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $397,296,000 | 34 |
| Foreign debt securities | $74,974,000 | 30 |
| 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 | $542,431,000 | 171 |
| Mortgage-backed securities | $943,952,000 | 174 |
| Certificates of participation in pools of residential mortgages | $96,745,000 | 568 |
| Issued or guaranteed by U.S. | $96,745,000 | 560 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $800,692,000 | 86 |
| CMOs issued by government agencies or sponsored agencies | $653,320,000 | 90 |
| Privately issued | $147,372,000 | 41 |
| Commercial mortgage-backed securities | $46,515,000 | 377 |
| Commercial mortgage pass-through securities | $12,486,000 | 431 |
| Other commercial mortgage-backed securities | $34,029,000 | 303 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $2,136,902,000 | 141 |
| Total debt securities | $2,136,904,000 | 162 |
| Structured notes | ||
| Amortized cost | $286,000 | 824 |
| Fair value | $288,000 | 826 |
| Trading account assets | $6,130,000 | 137 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $6,139,000 | 92 |
| 2021-06-30 | Rank | |
| Total securities | $2,074,942,000 | 156 |
| U.S. Government securities | $767,919,000 | 230 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $767,919,000 | 214 |
| Securities issued by states & political subdivisions | $694,874,000 | 61 |
| Other domestic debt securities | $534,304,000 | 62 |
| Privately issued residential mortgage-backed securities | $137,506,000 | 39 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $19,919,000 | 180 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $376,879,000 | 35 |
| Foreign debt securities | $75,355,000 | 28 |
| 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 | $509,614,000 | 183 |
| Mortgage-backed securities | $905,109,000 | 173 |
| Certificates of participation in pools of residential mortgages | $104,369,000 | 514 |
| Issued or guaranteed by U.S. | $104,369,000 | 505 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $748,430,000 | 87 |
| CMOs issued by government agencies or sponsored agencies | $610,924,000 | 91 |
| Privately issued | $137,506,000 | 33 |
| Commercial mortgage-backed securities | $52,310,000 | 332 |
| Commercial mortgage pass-through securities | $12,585,000 | 408 |
| Other commercial mortgage-backed securities | $39,725,000 | 278 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $2,072,452,000 | 137 |
| Total debt securities | $2,072,452,000 | 154 |
| Structured notes | ||
| Amortized cost | $313,000 | 754 |
| Fair value | $316,000 | 753 |
| Trading account assets | $6,381,000 | 136 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $6,395,000 | 96 |
| 2021-03-31 | Rank | |
| Total securities | $1,899,377,000 | 154 |
| U.S. Government securities | $647,512,000 | 240 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $647,512,000 | 230 |
| Securities issued by states & political subdivisions | $673,923,000 | 57 |
| Other domestic debt securities | $488,968,000 | 64 |
| Privately issued residential mortgage-backed securities | $127,342,000 | 40 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $20,472,000 | 177 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $341,154,000 | 37 |
| Foreign debt securities | $86,491,000 | 27 |
| 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 | $516,065,000 | 170 |
| Mortgage-backed securities | $774,514,000 | 184 |
| Certificates of participation in pools of residential mortgages | $61,294,000 | 731 |
| Issued or guaranteed by U.S. | $61,294,000 | 713 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $653,657,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $526,315,000 | 98 |
| Privately issued | $127,342,000 | 32 |
| Commercial mortgage-backed securities | $59,563,000 | 294 |
| Commercial mortgage pass-through securities | $17,711,000 | 310 |
| Other commercial mortgage-backed securities | $41,852,000 | 248 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $1,896,894,000 | 134 |
| Total debt securities | $1,896,892,000 | 152 |
| Structured notes | ||
| Amortized cost | $336,000 | 546 |
| Fair value | $340,000 | 544 |
| Trading account assets | $6,466,000 | 127 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $6,480,000 | 96 |
| 2020-12-31 | Rank | |
| Total securities | $1,659,908,000 | 156 |
| U.S. Government securities | $540,573,000 | 248 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $540,573,000 | 238 |
| Securities issued by states & political subdivisions | $628,345,000 | 57 |
| Other domestic debt securities | $406,252,000 | 67 |
| Privately issued residential mortgage-backed securities | $98,795,000 | 46 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $20,847,000 | 164 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $286,610,000 | 44 |
| Foreign debt securities | $82,211,000 | 27 |
| 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 | $434,705,000 | 193 |
| Mortgage-backed securities | $639,007,000 | 199 |
| Certificates of participation in pools of residential mortgages | $75,945,000 | 556 |
| Issued or guaranteed by U.S. | $75,945,000 | 548 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $519,724,000 | 101 |
| CMOs issued by government agencies or sponsored agencies | $420,929,000 | 111 |
| Privately issued | $98,795,000 | 38 |
| Commercial mortgage-backed securities | $43,338,000 | 329 |
| Commercial mortgage pass-through securities | $18,073,000 | 290 |
| Other commercial mortgage-backed securities | $25,265,000 | 310 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $1,657,381,000 | 144 |
| Total debt securities | $1,657,381,000 | 154 |
| Structured notes | ||
| Amortized cost | $355,000 | 307 |
| Fair value | $361,000 | 306 |
| Trading account assets | $10,872,000 | 118 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $10,921,000 | 95 |
| 2020-09-30 | Rank | |
| Total securities | $1,368,878,000 | 166 |
| U.S. Government securities | $365,628,000 | 299 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $365,628,000 | 286 |
| Securities issued by states & political subdivisions | $510,483,000 | 66 |
| Other domestic debt securities | $395,971,000 | 68 |
| Privately issued residential mortgage-backed securities | $118,509,000 | 40 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $27,774,000 | 133 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $249,688,000 | 46 |
| Foreign debt securities | $94,262,000 | 26 |
| 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 | $434,481,000 | 190 |
| Mortgage-backed securities | $483,751,000 | 217 |
| Certificates of participation in pools of residential mortgages | $89,858,000 | 458 |
| Issued or guaranteed by U.S. | $89,858,000 | 449 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $346,417,000 | 128 |
| CMOs issued by government agencies or sponsored agencies | $227,908,000 | 146 |
| Privately issued | $118,509,000 | 32 |
| Commercial mortgage-backed securities | $47,476,000 | 304 |
| Commercial mortgage pass-through securities | $18,774,000 | 272 |
| Other commercial mortgage-backed securities | $28,702,000 | 268 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $1,366,344,000 | 151 |
| Total debt securities | $1,366,342,000 | 164 |
| Structured notes | ||
| Amortized cost | $378,000 | 302 |
| Fair value | $386,000 | 300 |
| Trading account assets | $13,655,000 | 112 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $13,797,000 | 91 |
| 2020-06-30 | Rank | |
| Total securities | $1,189,989,000 | 179 |
| U.S. Government securities | $323,054,000 | 323 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $323,054,000 | 311 |
| Securities issued by states & political subdivisions | $434,045,000 | 73 |
| Other domestic debt securities | $340,274,000 | 75 |
| Privately issued residential mortgage-backed securities | $100,735,000 | 47 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $16,334,000 | 162 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $223,205,000 | 48 |
| Foreign debt securities | $90,082,000 | 25 |
| 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 | $377,827,000 | 212 |
| Mortgage-backed securities | $423,379,000 | 232 |
| Certificates of participation in pools of residential mortgages | $60,872,000 | 609 |
| Issued or guaranteed by U.S. | $60,872,000 | 596 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $310,299,000 | 132 |
| CMOs issued by government agencies or sponsored agencies | $209,564,000 | 159 |
| Privately issued | $100,735,000 | 35 |
| Commercial mortgage-backed securities | $52,208,000 | 275 |
| Commercial mortgage pass-through securities | $18,812,000 | 270 |
| Other commercial mortgage-backed securities | $33,396,000 | 242 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $1,187,455,000 | 159 |
| Total debt securities | $1,187,453,000 | 177 |
| Structured notes | ||
| Amortized cost | $11,402,000 | 29 |
| Fair value | $11,349,000 | 32 |
| Trading account assets | $14,490,000 | 112 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $14,542,000 | 91 |
| 2020-03-31 | Rank | |
| Total securities | $884,372,000 | 219 |
| U.S. Government securities | $287,082,000 | 355 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $287,082,000 | 342 |
| Securities issued by states & political subdivisions | $286,377,000 | 102 |
| Other domestic debt securities | $231,088,000 | 91 |
| Privately issued residential mortgage-backed securities | $46,910,000 | 71 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $15,899,000 | 154 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $168,279,000 | 54 |
| Foreign debt securities | $77,312,000 | 24 |
| 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 | $334,654,000 | 225 |
| Mortgage-backed securities | $333,561,000 | 275 |
| Certificates of participation in pools of residential mortgages | $21,280,000 | 1,323 |
| Issued or guaranteed by U.S. | $21,280,000 | 1,285 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $254,133,000 | 154 |
| CMOs issued by government agencies or sponsored agencies | $207,223,000 | 160 |
| Privately issued | $46,910,000 | 53 |
| Commercial mortgage-backed securities | $58,148,000 | 258 |
| Commercial mortgage pass-through securities | $21,320,000 | 236 |
| Other commercial mortgage-backed securities | $36,828,000 | 234 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $881,859,000 | 198 |
| Total debt securities | $881,858,000 | 217 |
| Structured notes | ||
| Amortized cost | $10,409,000 | 48 |
| Fair value | $9,968,000 | 52 |
| Trading account assets | $12,548,000 | 111 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $12,582,000 | 89 |
| 2019-12-31 | Rank | |
| Total securities | $788,451,000 | 235 |
| U.S. Government securities | $312,978,000 | 326 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $312,978,000 | 312 |
| Securities issued by states & political subdivisions | $257,205,000 | 108 |
| Other domestic debt securities | $141,877,000 | 133 |
| Privately issued residential mortgage-backed securities | $7,554,000 | 187 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $16,384,000 | 144 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $117,939,000 | 67 |
| Foreign debt securities | $73,917,000 | 26 |
| 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 | $264,778,000 | 241 |
| Mortgage-backed securities | $320,091,000 | 276 |
| Certificates of participation in pools of residential mortgages | $22,600,000 | 1,246 |
| Issued or guaranteed by U.S. | $22,600,000 | 1,215 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $225,916,000 | 164 |
| CMOs issued by government agencies or sponsored agencies | $218,362,000 | 159 |
| Privately issued | $7,554,000 | 124 |
| Commercial mortgage-backed securities | $71,575,000 | 235 |
| Commercial mortgage pass-through securities | $20,929,000 | 244 |
| Other commercial mortgage-backed securities | $50,646,000 | 197 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $785,977,000 | 212 |
| Total debt securities | $785,976,000 | 232 |
| Structured notes | ||
| Amortized cost | $439,000 | 609 |
| Fair value | $441,000 | 608 |
| Trading account assets | $1,836,000 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,012,000 | 105 |
| 2019-09-30 | Rank | |
| Total securities | $694,726,000 | 251 |
| U.S. Government securities | $252,034,000 | 389 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $252,034,000 | 371 |
| Securities issued by states & political subdivisions | $240,063,000 | 111 |
| Other domestic debt securities | $126,402,000 | 142 |
| Privately issued residential mortgage-backed securities | $4,000 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $12,534,000 | 163 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $113,864,000 | 69 |
| Foreign debt securities | $73,741,000 | 26 |
| 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 | $261,611,000 | 243 |
| Mortgage-backed securities | $251,582,000 | 318 |
| Certificates of participation in pools of residential mortgages | $13,482,000 | 1,688 |
| Issued or guaranteed by U.S. | $13,482,000 | 1,637 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $165,023,000 | 196 |
| CMOs issued by government agencies or sponsored agencies | $165,019,000 | 186 |
| Privately issued | $4,000 | 446 |
