Home > Mizuho Bank (USA) > Securities
Mizuho Bank (USA), Securities
| 2023-12-31 | Rank | |
| Total securities | $22,621,000 | 3,479 |
| U.S. Government securities | $174,000 | 4,334 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $174,000 | 4,189 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $260,000 | 2,226 |
| Privately issued residential mortgage-backed securities | $260,000 | 575 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,946 |
| Mortgage-backed securities | $434,000 | 3,614 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $174,000 | 3,497 |
| Privately issued | $260,000 | 173 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $434,000 | 1,614 |
| Available-for-sale securities (fair market value) | $0 | 4,214 |
| Total debt securities | $434,000 | 4,392 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $6,651,000 | 129 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $21,645,000 | 3,523 |
| U.S. Government securities | $180,000 | 4,358 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $180,000 | 4,213 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $264,000 | 2,226 |
| Privately issued residential mortgage-backed securities | $264,000 | 554 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,957 |
| Mortgage-backed securities | $444,000 | 3,626 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $180,000 | 3,513 |
| Privately issued | $264,000 | 168 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $444,000 | 1,632 |
| Available-for-sale securities (fair market value) | $0 | 4,231 |
| Total debt securities | $444,000 | 4,421 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $8,820,000 | 129 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $22,351,000 | 3,538 |
| U.S. Government securities | $201,000 | 4,382 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $201,000 | 4,244 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $268,000 | 2,245 |
| Privately issued residential mortgage-backed securities | $268,000 | 559 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,969 |
| Mortgage-backed securities | $469,000 | 3,638 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $201,000 | 3,514 |
| Privately issued | $268,000 | 178 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $469,000 | 1,647 |
| Available-for-sale securities (fair market value) | $0 | 4,256 |
| Total debt securities | $469,000 | 4,450 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $8,540,000 | 121 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $22,715,000 | 3,608 |
| U.S. Government securities | $208,000 | 4,452 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $208,000 | 4,270 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $273,000 | 2,294 |
| Privately issued residential mortgage-backed securities | $273,000 | 586 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,989 |
| Mortgage-backed securities | $481,000 | 3,687 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $208,000 | 3,558 |
| Privately issued | $273,000 | 191 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $481,000 | 1,704 |
| Available-for-sale securities (fair market value) | $0 | 4,317 |
| Total debt securities | $481,000 | 4,516 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $7,608,000 | 126 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-09-30 | Rank | |
| Total securities | $22,421,000 | 3,649 |
| U.S. Government securities | $240,000 | 4,519 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $240,000 | 4,319 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $346,000 | 2,276 |
| Privately issued residential mortgage-backed securities | $346,000 | 578 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,998 |
| Mortgage-backed securities | $586,000 | 3,719 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $240,000 | 3,601 |
| Privately issued | $346,000 | 189 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $586,000 | 1,675 |
| Available-for-sale securities (fair market value) | $0 | 4,389 |
| Total debt securities | $586,000 | 4,581 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $9,210,000 | 133 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $23,442,000 | 3,650 |
| U.S. Government securities | $247,000 | 4,535 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $247,000 | 4,352 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $397,000 | 2,128 |
| Privately issued residential mortgage-backed securities | $397,000 | 583 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,021 |
| Mortgage-backed securities | $644,000 | 3,753 |
| Certificates of participation in pools of residential mortgages | $644,000 | 3,558 |
| Issued or guaranteed by U.S. | $247,000 | 3,619 |
| Privately issued | $397,000 | 189 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $644,000 | 1,601 |
| Available-for-sale securities (fair market value) | $0 | 4,420 |
| Total debt securities | $644,000 | 4,610 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $6,302,000 | 130 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $24,312,000 | 3,564 |
| U.S. Government securities | $280,000 | 4,513 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $280,000 | 4,347 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $436,000 | 2,105 |
| Privately issued residential mortgage-backed securities | $436,000 | 557 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,045 |
| Mortgage-backed securities | $716,000 | 3,754 |
| Certificates of participation in pools of residential mortgages | $716,000 | 3,555 |
| Issued or guaranteed by U.S. | $280,000 | 3,632 |
| Privately issued | $436,000 | 189 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $716,000 | 1,497 |
| Available-for-sale securities (fair market value) | $0 | 4,435 |
| Total debt securities | $716,000 | 4,606 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $4,937,000 | 134 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $25,484,000 | 3,441 |
| U.S. Government securities | $287,000 | 4,496 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $287,000 | 4,355 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $451,000 | 2,071 |
| Privately issued residential mortgage-backed securities | $451,000 | 521 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,071 |
| Mortgage-backed securities | $738,000 | 3,767 |
| Certificates of participation in pools of residential mortgages | $738,000 | 3,570 |
| Issued or guaranteed by U.S. | $287,000 | 3,635 |
| Privately issued | $451,000 | 195 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $738,000 | 1,400 |
| Available-for-sale securities (fair market value) | $0 | 4,480 |
| Total debt securities | $738,000 | 4,619 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $1,967,000 | 176 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $25,738,000 | 3,398 |
| U.S. Government securities | $295,000 | 4,545 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $295,000 | 4,424 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $462,000 | 2,017 |
| Privately issued residential mortgage-backed securities | $462,000 | 492 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,110 |
| Mortgage-backed securities | $757,000 | 3,815 |
| Certificates of participation in pools of residential mortgages | $757,000 | 3,607 |
| Issued or guaranteed by U.S. | $295,000 | 3,685 |
| Privately issued | $462,000 | 181 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $757,000 | 1,392 |
| Available-for-sale securities (fair market value) | $0 | 4,538 |
| Total debt securities | $757,000 | 4,673 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $1,099,000 | 195 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $25,871,000 | 3,361 |
| U.S. Government securities | $302,000 | 4,569 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $302,000 | 4,452 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $470,000 | 2,009 |
| Privately issued residential mortgage-backed securities | $470,000 | 501 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,151 |
| Mortgage-backed securities | $772,000 | 3,831 |
| Certificates of participation in pools of residential mortgages | $772,000 | 3,615 |
| Issued or guaranteed by U.S. | $302,000 | 3,687 |
| Privately issued | $470,000 | 198 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $772,000 | 1,373 |
| Available-for-sale securities (fair market value) | $0 | 4,566 |
| Total debt securities | $772,000 | 4,702 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $928,000 | 199 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $5,077,000 | 102 |
| 2021-03-31 | Rank | |
| Total securities | $25,835,000 | 3,271 |
| U.S. Government securities | $310,000 | 4,562 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $310,000 | 4,453 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $496,000 | 1,976 |
| Privately issued residential mortgage-backed securities | $496,000 | 500 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,172 |
| Mortgage-backed securities | $806,000 | 3,817 |
| Certificates of participation in pools of residential mortgages | $806,000 | 3,599 |
| Issued or guaranteed by U.S. | $310,000 | 3,678 |
| Privately issued | $496,000 | 207 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $806,000 | 1,354 |
| Available-for-sale securities (fair market value) | $0 | 4,583 |
| Total debt securities | $806,000 | 4,713 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $1,434,000 | 181 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $3,753,000 | 105 |
| 2020-12-31 | Rank | |
| Total securities | $26,300,000 | 3,127 |
| U.S. Government securities | $316,000 | 4,543 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $316,000 | 4,432 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $509,000 | 1,854 |
| Privately issued residential mortgage-backed securities | $509,000 | 475 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,195 |
| Mortgage-backed securities | $825,000 | 3,814 |
| Certificates of participation in pools of residential mortgages | $825,000 | 3,581 |
| Issued or guaranteed by U.S. | $316,000 | 3,676 |
| Privately issued | $509,000 | 189 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $825,000 | 1,341 |
| Available-for-sale securities (fair market value) | $0 | 4,596 |
| Total debt securities | $825,000 | 4,712 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $9,285,000 | 97 |
| 2020-09-30 | Rank | |
| Total securities | $26,465,000 | 3,052 |
| U.S. Government securities | $390,000 | 4,546 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $390,000 | 4,434 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $530,000 | 1,820 |
| Privately issued residential mortgage-backed securities | $530,000 | 471 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,211 |
| Mortgage-backed securities | $920,000 | 3,807 |
| Certificates of participation in pools of residential mortgages | $920,000 | 3,552 |
| Issued or guaranteed by U.S. | $390,000 | 3,648 |
| Privately issued | $530,000 | 196 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $920,000 | 1,317 |
| Available-for-sale securities (fair market value) | $0 | 4,624 |
| Total debt securities | $920,000 | 4,721 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $7,022,000 | 100 |
| 2020-06-30 | Rank | |
| Total securities | $26,562,000 | 3,015 |
| U.S. Government securities | $471,000 | 4,573 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $471,000 | 4,455 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $546,000 | 1,757 |
| Privately issued residential mortgage-backed securities | $546,000 | 445 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,254 |
| Mortgage-backed securities | $1,017,000 | 3,793 |