| Commercial mortgage-backed securities | $73,077,000 | 228 |
| Commercial mortgage pass-through securities | $21,463,000 | 238 |
| Other commercial mortgage-backed securities | $51,614,000 | 198 |
| Held to maturity securities (book value) | $188,962,000 | 142 |
| Available-for-sale securities (fair market value) | $503,278,000 | 282 |
| Total debt securities | $692,240,000 | 247 |
| Structured notes | ||
| Amortized cost | $455,000 | 756 |
| Fair value | $456,000 | 752 |
| Trading account assets | $2,413,000 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,676,000 | 103 |
| 2019-06-30 | Rank | |
| Total securities | $654,600,000 | 268 |
| U.S. Government securities | $221,704,000 | 436 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $221,704,000 | 417 |
| Securities issued by states & political subdivisions | $231,246,000 | 116 |
| Other domestic debt securities | $125,715,000 | 133 |
| Privately issued residential mortgage-backed securities | $10,917,000 | 142 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $12,651,000 | 154 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $102,147,000 | 72 |
| Foreign debt securities | $73,463,000 | 26 |
| 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 | $281,817,000 | 233 |
| Mortgage-backed securities | $232,142,000 | 344 |
| Certificates of participation in pools of residential mortgages | $14,261,000 | 1,625 |
| Issued or guaranteed by U.S. | $3,350,000 | 2,842 |
| Privately issued | $10,911,000 | 40 |
| Collaterized mortgage obligations | $143,629,000 | 205 |
| CMOs issued by government agencies or sponsored agencies | $143,623,000 | 198 |
| Privately issued | $6,000 | 451 |
| Commercial mortgage-backed securities | $74,252,000 | 228 |
| Commercial mortgage pass-through securities | $21,455,000 | 240 |
| Other commercial mortgage-backed securities | $52,797,000 | 192 |
| Held to maturity securities (book value) | $191,826,000 | 149 |
| Available-for-sale securities (fair market value) | $460,302,000 | 296 |
| Total debt securities | $652,128,000 | 264 |
| Structured notes | ||
| Amortized cost | $479,000 | 808 |
| Fair value | $479,000 | 807 |
| 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 | $629,708,000 | 273 |
| U.S. Government securities | $256,975,000 | 395 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $256,975,000 | 377 |
| Securities issued by states & political subdivisions | $239,413,000 | 115 |
| Other domestic debt securities | $78,234,000 | 171 |
| Privately issued residential mortgage-backed securities | $7,000 | 656 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $2,927,000 | 248 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $75,300,000 | 84 |
| Foreign debt securities | $52,647,000 | 28 |
| 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 | $191,736,000 | 323 |
| Mortgage-backed securities | $251,492,000 | 309 |
| Certificates of participation in pools of residential mortgages | $29,615,000 | 989 |
| Issued or guaranteed by U.S. | $29,615,000 | 979 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $138,841,000 | 211 |
| CMOs issued by government agencies or sponsored agencies | $138,834,000 | 205 |
| Privately issued | $7,000 | 467 |
| Commercial mortgage-backed securities | $83,036,000 | 195 |
| Commercial mortgage pass-through securities | $30,970,000 | 169 |
| Other commercial mortgage-backed securities | $52,066,000 | 174 |
| Held to maturity securities (book value) | $194,290,000 | 154 |
| Available-for-sale securities (fair market value) | $432,979,000 | 317 |
| Total debt securities | $627,268,000 | 269 |
| Structured notes | ||
| Amortized cost | $499,000 | 802 |
| Fair value | $494,000 | 789 |
| 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 | $611,577,000 | 280 |
| U.S. Government securities | $252,684,000 | 399 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $252,684,000 | 376 |
| Securities issued by states & political subdivisions | $253,077,000 | 108 |
| Other domestic debt securities | $51,320,000 | 215 |
| Privately issued residential mortgage-backed securities | $9,000 | 622 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $2,927,000 | 242 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $48,384,000 | 125 |
| Foreign debt securities | $52,099,000 | 29 |
| 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 | $198,483,000 | 315 |
| Mortgage-backed securities | $247,198,000 | 314 |
| Certificates of participation in pools of residential mortgages | $30,986,000 | 973 |
| Issued or guaranteed by U.S. | $30,986,000 | 964 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $132,264,000 | 222 |
| CMOs issued by government agencies or sponsored agencies | $132,255,000 | 212 |
| Privately issued | $9,000 | 461 |
| Commercial mortgage-backed securities | $83,948,000 | 189 |
| Commercial mortgage pass-through securities | $30,684,000 | 165 |
| Other commercial mortgage-backed securities | $53,264,000 | 168 |
| Held to maturity securities (book value) | $195,079,000 | 160 |
| Available-for-sale securities (fair market value) | $414,101,000 | 328 |
| Total debt securities | $609,181,000 | 274 |
| Structured notes | ||
| Amortized cost | $517,000 | 766 |
| Fair value | $509,000 | 767 |
| 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 | $601,137,000 | 278 |
| U.S. Government securities | $256,223,000 | 398 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $256,223,000 | 372 |
| Securities issued by states & political subdivisions | $240,920,000 | 115 |
| Other domestic debt securities | $45,007,000 | 237 |
| Privately issued residential mortgage-backed securities | $10,000 | 572 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $2,899,000 | 242 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $42,098,000 | 145 |
| Foreign debt securities | $56,606,000 | 27 |
| 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 | $219,990,000 | 295 |
| Mortgage-backed securities | $250,714,000 | 310 |
| Certificates of participation in pools of residential mortgages | $32,421,000 | 932 |
| Issued or guaranteed by U.S. | $32,421,000 | 928 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $128,389,000 | 223 |
| CMOs issued by government agencies or sponsored agencies | $128,379,000 | 215 |
| Privately issued | $10,000 | 468 |
| Commercial mortgage-backed securities | $89,904,000 | 178 |
| Commercial mortgage pass-through securities | $30,942,000 | 164 |
| Other commercial mortgage-backed securities | $58,962,000 | 158 |
| Held to maturity securities (book value) | $190,990,000 | 161 |
| Available-for-sale securities (fair market value) | $407,766,000 | 330 |
| Total debt securities | $598,755,000 | 275 |
| Structured notes | ||
| Amortized cost | $553,000 | 739 |
| Fair value | $539,000 | 737 |
| 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 | $632,864,000 | 268 |
| U.S. Government securities | $260,738,000 | 391 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $260,738,000 | 368 |
| Securities issued by states & political subdivisions | $267,663,000 | 108 |
| Other domestic debt securities | $45,376,000 | 248 |
| Privately issued residential mortgage-backed securities | $13,000 | 855 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $3,000,000 | 231 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $42,363,000 | 145 |
| Foreign debt securities | $56,688,000 | 27 |
| 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 | $236,864,000 | 280 |
| Mortgage-backed securities | $255,208,000 | 306 |
| Certificates of participation in pools of residential mortgages | $34,786,000 | 912 |
| Issued or guaranteed by U.S. | $34,786,000 | 893 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $127,313,000 | 219 |
| CMOs issued by government agencies or sponsored agencies | $127,300,000 | 211 |
| Privately issued | $13,000 | 489 |
| Commercial mortgage-backed securities | $93,109,000 | 165 |
| Commercial mortgage pass-through securities | $31,170,000 | 160 |
| Other commercial mortgage-backed securities | $61,939,000 | 143 |
| Held to maturity securities (book value) | $192,153,000 | 161 |
| Available-for-sale securities (fair market value) | $438,312,000 | 314 |
| Total debt securities | $630,465,000 | 263 |
| Structured notes | ||
| Amortized cost | $583,000 | 739 |
| Fair value | $571,000 | 738 |
| 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 | $642,374,000 | 267 |
| U.S. Government securities | $263,581,000 | 394 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $263,581,000 | 373 |
| Securities issued by states & political subdivisions | $273,882,000 | 107 |
| Other domestic debt securities | $45,615,000 | 226 |
| Privately issued residential mortgage-backed securities | $17,000 | 537 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $3,000,000 | 210 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $42,598,000 | 142 |
| Foreign debt securities | $56,883,000 | 27 |
| 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 | $239,691,000 | 286 |
| Mortgage-backed securities | $238,152,000 | 329 |
| Certificates of participation in pools of residential mortgages | $37,065,000 | 889 |
| Issued or guaranteed by U.S. | $37,065,000 | 888 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $126,413,000 | 220 |
| CMOs issued by government agencies or sponsored agencies | $126,396,000 | 210 |
| Privately issued | $17,000 | 499 |
| Commercial mortgage-backed securities | $74,674,000 | 184 |
| Commercial mortgage pass-through securities | $12,078,000 | 260 |
| Other commercial mortgage-backed securities | $62,596,000 | 139 |
| Held to maturity securities (book value) | $193,874,000 | 162 |
| Available-for-sale securities (fair market value) | $446,087,000 | 307 |
| Total debt securities | $639,960,000 | 261 |
| Structured notes | ||
| Amortized cost | $616,000 | 707 |
| Fair value | $607,000 | 705 |
| 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 | $642,144,000 | 265 |
| U.S. Government securities | $263,371,000 | 390 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $263,371,000 | 373 |
| Securities issued by states & political subdivisions | $268,252,000 | 112 |
| Other domestic debt securities | $45,984,000 | 221 |
| Privately issued residential mortgage-backed securities | $18,000 | 543 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $3,000,000 | 202 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $42,966,000 | 142 |
| Foreign debt securities | $62,593,000 | 26 |
| Equity securities | $1,944,000 | 375 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $238,218,000 | 289 |
| Mortgage-backed securities | $237,713,000 | 328 |
| Certificates of participation in pools of residential mortgages | $38,007,000 | 900 |
| Issued or guaranteed by U.S. | $38,007,000 | 900 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $123,339,000 | 223 |
| CMOs issued by government agencies or sponsored agencies | $123,321,000 | 212 |
| Privately issued | $18,000 | 510 |
| Commercial mortgage-backed securities | $76,367,000 | 176 |
| Commercial mortgage pass-through securities | $12,396,000 | 258 |
| Other commercial mortgage-backed securities | $63,971,000 | 135 |
| Held to maturity securities (book value) | $194,876,000 | 161 |
| Available-for-sale securities (fair market value) | $447,268,000 | 313 |
| Total debt securities | $640,201,000 | 260 |
| Structured notes | ||
| Amortized cost | $650,000 | 710 |
| Fair value | $647,000 | 709 |
| 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 | $609,416,000 | 268 |
| U.S. Government securities | $245,573,000 | 407 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $245,573,000 | 395 |
| Securities issued by states & political subdivisions | $273,366,000 | 111 |
| Other domestic debt securities | $45,547,000 | 219 |
| Privately issued residential mortgage-backed securities | $26,000 | 545 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $3,000,000 | 195 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $42,521,000 | 148 |
| Foreign debt securities | $42,962,000 | 34 |
| Equity securities | $1,968,000 | 390 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $190,725,000 | 347 |
| Mortgage-backed securities | $239,885,000 | 319 |
| Certificates of participation in pools of residential mortgages | $40,769,000 | 870 |
| Issued or guaranteed by U.S. | $40,769,000 | 870 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $121,362,000 | 235 |
| CMOs issued by government agencies or sponsored agencies | $121,336,000 | 221 |
| Privately issued | $26,000 | 510 |
| Commercial mortgage-backed securities | $77,754,000 | 174 |
| Commercial mortgage pass-through securities | $12,621,000 | 251 |
| Other commercial mortgage-backed securities | $65,133,000 | 125 |
| Held to maturity securities (book value) | $182,561,000 | 171 |
| Available-for-sale securities (fair market value) | $426,855,000 | 321 |
| Total debt securities | $607,447,000 | 261 |
| Structured notes | ||
| Amortized cost | $693,000 | 739 |
| Fair value | $696,000 | 735 |
| 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 | $624,329,000 | 269 |
| U.S. Government securities | $247,533,000 | 412 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $247,533,000 | 397 |
| Securities issued by states & political subdivisions | $273,001,000 | 110 |
| Other domestic debt securities | $44,009,000 | 231 |
| Privately issued residential mortgage-backed securities | $28,000 | 561 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $3,000,000 | 187 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $40,981,000 | 158 |
| Foreign debt securities | $57,816,000 | 31 |
| Equity securities | $1,970,000 | 385 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $172,172,000 | 392 |
| Mortgage-backed securities | $241,783,000 | 326 |
| Certificates of participation in pools of residential mortgages | $43,588,000 | 862 |
| Issued or guaranteed by U.S. | $43,588,000 | 862 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $119,154,000 | 239 |
| CMOs issued by government agencies or sponsored agencies | $119,126,000 | 227 |
| Privately issued | $28,000 | 526 |
| Commercial mortgage-backed securities | $79,041,000 | 169 |
| Commercial mortgage pass-through securities | $12,728,000 | 244 |
| Other commercial mortgage-backed securities | $66,313,000 | 122 |
| Held to maturity securities (book value) | $181,735,000 | 175 |
| Available-for-sale securities (fair market value) | $442,594,000 | 310 |
| Total debt securities | $622,358,000 | 261 |
| Structured notes | ||
| Amortized cost | $744,000 | 775 |
| Fair value | $749,000 | 758 |
| 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 | $645,142,000 | 264 |
| U.S. Government securities | $250,937,000 | 409 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $250,937,000 | 393 |
| Securities issued by states & political subdivisions | $278,173,000 | 111 |
| Other domestic debt securities | $41,666,000 | 250 |
| Privately issued residential mortgage-backed securities | $33,000 | 588 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $3,000,000 | 191 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $38,633,000 | 169 |
| Foreign debt securities | $72,416,000 | 28 |
| Equity securities | $1,950,000 | 388 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $227,436,000 | 313 |
| Mortgage-backed securities | $245,126,000 | 321 |
| Certificates of participation in pools of residential mortgages | $45,823,000 | 853 |
| Issued or guaranteed by U.S. | $45,823,000 | 853 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $120,285,000 | 241 |
| CMOs issued by government agencies or sponsored agencies | $120,252,000 | 227 |
| Privately issued | $33,000 | 555 |
| Commercial mortgage-backed securities | $79,018,000 | 163 |
| Commercial mortgage pass-through securities | $12,644,000 | 242 |
| Other commercial mortgage-backed securities | $66,374,000 | 117 |
| Held to maturity securities (book value) | $173,925,000 | 183 |
| Available-for-sale securities (fair market value) | $471,217,000 | 292 |
| Total debt securities | $643,191,000 | 257 |
| Structured notes | ||
| Amortized cost | $800,000 | 782 |
| Fair value | $806,000 | 780 |
| 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 | $644,841,000 | 257 |
| U.S. Government securities | $263,924,000 | 385 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $263,924,000 | 368 |
| Securities issued by states & political subdivisions | $273,213,000 | 107 |
| Other domestic debt securities | $75,730,000 | 162 |
| Privately issued residential mortgage-backed securities | $37,000 | 604 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $3,000,000 | 186 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $72,693,000 | 96 |
| Foreign debt securities | $31,032,000 | 40 |
| Equity securities | $942,000 | 539 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $212,880,000 | 323 |
| Mortgage-backed securities | $258,056,000 | 299 |
| Certificates of participation in pools of residential mortgages | $48,229,000 | 807 |
| Issued or guaranteed by U.S. | $48,229,000 | 806 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $127,380,000 | 222 |
| CMOs issued by government agencies or sponsored agencies | $127,343,000 | 207 |
| Privately issued | $37,000 | 569 |
| Commercial mortgage-backed securities | $82,447,000 | 156 |
| Commercial mortgage pass-through securities | $15,524,000 | 206 |
| Other commercial mortgage-backed securities | $66,923,000 | 111 |
| Held to maturity securities (book value) | $167,649,000 | 182 |
| Available-for-sale securities (fair market value) | $477,192,000 | 287 |
| Total debt securities | $643,898,000 | 249 |
| Structured notes | ||
| Amortized cost | $866,000 | 771 |
| Fair value | $871,000 | 768 |
| 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 | $586,308,000 | 273 |
| U.S. Government securities | $251,607,000 | 405 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $251,607,000 | 388 |
| Securities issued by states & political subdivisions | $258,033,000 | 110 |
| Other domestic debt securities | $75,688,000 | 159 |
| Privately issued residential mortgage-backed securities | $41,000 | 606 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $75,647,000 | 91 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $980,000 | 544 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $164,233,000 | 404 |
| Mortgage-backed securities | $245,605,000 | 314 |
| Certificates of participation in pools of residential mortgages | $29,939,000 | 1,151 |
| Issued or guaranteed by U.S. | $29,939,000 | 1,150 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $133,765,000 | 225 |
| CMOs issued by government agencies or sponsored agencies | $133,724,000 | 207 |
| Privately issued | $41,000 | 574 |
| Commercial mortgage-backed securities | $81,901,000 | 147 |
| Commercial mortgage pass-through securities | $16,382,000 | 193 |
| Other commercial mortgage-backed securities | $65,519,000 | 110 |
| Held to maturity securities (book value) | $150,368,000 | 191 |
| Available-for-sale securities (fair market value) | $435,940,000 | 300 |
| Total debt securities | $585,327,000 | 267 |
| Structured notes | ||
| Amortized cost | $1,925,000 | 517 |
| Fair value | $1,936,000 | 515 |
| 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 | $495,701,000 | 309 |
| U.S. Government securities | $187,165,000 | 527 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $187,165,000 | 498 |
| Securities issued by states & political subdivisions | $242,294,000 | 117 |
| Other domestic debt securities | $65,260,000 | 178 |
| Privately issued residential mortgage-backed securities | $43,000 | 634 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $65,217,000 | 108 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $982,000 | 554 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $216,627,000 | 322 |
| Mortgage-backed securities | $181,085,000 | 409 |
| Certificates of participation in pools of residential mortgages | $32,083,000 | 1,108 |
| Issued or guaranteed by U.S. | $32,083,000 | 1,104 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $122,271,000 | 245 |
| CMOs issued by government agencies or sponsored agencies | $122,228,000 | 229 |
| Privately issued | $43,000 | 598 |
| Commercial mortgage-backed securities | $26,731,000 | 253 |
| Commercial mortgage pass-through securities | $16,317,000 | 185 |
| Other commercial mortgage-backed securities | $10,414,000 | 263 |
| Held to maturity securities (book value) | $125,141,000 | 232 |
| Available-for-sale securities (fair market value) | $370,560,000 | 355 |
| Total debt securities | $494,720,000 | 305 |
| Structured notes | ||
| Amortized cost | $2,991,000 | 430 |
| Fair value | $3,021,000 | 403 |
| 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 | $390,235,000 | 407 |
| U.S. Government securities | $104,244,000 | 894 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $104,244,000 | 854 |
| Securities issued by states & political subdivisions | $241,154,000 | 114 |
| Other domestic debt securities | $43,864,000 | 239 |
| 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 | $43,864,000 | 156 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $973,000 | 549 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $205,788,000 | 338 |
| Mortgage-backed securities | $97,806,000 | 677 |
| Certificates of participation in pools of residential mortgages | $8,626,000 | 2,491 |
| Issued or guaranteed by U.S. | $8,626,000 | 2,489 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $86,884,000 | 302 |
| CMOs issued by government agencies or sponsored agencies | $86,884,000 | 285 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $2,296,000 | 767 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $2,296,000 | 509 |
| Held to maturity securities (book value) | $80,584,000 | 321 |
| Available-for-sale securities (fair market value) | $309,651,000 | 429 |
| Total debt securities | $389,260,000 | 401 |
| Structured notes | ||
| Amortized cost | $1,061,000 | 851 |
| Fair value | $1,083,000 | 849 |
| 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 | $413,086,000 | 389 |
| U.S. Government securities | $120,798,000 | 803 |
| U.S. Treasury securities | $6,910,000 | 495 |
| U.S. Government agency obligations | $113,888,000 | 805 |
| Securities issued by states & political subdivisions | $242,489,000 | 110 |
| Other domestic debt securities | $48,837,000 | 220 |
| 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 | $48,837,000 | 141 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $962,000 | 563 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $231,541,000 | 309 |
| Mortgage-backed securities | $102,307,000 | 641 |
| Certificates of participation in pools of residential mortgages | $9,339,000 | 2,413 |
| Issued or guaranteed by U.S. | $9,339,000 | 2,410 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $90,670,000 | 298 |
| CMOs issued by government agencies or sponsored agencies | $90,670,000 | 277 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $2,298,000 | 730 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $2,298,000 | 478 |
| Held to maturity securities (book value) | $78,594,000 | 330 |
| Available-for-sale securities (fair market value) | $334,492,000 | 397 |
| Total debt securities | $412,125,000 | 383 |
| Structured notes | ||
| Amortized cost | $1,136,000 | 962 |
| Fair value | $1,146,000 | 952 |
| 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 | $379,902,000 | 412 |
| U.S. Government securities | $105,846,000 | 907 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $105,846,000 | 870 |
| Securities issued by states & political subdivisions | $228,674,000 | 115 |
| Other domestic debt securities | $44,411,000 | 228 |
| 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 | $44,411,000 | 150 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $971,000 | 567 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $201,938,000 | 355 |
| Mortgage-backed securities | $94,050,000 | 672 |
| Certificates of participation in pools of residential mortgages | $10,242,000 | 2,332 |
| Issued or guaranteed by U.S. | $10,242,000 | 2,330 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $81,482,000 | 320 |
| CMOs issued by government agencies or sponsored agencies | $81,482,000 | 297 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $2,326,000 | 703 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $2,326,000 | 454 |
| Held to maturity securities (book value) | $62,152,000 | 387 |
| Available-for-sale securities (fair market value) | $317,750,000 | 410 |
| Total debt securities | $378,930,000 | 406 |
| Structured notes | ||
| Amortized cost | $1,235,000 | 1,083 |
| Fair value | $1,258,000 | 1,073 |
| 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 | $383,676,000 | 404 |
| U.S. Government securities | $114,373,000 | 873 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $114,373,000 | 830 |
| Securities issued by states & political subdivisions | $223,707,000 | 112 |
| Other domestic debt securities | $44,631,000 | 230 |
| 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 | $44,631,000 | 146 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $965,000 | 580 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $225,137,000 | 315 |
| Mortgage-backed securities | $102,373,000 | 644 |
| Certificates of participation in pools of residential mortgages | $11,253,000 | 2,284 |
| Issued or guaranteed by U.S. | $11,253,000 | 2,282 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $86,584,000 | 317 |
| CMOs issued by government agencies or sponsored agencies | $86,584,000 | 291 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $4,536,000 | 517 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $4,536,000 | 327 |
| Held to maturity securities (book value) | $56,556,000 | 409 |
| Available-for-sale securities (fair market value) | $327,120,000 | 403 |
| Total debt securities | $382,710,000 | 400 |
| Structured notes | ||
| Amortized cost | $1,356,000 | 1,183 |
| Fair value | $1,375,000 | 1,178 |
| 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 | $462,489,000 | 334 |
| U.S. Government securities | $180,828,000 | 577 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $180,828,000 | 556 |
| Securities issued by states & political subdivisions | $233,674,000 | 102 |
| Other domestic debt securities | $47,009,000 | 223 |
| 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 | $47,009,000 | 142 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $978,000 | 585 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $182,155,000 | 391 |