| Certificates of participation in pools of residential mortgages | $1,017,000 | 3,523 |
| Issued or guaranteed by U.S. | $471,000 | 3,623 |
| Privately issued | $546,000 | 191 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $1,017,000 | 1,295 |
| Available-for-sale securities (fair market value) | $0 | 4,657 |
| Total debt securities | $1,017,000 | 4,739 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $5,457,000 | 105 |
| 2020-03-31 | Rank | |
| Total securities | $26,412,000 | 2,993 |
| U.S. Government securities | $514,000 | 4,625 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $514,000 | 4,511 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $565,000 | 1,680 |
| Privately issued residential mortgage-backed securities | $565,000 | 459 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,281 |
| Mortgage-backed securities | $1,079,000 | 3,794 |
| Certificates of participation in pools of residential mortgages | $1,079,000 | 3,503 |
| Issued or guaranteed by U.S. | $514,000 | 3,610 |
| Privately issued | $565,000 | 200 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $1,079,000 | 1,287 |
| Available-for-sale securities (fair market value) | $0 | 4,717 |
| Total debt securities | $1,079,000 | 4,785 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $37,000 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $3,569,000 | 105 |
| 2019-12-31 | Rank | |
| Total securities | $26,079,000 | 3,056 |
| U.S. Government securities | $557,000 | 4,705 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $557,000 | 4,575 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $588,000 | 1,638 |
| Privately issued residential mortgage-backed securities | $588,000 | 430 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,345 |
| Mortgage-backed securities | $1,145,000 | 3,782 |
| Certificates of participation in pools of residential mortgages | $1,145,000 | 3,467 |
| Issued or guaranteed by U.S. | $557,000 | 3,604 |
| Privately issued | $588,000 | 183 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $1,145,000 | 1,319 |
| Available-for-sale securities (fair market value) | $0 | 4,777 |
| Total debt securities | $1,145,000 | 4,841 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $349,000 | 188 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,319,000 | 108 |
| 2019-09-30 | Rank | |
| Total securities | $26,225,000 | 3,072 |
| U.S. Government securities | $567,000 | 4,794 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $567,000 | 4,664 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $606,000 | 1,671 |
| Privately issued residential mortgage-backed securities | $606,000 | 450 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,426 |
| Mortgage-backed securities | $1,173,000 | 3,799 |
| Certificates of participation in pools of residential mortgages | $1,173,000 | 3,478 |
| Issued or guaranteed by U.S. | $567,000 | 3,633 |
| Privately issued | $606,000 | 208 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $1,173,000 | 1,371 |
| Available-for-sale securities (fair market value) | $0 | 4,859 |
| Total debt securities | $1,173,000 | 4,923 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $2,302,000 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,737,000 | 106 |
| 2019-06-30 | Rank | |
| Total securities | $26,111,000 | 3,119 |
| U.S. Government securities | $601,000 | 4,839 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $601,000 | 4,711 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $646,000 | 1,649 |
| Privately issued residential mortgage-backed securities | $646,000 | 405 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,470 |
| Mortgage-backed securities | $1,247,000 | 3,776 |
| Certificates of participation in pools of residential mortgages | $1,247,000 | 3,464 |
| Issued or guaranteed by U.S. | $601,000 | 3,645 |
| Privately issued | $646,000 | 159 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $1,247,000 | 1,405 |
| Available-for-sale securities (fair market value) | $0 | 4,907 |
| Total debt securities | $1,247,000 | 4,966 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $914,000 | 174 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,386,000 | 111 |
| 2019-03-31 | Rank | |
| Total securities | $25,776,000 | 3,185 |
| U.S. Government securities | $610,000 | 4,895 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $610,000 | 4,769 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $654,000 | 1,652 |
| Privately issued residential mortgage-backed securities | $654,000 | 407 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,517 |
| Mortgage-backed securities | $1,264,000 | 3,811 |
| Certificates of participation in pools of residential mortgages | $1,264,000 | 3,489 |
| Issued or guaranteed by U.S. | $610,000 | 3,671 |
| Privately issued | $654,000 | 163 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $1,264,000 | 1,422 |
| Available-for-sale securities (fair market value) | $0 | 4,952 |
| Total debt securities | $1,264,000 | 5,019 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $2,587,000 | 141 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $546,000 | 121 |
| 2018-12-31 | Rank | |
| Total securities | $25,522,000 | 3,219 |
| U.S. Government securities | $644,000 | 4,942 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $644,000 | 4,806 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $672,000 | 1,643 |
| Privately issued residential mortgage-backed securities | $672,000 | 382 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,567 |
| Mortgage-backed securities | $1,316,000 | 3,812 |
| Certificates of participation in pools of residential mortgages | $1,316,000 | 3,482 |
| Issued or guaranteed by U.S. | $644,000 | 3,701 |
| Privately issued | $672,000 | 130 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $1,316,000 | 1,439 |
| Available-for-sale securities (fair market value) | $0 | 4,997 |
| Total debt securities | $1,316,000 | 5,061 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $2,033,000 | 147 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $54,000 | 133 |
| 2018-09-30 | Rank | |
| Total securities | $25,387,000 | 3,233 |
| U.S. Government securities | $679,000 | 5,013 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $679,000 | 4,873 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $736,000 | 1,581 |
| Privately issued residential mortgage-backed securities | $736,000 | 321 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,627 |
| Mortgage-backed securities | $1,415,000 | 3,832 |
| Certificates of participation in pools of residential mortgages | $1,415,000 | 3,496 |
| Issued or guaranteed by U.S. | $679,000 | 3,780 |
| Privately issued | $736,000 | 71 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $1,415,000 | 1,457 |
| Available-for-sale securities (fair market value) | $0 | 5,066 |
| Total debt securities | $1,415,000 | 5,119 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $1,820,000 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $52,000 | 132 |
| 2018-06-30 | Rank | |
| Total securities | $25,606,000 | 3,273 |
| U.S. Government securities | $688,000 | 5,054 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $688,000 | 4,922 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $758,000 | 1,751 |
| Privately issued residential mortgage-backed securities | $758,000 | 534 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,680 |
| Mortgage-backed securities | $1,446,000 | 3,868 |
| Certificates of participation in pools of residential mortgages | $1,446,000 | 3,539 |
| Issued or guaranteed by U.S. | $688,000 | 3,692 |
| Privately issued | $758,000 | 288 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $1,446,000 | 1,480 |
| Available-for-sale securities (fair market value) | $0 | 5,125 |
| Total debt securities | $1,446,000 | 5,175 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $2,735,000 | 138 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $72,000 | 136 |
| 2018-03-31 | Rank | |
| Total securities | $25,941,000 | 3,278 |
| U.S. Government securities | $810,000 | 5,099 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $810,000 | 4,975 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $784,000 | 1,576 |
| Privately issued residential mortgage-backed securities | $784,000 | 298 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,746 |
| Mortgage-backed securities | $1,594,000 | 3,863 |
| Certificates of participation in pools of residential mortgages | $1,594,000 | 3,536 |
| Issued or guaranteed by U.S. | $810,000 | 3,842 |
| Privately issued | $784,000 | 33 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $1,594,000 | 1,478 |
| Available-for-sale securities (fair market value) | $0 | 5,183 |
| Total debt securities | $1,594,000 | 5,223 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $551,000 | 177 |
| Revaluation gains on off-balance sheet contracts | $551,000 | 124 |
| Revaluation losses on off-balance sheet contracts | $928,000 | 117 |
| 2017-12-31 | Rank | |
| Total securities | $26,442,000 | 3,310 |
| U.S. Government securities | $848,000 | 5,132 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $848,000 | 5,018 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $848,000 | 1,571 |
| Privately issued residential mortgage-backed securities | $848,000 | 292 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $24,746,000 | 67 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,818 |
| Mortgage-backed securities | $1,696,000 | 3,882 |
| Certificates of participation in pools of residential mortgages | $1,696,000 | 3,550 |
| Issued or guaranteed by U.S. | $848,000 | 3,873 |
| Privately issued | $848,000 | 30 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $1,696,000 | 1,502 |
| Available-for-sale securities (fair market value) | $24,746,000 | 3,146 |
| Total debt securities | $1,696,000 | 5,281 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $800,000 | 165 |
| Revaluation gains on off-balance sheet contracts | $800,000 | 114 |
| Revaluation losses on off-balance sheet contracts | $393,000 | 124 |
| 2017-09-30 | Rank | |
| Total securities | $26,634,000 | 3,341 |
| U.S. Government securities | $860,000 | 5,186 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $860,000 | 5,068 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $863,000 | 1,577 |
| Privately issued residential mortgage-backed securities | $863,000 | 297 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $24,911,000 | 62 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,886 |
| Mortgage-backed securities | $1,723,000 | 3,922 |
| Certificates of participation in pools of residential mortgages | $1,723,000 | 3,602 |
| Issued or guaranteed by U.S. | $860,000 | 3,917 |
| Privately issued | $863,000 | 32 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $1,723,000 | 1,541 |
| Available-for-sale securities (fair market value) | $24,911,000 | 3,171 |
| Total debt securities | $1,723,000 | 5,339 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $259,000 | 199 |
| Revaluation gains on off-balance sheet contracts | $259,000 | 128 |
| Revaluation losses on off-balance sheet contracts | $887,000 | 112 |
| 2017-06-30 | Rank | |
| Total securities | $26,647,000 | 3,392 |
| U.S. Government securities | $870,000 | 5,231 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $870,000 | 5,115 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $890,000 | 1,597 |
| Privately issued residential mortgage-backed securities | $890,000 | 305 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $24,887,000 | 67 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,931 |