| Mortgage-backed securities | $153,862,000 | 483 |
| Certificates of participation in pools of residential mortgages | $30,514,000 | 1,187 |
| Issued or guaranteed by U.S. | $30,514,000 | 1,187 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $118,424,000 | 260 |
| CMOs issued by government agencies or sponsored agencies | $118,424,000 | 243 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $4,924,000 | 489 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $4,924,000 | 309 |
| Held to maturity securities (book value) | $53,829,000 | 419 |
| Available-for-sale securities (fair market value) | $408,660,000 | 319 |
| Total debt securities | $461,511,000 | 326 |
| Structured notes | ||
| Amortized cost | $1,480,000 | 1,247 |
| Fair value | $1,510,000 | 1,197 |
| 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 | $524,400,000 | 288 |
| U.S. Government securities | $236,523,000 | 460 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $236,523,000 | 440 |
| Securities issued by states & political subdivisions | $234,904,000 | 101 |
| Other domestic debt securities | $52,007,000 | 203 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $5,000,000 | 176 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $47,007,000 | 139 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $966,000 | 587 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $200,670,000 | 354 |
| Mortgage-backed securities | $187,148,000 | 401 |
| Certificates of participation in pools of residential mortgages | $32,485,000 | 1,168 |
| Issued or guaranteed by U.S. | $32,485,000 | 1,166 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $149,774,000 | 223 |
| CMOs issued by government agencies or sponsored agencies | $149,774,000 | 213 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $4,889,000 | 474 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $4,889,000 | 290 |
| Held to maturity securities (book value) | $51,524,000 | 427 |
| Available-for-sale securities (fair market value) | $472,876,000 | 278 |
| Total debt securities | $523,435,000 | 283 |
| Structured notes | ||
| Amortized cost | $1,586,000 | 1,244 |
| Fair value | $1,614,000 | 1,239 |
| 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 | $532,559,000 | 282 |
| U.S. Government securities | $252,127,000 | 431 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $252,127,000 | 418 |
| Securities issued by states & political subdivisions | $227,235,000 | 106 |
| Other domestic debt securities | $52,236,000 | 196 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $5,000,000 | 182 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $47,236,000 | 140 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $961,000 | 594 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $190,415,000 | 367 |
| Mortgage-backed securities | $195,679,000 | 398 |
| Certificates of participation in pools of residential mortgages | $34,676,000 | 1,145 |
| Issued or guaranteed by U.S. | $34,676,000 | 1,145 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $156,109,000 | 215 |
| CMOs issued by government agencies or sponsored agencies | $156,109,000 | 206 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $4,894,000 | 466 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $4,894,000 | 270 |
| Held to maturity securities (book value) | $44,098,000 | 482 |
| Available-for-sale securities (fair market value) | $488,461,000 | 264 |
| Total debt securities | $531,597,000 | 278 |
| Structured notes | ||
| Amortized cost | $1,732,000 | 1,324 |
| Fair value | $1,745,000 | 1,312 |
| 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 | $512,693,000 | 293 |
| U.S. Government securities | $243,156,000 | 451 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $243,156,000 | 440 |
| Securities issued by states & political subdivisions | $230,870,000 | 100 |
| Other domestic debt securities | $37,706,000 | 274 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $5,000,000 | 196 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $32,706,000 | 191 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $961,000 | 613 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $174,034,000 | 397 |
| Mortgage-backed securities | $193,837,000 | 406 |
| Certificates of participation in pools of residential mortgages | $41,705,000 | 1,014 |
| Issued or guaranteed by U.S. | $41,705,000 | 1,013 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $147,204,000 | 225 |
| CMOs issued by government agencies or sponsored agencies | $147,204,000 | 213 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $4,928,000 | 462 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $4,928,000 | 258 |
| Held to maturity securities (book value) | $42,697,000 | 482 |
| Available-for-sale securities (fair market value) | $469,996,000 | 273 |
| Total debt securities | $511,733,000 | 285 |
| Structured notes | ||
| Amortized cost | $1,915,000 | 1,321 |
| Fair value | $1,923,000 | 1,286 |
| 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 | $528,758,000 | 284 |
| U.S. Government securities | $258,050,000 | 432 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $258,050,000 | 419 |
| Securities issued by states & political subdivisions | $231,876,000 | 98 |
| Other domestic debt securities | $37,880,000 | 283 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $5,000,000 | 197 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $32,880,000 | 199 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $952,000 | 615 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $187,736,000 | 370 |
| Mortgage-backed securities | $208,555,000 | 386 |
| Certificates of participation in pools of residential mortgages | $36,808,000 | 1,113 |
| Issued or guaranteed by U.S. | $36,808,000 | 1,113 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $166,831,000 | 206 |
| CMOs issued by government agencies or sponsored agencies | $166,831,000 | 194 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $4,916,000 | 427 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $4,916,000 | 240 |
| Held to maturity securities (book value) | $33,964,000 | 557 |
| Available-for-sale securities (fair market value) | $494,794,000 | 263 |
| Total debt securities | $527,805,000 | 276 |
| Structured notes | ||
| Amortized cost | $2,124,000 | 1,201 |
| Fair value | $2,133,000 | 1,192 |
| 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 | $529,074,000 | 283 |
| U.S. Government securities | $262,922,000 | 420 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $262,922,000 | 406 |
| Securities issued by states & political subdivisions | $230,684,000 | 98 |
| Other domestic debt securities | $34,523,000 | 313 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $5,000,000 | 196 |
| Structured financial products - Total | $1,317,000 | 161 |
| Other domestic debt securities - All other | $28,206,000 | 223 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $945,000 | 630 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $203,069,000 | 332 |
| Mortgage-backed securities | $217,983,000 | 374 |
| Certificates of participation in pools of residential mortgages | $39,313,000 | 1,053 |
| Issued or guaranteed by U.S. | $39,313,000 | 1,052 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $173,735,000 | 206 |
| CMOs issued by government agencies or sponsored agencies | $173,735,000 | 191 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $4,935,000 | 408 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $4,935,000 | 228 |
| Held to maturity securities (book value) | $32,625,000 | 554 |
| Available-for-sale securities (fair market value) | $496,449,000 | 261 |
| Total debt securities | $526,813,000 | 279 |
| Structured notes | ||
| Amortized cost | $2,381,000 | 1,136 |
| Fair value | $2,395,000 | 1,105 |
| 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 | $521,039,000 | 295 |
| U.S. Government securities | $265,224,000 | 410 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $265,224,000 | 399 |
| Securities issued by states & political subdivisions | $223,684,000 | 96 |
| Other domestic debt securities | $31,171,000 | 335 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $5,000,000 | 201 |
| Structured financial products - Total | $1,261,000 | 179 |
| Other domestic debt securities - All other | $24,910,000 | 245 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $960,000 | 641 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $153,205,000 | 423 |
| Mortgage-backed securities | $214,213,000 | 385 |
| Certificates of participation in pools of residential mortgages | $42,618,000 | 982 |
| Issued or guaranteed by U.S. | $42,618,000 | 979 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $166,655,000 | 214 |
| CMOs issued by government agencies or sponsored agencies | $166,655,000 | 199 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $4,940,000 | 394 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $4,940,000 | 227 |
| Held to maturity securities (book value) | $32,825,000 | 531 |
| Available-for-sale securities (fair market value) | $488,214,000 | 267 |
| Total debt securities | $518,816,000 | 291 |
| Structured notes | ||
| Amortized cost | $2,758,000 | 1,047 |
| Fair value | $2,770,000 | 1,025 |
| 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 | $540,765,000 | 281 |
| U.S. Government securities | $286,085,000 | 379 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $286,085,000 | 364 |
| Securities issued by states & political subdivisions | $220,982,000 | 95 |
| Other domestic debt securities | $32,738,000 | 325 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $5,000,000 | 199 |
| Structured financial products - Total | $786,000 | 201 |
| Other domestic debt securities - All other | $26,952,000 | 238 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $960,000 | 631 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $151,917,000 | 422 |
| Mortgage-backed securities | $229,276,000 | 358 |
| Certificates of participation in pools of residential mortgages | $46,754,000 | 910 |
| Issued or guaranteed by U.S. | $46,754,000 | 909 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $177,548,000 | 207 |
| CMOs issued by government agencies or sponsored agencies | $177,548,000 | 192 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $4,974,000 | 380 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $4,974,000 | 207 |
| Held to maturity securities (book value) | $33,312,000 | 494 |
| Available-for-sale securities (fair market value) | $507,453,000 | 260 |
| Total debt securities | $539,019,000 | 277 |
| Structured notes | ||
| Amortized cost | $3,357,000 | 910 |
| Fair value | $3,380,000 | 897 |
| 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 | $603,219,000 | 259 |
| U.S. Government securities | $328,397,000 | 332 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $328,397,000 | 323 |
| Securities issued by states & political subdivisions | $240,280,000 | 83 |
| Other domestic debt securities | $33,546,000 | 325 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $5,000,000 | 187 |
| Structured financial products - Total | $1,069,000 | 176 |
| Other domestic debt securities - All other | $27,477,000 | 234 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $996,000 | 629 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $172,920,000 | 388 |
| Mortgage-backed securities | $259,616,000 | 328 |
| Certificates of participation in pools of residential mortgages | $53,136,000 | 827 |
| Issued or guaranteed by U.S. | $53,136,000 | 827 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $201,337,000 | 196 |
| CMOs issued by government agencies or sponsored agencies | $201,337,000 | 179 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $5,143,000 | 325 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $5,143,000 | 171 |
| Held to maturity securities (book value) | $32,545,000 | 479 |
| Available-for-sale securities (fair market value) | $570,674,000 | 240 |
| Total debt securities | $601,154,000 | 252 |
| Structured notes | ||
| Amortized cost | $14,092,000 | 311 |
| Fair value | $14,199,000 | 310 |
| 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 | $588,528,000 | 253 |
| U.S. Government securities | $323,034,000 | 338 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $323,034,000 | 325 |
| Securities issued by states & political subdivisions | $237,296,000 | 82 |
| Other domestic debt securities | $28,198,000 | 355 |
| 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 | $755,000 | 202 |
| Other domestic debt securities - All other | $27,443,000 | 222 |
| 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 | $178,739,000 | 368 |
| Mortgage-backed securities | $253,251,000 | 339 |
| Certificates of participation in pools of residential mortgages | $59,302,000 | 739 |
| Issued or guaranteed by U.S. | $59,302,000 | 738 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $193,949,000 | 202 |
| CMOs issued by government agencies or sponsored agencies | $193,949,000 | 188 |
| 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) | $32,668,000 | 472 |
| Available-for-sale securities (fair market value) | $555,860,000 | 241 |
| Total debt securities | $587,774,000 | 248 |
| Structured notes | ||
| Amortized cost | $14,825,000 | 306 |
| Fair value | $14,998,000 | 301 |
| 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 | $534,081,000 | 288 |
| U.S. Government securities | $283,728,000 | 393 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $283,728,000 | 376 |
| Securities issued by states & political subdivisions | $235,740,000 | 80 |
| Other domestic debt securities | $14,613,000 | 573 |
| 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 | $805,000 | 197 |
| Other domestic debt securities - All other | $13,808,000 | 385 |
| 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 | $178,592,000 | 364 |
| Mortgage-backed securities | $230,818,000 | 376 |
| Certificates of participation in pools of residential mortgages | $67,077,000 | 683 |
| Issued or guaranteed by U.S. | $67,077,000 | 681 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $163,741,000 | 241 |
| CMOs issued by government agencies or sponsored agencies | $163,741,000 | 225 |
| 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) | $25,912,000 | 564 |
| Available-for-sale securities (fair market value) | $508,169,000 | 271 |
| Total debt securities | $533,276,000 | 283 |
| Structured notes | ||
| Amortized cost | $15,589,000 | 287 |
| Fair value | $15,776,000 | 286 |
| 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 | $552,158,000 | 284 |
| U.S. Government securities | $309,458,000 | 363 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $309,458,000 | 352 |
| Securities issued by states & political subdivisions | $230,448,000 | 77 |
| Other domestic debt securities | $12,252,000 | 637 |
| 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 | $1,035,000 | 175 |
| Other domestic debt securities - All other | $11,217,000 | 426 |
| 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 | $168,506,000 | 395 |
| Mortgage-backed securities | $237,353,000 | 373 |
| Certificates of participation in pools of residential mortgages | $73,002,000 | 648 |
| Issued or guaranteed by U.S. | $73,002,000 | 648 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $164,351,000 | 241 |
| CMOs issued by government agencies or sponsored agencies | $164,351,000 | 221 |
| 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) | $6,491,000 | 1,184 |
| Available-for-sale securities (fair market value) | $545,667,000 | 256 |
| Total debt securities | $551,124,000 | 279 |
| Structured notes | ||
| Amortized cost | $24,764,000 | 202 |
| Fair value | $24,995,000 | 202 |
| 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 | $557,214,000 | 288 |
| U.S. Government securities | $314,361,000 | 360 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $314,361,000 | 349 |
| Securities issued by states & political subdivisions | $230,765,000 | 70 |
| Other domestic debt securities | $12,088,000 | 649 |
| 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 | $805,000 | 191 |
| Other domestic debt securities - All other | $11,283,000 | 430 |
| 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 | $148,742,000 | 449 |
| Mortgage-backed securities | $244,446,000 | 368 |
| Certificates of participation in pools of residential mortgages | $79,604,000 | 609 |
| Issued or guaranteed by U.S. | $79,604,000 | 609 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $164,842,000 | 246 |
| CMOs issued by government agencies or sponsored agencies | $164,842,000 | 227 |
| 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) | $7,017,000 | 1,171 |
| Available-for-sale securities (fair market value) | $550,197,000 | 253 |
| Total debt securities | $556,410,000 | 282 |
| Structured notes | ||
| Amortized cost | $17,184,000 | 346 |
| Fair value | $17,417,000 | 343 |
| 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 | $534,685,000 | 284 |
| U.S. Government securities | $301,829,000 | 358 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $301,829,000 | 350 |
| Securities issued by states & political subdivisions | $220,380,000 | 78 |
| Other domestic debt securities | $12,476,000 | 642 |
| 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 | $806,000 | 181 |
| Other domestic debt securities - All other | $11,670,000 | 400 |
| 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 | $149,551,000 | 410 |
| Mortgage-backed securities | $244,849,000 | 358 |
| Certificates of participation in pools of residential mortgages | $100,787,000 | 467 |
| Issued or guaranteed by U.S. | $100,787,000 | 467 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $144,062,000 | 274 |
| CMOs issued by government agencies or sponsored agencies | $144,062,000 | 238 |
| 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) | $2,036,000 | 1,775 |
| Available-for-sale securities (fair market value) | $532,649,000 | 254 |
| Total debt securities | $533,880,000 | 281 |
| Structured notes | ||
| Amortized cost | $10,047,000 | 537 |
| Fair value | $10,253,000 | 532 |
| 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 | $492,944,000 | 301 |
| U.S. Government securities | $273,469,000 | 391 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $273,469,000 | 379 |
| Securities issued by states & political subdivisions | $206,040,000 | 81 |
| Other domestic debt securities | $13,435,000 | 609 |
| 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 | $733,000 | 193 |
| Other domestic debt securities - All other | $12,702,000 | 356 |
| 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 | $127,321,000 | 473 |
| Mortgage-backed securities | $222,416,000 | 369 |
| Certificates of participation in pools of residential mortgages | $110,740,000 | 405 |
| Issued or guaranteed by U.S. | $110,740,000 | 401 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $111,676,000 | 325 |
| CMOs issued by government agencies or sponsored agencies | $111,676,000 | 279 |
| 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) | $2,490,000 | 1,715 |
| Available-for-sale securities (fair market value) | $490,454,000 | 266 |
| Total debt securities | $492,209,000 | 292 |
| Structured notes | ||
| Amortized cost | $10,056,000 | 565 |
| Fair value | $10,242,000 | 558 |
| 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 | $502,179,000 | 298 |
| U.S. Government securities | $293,224,000 | 372 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $293,224,000 | 360 |
| Securities issued by states & political subdivisions | $202,225,000 | 84 |
| Other domestic debt securities | $6,730,000 | 867 |
| 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 | $971,000 | 184 |
| Other domestic debt securities - All other | $5,759,000 | 560 |
| 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 | $96,814,000 | 601 |
| Mortgage-backed securities | $224,609,000 | 350 |
| Certificates of participation in pools of residential mortgages | $117,665,000 | 374 |
| Issued or guaranteed by U.S. | $117,665,000 | 372 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $106,944,000 | 334 |
| CMOs issued by government agencies or sponsored agencies | $106,944,000 | 283 |
| 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) | $2,493,000 | 1,754 |
| Available-for-sale securities (fair market value) | $499,686,000 | 261 |
| Total debt securities | $501,207,000 | 289 |
| Structured notes | ||
| Amortized cost | $10,064,000 | 686 |
| Fair value | $10,267,000 | 680 |
| 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 | $504,176,000 | 297 |
| U.S. Government securities | $298,996,000 | 356 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $298,996,000 | 346 |
| Securities issued by states & political subdivisions | $197,453,000 | 85 |
| Other domestic debt securities | $7,727,000 | 834 |
| 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 | $936,000 | 181 |
| Other domestic debt securities - All other | $6,791,000 | 506 |
| 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 | $79,545,000 | 704 |
| Mortgage-backed securities | $221,969,000 | 348 |
| Certificates of participation in pools of residential mortgages | $111,441,000 | 396 |
| Issued or guaranteed by U.S. | $111,441,000 | 393 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $110,528,000 | 309 |
| CMOs issued by government agencies or sponsored agencies | $110,528,000 | 259 |
| 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) | $3,672,000 | 1,570 |
| Available-for-sale securities (fair market value) | $500,504,000 | 265 |
| Total debt securities | $503,241,000 | 292 |
| Structured notes | ||
| Amortized cost | $10,072,000 | 709 |
| Fair value | $10,134,000 | 704 |
| 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 | $464,510,000 | 308 |
| U.S. Government securities | $260,167,000 | 388 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $260,167,000 | 374 |
| Securities issued by states & political subdivisions | $193,204,000 | 86 |
| Other domestic debt securities | $11,139,000 | 705 |
| 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 | $799,000 | 191 |
| Other domestic debt securities - All other | $10,340,000 | 359 |
| 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 | $87,070,000 | 643 |
| Mortgage-backed securities | $179,833,000 | 400 |
| Certificates of participation in pools of residential mortgages | $98,146,000 | 422 |
| Issued or guaranteed by U.S. | $98,146,000 | 419 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $81,687,000 | 375 |
| CMOs issued by government agencies or sponsored agencies | $81,687,000 | 317 |
| 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) | $4,032,000 | 1,538 |
| Available-for-sale securities (fair market value) | $460,478,000 | 273 |
| Total debt securities | $463,712,000 | 301 |
| Structured notes | ||
| Amortized cost | $10,081,000 | 647 |
| Fair value | $10,218,000 | 638 |
| 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 | $410,684,000 | 324 |
| U.S. Government securities | $219,048,000 | 439 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $219,048,000 | 419 |
| Securities issued by states & political subdivisions | $180,569,000 | 87 |
| Other domestic debt securities | $11,067,000 | 716 |
| 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 | $586,000 | 232 |
| Other domestic debt securities - All other | $10,481,000 | 346 |
| 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 | $83,611,000 | 664 |
| Mortgage-backed securities | $125,592,000 | 546 |
| Certificates of participation in pools of residential mortgages | $52,116,000 | 705 |
| Issued or guaranteed by U.S. | $52,116,000 | 701 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $73,476,000 | 405 |
| CMOs issued by government agencies or sponsored agencies | $73,476,000 | 344 |
| 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) | $4,231,000 | 1,542 |
| Available-for-sale securities (fair market value) | $406,453,000 | 293 |
| Total debt securities | $410,098,000 | 318 |
| Structured notes | ||
| Amortized cost | $20,061,000 | 279 |
| Fair value | $20,476,000 | 277 |
| 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 | $421,398,000 | 315 |
| U.S. Government securities | $237,259,000 | 400 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $237,259,000 | 388 |
| Securities issued by states & political subdivisions | $171,037,000 | 83 |
| Other domestic debt securities | $13,102,000 | 658 |
| 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 | $586,000 | 244 |
| Other domestic debt securities - All other | $12,516,000 | 295 |
| 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 | $90,923,000 | 628 |
| Mortgage-backed securities | $135,758,000 | 497 |
| Certificates of participation in pools of residential mortgages | $57,990,000 | 640 |
| Issued or guaranteed by U.S. | $57,990,000 | 635 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $77,768,000 | 387 |
| CMOs issued by government agencies or sponsored agencies | $77,768,000 | 312 |
| 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) | $5,350,000 | 1,465 |
| Available-for-sale securities (fair market value) | $416,048,000 | 280 |
| Total debt securities | $420,811,000 | 310 |
| Structured notes | ||
| Amortized cost | $20,067,000 | 326 |
| Fair value | $20,279,000 | 326 |
| 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 | $379,708,000 | 346 |
| U.S. Government securities | $198,981,000 | 487 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $198,981,000 | 464 |
| Securities issued by states & political subdivisions | $165,072,000 | 90 |
| Other domestic debt securities | $15,655,000 | 599 |
| 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 | $587,000 | 249 |
| Other domestic debt securities - All other | $15,068,000 | 258 |
| 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 | $84,170,000 | 678 |
| Mortgage-backed securities | $127,133,000 | 541 |
| Certificates of participation in pools of residential mortgages | $69,547,000 | 565 |
| Issued or guaranteed by U.S. | $69,547,000 | 563 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $57,586,000 | 485 |
| CMOs issued by government agencies or sponsored agencies | $57,586,000 | 380 |
| 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) | $6,186,000 | 1,386 |
| Available-for-sale securities (fair market value) | $373,522,000 | 310 |
| Total debt securities | $379,122,000 | 343 |
| 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 | $369,162,000 | 352 |