| Mortgage-backed securities | $1,760,000 | 3,958 |
| Certificates of participation in pools of residential mortgages | $1,760,000 | 3,633 |
| Issued or guaranteed by U.S. | $870,000 | 3,950 |
| Privately issued | $890,000 | 31 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $1,760,000 | 1,556 |
| Available-for-sale securities (fair market value) | $24,887,000 | 3,214 |
| Total debt securities | $1,760,000 | 5,392 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $39,000 | 224 |
| Revaluation gains on off-balance sheet contracts | $39,000 | 138 |
| Revaluation losses on off-balance sheet contracts | $1,661,000 | 100 |
| 2017-03-31 | Rank | |
| Total securities | $26,529,000 | 3,430 |
| U.S. Government securities | $881,000 | 5,299 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $881,000 | 5,180 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $902,000 | 1,637 |
| Privately issued residential mortgage-backed securities | $902,000 | 329 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $24,746,000 | 64 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $1,783,000 | 4,011 |
| Certificates of participation in pools of residential mortgages | $1,783,000 | 3,683 |
| Issued or guaranteed by U.S. | $881,000 | 4,011 |
| Privately issued | $902,000 | 30 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $1,783,000 | 1,580 |
| Available-for-sale securities (fair market value) | $24,746,000 | 3,255 |
| Total debt securities | $1,783,000 | 5,463 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $2,458,000 | 128 |
| Revaluation gains on off-balance sheet contracts | $2,458,000 | 86 |
| Revaluation losses on off-balance sheet contracts | $1,194,000 | 103 |
| 2016-12-31 | Rank | |
| Total securities | $26,613,000 | 3,421 |
| U.S. Government securities | $918,000 | 5,329 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $918,000 | 5,214 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $949,000 | 1,631 |
| Privately issued residential mortgage-backed securities | $949,000 | 337 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $24,746,000 | 66 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,033 |
| Mortgage-backed securities | $1,867,000 | 4,012 |
| Certificates of participation in pools of residential mortgages | $1,867,000 | 3,688 |
| Issued or guaranteed by U.S. | $918,000 | 4,017 |
| Privately issued | $949,000 | 34 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $1,867,000 | 1,583 |
| Available-for-sale securities (fair market value) | $24,746,000 | 3,250 |
| Total debt securities | $1,867,000 | 5,495 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $3,228,000 | 123 |
| Revaluation gains on off-balance sheet contracts | $3,228,000 | 80 |
| Revaluation losses on off-balance sheet contracts | $1,662,000 | 96 |
| 2016-09-30 | Rank | |
| Total securities | $27,507,000 | 3,367 |
| U.S. Government securities | $970,000 | 5,374 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $970,000 | 5,265 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $992,000 | 1,612 |
| Privately issued residential mortgage-backed securities | $992,000 | 332 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $25,545,000 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $1,962,000 | 4,037 |
| Certificates of participation in pools of residential mortgages | $1,962,000 | 3,693 |
| Issued or guaranteed by U.S. | $970,000 | 4,040 |
| Privately issued | $992,000 | 29 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $1,962,000 | 1,585 |
| Available-for-sale securities (fair market value) | $25,545,000 | 3,214 |
| Total debt securities | $1,962,000 | 5,538 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $130,000 | 221 |
| Revaluation gains on off-balance sheet contracts | $130,000 | 138 |
| Revaluation losses on off-balance sheet contracts | $2,610,000 | 102 |
| 2016-06-30 | Rank | |
| Total securities | $77,696,000 | 1,716 |
| U.S. Government securities | $50,984,000 | 1,592 |
| U.S. Treasury securities | $50,001,000 | 128 |
| U.S. Government agency obligations | $983,000 | 5,366 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $1,050,000 | 1,551 |
| Privately issued residential mortgage-backed securities | $1,050,000 | 339 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $25,662,000 | 70 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,199 |
| Mortgage-backed securities | $2,033,000 | 4,056 |
| Certificates of participation in pools of residential mortgages | $2,033,000 | 3,713 |
| Issued or guaranteed by U.S. | $983,000 | 4,080 |
| Privately issued | $1,050,000 | 33 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $52,034,000 | 401 |
| Available-for-sale securities (fair market value) | $25,662,000 | 3,255 |
| Total debt securities | $52,034,000 | 2,310 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $181,000 | 223 |
| Revaluation gains on off-balance sheet contracts | $181,000 | 137 |
| Revaluation losses on off-balance sheet contracts | $3,594,000 | 101 |
| 2016-03-31 | Rank | |
| Total securities | $127,616,000 | 1,115 |
| U.S. Government securities | $101,034,000 | 926 |
| U.S. Treasury securities | $100,006,000 | 85 |
| U.S. Government agency obligations | $1,028,000 | 5,420 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $1,084,000 | 1,560 |
| Privately issued residential mortgage-backed securities | $1,084,000 | 338 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $25,498,000 | 65 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,255 |
| Mortgage-backed securities | $2,112,000 | 4,076 |
| Certificates of participation in pools of residential mortgages | $2,112,000 | 3,726 |
| Issued or guaranteed by U.S. | $1,028,000 | 4,095 |
| Privately issued | $1,084,000 | 29 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $102,118,000 | 273 |
| Available-for-sale securities (fair market value) | $25,498,000 | 3,305 |
| Total debt securities | $102,118,000 | 1,342 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $93,000 | 223 |
| Revaluation gains on off-balance sheet contracts | $93,000 | 135 |
| Revaluation losses on off-balance sheet contracts | $3,965,000 | 93 |
| 2015-12-31 | Rank | |
| Total securities | $127,477,000 | 1,129 |
| U.S. Government securities | $101,161,000 | 934 |
| U.S. Treasury securities | $100,013,000 | 88 |
| U.S. Government agency obligations | $1,148,000 | 5,463 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $1,170,000 | 1,526 |
| Privately issued residential mortgage-backed securities | $1,170,000 | 328 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $25,146,000 | 63 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,301 |
| Mortgage-backed securities | $2,318,000 | 4,041 |
| Certificates of participation in pools of residential mortgages | $2,318,000 | 3,686 |
| Issued or guaranteed by U.S. | $1,148,000 | 4,072 |
| Privately issued | $1,170,000 | 29 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $102,331,000 | 275 |
| Available-for-sale securities (fair market value) | $25,146,000 | 3,339 |
| Total debt securities | $102,331,000 | 1,345 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $122,000 | 220 |
| Revaluation gains on off-balance sheet contracts | $122,000 | 132 |
| Revaluation losses on off-balance sheet contracts | $3,822,000 | 83 |
| 2015-09-30 | Rank | |
| Total securities | $117,742,000 | 1,221 |
| U.S. Government securities | $101,179,000 | 934 |
| U.S. Treasury securities | $100,019,000 | 84 |
| U.S. Government agency obligations | $1,160,000 | 5,558 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $1,219,000 | 1,518 |
| Privately issued residential mortgage-backed securities | $1,219,000 | 323 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $15,344,000 | 101 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $2,379,000 | 4,092 |
| Certificates of participation in pools of residential mortgages | $2,379,000 | 3,715 |
| Issued or guaranteed by U.S. | $1,160,000 | 4,125 |
| Privately issued | $1,219,000 | 29 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $102,398,000 | 282 |
| Available-for-sale securities (fair market value) | $15,344,000 | 4,130 |
| Total debt securities | $102,398,000 | 1,346 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $4,819,000 | 87 |
| 2015-06-30 | Rank | |
| Total securities | $117,757,000 | 1,234 |
| U.S. Government securities | $101,271,000 | 965 |
| U.S. Treasury securities | $100,025,000 | 82 |
| U.S. Government agency obligations | $1,246,000 | 5,625 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $1,284,000 | 1,504 |
| Privately issued residential mortgage-backed securities | $1,284,000 | 333 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $15,202,000 | 109 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $2,530,000 | 4,141 |
| Certificates of participation in pools of residential mortgages | $2,530,000 | 3,762 |
| Issued or guaranteed by U.S. | $1,246,000 | 4,180 |
| Privately issued | $1,284,000 | 31 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $102,555,000 | 276 |
| Available-for-sale securities (fair market value) | $15,202,000 | 4,226 |
| Total debt securities | $102,555,000 | 1,384 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $61,000 | 245 |
| Revaluation gains on off-balance sheet contracts | $61,000 | 146 |
| Revaluation losses on off-balance sheet contracts | $4,522,000 | 80 |
| 2015-03-31 | Rank | |
| Total securities | $117,988,000 | 1,241 |
| U.S. Government securities | $101,291,000 | 967 |
| U.S. Treasury securities | $100,031,000 | 75 |
| U.S. Government agency obligations | $1,260,000 | 5,705 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $1,297,000 | 1,538 |
| Privately issued residential mortgage-backed securities | $1,297,000 | 358 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $15,400,000 | 110 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $2,557,000 | 4,199 |
| Certificates of participation in pools of residential mortgages | $2,557,000 | 3,816 |
| Issued or guaranteed by U.S. | $1,260,000 | 4,245 |
| Privately issued | $1,297,000 | 30 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $102,588,000 | 279 |
| Available-for-sale securities (fair market value) | $15,400,000 | 4,266 |
| Total debt securities | $102,588,000 | 1,378 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $5,252,000 | 82 |
| 2014-12-31 | Rank | |
| Total securities | $118,064,000 | 1,244 |
| U.S. Government securities | $101,360,000 | 968 |
| U.S. Treasury securities | $100,038,000 | 76 |
| U.S. Government agency obligations | $1,322,000 | 5,781 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $1,445,000 | 1,520 |
| Privately issued residential mortgage-backed securities | $1,445,000 | 344 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $15,259,000 | 113 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $2,767,000 | 4,237 |
| Certificates of participation in pools of residential mortgages | $2,767,000 | 3,835 |
| Issued or guaranteed by U.S. | $1,322,000 | 4,296 |
| Privately issued | $1,445,000 | 33 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $102,805,000 | 273 |
| Available-for-sale securities (fair market value) | $15,259,000 | 4,314 |
| Total debt securities | $102,805,000 | 1,369 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $5,377,000 | 71 |
| 2014-09-30 | Rank | |
| Total securities | $117,983,000 | 1,248 |
| U.S. Government securities | $101,379,000 | 992 |
| U.S. Treasury securities | $100,044,000 | 72 |
| U.S. Government agency obligations | $1,335,000 | 5,875 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $1,473,000 | 1,558 |