| U.S. Government securities | $189,838,000 | 495 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $189,838,000 | 478 |
| Securities issued by states & political subdivisions | $162,298,000 | 91 |
| Other domestic debt securities | $17,026,000 | 591 |
| 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 | $1,721,000 | 167 |
| Other domestic debt securities - All other | $15,305,000 | 252 |
| 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 | $86,338,000 | 659 |
| Mortgage-backed securities | $108,647,000 | 621 |
| Certificates of participation in pools of residential mortgages | $80,457,000 | 505 |
| Issued or guaranteed by U.S. | $80,457,000 | 501 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $28,190,000 | 769 |
| CMOs issued by government agencies or sponsored agencies | $28,190,000 | 610 |
| 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) | $8,009,000 | 1,211 |
| Available-for-sale securities (fair market value) | $361,153,000 | 318 |
| Total debt securities | $368,304,000 | 346 |
| 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 | $360,224,000 | 368 |
| U.S. Government securities | $177,812,000 | 517 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $177,812,000 | 500 |
| Securities issued by states & political subdivisions | $164,773,000 | 98 |
| Other domestic debt securities | $17,639,000 | 624 |
| 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 | $2,270,000 | 163 |
| Other domestic debt securities - All other | $15,369,000 | 266 |
| 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 | $74,120,000 | 762 |
| Mortgage-backed securities | $97,549,000 | 671 |
| Certificates of participation in pools of residential mortgages | $92,681,000 | 467 |
| Issued or guaranteed by U.S. | $92,681,000 | 464 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $4,868,000 | 1,860 |
| CMOs issued by government agencies or sponsored agencies | $4,868,000 | 1,557 |
| 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) | $7,512,000 | 1,318 |
| Available-for-sale securities (fair market value) | $352,712,000 | 328 |
| Total debt securities | $357,956,000 | 358 |
| 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 | $368,248,000 | 370 |
| U.S. Government securities | $198,120,000 | 451 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $198,120,000 | 435 |
| Securities issued by states & political subdivisions | $151,596,000 | 96 |
| Other domestic debt securities | $18,532,000 | 629 |
| 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 | $3,360,000 | 140 |
| Other domestic debt securities - All other | $15,172,000 | 280 |
| 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 | $81,178,000 | 693 |
| Mortgage-backed securities | $97,733,000 | 654 |
| Certificates of participation in pools of residential mortgages | $92,346,000 | 480 |
| Issued or guaranteed by U.S. | $92,346,000 | 475 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $5,387,000 | 1,778 |
| CMOs issued by government agencies or sponsored agencies | $5,387,000 | 1,464 |
| 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) | $8,347,000 | 1,268 |
| Available-for-sale securities (fair market value) | $359,901,000 | 325 |
| Total debt securities | $368,248,000 | 359 |
| 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 | $293,727,000 | 446 |
| U.S. Government securities | $149,309,000 | 610 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $149,309,000 | 589 |
| Securities issued by states & political subdivisions | $133,204,000 | 108 |
| Other domestic debt securities | $11,214,000 | 806 |
| 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 | $11,214,000 | 351 |
| 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 | $89,034,000 | 653 |
| Mortgage-backed securities | $73,506,000 | 867 |
| Certificates of participation in pools of residential mortgages | $72,354,000 | 605 |
| Issued or guaranteed by U.S. | $72,354,000 | 594 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,152,000 | 2,829 |
| CMOs issued by government agencies or sponsored agencies | $1,152,000 | 2,454 |
| 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) | $7,944,000 | 1,303 |
| Available-for-sale securities (fair market value) | $285,783,000 | 391 |
| Total debt securities | $293,728,000 | 435 |
| 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 | $278,083,000 | 449 |
| U.S. Government securities | $146,773,000 | 604 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $146,773,000 | 591 |
| Securities issued by states & political subdivisions | $121,872,000 | 125 |
| Other domestic debt securities | $9,438,000 | 871 |
| 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 | $9,438,000 | 406 |
| 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 | $88,576,000 | 665 |
| Mortgage-backed securities | $73,173,000 | 864 |
| Certificates of participation in pools of residential mortgages | $71,463,000 | 594 |
| Issued or guaranteed by U.S. | $71,463,000 | 586 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,710,000 | 2,530 |
| CMOs issued by government agencies or sponsored agencies | $1,710,000 | 2,205 |
| 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) | $8,125,000 | 1,297 |
| Available-for-sale securities (fair market value) | $269,958,000 | 394 |
| Total debt securities | $278,081,000 | 438 |
| 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 | $284,785,000 | 440 |
| U.S. Government securities | $162,025,000 | 527 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $162,025,000 | 515 |
| Securities issued by states & political subdivisions | $113,984,000 | 134 |
| Other domestic debt securities | $8,776,000 | 882 |
| 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 | $8,776,000 | 418 |
| 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 | $82,106,000 | 701 |
| Mortgage-backed securities | $75,014,000 | 794 |
| Certificates of participation in pools of residential mortgages | $72,954,000 | 550 |
| Issued or guaranteed by U.S. | $72,954,000 | 542 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,060,000 | 2,329 |
| CMOs issued by government agencies or sponsored agencies | $2,060,000 | 1,994 |
| 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) | $8,468,000 | 1,270 |
| Available-for-sale securities (fair market value) | $276,317,000 | 383 |
| Total debt securities | $284,785,000 | 431 |
| 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 | $186,859,000 | 640 |
| U.S. Government securities | $115,163,000 | 715 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $115,163,000 | 702 |
| Securities issued by states & political subdivisions | $63,316,000 | 258 |
| Other domestic debt securities | $8,380,000 | 951 |
| 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 | $8,380,000 | 492 |
| 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 | $70,944,000 | 767 |
| Mortgage-backed securities | $58,383,000 | 1,001 |
| Certificates of participation in pools of residential mortgages | $55,903,000 | 707 |
| Issued or guaranteed by U.S. | $55,903,000 | 697 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,480,000 | 2,211 |
| CMOs issued by government agencies or sponsored agencies | $2,480,000 | 1,876 |
| 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) | $186,859,000 | 543 |
| Total debt securities | $186,859,000 | 628 |
| 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 | $196,314,000 | 625 |
| U.S. Government securities | $119,377,000 | 697 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $119,377,000 | 682 |
| Securities issued by states & political subdivisions | $66,937,000 | 244 |
| Other domestic debt securities | $10,000,000 | 839 |
| 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 | $10,000,000 | 431 |
| 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 | $72,268,000 | 750 |
| Mortgage-backed securities | $62,938,000 | 901 |
| Certificates of participation in pools of residential mortgages | $58,560,000 | 655 |
| Issued or guaranteed by U.S. | $58,560,000 | 645 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,378,000 | 1,786 |
| CMOs issued by government agencies or sponsored agencies | $4,378,000 | 1,484 |
| 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) | $196,314,000 | 541 |
| Total debt securities | $196,314,000 | 605 |
| 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 | $196,340,000 | 621 |
| U.S. Government securities | $118,929,000 | 695 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $118,929,000 | 679 |
| Securities issued by states & political subdivisions | $66,346,000 | 244 |
| Other domestic debt securities | $11,065,000 | 755 |
| 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 | $11,065,000 | 397 |
| 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 | $69,973,000 | 761 |
| Mortgage-backed securities | $61,576,000 | 830 |
| Certificates of participation in pools of residential mortgages | $54,871,000 | 637 |
| Issued or guaranteed by U.S. | $54,871,000 | 628 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $6,705,000 | 1,425 |
| CMOs issued by government agencies or sponsored agencies | $6,705,000 | 1,172 |
| 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) | $196,340,000 | 527 |
| Total debt securities | $196,330,000 | 601 |
| 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 | $197,712,000 | 637 |
| U.S. Government securities | $122,768,000 | 679 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $122,768,000 | 666 |
| Securities issued by states & political subdivisions | $64,385,000 | 250 |
| Other domestic debt securities | $10,559,000 | 720 |
| 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 | $10,559,000 | 398 |
| 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 | $65,819,000 | 782 |
| Mortgage-backed securities | $65,421,000 | 756 |
| Certificates of participation in pools of residential mortgages | $56,243,000 | 592 |
| Issued or guaranteed by U.S. | $56,243,000 | 584 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $9,178,000 | 1,162 |
| CMOs issued by government agencies or sponsored agencies | $9,178,000 | 932 |
| 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) | $197,712,000 | 536 |
| Total debt securities | $197,712,000 | 612 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $184,201,000 | 664 |
| U.S. Government securities | $115,837,000 | 731 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $115,837,000 | 716 |
| Securities issued by states & political subdivisions | $59,613,000 | 274 |
| Other domestic debt securities | $8,751,000 | 780 |
| 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 | $8,751,000 | 437 |
| 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 | $55,216,000 | 906 |
| Mortgage-backed securities | $64,276,000 | 754 |
| Certificates of participation in pools of residential mortgages | $51,802,000 | 638 |
| Issued or guaranteed by U.S. | $51,802,000 | 627 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $12,474,000 | 933 |
| CMOs issued by government agencies or sponsored agencies | $12,474,000 | 733 |
| 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) | $184,201,000 | 559 |
| Total debt securities | $184,199,000 | 642 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $197,599,000 | 635 |
| U.S. Government securities | $127,904,000 | 666 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $127,904,000 | 650 |
| Securities issued by states & political subdivisions | $60,906,000 | 266 |
| Other domestic debt securities | $8,789,000 | 783 |
| 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 | $8,789,000 | 450 |
| 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 | $55,581,000 | 913 |
| Mortgage-backed securities | $71,338,000 | 693 |
| Certificates of participation in pools of residential mortgages | $55,472,000 | 598 |
| Issued or guaranteed by U.S. | $55,472,000 | 587 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $15,866,000 | 795 |
| CMOs issued by government agencies or sponsored agencies | $15,866,000 | 625 |
| 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) | $197,599,000 | 524 |
| Total debt securities | $197,599,000 | 615 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $198,491,000 | 629 |
| U.S. Government securities | $138,160,000 | 668 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $138,160,000 | 653 |
| Securities issued by states & political subdivisions | $55,331,000 | 303 |
| Other domestic debt securities | $5,000,000 | 1,031 |
| 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 | $5,000,000 | 655 |
| 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 | $66,031,000 | 779 |
| Mortgage-backed securities | $68,008,000 | 734 |
| Certificates of participation in pools of residential mortgages | $47,775,000 | 694 |
| Issued or guaranteed by U.S. | $47,775,000 | 686 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $20,233,000 | 691 |
| CMOs issued by government agencies or sponsored agencies | $20,233,000 | 552 |
| 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) | $198,491,000 | 520 |
| Total debt securities | $198,490,000 | 612 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $197,018,000 | 654 |
| U.S. Government securities | $139,179,000 | 684 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $139,179,000 | 667 |