| Privately issued residential mortgage-backed securities | $1,473,000 | 359 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $15,131,000 | 110 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $2,808,000 | 4,301 |
| Certificates of participation in pools of residential mortgages | $2,808,000 | 3,910 |
| Issued or guaranteed by U.S. | $1,335,000 | 4,372 |
| Privately issued | $1,473,000 | 29 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $102,852,000 | 268 |
| Available-for-sale securities (fair market value) | $15,131,000 | 4,402 |
| Total debt securities | $102,852,000 | 1,403 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $118,194,000 | 1,261 |
| U.S. Government securities | $101,509,000 | 1,004 |
| U.S. Treasury securities | $100,050,000 | 65 |
| U.S. Government agency obligations | $1,459,000 | 5,925 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $1,511,000 | 1,577 |
| Privately issued residential mortgage-backed securities | $1,511,000 | 365 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $15,174,000 | 110 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $2,970,000 | 4,321 |
| Certificates of participation in pools of residential mortgages | $2,970,000 | 3,917 |
| Issued or guaranteed by U.S. | $1,459,000 | 4,381 |
| Privately issued | $1,511,000 | 28 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $103,020,000 | 267 |
| Available-for-sale securities (fair market value) | $15,174,000 | 4,454 |
| Total debt securities | $103,020,000 | 1,423 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $118,079,000 | 1,262 |
| U.S. Government securities | $101,530,000 | 1,012 |
| U.S. Treasury securities | $100,056,000 | 61 |
| U.S. Government agency obligations | $1,474,000 | 5,975 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $1,574,000 | 1,605 |
| Privately issued residential mortgage-backed securities | $1,574,000 | 379 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $14,975,000 | 116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $3,048,000 | 4,339 |
| Certificates of participation in pools of residential mortgages | $3,048,000 | 3,943 |
| Issued or guaranteed by U.S. | $1,474,000 | 4,405 |
| Privately issued | $1,574,000 | 30 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $103,104,000 | 254 |
| Available-for-sale securities (fair market value) | $14,975,000 | 4,533 |
| Total debt securities | $103,104,000 | 1,419 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $117,948,000 | 1,270 |
| U.S. Government securities | $101,580,000 | 1,000 |
| U.S. Treasury securities | $100,062,000 | 61 |
| U.S. Government agency obligations | $1,518,000 | 6,011 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $1,615,000 | 1,630 |
| Privately issued residential mortgage-backed securities | $1,615,000 | 399 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $14,753,000 | 113 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $3,133,000 | 4,334 |
| Certificates of participation in pools of residential mortgages | $3,133,000 | 3,939 |
| Issued or guaranteed by U.S. | $1,518,000 | 4,401 |
| Privately issued | $1,615,000 | 31 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $103,195,000 | 248 |
| Available-for-sale securities (fair market value) | $14,753,000 | 4,566 |
| Total debt securities | $103,195,000 | 1,420 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $91,000 | 127 |
| 2013-09-30 | Rank | |
| Total securities | $113,433,000 | 1,326 |
| U.S. Government securities | $101,760,000 | 1,006 |
| U.S. Treasury securities | $100,069,000 | 56 |
| U.S. Government agency obligations | $1,691,000 | 6,058 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $1,688,000 | 1,663 |
| Privately issued residential mortgage-backed securities | $1,688,000 | 419 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $9,985,000 | 166 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $3,379,000 | 4,337 |
| Certificates of participation in pools of residential mortgages | $3,379,000 | 3,890 |
| Issued or guaranteed by U.S. | $1,691,000 | 4,390 |
| Privately issued | $1,688,000 | 34 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $103,448,000 | 241 |
| Available-for-sale securities (fair market value) | $9,985,000 | 5,106 |
| Total debt securities | $103,448,000 | 1,427 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $186,000 | 123 |
| 2013-06-30 | Rank | |
| Total securities | $106,661,000 | 1,402 |
| U.S. Government securities | $101,881,000 | 1,008 |
| U.S. Treasury securities | $100,027,000 | 53 |
| U.S. Government agency obligations | $1,854,000 | 6,012 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $1,770,000 | 1,674 |
| Privately issued residential mortgage-backed securities | $1,770,000 | 426 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $3,010,000 | 360 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $3,624,000 | 4,296 |
| Certificates of participation in pools of residential mortgages | $3,624,000 | 3,818 |
| Issued or guaranteed by U.S. | $1,854,000 | 4,307 |
| Privately issued | $1,770,000 | 34 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $103,651,000 | 223 |
| Available-for-sale securities (fair market value) | $3,010,000 | 5,939 |
| Total debt securities | $103,651,000 | 1,425 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $279,000 | 110 |
| 2013-03-31 | Rank | |
| Total securities | $157,078,000 | 992 |
| U.S. Government securities | $152,119,000 | 696 |
| U.S. Treasury securities | $149,998,000 | 42 |
| U.S. Government agency obligations | $2,121,000 | 5,993 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $1,848,000 | 1,663 |
| Privately issued residential mortgage-backed securities | $1,848,000 | 447 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $3,111,000 | 369 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,009,000 | 1,136 |
| Mortgage-backed securities | $3,969,000 | 4,280 |
| Certificates of participation in pools of residential mortgages | $3,969,000 | 3,784 |
| Issued or guaranteed by U.S. | $2,121,000 | 4,254 |
| Privately issued | $1,848,000 | 32 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $153,967,000 | 152 |
| Available-for-sale securities (fair market value) | $3,111,000 | 5,968 |
| Total debt securities | $153,967,000 | 996 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $377,000 | 106 |
| 2012-12-31 | Rank | |
| Total securities | $267,499,000 | 563 |
| U.S. Government securities | $262,424,000 | 426 |
| U.S. Treasury securities | $259,969,000 | 35 |
| U.S. Government agency obligations | $2,455,000 | 5,966 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $1,942,000 | 1,608 |
| Privately issued residential mortgage-backed securities | $1,942,000 | 455 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $3,133,000 | 354 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,002,000 | 618 |
| Mortgage-backed securities | $4,397,000 | 4,216 |
| Certificates of participation in pools of residential mortgages | $4,397,000 | 3,668 |
| Issued or guaranteed by U.S. | $2,455,000 | 4,175 |
| Privately issued | $1,942,000 | 29 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $264,366,000 | 93 |
| Available-for-sale securities (fair market value) | $3,133,000 | 6,015 |
| Total debt securities | $264,366,000 | 562 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $485,000 | 102 |
| 2012-09-30 | Rank | |
| Total securities | $267,758,000 | 572 |
| U.S. Government securities | $262,564,000 | 435 |
| U.S. Treasury securities | $259,914,000 | 33 |
| U.S. Government agency obligations | $2,650,000 | 6,041 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $2,024,000 | 1,611 |
| Privately issued residential mortgage-backed securities | $2,024,000 | 492 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $3,170,000 | 353 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,989,000 | 629 |
| Mortgage-backed securities | $4,674,000 | 4,280 |
| Certificates of participation in pools of residential mortgages | $4,674,000 | 3,764 |
| Issued or guaranteed by U.S. | $2,650,000 | 4,257 |
| Privately issued | $2,024,000 | 31 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $264,588,000 | 94 |
| Available-for-sale securities (fair market value) | $3,170,000 | 6,091 |
| Total debt securities | $264,588,000 | 575 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $591,000 | 97 |
| 2012-06-30 | Rank | |
| Total securities | $267,892,000 | 583 |
| U.S. Government securities | $262,693,000 | 431 |
| U.S. Treasury securities | $259,859,000 | 34 |
| U.S. Government agency obligations | $2,834,000 | 6,116 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $2,055,000 | 1,606 |
| Privately issued residential mortgage-backed securities | $2,055,000 | 514 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $3,144,000 | 346 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,975,000 | 636 |
| Mortgage-backed securities | $4,889,000 | 4,275 |
| Certificates of participation in pools of residential mortgages | $4,889,000 | 3,730 |
| Issued or guaranteed by U.S. | $2,834,000 | 4,238 |
| Privately issued | $2,055,000 | 28 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $264,748,000 | 94 |
| Available-for-sale securities (fair market value) | $3,144,000 | 6,144 |
| Total debt securities | $264,748,000 | 578 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $671,000 | 96 |
| 2012-03-31 | Rank | |
| Total securities | $267,917,000 | 598 |
| U.S. Government securities | $262,735,000 | 441 |
| U.S. Treasury securities | $259,805,000 | 35 |
| U.S. Government agency obligations | $2,930,000 | 6,169 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $2,077,000 | 1,576 |
| Privately issued residential mortgage-backed securities | $2,077,000 | 536 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $3,105,000 | 335 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,962,000 | 639 |
| Mortgage-backed securities | $5,007,000 | 4,274 |
| Certificates of participation in pools of residential mortgages | $5,007,000 | 3,700 |
| Issued or guaranteed by U.S. | $2,930,000 | 4,225 |
| Privately issued | $2,077,000 | 31 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $264,812,000 | 89 |
| Available-for-sale securities (fair market value) | $3,105,000 | 6,205 |
| Total debt securities | $264,812,000 | 598 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $779,000 | 92 |
| 2011-12-31 | Rank | |
| Total securities | $267,981,000 | 567 |
| U.S. Government securities | $262,705,000 | 414 |
| U.S. Treasury securities | $259,750,000 | 32 |
| U.S. Government agency obligations | $2,955,000 | 6,197 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $2,165,000 | 1,533 |
| Privately issued residential mortgage-backed securities | $2,165,000 | 591 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $3,111,000 | 320 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,949,000 | 589 |
| Mortgage-backed securities | $5,120,000 | 4,197 |
| Certificates of participation in pools of residential mortgages | $5,120,000 | 3,575 |
| Issued or guaranteed by U.S. | $2,955,000 | 4,139 |
| Privately issued | $2,165,000 | 46 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $264,870,000 | 87 |
| Available-for-sale securities (fair market value) | $3,111,000 | 6,209 |
| Total debt securities | $264,870,000 | 563 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $856,000 | 77 |
| 2011-09-30 | Rank | |
| Total securities | $298,057,000 | 496 |
| U.S. Government securities | $292,730,000 | 361 |
| U.S. Treasury securities | $289,691,000 | 33 |
| U.S. Government agency obligations | $3,039,000 | 6,213 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $2,200,000 | 1,525 |
| Privately issued residential mortgage-backed securities | $2,200,000 | 619 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $3,127,000 | 328 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $129,932,000 | 464 |
| Mortgage-backed securities | $5,239,000 | 4,148 |
| Certificates of participation in pools of residential mortgages | $5,239,000 | 3,510 |
| Issued or guaranteed by U.S. | $3,039,000 | 4,049 |
| Privately issued | $2,200,000 | 60 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $294,930,000 | 83 |
| Available-for-sale securities (fair market value) | $3,127,000 | 6,270 |
| Total debt securities | $294,930,000 | 492 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $1,022,000 | 76 |
| 2011-06-30 | Rank | |
| Total securities | $328,138,000 | 441 |
| U.S. Government securities | $322,837,000 | 339 |
| U.S. Treasury securities | $319,630,000 | 33 |
| U.S. Government agency obligations | $3,207,000 | 6,281 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $2,252,000 | 1,462 |
| Privately issued residential mortgage-backed securities | $2,252,000 | 633 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $3,049,000 | 343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $159,912,000 | 386 |
| Mortgage-backed securities | $5,459,000 | 4,058 |
| Certificates of participation in pools of residential mortgages | $5,459,000 | 3,420 |
| Issued or guaranteed by U.S. | $3,207,000 | 3,970 |
| Privately issued | $2,252,000 | 59 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $325,089,000 | 78 |
| Available-for-sale securities (fair market value) | $3,049,000 | 6,358 |
| Total debt securities | $325,089,000 | 441 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $1,050,000 | 74 |
| 2011-03-31 | Rank | |
| Total securities | $328,199,000 | 435 |
| U.S. Government securities | $322,919,000 | 331 |
| U.S. Treasury securities | $319,570,000 | 31 |
| U.S. Government agency obligations | $3,349,000 | 6,277 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $2,273,000 | 1,498 |
| Privately issued residential mortgage-backed securities | $2,273,000 | 660 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $3,007,000 | 343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $159,893,000 | 387 |
| Mortgage-backed securities | $5,622,000 | 3,948 |
| Certificates of participation in pools of residential mortgages | $5,622,000 | 3,313 |
| Issued or guaranteed by U.S. | $3,349,000 | 3,864 |
| Privately issued | $2,273,000 | 60 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $325,192,000 | 76 |
| Available-for-sale securities (fair market value) | $3,007,000 | 6,403 |
| Total debt securities | $325,192,000 | 434 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $987,000 | 72 |
| 2010-12-31 | Rank | |
| Total securities | $268,585,000 | 523 |
| U.S. Government securities | $263,278,000 | 386 |
| U.S. Treasury securities | $259,742,000 | 35 |
| U.S. Government agency obligations | $3,536,000 | 6,145 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $2,289,000 | 1,594 |
| Privately issued residential mortgage-backed securities | $2,289,000 | 689 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $3,018,000 | 345 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $159,874,000 | 370 |
| Mortgage-backed securities | $5,825,000 | 3,851 |
| Certificates of participation in pools of residential mortgages | $5,825,000 | 3,167 |
| Issued or guaranteed by U.S. | $3,536,000 | 3,720 |
| Privately issued | $2,289,000 | 64 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $265,567,000 | 85 |
| Available-for-sale securities (fair market value) | $3,018,000 | 6,385 |
| Total debt securities | $265,567,000 | 523 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $1,149,000 | 72 |
| 2010-09-30 | Rank | |
| Total securities | $293,804,000 | 453 |
| U.S. Government securities | $288,524,000 | 336 |
| U.S. Treasury securities | $259,709,000 | 36 |
| U.S. Government agency obligations | $28,815,000 | 2,625 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $2,192,000 | 1,651 |
| Privately issued residential mortgage-backed securities | $2,192,000 | 766 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $3,088,000 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $161,355,000 | 368 |
| Mortgage-backed securities | $5,987,000 | 3,806 |
| Certificates of participation in pools of residential mortgages | $5,987,000 | 3,078 |
| Issued or guaranteed by U.S. | $3,795,000 | 3,646 |
| Privately issued | $2,192,000 | 64 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| 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) | $290,716,000 | 72 |
| Available-for-sale securities (fair market value) | $3,088,000 | 6,395 |
| Total debt securities | $290,716,000 | 448 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $1,415,000 | 69 |
| 2010-06-30 | Rank | |
| Total securities | $243,876,000 | 547 |
| U.S. Government securities | $238,599,000 | 397 |
| U.S. Treasury securities | $209,684,000 | 37 |
| U.S. Government agency obligations | $28,915,000 | 2,666 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $2,211,000 | 1,644 |
| Privately issued residential mortgage-backed securities | $2,211,000 | 804 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $3,066,000 | 373 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $161,338,000 | 378 |
| Mortgage-backed securities | $6,066,000 | 3,793 |
| Certificates of participation in pools of residential mortgages | $6,066,000 | 3,108 |
| Issued or guaranteed by U.S. | $3,855,000 | 3,657 |
| Privately issued | $2,211,000 | 67 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| 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) | $240,810,000 | 93 |
| Available-for-sale securities (fair market value) | $3,066,000 | 6,486 |
| Total debt securities | $240,810,000 | 546 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $1,239,000 | 68 |
| 2010-03-31 | Rank | |
| Total securities | $143,899,000 | 921 |
| U.S. Government securities | $138,722,000 | 694 |
| U.S. Treasury securities | $109,578,000 | 59 |
| U.S. Government agency obligations | $29,144,000 | 2,692 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $2,165,000 | 1,704 |
| Privately issued residential mortgage-backed securities | $2,165,000 | 835 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $3,012,000 | 378 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,506,000 | 5,620 |
| Mortgage-backed securities | $6,210,000 | 3,853 |
| Certificates of participation in pools of residential mortgages | $6,210,000 | 3,184 |
| Issued or guaranteed by U.S. | $4,045,000 | 3,713 |
| Privately issued | $2,165,000 | 70 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| 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) | $140,887,000 | 134 |
| Available-for-sale securities (fair market value) | $3,012,000 | 6,557 |
| Total debt securities | $140,887,000 | 925 |
| 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 | $1,009,000 | 76 |
| 2009-12-31 | Rank | |
| Total securities | $94,654,000 | 1,369 |
| U.S. Government securities | $89,626,000 | 1,011 |
| U.S. Treasury securities | $59,952,000 | 82 |
| U.S. Government agency obligations | $29,674,000 | 2,631 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $2,041,000 | 1,806 |
| Privately issued residential mortgage-backed securities | $2,041,000 | 883 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $2,987,000 | 406 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,508,000 | 5,671 |
| Mortgage-backed securities | $6,577,000 | 3,832 |
| Certificates of participation in pools of residential mortgages | $6,577,000 | 3,162 |
| Issued or guaranteed by U.S. | $4,536,000 | 3,654 |
| Privately issued | $2,041,000 | 70 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| 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) | $91,667,000 | 209 |
| Available-for-sale securities (fair market value) | $2,987,000 | 6,584 |
| Total debt securities | $91,667,000 | 1,387 |
| 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 | $1,048,000 | 74 |
| 2009-09-30 | Rank | |
| Total securities | $64,909,000 | 1,909 |
| U.S. Government securities | $59,936,000 | 1,465 |
| U.S. Treasury securities | $30,000,000 | 122 |
| U.S. Government agency obligations | $29,936,000 | 2,618 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $1,944,000 | 1,951 |
| Privately issued residential mortgage-backed securities | $1,944,000 | 957 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $3,029,000 | 438 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,511,000 | 5,686 |
| Mortgage-backed securities | $6,702,000 | 3,864 |
| Certificates of participation in pools of residential mortgages | $6,702,000 | 3,217 |
| Issued or guaranteed by U.S. | $4,758,000 | 3,700 |
| Privately issued | $1,944,000 | 81 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| 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) | $61,880,000 | 300 |
| Available-for-sale securities (fair market value) | $3,029,000 | 6,637 |
| Total debt securities | $61,880,000 | 1,975 |
| 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 | $1,206,000 | 72 |
| 2009-06-30 | Rank | |
| Total securities | $35,354,000 | 3,075 |
| U.S. Government securities | $30,366,000 | 2,599 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $30,366,000 | 2,535 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $2,004,000 | 1,945 |
| Privately issued residential mortgage-backed securities | $2,004,000 | 972 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $2,984,000 | 488 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,513,000 | 5,705 |
| Mortgage-backed securities | $7,152,000 | 3,826 |
| Certificates of participation in pools of residential mortgages | $7,152,000 | 3,181 |
| Issued or guaranteed by U.S. | $5,148,000 | 3,625 |
| Privately issued | $2,004,000 | 86 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| 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) | $32,370,000 | 530 |
| Available-for-sale securities (fair market value) | $2,984,000 | 6,673 |
| Total debt securities | $32,370,000 | 3,237 |
| 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 | $1,060,000 | 67 |
| 2009-03-31 | Rank | |
| Total securities | $108,996,000 | 1,142 |
| U.S. Government securities | $30,604,000 | 2,629 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $30,604,000 | 2,572 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $75,399,000 | 238 |
| Privately issued residential mortgage-backed securities | $1,829,000 | 1,028 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $73,570,000 | 49 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $2,993,000 | 491 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,515,000 | 5,751 |
| Mortgage-backed securities | $7,175,000 | 3,885 |
| Certificates of participation in pools of residential mortgages | $7,175,000 | 3,246 |
| Issued or guaranteed by U.S. | $5,346,000 | 3,652 |
| Privately issued | $1,829,000 | 96 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| 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) | $32,433,000 | 539 |
| Available-for-sale securities (fair market value) | $76,563,000 | 1,414 |
| Total debt securities | $106,003,000 | 1,151 |
| 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 | $117,026,000 | 1,050 |
| U.S. Government securities | $30,798,000 | 2,613 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $30,798,000 | 2,564 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $83,266,000 | 217 |
| Privately issued residential mortgage-backed securities | $1,717,000 | 1,020 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $81,549,000 | 48 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $2,962,000 | 458 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,518,000 | 5,810 |
| Mortgage-backed securities | $7,218,000 | 3,827 |
| Certificates of participation in pools of residential mortgages | $7,218,000 | 3,203 |
| Issued or guaranteed by U.S. | $5,501,000 | 3,574 |
| Privately issued | $1,717,000 | 97 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| 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) | $32,515,000 | 517 |
| Available-for-sale securities (fair market value) | $84,511,000 | 1,240 |
| Total debt securities | $114,064,000 | 1,054 |
| 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 | $119,820,000 | 994 |
| U.S. Government securities | $30,974,000 | 2,528 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $30,974,000 | 2,470 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $85,921,000 | 224 |
| Privately issued residential mortgage-backed securities | $1,527,000 | 1,042 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $84,394,000 | 46 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $2,925,000 | 477 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,520,000 | 5,846 |
| Mortgage-backed securities | $7,164,000 | 3,719 |
| Certificates of participation in pools of residential mortgages | $7,164,000 | 3,109 |
| Issued or guaranteed by U.S. | $5,637,000 | 3,453 |
| Privately issued | $1,527,000 | 104 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| 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) | $32,501,000 | 514 |
| Available-for-sale securities (fair market value) | $87,319,000 | 1,177 |
| Total debt securities | $116,895,000 | 1,006 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $2,000 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $200,104,000 | 612 |
| U.S. Government securities | $31,371,000 | 2,539 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $31,371,000 | 2,491 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $165,813,000 | 150 |
| Privately issued residential mortgage-backed securities | $1,466,000 | 1,033 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $164,347,000 | 36 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $2,920,000 | 642 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,523,000 | 5,845 |
| Mortgage-backed securities | $7,460,000 | 3,663 |
| Certificates of participation in pools of residential mortgages | $7,460,000 | 3,048 |
| Issued or guaranteed by U.S. | $5,994,000 | 3,345 |
| Privately issued | $1,466,000 | 111 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| 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) | $32,837,000 | 499 |
| Available-for-sale securities (fair market value) | $167,267,000 | 606 |
| Total debt securities | $197,184,000 | 601 |
| 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 | $198,486,000 | 619 |
| U.S. Government securities | $31,926,000 | 2,493 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $31,926,000 | 2,439 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $163,576,000 | 153 |
| Privately issued residential mortgage-backed securities | $1,414,000 | 1,023 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $162,162,000 | 39 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $2,984,000 | 678 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,525,000 | 5,838 |
| Mortgage-backed securities | $7,923,000 | 3,492 |
| Certificates of participation in pools of residential mortgages | $7,923,000 | 2,878 |
| Issued or guaranteed by U.S. | $6,509,000 | 3,135 |
| Privately issued | $1,414,000 | 113 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| 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) | $33,340,000 | 481 |
| Available-for-sale securities (fair market value) | $165,146,000 | 621 |
| Total debt securities | $195,502,000 | 609 |
| 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 | $299,395,000 | 423 |
| U.S. Government securities | $32,301,000 | 2,514 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $32,301,000 | 2,457 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $264,129,000 | 114 |
| Privately issued residential mortgage-backed securities | $1,216,000 | 966 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $262,913,000 | 31 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $2,965,000 | 631 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,527,000 | 5,891 |
| Mortgage-backed securities | $8,060,000 | 3,214 |
| Certificates of participation in pools of residential mortgages | $8,060,000 | 2,573 |
| Issued or guaranteed by U.S. | $6,844,000 | 2,780 |
| Privately issued | $1,216,000 | 109 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| 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) | $33,517,000 | 511 |
| Available-for-sale securities (fair market value) | $265,878,000 | 405 |
| Total debt securities | $296,430,000 | 411 |
| 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 | $364,063,000 | 367 |
| U.S. Government securities | $57,764,000 | 1,483 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $57,764,000 | 1,451 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $303,382,000 | 108 |
| Privately issued residential mortgage-backed securities | $1,117,000 | 951 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $302,265,000 | 28 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $2,917,000 | 616 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,530,000 | 5,912 |
| Mortgage-backed securities | $8,377,000 | 3,001 |
| Certificates of participation in pools of residential mortgages | $8,377,000 | 2,362 |
| Issued or guaranteed by U.S. | $7,260,000 | 2,538 |
| Privately issued | $1,117,000 | 110 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| 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) | $58,881,000 | 314 |
| Available-for-sale securities (fair market value) | $305,182,000 | 357 |
| Total debt securities | $361,146,000 | 354 |
| 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 | $414,113,000 | 323 |
| U.S. Government securities | $58,263,000 | 1,460 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $58,263,000 | 1,434 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $352,967,000 | 95 |
| Privately issued residential mortgage-backed securities | $1,141,000 | 904 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $351,826,000 | 20 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $2,883,000 | 626 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,532,000 | 5,968 |
| Mortgage-backed securities | $8,808,000 | 2,869 |
| Certificates of participation in pools of residential mortgages | $8,808,000 | 2,234 |
| Issued or guaranteed by U.S. | $7,667,000 | 2,406 |
| Privately issued | $1,141,000 | 116 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| 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) | $59,404,000 | 318 |
| Available-for-sale securities (fair market value) | $354,709,000 | 324 |
| Total debt securities | $411,230,000 | 321 |
| 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 | $464,503,000 | 293 |
| U.S. Government securities | $108,781,000 | 772 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $108,781,000 | 748 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $352,785,000 | 93 |
| Privately issued residential mortgage-backed securities | $935,000 | 922 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $351,850,000 | 22 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $2,937,000 | 628 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,535,000 | 5,976 |
| Mortgage-backed securities | $8,989,000 | 2,808 |
| Certificates of participation in pools of residential mortgages | $8,989,000 | 2,212 |
| Issued or guaranteed by U.S. | $8,054,000 | 2,338 |
| Privately issued | $935,000 | 128 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| 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) | $109,716,000 | 186 |
| Available-for-sale securities (fair market value) | $354,787,000 | 317 |
| Total debt securities | $461,566,000 | 283 |
| 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 | $515,102,000 | 270 |
| U.S. Government securities | $159,430,000 | 569 |
| U.S. Treasury securities | $49,992,000 | 82 |
| U.S. Government agency obligations | $109,438,000 | 773 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $352,744,000 | 91 |
| Privately issued residential mortgage-backed securities | $782,000 | 944 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $351,962,000 | 23 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $2,928,000 | 653 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,528,000 | 979 |
| Mortgage-backed securities | $9,148,000 | 2,766 |
| Certificates of participation in pools of residential mortgages | $9,148,000 | 2,199 |
| Issued or guaranteed by U.S. | $8,366,000 | 2,300 |
| Privately issued | $782,000 | 123 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| 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) | $160,212,000 | 134 |
| Available-for-sale securities (fair market value) | $354,890,000 | 315 |
| Total debt securities | $512,174,000 | 263 |
| 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 | $515,754,000 | 266 |
| U.S. Government securities | $160,329,000 | 584 |
| U.S. Treasury securities | $49,965,000 | 83 |
| U.S. Government agency obligations | $110,364,000 | 791 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $352,494,000 | 101 |
| Privately issued residential mortgage-backed securities | $745,000 | 934 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $351,749,000 | 24 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $2,931,000 | 648 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,505,000 | 975 |
| Mortgage-backed securities | $9,683,000 | 2,679 |
| Certificates of participation in pools of residential mortgages | $9,683,000 | 2,142 |
| Issued or guaranteed by U.S. | $8,938,000 | 2,232 |
| Privately issued | $745,000 | 135 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| 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) | $161,074,000 | 136 |
| Available-for-sale securities (fair market value) | $354,680,000 | 322 |
| Total debt securities | $512,823,000 | 264 |
| 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 | $516,414,000 | 275 |
| U.S. Government securities | $161,251,000 | 586 |
| U.S. Treasury securities | $49,939,000 | 90 |
| U.S. Government agency obligations | $111,312,000 | 787 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $352,302,000 | 96 |
| Privately issued residential mortgage-backed securities | $537,000 | 957 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $351,765,000 | 24 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $2,861,000 | 654 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,481,000 | 972 |
| Mortgage-backed securities | $10,070,000 | 2,620 |
| Certificates of participation in pools of residential mortgages | $10,070,000 | 2,101 |
| Issued or guaranteed by U.S. | $9,533,000 | 2,156 |
| Privately issued | $537,000 | 135 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| 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) | $161,788,000 | 139 |
| Available-for-sale securities (fair market value) | $354,626,000 | 323 |
| Total debt securities | $513,553,000 | 268 |
| 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 | $667,225,000 | 237 |
| U.S. Government securities | $312,011,000 | 333 |
| U.S. Treasury securities | $199,826,000 | 37 |
| U.S. Government agency obligations | $112,185,000 | 788 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $352,317,000 | 97 |
| Privately issued residential mortgage-backed securities | $546,000 | 947 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $351,771,000 | 21 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $2,897,000 | 679 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $201,370,000 | 307 |
| Mortgage-backed securities | $546,000 | 5,708 |
| Certificates of participation in pools of residential mortgages | $546,000 | 5,286 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $546,000 | 132 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| 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) | $312,557,000 | 84 |
| Available-for-sale securities (fair market value) | $354,668,000 | 330 |
| Total debt securities | $664,328,000 | 234 |
| 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 | $720,226,000 | 231 |
| U.S. Government securities | $412,801,000 | 268 |
| U.S. Treasury securities | $299,508,000 | 27 |
| U.S. Government agency obligations | $113,293,000 | 793 |
| Securities issued by states & political subdivisions | $3,500,000 | 3,624 |
| Other domestic debt securities | $300,989,000 | 105 |
| Privately issued residential mortgage-backed securities | $364,000 | 989 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $300,625,000 | 23 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $2,936,000 | 679 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,546,000 | 6,086 |
| Mortgage-backed securities | $364,000 | 5,972 |
| Certificates of participation in pools of residential mortgages | $364,000 | 5,552 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $364,000 | 145 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| 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) | $416,665,000 | 64 |
| Available-for-sale securities (fair market value) | $303,561,000 | 389 |
| Total debt securities | $717,290,000 | 226 |
| 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 | $720,176,000 | 226 |
| U.S. Government securities | $413,989,000 | 262 |
| U.S. Treasury securities | $299,052,000 | 25 |
| U.S. Government agency obligations | $114,937,000 | 766 |
| Securities issued by states & political subdivisions | $3,500,000 | 3,613 |
| Other domestic debt securities | $300,719,000 | 105 |
| Privately issued residential mortgage-backed securities | $375,000 | 976 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $300,344,000 | 23 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,968,000 | 861 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,549,000 | 6,102 |
| Mortgage-backed securities | $375,000 | 6,004 |
| Certificates of participation in pools of residential mortgages | $375,000 | 5,585 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $375,000 | 146 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| 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) | $417,864,000 | 65 |
| Available-for-sale securities (fair market value) | $302,312,000 | 383 |
| Total debt securities | $718,208,000 | 223 |
| 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 | $625,944,000 | 250 |
| U.S. Government securities | $416,411,000 | 265 |
| U.S. Treasury securities | $298,596,000 | 26 |
| U.S. Government agency obligations | $117,815,000 | 748 |
| Securities issued by states & political subdivisions | $6,800,000 | 2,531 |
| Other domestic debt securities | $200,727,000 | 148 |
| Privately issued residential mortgage-backed securities | $384,000 | 957 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $200,343,000 | 38 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $2,006,000 | 856 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,551,000 | 6,094 |
| Mortgage-backed securities | $384,000 | 6,051 |
| Certificates of participation in pools of residential mortgages | $384,000 | 5,630 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $384,000 | 150 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| 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) | $423,595,000 | 66 |
| Available-for-sale securities (fair market value) | $202,349,000 | 531 |
| Total debt securities | $623,938,000 | 247 |
| 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 | $627,793,000 | 249 |
| U.S. Government securities | $418,478,000 | 266 |
| U.S. Treasury securities | $298,144,000 | 28 |
| U.S. Government agency obligations | $120,334,000 | 746 |
| Securities issued by states & political subdivisions | $6,800,000 | 2,537 |
| Other domestic debt securities | $200,550,000 | 143 |
| Privately issued residential mortgage-backed securities | $394,000 | 937 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $200,156,000 | 37 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $1,965,000 | 906 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,554,000 | 6,128 |
| Mortgage-backed securities | $394,000 | 6,113 |
| Certificates of participation in pools of residential mortgages | $394,000 | 5,690 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $394,000 | 135 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| 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) | $425,672,000 | 68 |
| Available-for-sale securities (fair market value) | $202,121,000 | 537 |
| Total debt securities | $625,828,000 | 242 |
| 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 | $733,809,000 | 227 |
| U.S. Government securities | $521,801,000 | 230 |
| U.S. Treasury securities | $398,819,000 | 21 |
| U.S. Government agency obligations | $122,982,000 | 747 |
| Securities issued by states & political subdivisions | $10,000,000 | 1,943 |
| Other domestic debt securities | $200,018,000 | 143 |
| Privately issued residential mortgage-backed securities | $78,000 | 1,086 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $199,940,000 | 38 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $1,990,000 | 927 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,556,000 | 6,120 |
| Mortgage-backed securities | $78,000 | 6,651 |
| Certificates of participation in pools of residential mortgages | $78,000 | 6,306 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $78,000 | 170 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| 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) | $531,879,000 | 55 |
| Available-for-sale securities (fair market value) | $201,930,000 | 548 |
| Total debt securities | $731,819,000 | 226 |
| 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 | $797,139,000 | 221 |
| U.S. Government securities | $524,301,000 | 230 |
| U.S. Treasury securities | $398,689,000 | 22 |
| U.S. Government agency obligations | $125,612,000 | 740 |
| Securities issued by states & political subdivisions | $10,000,000 | 1,937 |
| Other domestic debt securities | $260,842,000 | 117 |
| Privately issued residential mortgage-backed securities | $79,000 | 1,033 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $61,173,000 | 53 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $199,590,000 | 43 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $1,996,000 | 943 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,558,000 | 6,150 |
| Mortgage-backed securities | $79,000 | 6,695 |
| Certificates of participation in pools of residential mortgages | $79,000 | 6,342 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $79,000 | 176 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| 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) | $534,380,000 | 52 |
| Available-for-sale securities (fair market value) | $262,759,000 | 444 |
| Total debt securities | $795,143,000 | 218 |
| 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 | $830,971,000 | 211 |
| U.S. Government securities | $553,456,000 | 225 |
| U.S. Treasury securities | $398,560,000 | 25 |
| U.S. Government agency obligations | $154,896,000 | 633 |
| Securities issued by states & political subdivisions | $13,100,000 | 1,484 |
| Other domestic debt securities | $262,456,000 | 119 |
| Privately issued residential mortgage-backed securities | $80,000 | 1,029 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $62,876,000 | 52 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $199,500,000 | 41 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $1,959,000 | 987 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,500,000 | 6,225 |
| Mortgage-backed securities | $80,000 | 6,766 |
| Certificates of participation in pools of residential mortgages | $80,000 | 6,407 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $80,000 | 175 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| 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) | $566,636,000 | 50 |
| Available-for-sale securities (fair market value) | $264,335,000 | 452 |
| Total debt securities | $829,012,000 | 208 |
| 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 | $488,353,000 | 324 |
| U.S. Government securities | $310,563,000 | 360 |
| U.S. Treasury securities | $150,484,000 | 46 |
| U.S. Government agency obligations | $160,079,000 | 633 |
| Securities issued by states & political subdivisions | $13,100,000 | 1,513 |
| Other domestic debt securities | $162,673,000 | 157 |
| Privately issued residential mortgage-backed securities | $91,000 | 1,087 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $62,672,000 | 54 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $99,910,000 | 89 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $2,017,000 | 1,032 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,500,000 | 6,211 |
| Mortgage-backed securities | $91,000 | 6,760 |
| Certificates of participation in pools of residential mortgages | $91,000 | 6,389 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $91,000 | 183 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| 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) | $323,754,000 | 79 |
| Available-for-sale securities (fair market value) | $164,599,000 | 691 |
| Total debt securities | $486,336,000 | 314 |
| 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 | $345,738,000 | 426 |
| U.S. Government securities | $164,444,000 | 653 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $164,444,000 | 631 |
| Securities issued by states & political subdivisions | $17,056,000 | 1,138 |
| Other domestic debt securities | $162,253,000 | 131 |
| Privately issued residential mortgage-backed securities | $98,000 | 943 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $62,435,000 | 52 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $99,720,000 | 101 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $1,985,000 | 1,039 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,500,000 | 6,167 |
| Mortgage-backed securities | $98,000 | 6,784 |
| Certificates of participation in pools of residential mortgages | $98,000 | 6,425 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $98,000 | 197 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| 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) | $181,598,000 | 129 |
| Available-for-sale securities (fair market value) | $164,140,000 | 711 |
| Total debt securities | $343,753,000 | 414 |
| 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 | $435,726,000 | 349 |
| U.S. Government securities | $254,167,000 | 450 |
| U.S. Treasury securities | $1,499,000 | 1,301 |
| U.S. Government agency obligations | $252,668,000 | 437 |
| Securities issued by states & political subdivisions | $16,100,000 | 1,213 |
| Other domestic debt securities | $161,927,000 | 130 |
| Privately issued residential mortgage-backed securities | $100,000 | 1,018 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $61,827,000 | 54 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000,000 | 99 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $3,532,000 | 822 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,075,000 | 2,711 |
| Mortgage-backed securities | $56,023,000 | 977 |
| Certificates of participation in pools of residential mortgages | $488,000 | 5,817 |
| Issued or guaranteed by U.S. | $388,000 | 5,925 |
| Privately issued | $100,000 | 203 |
| Collaterized mortgage obligations | $55,535,000 | 416 |
| CMOs issued by government agencies or sponsored agencies | $55,535,000 | 377 |
| 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) | $211,436,000 | 109 |
| Available-for-sale securities (fair market value) | $224,290,000 | 544 |
| Total debt securities | $432,194,000 | 343 |
| 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 | $372,785,000 | 385 |
| U.S. Government securities | $287,260,000 | 398 |
| U.S. Treasury securities | $1,495,000 | 1,326 |
| U.S. Government agency obligations | $285,765,000 | 382 |
| Securities issued by states & political subdivisions | $19,000,000 | 1,014 |
| Other domestic debt securities | $62,159,000 | 265 |
| Privately issued residential mortgage-backed securities | $332,000 | 905 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $61,827,000 | 48 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $4,366,000 | 762 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,771,000 | 1,657 |
| Mortgage-backed securities | $79,954,000 | 751 |
| Certificates of participation in pools of residential mortgages | $787,000 | 5,566 |
| Issued or guaranteed by U.S. | $455,000 | 5,883 |
| Privately issued | $332,000 | 168 |
| Collaterized mortgage obligations | $79,167,000 | 367 |
| CMOs issued by government agencies or sponsored agencies | $79,167,000 | 320 |
| 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) | $223,760,000 | 106 |
| Available-for-sale securities (fair market value) | $149,025,000 | 760 |
| Total debt securities | $368,419,000 | 381 |
| 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 | $387,446,000 | 375 |
| U.S. Government securities | $303,091,000 | 378 |
| U.S. Treasury securities | $1,500,000 | 1,344 |
| U.S. Government agency obligations | $301,591,000 | 362 |
| Securities issued by states & political subdivisions | $19,000,000 | 958 |
| Other domestic debt securities | $62,179,000 | 264 |
| Privately issued residential mortgage-backed securities | $352,000 | 925 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $61,827,000 | 50 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $3,176,000 | 879 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,144,000 | 1,628 |
| Mortgage-backed securities | $90,344,000 | 697 |
| Certificates of participation in pools of residential mortgages | $884,000 | 5,486 |
| Issued or guaranteed by U.S. | $532,000 | 5,793 |
| Privately issued | $352,000 | 166 |
| Collaterized mortgage obligations | $89,460,000 | 333 |
| CMOs issued by government agencies or sponsored agencies | $89,460,000 | 290 |
| 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) | $229,086,000 | 108 |
| Available-for-sale securities (fair market value) | $158,360,000 | 698 |
| Total debt securities | $384,270,000 | 370 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $2,000 | 167 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $308,657,000 | 442 |
| U.S. Government securities | $202,213,000 | 503 |
| U.S. Treasury securities | $1,899,000 | 1,309 |
| U.S. Government agency obligations | $200,314,000 | 486 |
| Securities issued by states & political subdivisions | $28,575,000 | 568 |
| Other domestic debt securities | $74,697,000 | 229 |
| Privately issued residential mortgage-backed securities | $613,000 | 829 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $66,106,000 | 52 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,978,000 | 847 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $3,172,000 | 881 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,276,000 | 1,682 |
| Mortgage-backed securities | $96,950,000 | 639 |
| Certificates of participation in pools of residential mortgages | $1,426,000 | 5,018 |
| Issued or guaranteed by U.S. | $813,000 | 5,506 |
| Privately issued | $613,000 | 136 |
| Collaterized mortgage obligations | $95,524,000 | 306 |
| CMOs issued by government agencies or sponsored agencies | $95,524,000 | 258 |
| 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) | $126,349,000 | 161 |
| Available-for-sale securities (fair market value) | $182,308,000 | 597 |
| Total debt securities | $305,485,000 | 429 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $441,000 | 141 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $1,992,000 | 8,863 |
| U.S. Government securities | $1,992,000 | 8,496 |
| U.S. Treasury securities | $1,992,000 | 1,471 |
| U.S. Government agency obligations | $0 | 9,193 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,992,000 | 5,982 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $1,992,000 | 7,934 |
| Total debt securities | $1,992,000 | 8,783 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $249,000 | 159 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $10,475,000 | 6,653 |
| U.S. Government securities | $9,811,000 | 5,914 |
| U.S. Treasury securities | $9,811,000 | 667 |
| U.S. Government agency obligations | $0 | 9,486 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $664,000 | 3,234 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,811,000 | 3,224 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $10,475,000 | 5,600 |
| Total debt securities | $9,811,000 | 6,713 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $9,797,000 | 7,138 |
| U.S. Government securities | $9,797,000 | 6,161 |
| U.S. Treasury securities | $9,797,000 | 909 |
| U.S. Government agency obligations | $0 | 9,793 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,797,000 | 3,196 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $9,797,000 | 5,923 |
| Total debt securities | $9,797,000 | 7,018 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $2,000 | 163 |
| Revaluation gains on off-balance sheet contracts | $2,000 | 50 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $11,506,000 | 6,658 |
| U.S. Government securities | $9,826,000 | 6,163 |
| U.S. Treasury securities | $9,826,000 | 1,320 |
| U.S. Government agency obligations | $0 | 9,927 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| 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 | $0 | 3,174 |
| Foreign debt securities | $1,678,000 | 91 |
| Equity securities | $2,000 | 8,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,826,000 | 2,840 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $11,506,000 | 5,389 |
| Total debt securities | $11,504,000 | 6,528 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $11,692,000 | 6,910 |
| U.S. Government securities | $9,769,000 | 6,560 |
| U.S. Treasury securities | $9,769,000 | 1,897 |
| U.S. Government agency obligations | $0 | 10,319 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $686,000 | 2,097 |
| Privately issued residential mortgage-backed securities | $686,000 | 712 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $1,237,000 | 100 |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,769,000 | 2,958 |
| Mortgage-backed securities | $686,000 | 6,708 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $686,000 | 3,752 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $686,000 | 548 |
| 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 | 7,375 |
| Available-for-sale securities (fair market value) | $11,692,000 | 5,260 |
| Total debt securities | $11,692,000 | 6,763 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $6,322,000 | 108 |
| Revaluation gains on off-balance sheet contracts | $6,322,000 | 37 |
| Revaluation losses on off-balance sheet contracts | $6,854,000 | 36 |
| 1996-12-31 | Rank | |
| Total securities | $10,831,000 | 7,644 |
| U.S. Government securities | $9,848,000 | 7,076 |
| U.S. Treasury securities | $9,848,000 | 2,285 |
| U.S. Government agency obligations | $0 | 10,810 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $856,000 | 2,218 |
| Privately issued residential mortgage-backed securities | $856,000 | 804 |
| 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 | $127,000 | 290 |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,848,000 | 2,971 |
| Mortgage-backed securities | $856,000 | 7,052 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $856,000 | 4,007 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $856,000 | 611 |
| 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) | $127,000 | 7,835 |
| Available-for-sale securities (fair market value) | $10,704,000 | 5,779 |
| Total debt securities | $10,831,000 | 7,516 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $2,284,000 | 149 |
| Revaluation gains on off-balance sheet contracts | $2,284,000 | 48 |
| Revaluation losses on off-balance sheet contracts | $2,259,000 | 50 |
| 1995-12-31 | Rank | |
| Total securities | $17,896,000 | 6,004 |
| U.S. Government securities | $10,088,000 | 7,272 |
| U.S. Treasury securities | $10,088,000 | 2,664 |
| U.S. Government agency obligations | $0 | 11,259 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $7,808,000 | 813 |
| Privately issued residential mortgage-backed securities | $7,808,000 | 327 |
| 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 | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,088,000 | 2,923 |
| Mortgage-backed securities | $7,808,000 | 3,585 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $7,808,000 | 1,629 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $7,808,000 | 217 |
| 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 | 8,463 |
| Available-for-sale securities (fair market value) | $17,896,000 | 4,330 |
| Total debt securities | $17,896,000 | 5,874 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $33,553,000 | 3,877 |
| U.S. Government securities | $10,027,000 | 7,729 |
| U.S. Treasury securities | $10,027,000 | 3,382 |
| U.S. Government agency obligations | $0 | 11,789 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $21,717,000 | 436 |
| 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 | $21,717,000 | 281 |
| Foreign debt securities | $1,809,000 | 141 |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,022,000 | 2,725 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 11,523 |
| Available-for-sale securities (fair market value) | $33,553,000 | 1,712 |
| Total debt securities | $33,553,000 | 3,808 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $118,853,000 | 1,164 |
| U.S. Government securities | $51,988,000 | 2,113 |
| U.S. Treasury securities | $51,988,000 | 731 |
| U.S. Government agency obligations | $0 | 12,230 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $51,850,000 | 277 |
| 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 | $51,850,000 | 161 |
| Foreign debt securities | $15,015,000 | 45 |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,000,000 | 2,757 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $118,853,000 | 1,135 |
| 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 | $149,130,000 | 909 |
| U.S. Government securities | $67,423,000 | 1,607 |
| U.S. Treasury securities | $62,395,000 | 600 |
| U.S. Government agency obligations | $5,028,000 | 7,963 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $65,663,000 | 256 |
| 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 | $65,663,000 | 137 |
| Foreign debt securities | $16,044,000 | 43 |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,000,000 | 4,514 |
| Mortgage-backed securities | $5,028,000 | 5,459 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $5,028,000 | 2,621 |
| CMOs issued by government agencies or sponsored agencies | $5,028,000 | 2,389 |
| 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 | $149,130,000 | 887 |
| 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 |