| Securities issued by states & political subdivisions | $55,839,000 | 287 |
| Other domestic debt securities | $2,000,000 | 1,514 |
| 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 | $2,000,000 | 1,048 |
| 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 | $64,323,000 | 800 |
| Mortgage-backed securities | $75,284,000 | 691 |
| Certificates of participation in pools of residential mortgages | $43,519,000 | 758 |
| Issued or guaranteed by U.S. | $43,519,000 | 746 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $31,765,000 | 533 |
| CMOs issued by government agencies or sponsored agencies | $31,765,000 | 415 |
| 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) | $197,018,000 | 538 |
| Total debt securities | $197,018,000 | 634 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $199,235,000 | 646 |
| U.S. Government securities | $143,921,000 | 649 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $143,921,000 | 634 |
| Securities issued by states & political subdivisions | $53,314,000 | 301 |
| Other domestic debt securities | $2,000,000 | 1,529 |
| 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 | $2,000,000 | 1,066 |
| 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 | $65,914,000 | 792 |
| Mortgage-backed securities | $80,911,000 | 652 |
| Certificates of participation in pools of residential mortgages | $45,173,000 | 741 |
| Issued or guaranteed by U.S. | $45,173,000 | 732 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $35,738,000 | 492 |
| CMOs issued by government agencies or sponsored agencies | $35,738,000 | 381 |
| 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) | $199,235,000 | 540 |
| Total debt securities | $199,235,000 | 626 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $206,422,000 | 637 |
| U.S. Government securities | $149,253,000 | 636 |
| U.S. Treasury securities | $1,992,000 | 860 |
| U.S. Government agency obligations | $147,261,000 | 629 |
| Securities issued by states & political subdivisions | $55,169,000 | 292 |
| Other domestic debt securities | $2,000,000 | 1,576 |
| 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 | $2,000,000 | 1,121 |
| 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 | $67,260,000 | 775 |
| Mortgage-backed securities | $87,747,000 | 608 |
| Certificates of participation in pools of residential mortgages | $48,488,000 | 709 |
| Issued or guaranteed by U.S. | $48,488,000 | 698 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $39,259,000 | 470 |
| CMOs issued by government agencies or sponsored agencies | $39,259,000 | 369 |
| 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) | $45,000 | 3,968 |
| Available-for-sale securities (fair market value) | $206,377,000 | 530 |
| Total debt securities | $206,423,000 | 617 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $199,062,000 | 651 |
| U.S. Government securities | $146,347,000 | 652 |
| U.S. Treasury securities | $1,982,000 | 898 |
| U.S. Government agency obligations | $144,365,000 | 636 |
| Securities issued by states & political subdivisions | $52,715,000 | 311 |
| 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 | $61,466,000 | 825 |
| Mortgage-backed securities | $90,641,000 | 608 |
| Certificates of participation in pools of residential mortgages | $48,655,000 | 716 |
| Issued or guaranteed by U.S. | $48,655,000 | 709 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $41,986,000 | 442 |
| CMOs issued by government agencies or sponsored agencies | $41,986,000 | 340 |
| 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) | $45,000 | 4,049 |
| Available-for-sale securities (fair market value) | $199,017,000 | 542 |
| Total debt securities | $199,063,000 | 634 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $187,211,000 | 687 |
| U.S. Government securities | $134,897,000 | 695 |
| U.S. Treasury securities | $3,973,000 | 627 |
| U.S. Government agency obligations | $130,924,000 | 684 |
| Securities issued by states & political subdivisions | $52,314,000 | 316 |
| 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 | $59,179,000 | 836 |
| Mortgage-backed securities | $86,617,000 | 630 |
| Certificates of participation in pools of residential mortgages | $40,739,000 | 830 |
| Issued or guaranteed by U.S. | $40,739,000 | 825 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $45,878,000 | 412 |
| CMOs issued by government agencies or sponsored agencies | $45,878,000 | 326 |
| 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) | $45,000 | 4,104 |
| Available-for-sale securities (fair market value) | $187,166,000 | 571 |
| Total debt securities | $187,212,000 | 668 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $197,447,000 | 657 |
| U.S. Government securities | $145,885,000 | 640 |
| U.S. Treasury securities | $3,963,000 | 653 |
| U.S. Government agency obligations | $141,922,000 | 635 |
| Securities issued by states & political subdivisions | $51,562,000 | 325 |
| 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 | $57,952,000 | 837 |
| Mortgage-backed securities | $96,481,000 | 591 |
| Certificates of participation in pools of residential mortgages | $45,738,000 | 768 |
| Issued or guaranteed by U.S. | $45,738,000 | 762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $50,743,000 | 401 |
| CMOs issued by government agencies or sponsored agencies | $50,743,000 | 315 |
| 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) | $45,000 | 4,155 |
| Available-for-sale securities (fair market value) | $197,402,000 | 542 |
| Total debt securities | $197,447,000 | 642 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $205,415,000 | 644 |
| U.S. Government securities | $151,271,000 | 642 |
| U.S. Treasury securities | $3,947,000 | 735 |
| U.S. Government agency obligations | $147,324,000 | 634 |
| Securities issued by states & political subdivisions | $54,144,000 | 283 |
| 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 | $59,525,000 | 821 |
| Mortgage-backed securities | $103,217,000 | 576 |
| Certificates of participation in pools of residential mortgages | $50,806,000 | 712 |
| Issued or guaranteed by U.S. | $50,806,000 | 709 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $52,411,000 | 401 |
| CMOs issued by government agencies or sponsored agencies | $52,411,000 | 316 |
| 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) | $85,000 | 4,148 |
| Available-for-sale securities (fair market value) | $205,330,000 | 529 |
| Total debt securities | $205,415,000 | 625 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $213,541,000 | 632 |
| U.S. Government securities | $159,873,000 | 640 |
| U.S. Treasury securities | $3,959,000 | 754 |
| U.S. Government agency obligations | $155,914,000 | 625 |
| Securities issued by states & political subdivisions | $53,668,000 | 292 |
| 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 | $55,113,000 | 876 |
| Mortgage-backed securities | $101,226,000 | 603 |
| Certificates of participation in pools of residential mortgages | $43,768,000 | 836 |
| Issued or guaranteed by U.S. | $43,768,000 | 831 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $57,458,000 | 394 |
| CMOs issued by government agencies or sponsored agencies | $57,458,000 | 310 |
| 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) | $85,000 | 4,216 |
| Available-for-sale securities (fair market value) | $213,456,000 | 523 |
| Total debt securities | $213,539,000 | 614 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $214,288,000 | 629 |
| U.S. Government securities | $161,718,000 | 624 |
| U.S. Treasury securities | $3,980,000 | 730 |
| U.S. Government agency obligations | $157,738,000 | 606 |
| Securities issued by states & political subdivisions | $52,570,000 | 307 |
| 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 | $58,389,000 | 830 |
| Mortgage-backed securities | $98,785,000 | 622 |
| Certificates of participation in pools of residential mortgages | $40,325,000 | 895 |
| Issued or guaranteed by U.S. | $40,325,000 | 889 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $58,460,000 | 386 |
| CMOs issued by government agencies or sponsored agencies | $58,460,000 | 309 |
| 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) | $85,000 | 4,266 |
| Available-for-sale securities (fair market value) | $214,203,000 | 521 |
| Total debt securities | $214,290,000 | 615 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $202,381,000 | 660 |
| U.S. Government securities | $152,170,000 | 674 |
| U.S. Treasury securities | $3,952,000 | 766 |
| U.S. Government agency obligations | $148,218,000 | 656 |
| Securities issued by states & political subdivisions | $50,211,000 | 311 |
| 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 | $51,170,000 | 908 |
| Mortgage-backed securities | $85,730,000 | 691 |
| Certificates of participation in pools of residential mortgages | $37,636,000 | 950 |
| Issued or guaranteed by U.S. | $37,636,000 | 944 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $48,094,000 | 436 |
| CMOs issued by government agencies or sponsored agencies | $48,094,000 | 352 |
| 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) | $85,000 | 4,321 |
| Available-for-sale securities (fair market value) | $202,296,000 | 560 |
| Total debt securities | $202,381,000 | 643 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $213,375,000 | 645 |
| U.S. Government securities | $165,105,000 | 644 |
| U.S. Treasury securities | $2,009,000 | 1,061 |
| U.S. Government agency obligations | $163,096,000 | 623 |
| Securities issued by states & political subdivisions | $48,270,000 | 333 |
| 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 | $52,744,000 | 868 |
| Mortgage-backed securities | $92,437,000 | 682 |
| Certificates of participation in pools of residential mortgages | $39,931,000 | 918 |
| Issued or guaranteed by U.S. | $39,931,000 | 912 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $52,506,000 | 435 |
| CMOs issued by government agencies or sponsored agencies | $52,506,000 | 347 |
| 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) | $125,000 | 4,264 |
| Available-for-sale securities (fair market value) | $213,250,000 | 555 |
| Total debt securities | $213,375,000 | 627 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $207,524,000 | 665 |
| U.S. Government securities | $163,267,000 | 656 |
| U.S. Treasury securities | $1,996,000 | 1,160 |
| U.S. Government agency obligations | $161,271,000 | 641 |
| Securities issued by states & political subdivisions | $44,257,000 | 372 |
| 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 | $38,867,000 | 1,114 |
| Mortgage-backed securities | $90,201,000 | 701 |
| Certificates of participation in pools of residential mortgages | $26,383,000 | 1,255 |
| Issued or guaranteed by U.S. | $26,383,000 | 1,246 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $63,818,000 | 391 |
| CMOs issued by government agencies or sponsored agencies | $63,818,000 | 345 |
| 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) | $125,000 | 4,326 |
| Available-for-sale securities (fair market value) | $207,399,000 | 575 |
| Total debt securities | $207,523,000 | 648 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $208,728,000 | 660 |
| U.S. Government securities | $162,048,000 | 647 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $162,048,000 | 621 |
| Securities issued by states & political subdivisions | $40,612,000 | 415 |
| Other domestic debt securities | $6,068,000 | 1,208 |
| 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 | $6,068,000 | 978 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,783,000 | 1,047 |
| Mortgage-backed securities | $75,488,000 | 786 |
| Certificates of participation in pools of residential mortgages | $17,974,000 | 1,654 |
| Issued or guaranteed by U.S. | $17,974,000 | 1,644 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $57,514,000 | 408 |
| CMOs issued by government agencies or sponsored agencies | $57,514,000 | 366 |
| 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) | $125,000 | 4,362 |
| Available-for-sale securities (fair market value) | $208,603,000 | 577 |
| Total debt securities | $208,728,000 | 643 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $186,821,000 | 719 |
| U.S. Government securities | $141,298,000 | 709 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $141,298,000 | 682 |
| Securities issued by states & political subdivisions | $38,799,000 | 428 |
| Other domestic debt securities | $6,161,000 | 1,225 |
| 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 | $6,161,000 | 973 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $563,000 | 1,597 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,390,000 | 1,128 |
| Mortgage-backed securities | $72,622,000 | 811 |
| Certificates of participation in pools of residential mortgages | $16,555,000 | 1,731 |
| Issued or guaranteed by U.S. | $16,555,000 | 1,722 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $56,067,000 | 442 |
| CMOs issued by government agencies or sponsored agencies | $56,067,000 | 398 |
| 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) | $125,000 | 4,404 |
| Available-for-sale securities (fair market value) | $186,696,000 | 615 |
| Total debt securities | $186,257,000 | 696 |
| 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 | $180,965,000 | 722 |
| U.S. Government securities | $143,166,000 | 683 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $143,166,000 | 658 |
| Securities issued by states & political subdivisions | $31,579,000 | 516 |
| Other domestic debt securities | $6,220,000 | 1,232 |
| 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 | $6,220,000 | 994 |
| 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 | $34,358,000 | 1,139 |
| Mortgage-backed securities | $86,940,000 | 717 |
| Certificates of participation in pools of residential mortgages | $12,944,000 | 2,024 |
| Issued or guaranteed by U.S. | $12,944,000 | 2,016 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $73,996,000 | 375 |
| CMOs issued by government agencies or sponsored agencies | $73,996,000 | 328 |
| 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) | $160,000 | 4,394 |
| Available-for-sale securities (fair market value) | $180,805,000 | 629 |
| Total debt securities | $180,964,000 | 700 |
| 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 | $162,105,000 | 783 |
| U.S. Government securities | $124,461,000 | 745 |
| U.S. Treasury securities | $1,019,000 | 1,604 |
| U.S. Government agency obligations | $123,442,000 | 717 |
| Securities issued by states & political subdivisions | $31,376,000 | 512 |
| Other domestic debt securities | $6,268,000 | 1,233 |
| 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 | $6,268,000 | 993 |
| 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 | $38,475,000 | 1,035 |
| Mortgage-backed securities | $73,881,000 | 774 |
| Certificates of participation in pools of residential mortgages | $15,196,000 | 1,768 |
| Issued or guaranteed by U.S. | $15,196,000 | 1,758 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $58,685,000 | 421 |
| CMOs issued by government agencies or sponsored agencies | $58,685,000 | 372 |
| 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) | $160,000 | 4,479 |
| Available-for-sale securities (fair market value) | $161,945,000 | 666 |
| Total debt securities | $162,106,000 | 751 |
| 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 | $135,367,000 | 849 |
| U.S. Government securities | $98,347,000 | 832 |
| U.S. Treasury securities | $1,041,000 | 1,838 |
| U.S. Government agency obligations | $97,306,000 | 804 |
| Securities issued by states & political subdivisions | $26,729,000 | 558 |
| Other domestic debt securities | $10,291,000 | 927 |
| Privately issued residential mortgage-backed securities | $1,924,000 | 637 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,367,000 | 813 |
| 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 | $37,588,000 | 1,006 |
| Mortgage-backed securities | $42,884,000 | 1,070 |
| Certificates of participation in pools of residential mortgages | $5,215,000 | 3,072 |
| Issued or guaranteed by U.S. | $5,215,000 | 3,056 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $37,669,000 | 551 |
| CMOs issued by government agencies or sponsored agencies | $35,745,000 | 512 |
| Privately issued | $1,924,000 | 571 |
| 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) | $195,000 | 4,676 |
| Available-for-sale securities (fair market value) | $135,172,000 | 716 |
| Total debt securities | $135,368,000 | 825 |
| 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 | $71,412,000 | 1,527 |
| U.S. Government securities | $42,248,000 | 1,890 |
| U.S. Treasury securities | $1,004,000 | 2,684 |
| U.S. Government agency obligations | $41,244,000 | 1,801 |
| Securities issued by states & political subdivisions | $19,240,000 | 804 |
| Other domestic debt securities | $7,949,000 | 928 |
| 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 | $7,949,000 | 759 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $1,975,000 | 1,600 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,959,000 | 965 |
| Mortgage-backed securities | $4,463,000 | 3,580 |
| Certificates of participation in pools of residential mortgages | $2,727,000 | 3,503 |
| Issued or guaranteed by U.S. | $2,727,000 | 3,487 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,736,000 | 2,410 |
| CMOs issued by government agencies or sponsored agencies | $1,736,000 | 2,271 |
| 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) | $580,000 | 4,833 |
| Available-for-sale securities (fair market value) | $70,832,000 | 1,205 |
| Total debt securities | $69,437,000 | 1,500 |
| Structured notes | ||
| Amortized cost | $1,477,000 | 257 |
| Fair value | $1,466,000 | 250 |
| 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 | $74,801,000 | 1,533 |
| U.S. Government securities | $44,638,000 | 1,876 |
| U.S. Treasury securities | $1,963,000 | 2,874 |
| U.S. Government agency obligations | $42,675,000 | 1,779 |
| Securities issued by states & political subdivisions | $20,331,000 | 788 |
| Other domestic debt securities | $7,807,000 | 947 |
| 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 | $7,807,000 | 763 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $2,025,000 | 1,517 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,430,000 | 1,099 |
| Mortgage-backed securities | $7,154,000 | 3,037 |
| Certificates of participation in pools of residential mortgages | $4,304,000 | 3,021 |
| Issued or guaranteed by U.S. | $4,304,000 | 3,010 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $2,850,000 | 2,132 |
| CMOs issued by government agencies or sponsored agencies | $2,850,000 | 1,981 |
| 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) | $1,509,000 | 4,536 |
| Available-for-sale securities (fair market value) | $73,292,000 | 1,192 |
| Total debt securities | $72,776,000 | 1,508 |
| Structured notes | ||
| Amortized cost | $1,789,000 | 326 |
| Fair value | $1,680,000 | 327 |
| 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 | $87,458,000 | 1,333 |
| U.S. Government securities | $56,984,000 | 1,537 |
| U.S. Treasury securities | $4,063,000 | 2,574 |
| U.S. Government agency obligations | $52,921,000 | 1,405 |
| Securities issued by states & political subdivisions | $24,363,000 | 625 |
| Other domestic debt securities | $5,176,000 | 1,085 |
| 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 | $5,176,000 | 855 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $935,000 | 2,441 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,196,000 | 1,116 |
| Mortgage-backed securities | $8,799,000 | 2,899 |
| Certificates of participation in pools of residential mortgages | $4,029,000 | 3,339 |
| Issued or guaranteed by U.S. | $4,029,000 | 3,322 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $4,770,000 | 1,807 |
| CMOs issued by government agencies or sponsored agencies | $4,770,000 | 1,691 |
| 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) | $4,356,000 | 3,645 |
| Available-for-sale securities (fair market value) | $83,102,000 | 1,045 |
| Total debt securities | $86,523,000 | 1,306 |
| Structured notes | ||
| Amortized cost | $3,366,000 | 218 |
| Fair value | $3,365,000 | 214 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $80,836,000 | 1,425 |
| U.S. Government securities | $56,987,000 | 1,597 |
| U.S. Treasury securities | $12,622,000 | 1,481 |
| U.S. Government agency obligations | $44,365,000 | 1,602 |
| Securities issued by states & political subdivisions | $20,836,000 | 629 |
| Other domestic debt securities | $2,039,000 | 1,342 |
| 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 | $2,039,000 | 1,055 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $974,000 | 2,366 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,464,000 | 1,181 |
| Mortgage-backed securities | $7,569,000 | 3,105 |
| Certificates of participation in pools of residential mortgages | $3,658,000 | 3,410 |
| Issued or guaranteed by U.S. | $3,658,000 | 3,396 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $3,911,000 | 1,969 |
| CMOs issued by government agencies or sponsored agencies | $3,911,000 | 1,887 |
| 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) | $6,907,000 | 3,519 |
| Available-for-sale securities (fair market value) | $73,929,000 | 1,086 |
| Total debt securities | $79,862,000 | 1,393 |
| Structured notes | ||
| Amortized cost | $383,000 | 2,294 |
| Fair value | $381,000 | 2,293 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $91,062,000 | 1,313 |
| U.S. Government securities | $72,598,000 | 1,324 |
| U.S. Treasury securities | $19,166,000 | 1,207 |
| U.S. Government agency obligations | $53,432,000 | 1,364 |
| Securities issued by states & political subdivisions | $17,619,000 | 744 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $845,000 | 2,576 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,421,000 | 1,335 |
| Mortgage-backed securities | $13,358,000 | 2,443 |
| Certificates of participation in pools of residential mortgages | $4,149,000 | 3,523 |
| Issued or guaranteed by U.S. | $4,149,000 | 3,503 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $9,209,000 | 1,343 |
| CMOs issued by government agencies or sponsored agencies | $9,209,000 | 1,269 |
| 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) | $8,948,000 | 3,412 |
| Available-for-sale securities (fair market value) | $82,114,000 | 1,003 |
| Total debt securities | $90,217,000 | 1,274 |
| Structured notes | ||
| Amortized cost | $2,559,000 | 824 |
| Fair value | $2,528,000 | 823 |
| 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 | $76,847,000 | 1,644 |
| U.S. Government securities | $61,910,000 | 1,635 |
| U.S. Treasury securities | $18,084,000 | 1,584 |
| U.S. Government agency obligations | $43,826,000 | 1,621 |
| Securities issued by states & political subdivisions | $14,091,000 | 976 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $846,000 | 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 | $19,568,000 | 1,638 |
| Mortgage-backed securities | $15,039,000 | 2,373 |
| Certificates of participation in pools of residential mortgages | $4,459,000 | 3,479 |
| Issued or guaranteed by U.S. | $4,459,000 | 3,450 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $10,580,000 | 1,340 |
| CMOs issued by government agencies or sponsored agencies | $10,580,000 | 1,282 |
| 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) | $9,329,000 | 3,566 |
| Available-for-sale securities (fair market value) | $67,518,000 | 1,247 |
| Total debt securities | $76,001,000 | 1,609 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,612 |
| Fair value | $1,991,000 | 1,669 |
| 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 | $78,738,000 | 1,657 |
| U.S. Government securities | $63,476,000 | 1,682 |
| U.S. Treasury securities | $21,874,000 | 1,606 |
| U.S. Government agency obligations | $41,602,000 | 1,633 |
| Securities issued by states & political subdivisions | $14,471,000 | 942 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $791,000 | 2,362 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,861,000 | 1,078 |
| Mortgage-backed securities | $23,387,000 | 1,814 |
| Certificates of participation in pools of residential mortgages | $8,201,000 | 2,542 |
| Issued or guaranteed by U.S. | $8,201,000 | 2,532 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $15,186,000 | 1,100 |
| CMOs issued by government agencies or sponsored agencies | $15,186,000 | 1,034 |
| 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) | $20,522,000 | 3,375 |
| Available-for-sale securities (fair market value) | $58,216,000 | 979 |
| Total debt securities | $77,947,000 | 1,633 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $90,451,000 | 1,517 |
| U.S. Government securities | $75,632,000 | 1,469 |
| U.S. Treasury securities | $30,195,000 | 1,225 |
| U.S. Government agency obligations | $45,437,000 | 1,539 |
| Securities issued by states & political subdivisions | $14,054,000 | 1,000 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $765,000 | 2,445 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,734,000 | 983 |
| Mortgage-backed securities | $30,331,000 | 1,653 |
| Certificates of participation in pools of residential mortgages | $4,350,000 | 4,084 |
| Issued or guaranteed by U.S. | $4,350,000 | 4,047 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $25,981,000 | 851 |
| CMOs issued by government agencies or sponsored agencies | $25,981,000 | 793 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $89,686,000 | 1,480 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $89,956,000 | 1,507 |
| U.S. Government securities | $77,202,000 | 1,408 |
| U.S. Treasury securities | $26,420,000 | 1,415 |
| U.S. Government agency obligations | $50,782,000 | 1,368 |
| Securities issued by states & political subdivisions | $11,997,000 | 1,097 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $757,000 | 2,175 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,519,000 | 833 |
| Mortgage-backed securities | $23,610,000 | 2,025 |
| Certificates of participation in pools of residential mortgages | $7,890,000 | 2,996 |
| Issued or guaranteed by U.S. | $7,890,000 | 2,946 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $15,720,000 | 1,185 |
| CMOs issued by government agencies or sponsored agencies | $15,720,000 | 1,076 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $89,199,000 | 1,484 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |