Home > Morton Community Bank > Securities
Morton Community Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $1,571,664,000 | 181 |
| U.S. Government securities | $1,231,231,000 | 161 |
| U.S. Treasury securities | $10,149,000 | 1,354 |
| U.S. Government agency obligations | $1,221,082,000 | 142 |
| Securities issued by states & political subdivisions | $304,304,000 | 125 |
| Other domestic debt securities | $36,129,000 | 507 |
| Privately issued residential mortgage-backed securities | $266,000 | 571 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $35,863,000 | 250 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,045,757,000 | 139 |
| Mortgage-backed securities | $1,115,704,000 | 136 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $431,569,000 | 173 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $395,962,000 | 108 |
| Privately issued | $266,000 | 421 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $136,820,000 | 92 |
| Other commercial mortgage-backed securities | $151,087,000 | 107 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $1,571,664,000 | 143 |
| Total debt securities | $1,571,666,000 | 176 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $1,587,253,000 | 180 |
| U.S. Government securities | $1,226,506,000 | 163 |
| U.S. Treasury securities | $39,653,000 | 584 |
| U.S. Government agency obligations | $1,186,853,000 | 142 |
| Securities issued by states & political subdivisions | $325,639,000 | 114 |
| Other domestic debt securities | $35,108,000 | 499 |
| Privately issued residential mortgage-backed securities | $301,000 | 546 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $34,807,000 | 256 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,027,123,000 | 141 |
| Mortgage-backed securities | $1,066,381,000 | 140 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $414,128,000 | 175 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $365,808,000 | 114 |
| Privately issued | $301,000 | 414 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $130,180,000 | 98 |
| Other commercial mortgage-backed securities | $155,964,000 | 103 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $1,587,253,000 | 138 |
| Total debt securities | $1,587,254,000 | 176 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $1,654,380,000 | 178 |
| U.S. Government securities | $1,283,504,000 | 157 |
| U.S. Treasury securities | $49,579,000 | 487 |
| U.S. Government agency obligations | $1,233,925,000 | 146 |
| Securities issued by states & political subdivisions | $333,760,000 | 116 |
| Other domestic debt securities | $37,116,000 | 475 |
| Privately issued residential mortgage-backed securities | $359,000 | 544 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $36,757,000 | 243 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,289,442,000 | 124 |
| Mortgage-backed securities | $1,107,792,000 | 135 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $440,656,000 | 171 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $388,000,000 | 110 |
| Privately issued | $359,000 | 404 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $121,435,000 | 97 |
| Other commercial mortgage-backed securities | $157,342,000 | 96 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $1,654,380,000 | 137 |
| Total debt securities | $1,654,380,000 | 174 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $1,717,541,000 | 179 |
| U.S. Government securities | $1,338,660,000 | 158 |
| U.S. Treasury securities | $49,641,000 | 517 |
| U.S. Government agency obligations | $1,289,019,000 | 138 |
| Securities issued by states & political subdivisions | $341,691,000 | 124 |
| Other domestic debt securities | $37,190,000 | 502 |
| Privately issued residential mortgage-backed securities | $422,000 | 561 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $36,768,000 | 255 |
| 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 | $825,143,000 | 161 |
| Mortgage-backed securities | $1,152,958,000 | 141 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $459,948,000 | 173 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $410,047,000 | 111 |
| Privately issued | $422,000 | 413 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $123,940,000 | 102 |
| Other commercial mortgage-backed securities | $158,601,000 | 100 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $1,717,541,000 | 139 |
| Total debt securities | $1,717,542,000 | 176 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $1,728,296,000 | 186 |
| U.S. Government securities | $1,341,050,000 | 165 |
| U.S. Treasury securities | $49,048,000 | 564 |
| U.S. Government agency obligations | $1,292,002,000 | 144 |
| Securities issued by states & political subdivisions | $349,701,000 | 127 |
| Other domestic debt securities | $37,545,000 | 518 |
| Privately issued residential mortgage-backed securities | $554,000 | 567 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $36,991,000 | 271 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $908,356,000 | 126 |
| Mortgage-backed securities | $1,152,060,000 | 146 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $461,114,000 | 178 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $407,525,000 | 113 |
| Privately issued | $554,000 | 406 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $124,799,000 | 102 |
| Other commercial mortgage-backed securities | $158,068,000 | 103 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $1,728,296,000 | 151 |
| Total debt securities | $1,728,297,000 | 183 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $1,771,898,000 | 183 |
| U.S. Government securities | $1,359,031,000 | 166 |
| U.S. Treasury securities | $67,133,000 | 445 |
| U.S. Government agency obligations | $1,291,898,000 | 146 |
| Securities issued by states & political subdivisions | $374,731,000 | 121 |
| Other domestic debt securities | $38,136,000 | 487 |
| Privately issued residential mortgage-backed securities | $630,000 | 549 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $37,506,000 | 262 |
| 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 | $887,749,000 | 122 |
| Mortgage-backed securities | $1,138,085,000 | 150 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $455,557,000 | 181 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $409,232,000 | 117 |
| Privately issued | $630,000 | 409 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $122,543,000 | 103 |
| Other commercial mortgage-backed securities | $150,123,000 | 117 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $1,771,898,000 | 149 |
| Total debt securities | $1,771,898,000 | 180 |
| Structured notes | ||
| Amortized cost | $9,250,000 | 228 |
| Fair value | $7,589,000 | 253 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $1,906,148,000 | 178 |
| U.S. Government securities | $1,474,017,000 | 163 |
| U.S. Treasury securities | $68,343,000 | 431 |
| U.S. Government agency obligations | $1,405,674,000 | 148 |
| Securities issued by states & political subdivisions | $391,236,000 | 117 |
| Other domestic debt securities | $40,895,000 | 445 |
| Privately issued residential mortgage-backed securities | $727,000 | 556 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $40,168,000 | 250 |
| 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 | $925,429,000 | 119 |
| Mortgage-backed securities | $1,241,875,000 | 147 |
| Certificates of participation in pools of residential mortgages | $489,471,000 | 177 |
| Issued or guaranteed by U.S. | $489,471,000 | 177 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $447,305,000 | 121 |
| CMOs issued by government agencies or sponsored agencies | $446,578,000 | 108 |
| Privately issued | $727,000 | 406 |
| Commercial mortgage-backed securities | $305,099,000 | 134 |
| Commercial mortgage pass-through securities | $147,778,000 | 99 |
| Other commercial mortgage-backed securities | $157,321,000 | 130 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $1,906,148,000 | 148 |
| Total debt securities | $1,906,148,000 | 176 |
| Structured notes | ||
| Amortized cost | $9,250,000 | 213 |
| Fair value | $7,924,000 | 234 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $1,883,550,000 | 180 |
| U.S. Government securities | $1,523,256,000 | 160 |
| U.S. Treasury securities | $69,652,000 | 368 |
| U.S. Government agency obligations | $1,453,604,000 | 143 |
| Securities issued by states & political subdivisions | $320,722,000 | 148 |
| Other domestic debt securities | $39,572,000 | 446 |
| Privately issued residential mortgage-backed securities | $816,000 | 521 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $38,756,000 | 257 |
| 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 | $729,512,000 | 144 |
| Mortgage-backed securities | $1,299,158,000 | 140 |
| Certificates of participation in pools of residential mortgages | $521,843,000 | 173 |
| Issued or guaranteed by U.S. | $521,843,000 | 172 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $454,207,000 | 122 |
| CMOs issued by government agencies or sponsored agencies | $453,391,000 | 111 |
| Privately issued | $816,000 | 375 |
| Commercial mortgage-backed securities | $323,108,000 | 125 |
| Commercial mortgage pass-through securities | $153,677,000 | 96 |
| Other commercial mortgage-backed securities | $169,431,000 | 125 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $1,883,550,000 | 154 |
| Total debt securities | $1,883,550,000 | 177 |
| Structured notes | ||
| Amortized cost | $9,250,000 | 182 |
| Fair value | $8,450,000 | 190 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $1,781,208,000 | 180 |
| U.S. Government securities | $1,408,821,000 | 167 |
| U.S. Treasury securities | $11,678,000 | 941 |
| U.S. Government agency obligations | $1,397,143,000 | 151 |
| Securities issued by states & political subdivisions | $332,089,000 | 148 |
| Other domestic debt securities | $40,298,000 | 431 |
| Privately issued residential mortgage-backed securities | $981,000 | 473 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $39,317,000 | 243 |
| 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 | $760,802,000 | 139 |
| Mortgage-backed securities | $1,266,387,000 | 152 |
| Certificates of participation in pools of residential mortgages | $555,920,000 | 171 |
| Issued or guaranteed by U.S. | $555,920,000 | 170 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $430,694,000 | 129 |
| CMOs issued by government agencies or sponsored agencies | $429,713,000 | 120 |
| Privately issued | $981,000 | 320 |
| Commercial mortgage-backed securities | $279,773,000 | 139 |
| Commercial mortgage pass-through securities | $133,283,000 | 102 |
| Other commercial mortgage-backed securities | $146,490,000 | 133 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $1,781,208,000 | 160 |
| Total debt securities | $1,781,207,000 | 178 |
| Structured notes | ||
| Amortized cost | $15,750,000 | 90 |
| Fair value | $14,872,000 | 93 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $1,731,603,000 | 180 |
| U.S. Government securities | $1,393,495,000 | 164 |
| U.S. Treasury securities | $11,868,000 | 784 |
| U.S. Government agency obligations | $1,381,627,000 | 149 |
| Securities issued by states & political subdivisions | $291,522,000 | 162 |
| Other domestic debt securities | $46,586,000 | 376 |
| Privately issued residential mortgage-backed securities | $1,060,000 | 426 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $45,526,000 | 199 |
| 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 | $778,667,000 | 132 |
| Mortgage-backed securities | $1,286,367,000 | 144 |
| Certificates of participation in pools of residential mortgages | $572,274,000 | 161 |
| Issued or guaranteed by U.S. | $572,274,000 | 160 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $447,853,000 | 121 |
| CMOs issued by government agencies or sponsored agencies | $446,793,000 | 114 |
| Privately issued | $1,060,000 | 288 |
| Commercial mortgage-backed securities | $266,240,000 | 137 |
| Commercial mortgage pass-through securities | $124,171,000 | 107 |
| Other commercial mortgage-backed securities | $142,069,000 | 131 |
| Held to maturity securities (book value) | $4,000,000 | 1,002 |
| Available-for-sale securities (fair market value) | $1,727,603,000 | 159 |
| Total debt securities | $1,731,601,000 | 178 |
| Structured notes | ||
| Amortized cost | $9,250,000 | 115 |
| Fair value | $9,204,000 | 117 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $1,739,082,000 | 173 |
| U.S. Government securities | $1,404,731,000 | 155 |
| U.S. Treasury securities | $11,858,000 | 691 |
| U.S. Government agency obligations | $1,392,873,000 | 145 |
| Securities issued by states & political subdivisions | $290,598,000 | 154 |
| Other domestic debt securities | $43,753,000 | 371 |
| Privately issued residential mortgage-backed securities | $1,162,000 | 421 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $42,591,000 | 203 |
| 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 | $742,338,000 | 135 |
| Mortgage-backed securities | $1,291,393,000 | 143 |
| Certificates of participation in pools of residential mortgages | $589,964,000 | 150 |
| Issued or guaranteed by U.S. | $589,964,000 | 149 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $449,589,000 | 117 |
| CMOs issued by government agencies or sponsored agencies | $448,427,000 | 111 |
| Privately issued | $1,162,000 | 271 |
| Commercial mortgage-backed securities | $251,840,000 | 140 |
| Commercial mortgage pass-through securities | $111,995,000 | 111 |
| Other commercial mortgage-backed securities | $139,845,000 | 125 |
| Held to maturity securities (book value) | $8,000,000 | 785 |
| Available-for-sale securities (fair market value) | $1,731,082,000 | 154 |
| Total debt securities | $1,739,082,000 | 171 |
| Structured notes | ||
| Amortized cost | $9,250,000 | 104 |
| Fair value | $9,137,000 | 107 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $1,621,217,000 | 170 |
| U.S. Government securities | $1,283,371,000 | 156 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $1,283,371,000 | 146 |
| Securities issued by states & political subdivisions | $290,218,000 | 146 |
| Other domestic debt securities | $47,628,000 | 328 |
| Privately issued residential mortgage-backed securities | $1,262,000 | 415 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $46,366,000 | 173 |
| 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 | $607,532,000 | 149 |
| Mortgage-backed securities | $1,180,478,000 | 146 |
| Certificates of participation in pools of residential mortgages | $555,747,000 | 138 |
| Issued or guaranteed by U.S. | $555,747,000 | 138 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $404,202,000 | 125 |
| CMOs issued by government agencies or sponsored agencies | $402,940,000 | 117 |
| Privately issued | $1,262,000 | 261 |
| Commercial mortgage-backed securities | $220,529,000 | 149 |
| Commercial mortgage pass-through securities | $84,968,000 | 122 |
| Other commercial mortgage-backed securities | $135,561,000 | 125 |
| Held to maturity securities (book value) | $16,000,000 | 561 |
| Available-for-sale securities (fair market value) | $1,605,217,000 | 155 |
| Total debt securities | $1,621,217,000 | 168 |
| Structured notes | ||
| Amortized cost | $12,100,000 | 56 |
| Fair value | $11,829,000 | 55 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $1,272,772,000 | 187 |
| U.S. Government securities | $963,123,000 | 181 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $963,123,000 | 170 |
| Securities issued by states & political subdivisions | $259,917,000 | 159 |
| Other domestic debt securities | $49,732,000 | 309 |
| Privately issued residential mortgage-backed securities | $1,381,000 | 376 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $48,351,000 | 165 |
| 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 | $647,952,000 | 140 |
| Mortgage-backed securities | $859,618,000 | 164 |
| Certificates of participation in pools of residential mortgages | $385,624,000 | 175 |
| Issued or guaranteed by U.S. | $385,624,000 | 174 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $285,349,000 | 144 |
| CMOs issued by government agencies or sponsored agencies | $283,968,000 | 134 |
| Privately issued | $1,381,000 | 245 |
| Commercial mortgage-backed securities | $188,645,000 | 152 |
| Commercial mortgage pass-through securities | $48,700,000 | 156 |
| Other commercial mortgage-backed securities | $139,945,000 | 122 |
| Held to maturity securities (book value) | $18,000,000 | 508 |
| Available-for-sale securities (fair market value) | $1,254,772,000 | 169 |
| Total debt securities | $1,272,772,000 | 185 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $1,086,774,000 | 204 |
| U.S. Government securities | $814,670,000 | 191 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $814,670,000 | 182 |
| Securities issued by states & political subdivisions | $233,482,000 | 163 |
| Other domestic debt securities | $38,622,000 | 351 |
| Privately issued residential mortgage-backed securities | $1,493,000 | 374 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $37,129,000 | 197 |
| 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 | $584,521,000 | 158 |
| Mortgage-backed securities | $713,731,000 | 185 |
| Certificates of participation in pools of residential mortgages | $350,415,000 | 176 |
| Issued or guaranteed by U.S. | $350,415,000 | 173 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $187,484,000 | 179 |
| CMOs issued by government agencies or sponsored agencies | $185,991,000 | 169 |
| Privately issued | $1,493,000 | 229 |
| Commercial mortgage-backed securities | $175,832,000 | 149 |
| Commercial mortgage pass-through securities | $45,185,000 | 152 |
| Other commercial mortgage-backed securities | $130,647,000 | 122 |
| Held to maturity securities (book value) | $21,976,000 | 448 |
| Available-for-sale securities (fair market value) | $1,064,798,000 | 189 |
| Total debt securities | $1,086,775,000 | 198 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $939,065,000 | 213 |
| U.S. Government securities | $681,868,000 | 206 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $681,868,000 | 195 |
| Securities issued by states & political subdivisions | $222,245,000 | 157 |
| Other domestic debt securities | $34,952,000 | 356 |
| Privately issued residential mortgage-backed securities | $1,594,000 | 348 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $33,358,000 | 210 |
| 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 | $493,778,000 | 178 |
| Mortgage-backed securities | $584,083,000 | 193 |
| Certificates of participation in pools of residential mortgages | $198,231,000 | 246 |
| Issued or guaranteed by U.S. | $198,231,000 | 245 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $221,589,000 | 164 |
| CMOs issued by government agencies or sponsored agencies | $219,995,000 | 154 |
| Privately issued | $1,594,000 | 213 |
| Commercial mortgage-backed securities | $164,263,000 | 153 |
| Commercial mortgage pass-through securities | $44,770,000 | 147 |
| Other commercial mortgage-backed securities | $119,493,000 | 131 |
| Held to maturity securities (book value) | $21,975,000 | 441 |
| Available-for-sale securities (fair market value) | $917,090,000 | 200 |
| Total debt securities | $939,065,000 | 209 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $897,596,000 | 217 |
| U.S. Government securities | $666,412,000 | 207 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $666,412,000 | 199 |
| Securities issued by states & political subdivisions | $196,117,000 | 161 |
| Other domestic debt securities | $35,067,000 | 346 |
| Privately issued residential mortgage-backed securities | $1,670,000 | 358 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $33,397,000 | 201 |
| 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 | $471,461,000 | 177 |
| Mortgage-backed securities | $569,387,000 | 198 |
| Certificates of participation in pools of residential mortgages | $152,074,000 | 312 |
| Issued or guaranteed by U.S. | $152,074,000 | 304 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $260,800,000 | 152 |
| CMOs issued by government agencies or sponsored agencies | $259,130,000 | 146 |
| Privately issued | $1,670,000 | 211 |
| Commercial mortgage-backed securities | $156,513,000 | 161 |
| Commercial mortgage pass-through securities | $43,603,000 | 148 |
| Other commercial mortgage-backed securities | $112,910,000 | 134 |
| Held to maturity securities (book value) | $21,973,000 | 453 |
| Available-for-sale securities (fair market value) | $875,623,000 | 200 |
| Total debt securities | $897,595,000 | 213 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 187 |
| Fair value | $2,000,000 | 201 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $872,139,000 | 223 |
| U.S. Government securities | $643,389,000 | 216 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $643,389,000 | 205 |
| Securities issued by states & political subdivisions | $193,047,000 | 146 |
| Other domestic debt securities | $35,703,000 | 329 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $1,879,000 | 146 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $33,824,000 | 182 |
| 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 | $470,048,000 | 162 |
| Mortgage-backed securities | $539,739,000 | 209 |
| Certificates of participation in pools of residential mortgages | $120,798,000 | 365 |
| Issued or guaranteed by U.S. | $120,798,000 | 356 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $269,371,000 | 150 |
| CMOs issued by government agencies or sponsored agencies | $269,371,000 | 144 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $149,570,000 | 159 |
| Commercial mortgage pass-through securities | $29,410,000 | 189 |
| Other commercial mortgage-backed securities | $120,160,000 | 128 |
| Held to maturity securities (book value) | $21,972,000 | 473 |
| Available-for-sale securities (fair market value) | $850,167,000 | 202 |
| Total debt securities | $872,139,000 | 219 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 271 |
| Fair value | $2,000,000 | 282 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $760,350,000 | 232 |
| U.S. Government securities | $575,184,000 | 227 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $575,184,000 | 217 |
| Securities issued by states & political subdivisions | $149,450,000 | 190 |
| Other domestic debt securities | $35,716,000 | 329 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $1,959,000 | 145 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $33,757,000 | 180 |
| 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 | $458,776,000 | 161 |
| Mortgage-backed securities | $458,647,000 | 223 |
| Certificates of participation in pools of residential mortgages | $84,679,000 | 456 |
| Issued or guaranteed by U.S. | $84,679,000 | 443 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $296,177,000 | 143 |
| CMOs issued by government agencies or sponsored agencies | $296,177,000 | 134 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $77,791,000 | 221 |
| Commercial mortgage pass-through securities | $11,228,000 | 384 |
| Other commercial mortgage-backed securities | $66,563,000 | 169 |
| Held to maturity securities (book value) | $21,971,000 | 506 |
| Available-for-sale securities (fair market value) | $738,379,000 | 212 |
| Total debt securities | $760,349,000 | 228 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 357 |
| Fair value | $2,000,000 | 369 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $771,520,000 | 236 |
| U.S. Government securities | $600,197,000 | 226 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $600,197,000 | 213 |
| Securities issued by states & political subdivisions | $139,453,000 | 207 |
| Other domestic debt securities | $31,870,000 | 327 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $2,118,000 | 132 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $29,752,000 | 194 |
| 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 | $538,161,000 | 142 |
| Mortgage-backed securities | $470,262,000 | 222 |
| Certificates of participation in pools of residential mortgages | $83,054,000 | 464 |
| Issued or guaranteed by U.S. | $83,054,000 | 461 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $317,151,000 | 138 |
| CMOs issued by government agencies or sponsored agencies | $317,151,000 | 133 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $70,057,000 | 234 |
| Commercial mortgage pass-through securities | $11,241,000 | 380 |
| Other commercial mortgage-backed securities | $58,816,000 | 182 |
| Held to maturity securities (book value) | $21,970,000 | 534 |
| Available-for-sale securities (fair market value) | $749,550,000 | 210 |
| Total debt securities | $771,520,000 | 232 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 391 |
| Fair value | $2,000,000 | 402 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $796,777,000 | 231 |
| U.S. Government securities | $626,274,000 | 224 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $626,274,000 | 208 |
| Securities issued by states & political subdivisions | $138,519,000 | 218 |
| Other domestic debt securities | $31,984,000 | 311 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $2,270,000 | 118 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $29,714,000 | 190 |
| 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 | $414,984,000 | 181 |
| Mortgage-backed securities | $486,757,000 | 217 |
| Certificates of participation in pools of residential mortgages | $86,067,000 | 457 |
| Issued or guaranteed by U.S. | $86,067,000 | 455 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $330,511,000 | 132 |
| CMOs issued by government agencies or sponsored agencies | $330,511,000 | 126 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $70,179,000 | 212 |
| Commercial mortgage pass-through securities | $10,916,000 | 386 |
| Other commercial mortgage-backed securities | $59,263,000 | 164 |
| Held to maturity securities (book value) | $21,969,000 | 552 |
| Available-for-sale securities (fair market value) | $774,808,000 | 206 |
| Total debt securities | $796,777,000 | 227 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 404 |
| Fair value | $2,000,000 | 405 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $814,377,000 | 222 |
| U.S. Government securities | $640,650,000 | 213 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $640,650,000 | 198 |
| Securities issued by states & political subdivisions | $141,566,000 | 222 |
| Other domestic debt securities | $32,161,000 | 302 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $2,443,000 | 107 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $29,718,000 | 182 |
| 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 | $433,057,000 | 179 |
| Mortgage-backed securities | $496,492,000 | 214 |
| Certificates of participation in pools of residential mortgages | $88,866,000 | 452 |
| Issued or guaranteed by U.S. | $88,866,000 | 449 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $343,925,000 | 130 |
| CMOs issued by government agencies or sponsored agencies | $343,925,000 | 123 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $63,701,000 | 225 |
| Commercial mortgage pass-through securities | $11,161,000 | 366 |
| Other commercial mortgage-backed securities | $52,540,000 | 170 |
| Held to maturity securities (book value) | $21,968,000 | 589 |
| Available-for-sale securities (fair market value) | $792,409,000 | 200 |
| Total debt securities | $814,377,000 | 219 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 420 |
| Fair value | $2,000,000 | 419 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $842,792,000 | 214 |
| U.S. Government securities | $665,037,000 | 202 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $665,037,000 | 193 |
| Securities issued by states & political subdivisions | $145,421,000 | 212 |
| Other domestic debt securities | $32,334,000 | 296 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $2,654,000 | 103 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $29,680,000 | 180 |
| 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 | $471,074,000 | 171 |
| Mortgage-backed securities | $505,983,000 | 210 |
| Certificates of participation in pools of residential mortgages | $90,293,000 | 449 |
| Issued or guaranteed by U.S. | $90,293,000 | 447 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $352,834,000 | 126 |
| CMOs issued by government agencies or sponsored agencies | $352,834,000 | 120 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $62,856,000 | 221 |
| Commercial mortgage pass-through securities | $11,077,000 | 363 |
| Other commercial mortgage-backed securities | $51,779,000 | 165 |
| Held to maturity securities (book value) | $21,967,000 | 599 |
| Available-for-sale securities (fair market value) | $820,825,000 | 192 |
| Total debt securities | $842,793,000 | 209 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 417 |
| Fair value | $2,000,000 | 415 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $843,088,000 | 218 |
| U.S. Government securities | $665,044,000 | 203 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $665,044,000 | 194 |
| Securities issued by states & political subdivisions | $145,482,000 | 217 |
| Other domestic debt securities | $32,562,000 | 309 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $2,859,000 | 90 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $29,703,000 | 183 |
| 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 | $497,050,000 | 160 |
| Mortgage-backed securities | $510,660,000 | 210 |
| Certificates of participation in pools of residential mortgages | $98,421,000 | 426 |
| Issued or guaranteed by U.S. | $98,421,000 | 424 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $366,443,000 | 123 |
| CMOs issued by government agencies or sponsored agencies | $366,443,000 | 117 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $45,796,000 | 252 |
| Commercial mortgage pass-through securities | $5,257,000 | 540 |
| Other commercial mortgage-backed securities | $40,539,000 | 174 |
| Held to maturity securities (book value) | $21,965,000 | 601 |
| Available-for-sale securities (fair market value) | $821,123,000 | 195 |
| Total debt securities | $843,087,000 | 213 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 425 |
| Fair value | $2,000,000 | 425 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $845,328,000 | 214 |
| U.S. Government securities | $627,155,000 | 213 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $627,155,000 | 206 |
| Securities issued by states & political subdivisions | $180,403,000 | 172 |
| Other domestic debt securities | $37,770,000 | 256 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $3,040,000 | 88 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $4,999,000 | 81 |
| Other domestic debt securities - All other | $29,731,000 | 189 |
| 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 | $431,012,000 | 182 |
| Mortgage-backed securities | $473,386,000 | 217 |
| Certificates of participation in pools of residential mortgages | $98,315,000 | 439 |
| Issued or guaranteed by U.S. | $98,315,000 | 438 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $340,082,000 | 124 |
| CMOs issued by government agencies or sponsored agencies | $340,082,000 | 120 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $34,989,000 | 269 |
| Commercial mortgage pass-through securities | $5,447,000 | 422 |
| Other commercial mortgage-backed securities | $29,542,000 | 200 |
| Held to maturity securities (book value) | $21,964,000 | 616 |
| Available-for-sale securities (fair market value) | $823,364,000 | 193 |
| Total debt securities | $845,328,000 | 209 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 418 |
| Fair value | $2,000,000 | 415 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $731,706,000 | 236 |
| U.S. Government securities | $510,982,000 | 242 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $510,982,000 | 232 |
| Securities issued by states & political subdivisions | $182,639,000 | 173 |
| Other domestic debt securities | $38,085,000 | 251 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $3,353,000 | 86 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $4,998,000 | 82 |
| Other domestic debt securities - All other | $29,734,000 | 187 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $453,124,000 | 181 |
| Mortgage-backed securities | $357,386,000 | 244 |
| Certificates of participation in pools of residential mortgages | $99,803,000 | 432 |
| Issued or guaranteed by U.S. | $99,803,000 | 431 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $228,484,000 | 149 |
| CMOs issued by government agencies or sponsored agencies | $228,484,000 | 143 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $29,099,000 | 297 |
| Commercial mortgage pass-through securities | $5,838,000 | 406 |
| Other commercial mortgage-backed securities | $23,261,000 | 221 |
| Held to maturity securities (book value) | $21,963,000 | 632 |
| Available-for-sale securities (fair market value) | $709,743,000 | 218 |
| Total debt securities | $731,706,000 | 230 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 411 |
| Fair value | $2,000,000 | 411 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $638,326,000 | 257 |
| U.S. Government securities | $412,000,000 | 288 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $412,000,000 | 274 |
| Securities issued by states & political subdivisions | $187,924,000 | 165 |
| Other domestic debt securities | $38,402,000 | 255 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $3,679,000 | 83 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $5,001,000 | 89 |
| Other domestic debt securities - All other | $29,722,000 | 189 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $451,287,000 | 184 |
| Mortgage-backed securities | $250,428,000 | 307 |
| Certificates of participation in pools of residential mortgages | $91,458,000 | 449 |
| Issued or guaranteed by U.S. | $91,458,000 | 448 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $151,312,000 | 194 |
| CMOs issued by government agencies or sponsored agencies | $151,312,000 | 188 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $7,658,000 | 596 |
| Commercial mortgage pass-through securities | $4,156,000 | 483 |
| Other commercial mortgage-backed securities | $3,502,000 | 500 |
| Held to maturity securities (book value) | $21,962,000 | 658 |
| Available-for-sale securities (fair market value) | $616,364,000 | 232 |
| Total debt securities | $638,326,000 | 250 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 431 |
| Fair value | $2,000,000 | 430 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $667,333,000 | 256 |
| U.S. Government securities | $437,600,000 | 273 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $437,600,000 | 262 |
| Securities issued by states & political subdivisions | $186,735,000 | 166 |
| Other domestic debt securities | $42,998,000 | 234 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $4,021,000 | 78 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $7,253,000 | 75 |
| Other domestic debt securities - All other | $31,724,000 | 188 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $473,015,000 | 171 |
| Mortgage-backed securities | $267,264,000 | 298 |
| Certificates of participation in pools of residential mortgages | $98,326,000 | 425 |
| Issued or guaranteed by U.S. | $98,326,000 | 424 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $160,935,000 | 191 |
| CMOs issued by government agencies or sponsored agencies | $160,935,000 | 182 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $8,003,000 | 566 |
| Commercial mortgage pass-through securities | $4,503,000 | 454 |
| Other commercial mortgage-backed securities | $3,500,000 | 485 |
| Held to maturity securities (book value) | $21,961,000 | 666 |
| Available-for-sale securities (fair market value) | $645,372,000 | 227 |
| Total debt securities | $667,333,000 | 249 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 446 |
| Fair value | $2,000,000 | 450 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $684,833,000 | 251 |
| U.S. Government securities | $459,604,000 | 261 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $459,604,000 | 248 |
| Securities issued by states & political subdivisions | $179,616,000 | 175 |
| Other domestic debt securities | $45,613,000 | 224 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $4,367,000 | 78 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $13,531,000 | 63 |
| Other domestic debt securities - All other | $27,715,000 | 211 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $410,298,000 | 188 |
| Mortgage-backed securities | $276,796,000 | 289 |
| Certificates of participation in pools of residential mortgages | $102,759,000 | 424 |
| Issued or guaranteed by U.S. | $102,759,000 | 423 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $169,199,000 | 186 |
| CMOs issued by government agencies or sponsored agencies | $169,199,000 | 176 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $4,838,000 | 690 |
| Commercial mortgage pass-through securities | $4,838,000 | 428 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $21,960,000 | 678 |
| Available-for-sale securities (fair market value) | $662,873,000 | 224 |
| Total debt securities | $684,834,000 | 246 |
| Structured notes | ||
| Amortized cost | $14,000,000 | 111 |
| Fair value | $14,502,000 | 108 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $709,303,000 | 241 |
| U.S. Government securities | $479,466,000 | 250 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $479,466,000 | 236 |
| Securities issued by states & political subdivisions | $178,941,000 | 169 |
| Other domestic debt securities | $50,896,000 | 203 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $4,665,000 | 76 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $18,519,000 | 58 |
| Other domestic debt securities - All other | $27,712,000 | 213 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $463,627,000 | 164 |
| Mortgage-backed securities | $293,255,000 | 274 |
| Certificates of participation in pools of residential mortgages | $108,063,000 | 395 |
| Issued or guaranteed by U.S. | $108,063,000 | 394 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $179,010,000 | 174 |
| CMOs issued by government agencies or sponsored agencies | $179,010,000 | 163 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $6,182,000 | 599 |
| Commercial mortgage pass-through securities | $6,182,000 | 356 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $21,959,000 | 679 |
| Available-for-sale securities (fair market value) | $687,344,000 | 216 |
| Total debt securities | $709,303,000 | 235 |
| Structured notes | ||
| Amortized cost | $14,000,000 | 99 |
| Fair value | $14,475,000 | 95 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $744,221,000 | 228 |
| U.S. Government securities | $501,364,000 | 230 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $501,364,000 | 220 |
| Securities issued by states & political subdivisions | $186,706,000 | 160 |
| Other domestic debt securities | $56,151,000 | 193 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $4,990,000 | 75 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $23,454,000 | 52 |
| Other domestic debt securities - All other | $27,707,000 | 213 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $482,614,000 | 154 |
| Mortgage-backed securities | $317,034,000 | 263 |
| Certificates of participation in pools of residential mortgages | $117,177,000 | 370 |
| Issued or guaranteed by U.S. | $117,177,000 | 369 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $194,867,000 | 164 |
| CMOs issued by government agencies or sponsored agencies | $194,867,000 | 155 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $4,990,000 | 622 |
| Commercial mortgage pass-through securities | $4,990,000 | 369 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $21,958,000 | 681 |
| Available-for-sale securities (fair market value) | $722,263,000 | 200 |
| Total debt securities | $744,223,000 | 224 |
| Structured notes | ||
| Amortized cost | $14,000,000 | 97 |
| Fair value | $14,475,000 | 96 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $701,500,000 | 238 |
| U.S. Government securities | $472,419,000 | 236 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $472,419,000 | 226 |
| Securities issued by states & political subdivisions | $172,815,000 | 175 |
| Other domestic debt securities | $56,266,000 | 200 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $5,239,000 | 74 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $23,324,000 | 54 |
| Other domestic debt securities - All other | $27,703,000 | 210 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $509,714,000 | 154 |
| Mortgage-backed securities | $299,496,000 | 275 |
| Certificates of participation in pools of residential mortgages | $106,650,000 | 402 |
| Issued or guaranteed by U.S. | $106,650,000 | 401 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $187,607,000 | 179 |
| CMOs issued by government agencies or sponsored agencies | $187,607,000 | 165 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $5,239,000 | 582 |
| Commercial mortgage pass-through securities | $5,239,000 | 333 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $21,957,000 | 708 |
| Available-for-sale securities (fair market value) | $679,543,000 | 210 |
| Total debt securities | $701,500,000 | 233 |
| Structured notes | ||
| Amortized cost | $14,000,000 | 113 |
| Fair value | $14,406,000 | 113 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $747,778,000 | 230 |
| U.S. Government securities | $501,403,000 | 234 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $501,403,000 | 226 |
| Securities issued by states & political subdivisions | $191,985,000 | 147 |
| Other domestic debt securities | $54,390,000 | 204 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $5,457,000 | 76 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $23,234,000 | 53 |
| Other domestic debt securities - All other | $25,699,000 | 225 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $459,550,000 | 165 |
| Mortgage-backed securities | $335,174,000 | 255 |
| Certificates of participation in pools of residential mortgages | $121,728,000 | 362 |
| Issued or guaranteed by U.S. | $121,728,000 | 361 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $207,989,000 | 172 |
| CMOs issued by government agencies or sponsored agencies | $207,989,000 | 160 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $5,457,000 | 557 |
| Commercial mortgage pass-through securities | $5,457,000 | 316 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $19,956,000 | 764 |
| Available-for-sale securities (fair market value) | $727,822,000 | 202 |
| Total debt securities | $747,779,000 | 224 |
| Structured notes | ||
| Amortized cost | $12,000,000 | 147 |
| Fair value | $12,070,000 | 147 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $726,574,000 | 232 |
| U.S. Government securities | $509,579,000 | 230 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $509,579,000 | 219 |
| Securities issued by states & political subdivisions | $184,576,000 | 153 |
| Other domestic debt securities | $32,419,000 | 293 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $5,779,000 | 68 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $4,900,000 | 90 |
| Other domestic debt securities - All other | $21,740,000 | 252 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $470,494,000 | 164 |
| Mortgage-backed securities | $348,842,000 | 247 |
| Certificates of participation in pools of residential mortgages | $126,241,000 | 346 |
| Issued or guaranteed by U.S. | $126,241,000 | 345 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $216,822,000 | 171 |
| CMOs issued by government agencies or sponsored agencies | $216,822,000 | 160 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $5,779,000 | 506 |
| Commercial mortgage pass-through securities | $5,779,000 | 281 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $16,000,000 | 859 |
| Available-for-sale securities (fair market value) | $710,574,000 | 203 |
| Total debt securities | $726,576,000 | 225 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 205 |
| Fair value | $10,190,000 | 204 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $686,945,000 | 239 |
| U.S. Government securities | $474,331,000 | 245 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $474,331,000 | 235 |
| Securities issued by states & political subdivisions | $186,862,000 | 148 |
| Other domestic debt securities | $25,752,000 | 333 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $6,015,000 | 73 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $19,737,000 | 264 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $489,428,000 | 154 |
| Mortgage-backed securities | $329,073,000 | 261 |
| Certificates of participation in pools of residential mortgages | $134,120,000 | 325 |
| Issued or guaranteed by U.S. | $134,120,000 | 324 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $188,938,000 | 181 |
| CMOs issued by government agencies or sponsored agencies | $188,938,000 | 170 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $6,015,000 | 485 |
| Commercial mortgage pass-through securities | $6,015,000 | 281 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $14,000,000 | 929 |
| Available-for-sale securities (fair market value) | $672,945,000 | 209 |
| Total debt securities | $686,945,000 | 233 |
| Structured notes | ||
| Amortized cost | $16,000,000 | 168 |
| Fair value | $16,273,000 | 161 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $636,635,000 | 257 |
| U.S. Government securities | $432,163,000 | 266 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $432,163,000 | 258 |
| Securities issued by states & political subdivisions | $182,376,000 | 141 |
| Other domestic debt securities | $22,096,000 | 372 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $6,362,000 | 64 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $15,734,000 | 320 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $509,586,000 | 150 |
| Mortgage-backed securities | $326,317,000 | 259 |
| Certificates of participation in pools of residential mortgages | $140,412,000 | 318 |
| Issued or guaranteed by U.S. | $140,412,000 | 317 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $179,543,000 | 193 |
| CMOs issued by government agencies or sponsored agencies | $179,543,000 | 182 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $6,362,000 | 441 |
| Commercial mortgage pass-through securities | $6,362,000 | 250 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $10,000,000 | 1,055 |
| Available-for-sale securities (fair market value) | $626,635,000 | 224 |
| Total debt securities | $636,634,000 | 250 |
| Structured notes | ||
| Amortized cost | $16,000,000 | 192 |
| Fair value | $16,000,000 | 191 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $648,196,000 | 249 |
| U.S. Government securities | $448,781,000 | 259 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $448,781,000 | 249 |
| Securities issued by states & political subdivisions | $187,002,000 | 135 |
| Other domestic debt securities | $12,413,000 | 526 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $6,682,000 | 61 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $5,731,000 | 591 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $449,850,000 | 165 |
| Mortgage-backed securities | $350,336,000 | 254 |
| Certificates of participation in pools of residential mortgages | $149,197,000 | 301 |
| Issued or guaranteed by U.S. | $149,197,000 | 299 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $194,457,000 | 186 |
| CMOs issued by government agencies or sponsored agencies | $194,457,000 | 175 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $6,682,000 | 412 |
| Commercial mortgage pass-through securities | $6,682,000 | 233 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $648,196,000 | 217 |
| Total debt securities | $648,197,000 | 243 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $663,902,000 | 243 |
| U.S. Government securities | $464,358,000 | 250 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $464,358,000 | 244 |
| Securities issued by states & political subdivisions | $186,680,000 | 127 |
| Other domestic debt securities | $12,864,000 | 522 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $7,136,000 | 62 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $5,728,000 | 596 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $478,773,000 | 157 |
| Mortgage-backed securities | $367,217,000 | 250 |
| Certificates of participation in pools of residential mortgages | $155,935,000 | 293 |
| Issued or guaranteed by U.S. | $155,935,000 | 292 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $204,146,000 | 182 |
| CMOs issued by government agencies or sponsored agencies | $204,146,000 | 171 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $7,136,000 | 394 |
| Commercial mortgage pass-through securities | $7,136,000 | 231 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $663,902,000 | 212 |
| Total debt securities | $663,902,000 | 238 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $704,372,000 | 230 |
| U.S. Government securities | $484,894,000 | 238 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $484,894,000 | 232 |
| Securities issued by states & political subdivisions | $205,703,000 | 113 |
| Other domestic debt securities | $13,390,000 | 517 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $7,665,000 | 64 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $5,725,000 | 605 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $385,000 | 762 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $508,264,000 | 147 |
| Mortgage-backed securities | $387,278,000 | 239 |
| Certificates of participation in pools of residential mortgages | $160,259,000 | 283 |
| Issued or guaranteed by U.S. | $160,259,000 | 281 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $219,354,000 | 177 |
| CMOs issued by government agencies or sponsored agencies | $219,354,000 | 165 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $7,665,000 | 364 |
| Commercial mortgage pass-through securities | $7,665,000 | 213 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $704,372,000 | 198 |
| Total debt securities | $703,986,000 | 224 |
| 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 | $695,042,000 | 230 |
| U.S. Government securities | $479,373,000 | 245 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $479,373,000 | 238 |
| Securities issued by states & political subdivisions | $201,840,000 | 116 |
| Other domestic debt securities | $13,829,000 | 518 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $8,107,000 | 64 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $5,722,000 | 618 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $476,927,000 | 150 |
| Mortgage-backed securities | $381,983,000 | 241 |
| Certificates of participation in pools of residential mortgages | $159,694,000 | 289 |
| Issued or guaranteed by U.S. | $159,694,000 | 287 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $214,182,000 | 184 |
| CMOs issued by government agencies or sponsored agencies | $214,182,000 | 171 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $8,107,000 | 354 |
| Commercial mortgage pass-through securities | $8,107,000 | 204 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $695,042,000 | 200 |
| Total debt securities | $695,042,000 | 225 |
| 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 | $705,756,000 | 223 |
| U.S. Government securities | $484,309,000 | 238 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $484,309,000 | 231 |
| Securities issued by states & political subdivisions | $207,246,000 | 113 |
| Other domestic debt securities | $14,201,000 | 524 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $8,482,000 | 63 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $5,719,000 | 636 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $463,463,000 | 158 |
| Mortgage-backed securities | $388,262,000 | 238 |
| Certificates of participation in pools of residential mortgages | $166,687,000 | 280 |
| Issued or guaranteed by U.S. | $166,687,000 | 278 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $213,093,000 | 176 |
| CMOs issued by government agencies or sponsored agencies | $213,093,000 | 165 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $8,482,000 | 329 |
| Commercial mortgage pass-through securities | $8,482,000 | 188 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $705,756,000 | 192 |
| Total debt securities | $705,754,000 | 219 |
| 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 | $688,191,000 | 228 |
| U.S. Government securities | $474,618,000 | 237 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $474,618,000 | 229 |
| Securities issued by states & political subdivisions | $198,954,000 | 113 |
| Other domestic debt securities | $14,619,000 | 533 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $8,903,000 | 60 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $5,716,000 | 655 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $489,464,000 | 148 |
| Mortgage-backed securities | $381,479,000 | 238 |
| Certificates of participation in pools of residential mortgages | $168,565,000 | 277 |
| Issued or guaranteed by U.S. | $168,565,000 | 276 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $204,011,000 | 185 |
| CMOs issued by government agencies or sponsored agencies | $204,011,000 | 170 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $8,903,000 | 306 |
| Commercial mortgage pass-through securities | $8,903,000 | 174 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $688,191,000 | 196 |
| Total debt securities | $688,190,000 | 223 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $736,026,000 | 211 |
| U.S. Government securities | $522,683,000 | 216 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $522,683,000 | 208 |
| Securities issued by states & political subdivisions | $198,413,000 | 107 |
| Other domestic debt securities | $14,930,000 | 553 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $9,217,000 | 61 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $5,713,000 | 670 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $499,375,000 | 146 |
| Mortgage-backed securities | $428,787,000 | 217 |
| Certificates of participation in pools of residential mortgages | $212,969,000 | 220 |
| Issued or guaranteed by U.S. | $212,969,000 | 218 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $206,601,000 | 186 |
| CMOs issued by government agencies or sponsored agencies | $206,601,000 | 171 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $9,217,000 | 290 |
| Commercial mortgage pass-through securities | $9,217,000 | 162 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $736,026,000 | 182 |
| Total debt securities | $736,027,000 | 206 |
| Structured notes | ||
| Amortized cost | $680,000 | 1,870 |
| Fair value | $701,000 | 1,854 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $747,025,000 | 210 |
| U.S. Government securities | $536,232,000 | 215 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $536,232,000 | 209 |
| Securities issued by states & political subdivisions | $195,419,000 | 112 |
| Other domestic debt securities | $15,374,000 | 533 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $9,664,000 | 63 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $5,710,000 | 685 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $424,864,000 | 167 |
| Mortgage-backed securities | $441,311,000 | 213 |
| Certificates of participation in pools of residential mortgages | $205,362,000 | 225 |
| Issued or guaranteed by U.S. | $205,362,000 | 223 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $226,285,000 | 175 |
| CMOs issued by government agencies or sponsored agencies | $226,285,000 | 160 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $9,664,000 | 270 |
| Commercial mortgage pass-through securities | $9,664,000 | 153 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $747,025,000 | 187 |
| Total debt securities | $747,025,000 | 206 |
| Structured notes | ||
| Amortized cost | $801,000 | 1,773 |
| Fair value | $823,000 | 1,770 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $826,819,000 | 191 |
| U.S. Government securities | $601,055,000 | 189 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $601,055,000 | 186 |
| Securities issued by states & political subdivisions | $209,847,000 | 99 |
| Other domestic debt securities | $15,917,000 | 523 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $10,210,000 | 61 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $5,707,000 | 678 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $422,693,000 | 169 |
| Mortgage-backed securities | $503,111,000 | 192 |
| Certificates of participation in pools of residential mortgages | $224,256,000 | 213 |
| Issued or guaranteed by U.S. | $224,256,000 | 211 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $268,645,000 | 157 |
| CMOs issued by government agencies or sponsored agencies | $268,645,000 | 145 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $10,210,000 | 234 |
| Commercial mortgage pass-through securities | $10,210,000 | 141 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $826,819,000 | 168 |
| Total debt securities | $826,819,000 | 189 |
| Structured notes | ||
| Amortized cost | $884,000 | 1,792 |
| Fair value | $907,000 | 1,781 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $725,876,000 | 212 |
| U.S. Government securities | $523,396,000 | 217 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $523,396,000 | 214 |
| Securities issued by states & political subdivisions | $185,568,000 | 117 |
| Other domestic debt securities | $16,912,000 | 498 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $11,206,000 | 58 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $5,706,000 | 656 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $525,330,000 | 141 |
| Mortgage-backed securities | $436,080,000 | 212 |
| Certificates of participation in pools of residential mortgages | $166,675,000 | 278 |
| Issued or guaranteed by U.S. | $166,675,000 | 276 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $258,199,000 | 164 |
| CMOs issued by government agencies or sponsored agencies | $258,199,000 | 151 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $11,206,000 | 189 |
| Commercial mortgage pass-through securities | $11,206,000 | 110 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $725,876,000 | 187 |
| Total debt securities | $725,878,000 | 207 |
| Structured notes | ||
| Amortized cost | $1,060,000 | 1,588 |
| Fair value | $1,080,000 | 1,586 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $784,293,000 | 195 |
| U.S. Government securities | $627,478,000 | 180 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $627,478,000 | 178 |
| Securities issued by states & political subdivisions | $133,459,000 | 171 |
| Other domestic debt securities | $23,356,000 | 416 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $11,651,000 | 61 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $11,705,000 | 422 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $656,703,000 | 120 |
| Mortgage-backed securities | $508,205,000 | 193 |
| Certificates of participation in pools of residential mortgages | $197,329,000 | 245 |
| Issued or guaranteed by U.S. | $197,329,000 | 244 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $299,225,000 | 161 |
| CMOs issued by government agencies or sponsored agencies | $299,225,000 | 150 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $11,651,000 | 174 |
| Commercial mortgage pass-through securities | $11,651,000 | 90 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $784,293,000 | 173 |
| Total debt securities | $784,292,000 | 193 |
| Structured notes | ||
| Amortized cost | $5,167,000 | 750 |
| Fair value | $5,214,000 | 746 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $888,725,000 | 179 |
| U.S. Government securities | $771,098,000 | 155 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $771,098,000 | 152 |
| Securities issued by states & political subdivisions | $92,381,000 | 272 |
| Other domestic debt securities | $25,246,000 | 392 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $12,229,000 | 58 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $1,313,000 | 159 |
| Other domestic debt securities - All other | $11,704,000 | 417 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $576,911,000 | 135 |
| Mortgage-backed securities | $589,974,000 | 168 |
| Certificates of participation in pools of residential mortgages | $265,908,000 | 191 |
| Issued or guaranteed by U.S. | $265,908,000 | 190 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $311,837,000 | 154 |
| CMOs issued by government agencies or sponsored agencies | $311,837,000 | 142 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $12,229,000 | 160 |
| Commercial mortgage pass-through securities | $12,229,000 | 84 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $888,725,000 | 156 |
| Total debt securities | $888,113,000 | 180 |
| Structured notes | ||
| Amortized cost | $5,925,000 | 807 |
| Fair value | $5,954,000 | 801 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $891,679,000 | 183 |
| U.S. Government securities | $727,305,000 | 164 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $727,305,000 | 160 |
| Securities issued by states & political subdivisions | $136,863,000 | 160 |
| Other domestic debt securities | $27,511,000 | 361 |
| Privately issued residential mortgage-backed securities | $1,988,000 | 549 |
| Commercial mortgage-backed securities - Total | $12,597,000 | 57 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $1,223,000 | 160 |
| Other domestic debt securities - All other | $11,703,000 | 419 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $499,863,000 | 154 |
| Mortgage-backed securities | $531,765,000 | 184 |
| Certificates of participation in pools of residential mortgages | $229,773,000 | 225 |
| Issued or guaranteed by U.S. | $229,773,000 | 224 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $289,395,000 | 163 |
| CMOs issued by government agencies or sponsored agencies | $287,407,000 | 153 |
| Privately issued | $1,988,000 | 530 |
| Commercial mortgage-backed securities | $12,597,000 | 137 |
| Commercial mortgage pass-through securities | $12,597,000 | 73 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $891,679,000 | 162 |
| Total debt securities | $889,679,000 | 182 |
| Structured notes | ||
| Amortized cost | $6,986,000 | 825 |
| Fair value | $6,876,000 | 832 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $857,521,000 | 186 |
| U.S. Government securities | $687,495,000 | 164 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $687,495,000 | 162 |
| Securities issued by states & political subdivisions | $141,882,000 | 143 |
| Other domestic debt securities | $28,144,000 | 377 |
| Privately issued residential mortgage-backed securities | $1,878,000 | 621 |
| Commercial mortgage-backed securities - Total | $13,230,000 | 48 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $1,334,000 | 146 |
| Other domestic debt securities - All other | $11,702,000 | 396 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $636,184,000 | 121 |
| Mortgage-backed securities | $460,807,000 | 196 |
| Certificates of participation in pools of residential mortgages | $167,439,000 | 291 |
| Issued or guaranteed by U.S. | $167,439,000 | 290 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $280,138,000 | 160 |
| CMOs issued by government agencies or sponsored agencies | $278,260,000 | 140 |
| Privately issued | $1,878,000 | 592 |
| Commercial mortgage-backed securities | $13,230,000 | 104 |
| Commercial mortgage pass-through securities | $13,230,000 | 47 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $857,521,000 | 163 |
| Total debt securities | $855,520,000 | 186 |
| Structured notes | ||
| Amortized cost | $7,426,000 | 726 |
| Fair value | $7,496,000 | 723 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $940,405,000 | 170 |
| U.S. Government securities | $808,965,000 | 149 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $808,965,000 | 146 |
| Securities issued by states & political subdivisions | $101,310,000 | 209 |
| Other domestic debt securities | $30,130,000 | 355 |
| Privately issued residential mortgage-backed securities | $2,105,000 | 630 |
| Commercial mortgage-backed securities - Total | $13,934,000 | 42 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $1,590,000 | 137 |
| Other domestic debt securities - All other | $12,501,000 | 360 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $793,206,000 | 99 |
| Mortgage-backed securities | $481,022,000 | 189 |
| Certificates of participation in pools of residential mortgages | $179,105,000 | 260 |
| Issued or guaranteed by U.S. | $179,105,000 | 257 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $287,983,000 | 158 |
| CMOs issued by government agencies or sponsored agencies | $285,878,000 | 139 |
| Privately issued | $2,105,000 | 594 |
| Commercial mortgage-backed securities | $13,934,000 | 94 |
| Commercial mortgage pass-through securities | $13,934,000 | 43 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $940,405,000 | 147 |
| Total debt securities | $938,405,000 | 170 |
| Structured notes | ||
| Amortized cost | $13,041,000 | 442 |
| Fair value | $13,147,000 | 443 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $959,201,000 | 169 |
| U.S. Government securities | $873,991,000 | 143 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $873,991,000 | 138 |
| Securities issued by states & political subdivisions | $51,442,000 | 500 |
| Other domestic debt securities | $33,768,000 | 314 |
| Privately issued residential mortgage-backed securities | $2,254,000 | 631 |
| Commercial mortgage-backed securities - Total | $14,764,000 | 34 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $1,772,000 | 137 |
| Other domestic debt securities - All other | $14,978,000 | 303 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $856,504,000 | 98 |
| Mortgage-backed securities | $567,127,000 | 162 |
| Certificates of participation in pools of residential mortgages | $198,975,000 | 233 |
| Issued or guaranteed by U.S. | $198,975,000 | 230 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $353,388,000 | 133 |
| CMOs issued by government agencies or sponsored agencies | $351,134,000 | 116 |
| Privately issued | $2,254,000 | 598 |
| Commercial mortgage-backed securities | $14,764,000 | 78 |
| Commercial mortgage pass-through securities | $14,764,000 | 38 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $959,201,000 | 144 |
| Total debt securities | $959,201,000 | 169 |
| Structured notes | ||
| Amortized cost | $13,513,000 | 528 |
| Fair value | $13,593,000 | 527 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $936,982,000 | 173 |
| U.S. Government securities | $839,007,000 | 151 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $839,007,000 | 144 |
| Securities issued by states & political subdivisions | $48,376,000 | 512 |
| Other domestic debt securities | $49,599,000 | 250 |
| Privately issued residential mortgage-backed securities | $2,487,000 | 633 |
| Commercial mortgage-backed securities - Total | $15,379,000 | 31 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $1,554,000 | 140 |
| Other domestic debt securities - All other | $30,179,000 | 173 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $648,911,000 | 118 |
| Mortgage-backed securities | $523,822,000 | 173 |
| Certificates of participation in pools of residential mortgages | $166,318,000 | 277 |
| Issued or guaranteed by U.S. | $166,318,000 | 276 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $342,125,000 | 136 |
| CMOs issued by government agencies or sponsored agencies | $339,638,000 | 112 |
| Privately issued | $2,487,000 | 606 |
| Commercial mortgage-backed securities | $15,379,000 | 68 |
| Commercial mortgage pass-through securities | $15,379,000 | 34 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $936,982,000 | 150 |
| Total debt securities | $936,983,000 | 171 |
| Structured notes | ||
| Amortized cost | $14,330,000 | 519 |
| Fair value | $14,279,000 | 517 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $936,149,000 | 169 |
| U.S. Government securities | $836,907,000 | 145 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $836,907,000 | 139 |
| Securities issued by states & political subdivisions | $47,988,000 | 505 |
| Other domestic debt securities | $51,254,000 | 263 |
| Privately issued residential mortgage-backed securities | $2,889,000 | 636 |
| Commercial mortgage-backed securities - Total | $16,434,000 | 54 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $1,764,000 | 137 |
| Other domestic debt securities - All other | $30,167,000 | 174 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $638,827,000 | 119 |
| Mortgage-backed securities | $520,510,000 | 170 |
| Certificates of participation in pools of residential mortgages | $154,913,000 | 281 |
| Issued or guaranteed by U.S. | $154,913,000 | 279 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $349,163,000 | 126 |
| CMOs issued by government agencies or sponsored agencies | $346,274,000 | 104 |
| Privately issued | $2,889,000 | 607 |
| Commercial mortgage-backed securities | $16,434,000 | 54 |
| Commercial mortgage pass-through securities | $16,434,000 | 27 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $936,149,000 | 145 |
| Total debt securities | $936,148,000 | 167 |
| Structured notes | ||
| Amortized cost | $17,125,000 | 390 |
| Fair value | $17,019,000 | 388 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $1,032,252,000 | 152 |
| U.S. Government securities | $945,726,000 | 128 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $945,726,000 | 123 |
| Securities issued by states & political subdivisions | $48,181,000 | 498 |
| Other domestic debt securities | $38,345,000 | 319 |
| Privately issued residential mortgage-backed securities | $6,070,000 | 514 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $2,020,000 | 131 |
| Other domestic debt securities - All other | $30,255,000 | 171 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $642,429,000 | 114 |
| Mortgage-backed securities | $594,832,000 | 145 |
| Certificates of participation in pools of residential mortgages | $166,478,000 | 244 |
| Issued or guaranteed by U.S. | $166,478,000 | 241 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $428,354,000 | 98 |
| CMOs issued by government agencies or sponsored agencies | $422,284,000 | 81 |
| Privately issued | $6,070,000 | 492 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $1,032,252,000 | 130 |
| Total debt securities | $1,032,251,000 | 148 |
| Structured notes | ||
| Amortized cost | $17,199,000 | 348 |
| Fair value | $17,158,000 | 352 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $748,761,000 | 186 |
| U.S. Government securities | $681,879,000 | 161 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $681,879,000 | 155 |
| Securities issued by states & political subdivisions | $27,957,000 | 906 |
| Other domestic debt securities | $38,925,000 | 313 |
| Privately issued residential mortgage-backed securities | $6,328,000 | 536 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $407,000 | 267 |
| Other domestic debt securities - All other | $32,190,000 | 158 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $543,178,000 | 127 |
| Mortgage-backed securities | $512,158,000 | 159 |
| Certificates of participation in pools of residential mortgages | $149,938,000 | 267 |
| Issued or guaranteed by U.S. | $149,938,000 | 264 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $362,220,000 | 112 |
| CMOs issued by government agencies or sponsored agencies | $355,892,000 | 90 |
| Privately issued | $6,328,000 | 516 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $748,761,000 | 166 |
| Total debt securities | $748,761,000 | 186 |
| Structured notes | ||
| Amortized cost | $1,002,000 | 2,454 |
| Fair value | $1,014,000 | 2,471 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $741,753,000 | 187 |
| U.S. Government securities | $673,295,000 | 162 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $673,295,000 | 156 |
| Securities issued by states & political subdivisions | $25,621,000 | 969 |
| Other domestic debt securities | $42,837,000 | 305 |
| Privately issued residential mortgage-backed securities | $6,577,000 | 553 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $36,260,000 | 149 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $495,093,000 | 134 |
| Mortgage-backed securities | $511,745,000 | 163 |
| Certificates of participation in pools of residential mortgages | $153,727,000 | 279 |
| Issued or guaranteed by U.S. | $153,727,000 | 276 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $358,018,000 | 114 |
| CMOs issued by government agencies or sponsored agencies | $351,441,000 | 86 |
| Privately issued | $6,577,000 | 533 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $741,753,000 | 166 |
| Total debt securities | $741,754,000 | 186 |
| Structured notes | ||
| Amortized cost | $7,954,000 | 672 |
| Fair value | $8,109,000 | 647 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $660,032,000 | 205 |
| U.S. Government securities | $577,531,000 | 179 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $577,531,000 | 170 |
| Securities issued by states & political subdivisions | $26,384,000 | 926 |
| Other domestic debt securities | $56,117,000 | 263 |
| Privately issued residential mortgage-backed securities | $12,856,000 | 408 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $43,261,000 | 126 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $456,731,000 | 148 |
| Mortgage-backed securities | $366,968,000 | 218 |
| Certificates of participation in pools of residential mortgages | $125,525,000 | 348 |
| Issued or guaranteed by U.S. | $125,525,000 | 346 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $241,443,000 | 161 |
| CMOs issued by government agencies or sponsored agencies | $228,587,000 | 130 |
| Privately issued | $12,856,000 | 391 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $660,032,000 | 181 |
| Total debt securities | $660,031,000 | 200 |
| Structured notes | ||
| Amortized cost | $8,452,000 | 502 |
| Fair value | $8,573,000 | 486 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $629,386,000 | 214 |
| U.S. Government securities | $563,742,000 | 183 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $563,742,000 | 178 |
| Securities issued by states & political subdivisions | $23,458,000 | 1,037 |
| Other domestic debt securities | $42,186,000 | 346 |
| Privately issued residential mortgage-backed securities | $13,986,000 | 421 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $28,200,000 | 170 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $409,217,000 | 165 |
| Mortgage-backed securities | $304,302,000 | 262 |
| Certificates of participation in pools of residential mortgages | $86,760,000 | 492 |
| Issued or guaranteed by U.S. | $86,760,000 | 489 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $217,542,000 | 173 |
| CMOs issued by government agencies or sponsored agencies | $203,556,000 | 133 |
| Privately issued | $13,986,000 | 404 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $629,386,000 | 184 |
| Total debt securities | $629,386,000 | 206 |
| Structured notes | ||
| Amortized cost | $10,751,000 | 233 |
| Fair value | $11,171,000 | 223 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $607,921,000 | 228 |
| U.S. Government securities | $536,668,000 | 184 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $536,668,000 | 181 |
| Securities issued by states & political subdivisions | $22,585,000 | 1,045 |
| Other domestic debt securities | $48,668,000 | 327 |
| Privately issued residential mortgage-backed securities | $13,786,000 | 433 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $34,882,000 | 160 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $391,906,000 | 175 |
| Mortgage-backed securities | $259,999,000 | 296 |
| Certificates of participation in pools of residential mortgages | $91,213,000 | 484 |
| Issued or guaranteed by U.S. | $91,213,000 | 479 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $168,786,000 | 203 |
| CMOs issued by government agencies or sponsored agencies | $155,000,000 | 159 |
| Privately issued | $13,786,000 | 416 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $607,921,000 | 196 |
| Total debt securities | $607,921,000 | 218 |
| Structured notes | ||
| Amortized cost | $11,489,000 | 131 |
| Fair value | $11,761,000 | 125 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $495,801,000 | 276 |
| U.S. Government securities | $425,039,000 | 226 |
| U.S. Treasury securities | $201,000 | 901 |
| U.S. Government agency obligations | $424,838,000 | 221 |
| Securities issued by states & political subdivisions | $21,677,000 | 1,041 |
| Other domestic debt securities | $49,085,000 | 308 |
| Privately issued residential mortgage-backed securities | $15,240,000 | 419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $33,845,000 | 147 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $284,597,000 | 234 |
| Mortgage-backed securities | $183,505,000 | 411 |
| Certificates of participation in pools of residential mortgages | $166,581,000 | 302 |
| Issued or guaranteed by U.S. | $166,581,000 | 296 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $16,924,000 | 996 |
| CMOs issued by government agencies or sponsored agencies | $1,684,000 | 2,247 |
| Privately issued | $15,240,000 | 401 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $495,801,000 | 236 |
| Total debt securities | $495,801,000 | 267 |
| Structured notes | ||
| Amortized cost | $12,330,000 | 84 |
| Fair value | $12,645,000 | 83 |
| 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 | $403,426,000 | 328 |
| U.S. Government securities | $347,735,000 | 266 |
| U.S. Treasury securities | $203,000 | 883 |
| U.S. Government agency obligations | $347,532,000 | 262 |
| Securities issued by states & political subdivisions | $21,123,000 | 1,034 |
| Other domestic debt securities | $33,856,000 | 384 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $33,856,000 | 138 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $712,000 | 842 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $296,367,000 | 229 |
| Mortgage-backed securities | $87,083,000 | 740 |
| Certificates of participation in pools of residential mortgages | $82,417,000 | 526 |
| Issued or guaranteed by U.S. | $82,417,000 | 522 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $4,666,000 | 1,844 |
| CMOs issued by government agencies or sponsored agencies | $4,666,000 | 1,544 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $403,426,000 | 281 |
| Total debt securities | $402,715,000 | 317 |
| 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 | $337,225,000 | 368 |
| U.S. Government securities | $302,615,000 | 292 |
| U.S. Treasury securities | $203,000 | 928 |
| U.S. Government agency obligations | $302,412,000 | 287 |
| Securities issued by states & political subdivisions | $9,403,000 | 2,151 |
| Other domestic debt securities | $24,245,000 | 468 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,245,000 | 186 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $962,000 | 764 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $280,168,000 | 236 |
| Mortgage-backed securities | $70,870,000 | 838 |
| Certificates of participation in pools of residential mortgages | $66,157,000 | 603 |
| Issued or guaranteed by U.S. | $66,157,000 | 596 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $4,713,000 | 1,766 |
| CMOs issued by government agencies or sponsored agencies | $4,713,000 | 1,453 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $337,225,000 | 312 |
| Total debt securities | $336,263,000 | 363 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $269,075,000 | 462 |
| U.S. Government securities | $236,526,000 | 359 |
| U.S. Treasury securities | $25,191,000 | 90 |
| U.S. Government agency obligations | $211,335,000 | 390 |
| Securities issued by states & political subdivisions | $7,795,000 | 2,460 |
| Other domestic debt securities | $23,560,000 | 493 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,560,000 | 220 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $1,194,000 | 949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $224,060,000 | 282 |
| Mortgage-backed securities | $16,013,000 | 2,569 |
| Certificates of participation in pools of residential mortgages | $16,005,000 | 1,967 |
| Issued or guaranteed by U.S. | $16,005,000 | 1,956 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $8,000 | 3,671 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 3,320 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $269,075,000 | 396 |
| Total debt securities | $267,872,000 | 450 |
| 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 | $258,654,000 | 488 |
| U.S. Government securities | $223,901,000 | 391 |
| U.S. Treasury securities | $1,402,000 | 575 |
| U.S. Government agency obligations | $222,499,000 | 387 |
| Securities issued by states & political subdivisions | $9,287,000 | 2,179 |
| Other domestic debt securities | $24,107,000 | 481 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,107,000 | 220 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $1,359,000 | 929 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $211,139,000 | 301 |
| Mortgage-backed securities | $9,413,000 | 3,260 |
| Certificates of participation in pools of residential mortgages | $9,404,000 | 2,637 |
| Issued or guaranteed by U.S. | $9,404,000 | 2,626 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $9,000 | 3,667 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 3,309 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $258,654,000 | 426 |
| Total debt securities | $257,291,000 | 472 |
| 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 | $241,553,000 | 512 |
| U.S. Government securities | $211,653,000 | 414 |
| U.S. Treasury securities | $1,397,000 | 653 |
| U.S. Government agency obligations | $210,256,000 | 403 |
| Securities issued by states & political subdivisions | $10,332,000 | 2,013 |
| Other domestic debt securities | $17,696,000 | 551 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,696,000 | 272 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $1,872,000 | 799 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $208,865,000 | 300 |
| Mortgage-backed securities | $1,826,000 | 4,930 |
| Certificates of participation in pools of residential mortgages | $1,817,000 | 4,471 |
| Issued or guaranteed by U.S. | $1,817,000 | 4,454 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $9,000 | 3,603 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 3,265 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $241,553,000 | 442 |
| Total debt securities | $239,672,000 | 500 |
| 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 | $230,065,000 | 550 |
| U.S. Government securities | $204,682,000 | 435 |
| U.S. Treasury securities | $1,387,000 | 685 |
| U.S. Government agency obligations | $203,295,000 | 427 |
| Securities issued by states & political subdivisions | $10,524,000 | 1,928 |
| Other domestic debt securities | $12,766,000 | 645 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,766,000 | 343 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $2,093,000 | 728 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $198,524,000 | 303 |
| Mortgage-backed securities | $1,980,000 | 4,738 |
| Certificates of participation in pools of residential mortgages | $1,971,000 | 4,212 |
| Issued or guaranteed by U.S. | $1,971,000 | 4,200 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $9,000 | 3,574 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 3,225 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $230,065,000 | 470 |
| Total debt securities | $227,971,000 | 538 |
| 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 | $225,222,000 | 553 |
| U.S. Government securities | $200,188,000 | 451 |
| U.S. Treasury securities | $3,366,000 | 499 |
| U.S. Government agency obligations | $196,822,000 | 440 |
| Securities issued by states & political subdivisions | $10,514,000 | 1,910 |
| Other domestic debt securities | $12,746,000 | 617 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,746,000 | 322 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $1,774,000 | 800 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $199,948,000 | 302 |
| Mortgage-backed securities | $2,180,000 | 4,635 |
| Certificates of participation in pools of residential mortgages | $2,170,000 | 4,080 |
| Issued or guaranteed by U.S. | $2,170,000 | 4,068 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $10,000 | 3,558 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 3,216 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $225,222,000 | 462 |
| Total debt securities | $223,448,000 | 547 |
| 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 | $234,947,000 | 530 |
| U.S. Government securities | $207,562,000 | 434 |
| U.S. Treasury securities | $4,848,000 | 430 |
| U.S. Government agency obligations | $202,714,000 | 437 |
| Securities issued by states & political subdivisions | $10,853,000 | 1,866 |
| Other domestic debt securities | $14,724,000 | 578 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,724,000 | 299 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $1,808,000 | 821 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $205,688,000 | 293 |
| Mortgage-backed securities | $2,323,000 | 4,569 |
| Certificates of participation in pools of residential mortgages | $2,313,000 | 4,013 |
| Issued or guaranteed by U.S. | $2,313,000 | 3,994 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $10,000 | 3,550 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 3,228 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $234,947,000 | 452 |
| Total debt securities | $233,138,000 | 520 |
| 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 | $274,201,000 | 461 |
| U.S. Government securities | $232,685,000 | 406 |
| U.S. Treasury securities | $4,824,000 | 467 |
| U.S. Government agency obligations | $227,861,000 | 404 |
| Securities issued by states & political subdivisions | $11,052,000 | 1,832 |
| Other domestic debt securities | $27,154,000 | 399 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $27,154,000 | 190 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $3,310,000 | 620 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $231,797,000 | 271 |
| Mortgage-backed securities | $2,427,000 | 4,511 |
| Certificates of participation in pools of residential mortgages | $2,416,000 | 3,966 |
| Issued or guaranteed by U.S. | $2,416,000 | 3,954 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $11,000 | 3,560 |
| CMOs issued by government agencies or sponsored agencies | $11,000 | 3,240 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $274,201,000 | 395 |
| Total debt securities | $270,891,000 | 450 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,406 |
| Fair value | $1,999,000 | 1,410 |
| 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 | $272,529,000 | 478 |
| U.S. Government securities | $229,557,000 | 412 |
| U.S. Treasury securities | $22,753,000 | 159 |
| U.S. Government agency obligations | $206,804,000 | 443 |
| Securities issued by states & political subdivisions | $12,670,000 | 1,616 |
| Other domestic debt securities | $28,592,000 | 399 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $28,592,000 | 190 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $1,710,000 | 862 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $226,763,000 | 274 |
| Mortgage-backed securities | $2,593,000 | 4,440 |
| Certificates of participation in pools of residential mortgages | $2,581,000 | 3,877 |
| Issued or guaranteed by U.S. | $2,581,000 | 3,855 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $12,000 | 3,558 |
| CMOs issued by government agencies or sponsored agencies | $12,000 | 3,234 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $272,529,000 | 408 |
| Total debt securities | $270,819,000 | 468 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 1,574 |
| Fair value | $1,988,000 | 1,517 |
| 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 | $287,800,000 | 464 |
| U.S. Government securities | $244,644,000 | 402 |
| U.S. Treasury securities | $22,588,000 | 175 |
| U.S. Government agency obligations | $222,056,000 | 426 |
| Securities issued by states & political subdivisions | $12,543,000 | 1,602 |
| Other domestic debt securities | $28,958,000 | 391 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $28,958,000 | 188 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $1,655,000 | 867 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $238,993,000 | 267 |
| Mortgage-backed securities | $2,889,000 | 4,334 |
| Certificates of participation in pools of residential mortgages | $2,877,000 | 3,767 |
| Issued or guaranteed by U.S. | $2,877,000 | 3,751 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $12,000 | 3,570 |
| CMOs issued by government agencies or sponsored agencies | $12,000 | 3,230 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $287,800,000 | 395 |
| Total debt securities | $286,145,000 | 454 |
| Structured notes | ||
| Amortized cost | $3,998,000 | 1,031 |
| Fair value | $3,968,000 | 998 |
| 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 | $295,075,000 | 461 |
| U.S. Government securities | $250,876,000 | 405 |
| U.S. Treasury securities | $26,505,000 | 158 |
| U.S. Government agency obligations | $224,371,000 | 434 |
| Securities issued by states & political subdivisions | $12,664,000 | 1,575 |
| Other domestic debt securities | $29,652,000 | 391 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $29,652,000 | 189 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $1,883,000 | 842 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $235,205,000 | 274 |
| Mortgage-backed securities | $3,090,000 | 4,276 |
| Certificates of participation in pools of residential mortgages | $3,077,000 | 3,699 |
| Issued or guaranteed by U.S. | $3,077,000 | 3,683 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $13,000 | 3,574 |
| CMOs issued by government agencies or sponsored agencies | $13,000 | 3,226 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $295,075,000 | 386 |
| Total debt securities | $293,192,000 | 448 |
| Structured notes | ||
| Amortized cost | $3,997,000 | 1,046 |
| Fair value | $3,951,000 | 1,023 |
| 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 | $298,937,000 | 466 |
| U.S. Government securities | $256,373,000 | 405 |
| U.S. Treasury securities | $28,474,000 | 154 |
| U.S. Government agency obligations | $227,899,000 | 433 |
| Securities issued by states & political subdivisions | $13,149,000 | 1,514 |
| Other domestic debt securities | $27,141,000 | 423 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $27,141,000 | 210 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $2,274,000 | 770 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $237,745,000 | 275 |
| Mortgage-backed securities | $3,283,000 | 4,223 |
| Certificates of participation in pools of residential mortgages | $3,269,000 | 3,634 |
| Issued or guaranteed by U.S. | $3,269,000 | 3,619 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $14,000 | 3,595 |
| CMOs issued by government agencies or sponsored agencies | $14,000 | 3,245 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $298,937,000 | 395 |
| Total debt securities | $296,663,000 | 454 |
| Structured notes | ||
| Amortized cost | $3,996,000 | 1,052 |
| Fair value | $3,941,000 | 1,031 |
| 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 | $298,844,000 | 459 |
| U.S. Government securities | $258,089,000 | 406 |
| U.S. Treasury securities | $29,450,000 | 147 |
| U.S. Government agency obligations | $228,639,000 | 427 |
| Securities issued by states & political subdivisions | $13,035,000 | 1,526 |
| Other domestic debt securities | $27,720,000 | 410 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $27,720,000 | 206 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $231,769,000 | 270 |
| Mortgage-backed securities | $1,055,000 | 5,412 |
| Certificates of participation in pools of residential mortgages | $1,040,000 | 4,925 |
| Issued or guaranteed by U.S. | $1,040,000 | 4,907 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $15,000 | 3,603 |
| CMOs issued by government agencies or sponsored agencies | $15,000 | 3,254 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $298,844,000 | 391 |
| Total debt securities | $298,844,000 | 446 |
| Structured notes | ||
| Amortized cost | $3,995,000 | 1,031 |
| Fair value | $3,941,000 | 1,036 |
| 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 | $310,323,000 | 445 |
| U.S. Government securities | $264,019,000 | 394 |
| U.S. Treasury securities | $31,571,000 | 144 |
| U.S. Government agency obligations | $232,448,000 | 431 |
| Securities issued by states & political subdivisions | $13,019,000 | 1,516 |
| Other domestic debt securities | $33,285,000 | 381 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $33,285,000 | 194 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $231,392,000 | 267 |
| Mortgage-backed securities | $1,167,000 | 5,411 |
| Certificates of participation in pools of residential mortgages | $1,151,000 | 4,909 |
| Issued or guaranteed by U.S. | $1,151,000 | 4,890 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $16,000 | 3,621 |
| CMOs issued by government agencies or sponsored agencies | $16,000 | 3,278 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $310,323,000 | 378 |
| Total debt securities | $310,325,000 | 435 |
| Structured notes | ||
| Amortized cost | $3,994,000 | 1,037 |
| Fair value | $3,957,000 | 1,044 |
| 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 | $313,509,000 | 443 |
| U.S. Government securities | $266,936,000 | 390 |
| U.S. Treasury securities | $32,048,000 | 150 |
| U.S. Government agency obligations | $234,888,000 | 428 |
| Securities issued by states & political subdivisions | $13,149,000 | 1,490 |
| Other domestic debt securities | $33,424,000 | 379 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $33,424,000 | 193 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $222,995,000 | 276 |
| Mortgage-backed securities | $1,250,000 | 5,429 |
| Certificates of participation in pools of residential mortgages | $1,232,000 | 4,919 |
| Issued or guaranteed by U.S. | $1,232,000 | 4,905 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $18,000 | 3,662 |
| CMOs issued by government agencies or sponsored agencies | $18,000 | 3,326 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $313,509,000 | 379 |
| Total debt securities | $313,509,000 | 433 |
| Structured notes | ||
| Amortized cost | $4,995,000 | 868 |
| Fair value | $4,937,000 | 845 |
| 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 | $310,876,000 | 459 |
| U.S. Government securities | $265,138,000 | 394 |
| U.S. Treasury securities | $42,369,000 | 123 |
| U.S. Government agency obligations | $222,769,000 | 457 |
| Securities issued by states & political subdivisions | $12,462,000 | 1,587 |
| Other domestic debt securities | $33,276,000 | 395 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $33,276,000 | 205 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $200,783,000 | 297 |
| Mortgage-backed securities | $1,330,000 | 5,436 |
| Certificates of participation in pools of residential mortgages | $1,310,000 | 4,891 |
| Issued or guaranteed by U.S. | $1,310,000 | 4,877 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $20,000 | 3,688 |
| CMOs issued by government agencies or sponsored agencies | $20,000 | 3,351 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $310,876,000 | 393 |
| Total debt securities | $310,876,000 | 445 |
| Structured notes | ||
| Amortized cost | $5,995,000 | 703 |
| Fair value | $5,961,000 | 699 |
| 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 | $328,093,000 | 433 |
| U.S. Government securities | $280,723,000 | 382 |
| U.S. Treasury securities | $52,326,000 | 109 |
| U.S. Government agency obligations | $228,397,000 | 446 |
| Securities issued by states & political subdivisions | $12,582,000 | 1,581 |
| Other domestic debt securities | $34,788,000 | 375 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $34,788,000 | 200 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $193,206,000 | 294 |
| Mortgage-backed securities | $1,433,000 | 5,371 |
| Certificates of participation in pools of residential mortgages | $1,412,000 | 4,845 |
| Issued or guaranteed by U.S. | $1,412,000 | 4,835 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $21,000 | 3,711 |
| CMOs issued by government agencies or sponsored agencies | $21,000 | 3,376 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $328,093,000 | 375 |
| Total debt securities | $328,093,000 | 424 |
| Structured notes | ||
| Amortized cost | $5,997,000 | 709 |
| Fair value | $5,978,000 | 716 |
| 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 | $313,554,000 | 465 |
| U.S. Government securities | $267,114,000 | 402 |
| U.S. Treasury securities | $40,483,000 | 140 |
| U.S. Government agency obligations | $226,631,000 | 459 |
| Securities issued by states & political subdivisions | $12,020,000 | 1,634 |
| Other domestic debt securities | $34,420,000 | 374 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $34,420,000 | 204 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $179,431,000 | 311 |
| Mortgage-backed securities | $1,535,000 | 5,388 |
| Certificates of participation in pools of residential mortgages | $1,511,000 | 4,867 |
| Issued or guaranteed by U.S. | $1,511,000 | 4,855 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $24,000 | 3,770 |
| CMOs issued by government agencies or sponsored agencies | $24,000 | 3,440 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $313,554,000 | 392 |
| Total debt securities | $313,554,000 | 451 |
| Structured notes | ||
| Amortized cost | $11,006,000 | 367 |
| Fair value | $10,959,000 | 361 |
| 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 | $321,632,000 | 452 |
| U.S. Government securities | $274,002,000 | 398 |
| U.S. Treasury securities | $39,090,000 | 144 |
| U.S. Government agency obligations | $234,912,000 | 448 |
| Securities issued by states & political subdivisions | $12,371,000 | 1,597 |
| Other domestic debt securities | $35,259,000 | 394 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $35,259,000 | 218 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $176,597,000 | 317 |
| Mortgage-backed securities | $1,704,000 | 5,323 |
| Certificates of participation in pools of residential mortgages | $1,678,000 | 4,786 |
| Issued or guaranteed by U.S. | $1,678,000 | 4,772 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $26,000 | 3,834 |
| CMOs issued by government agencies or sponsored agencies | $26,000 | 3,500 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $321,632,000 | 384 |
| Total debt securities | $321,632,000 | 443 |
| Structured notes | ||
| Amortized cost | $5,014,000 | 674 |
| Fair value | $5,072,000 | 678 |
| 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 | $322,939,000 | 459 |
| U.S. Government securities | $276,002,000 | 417 |
| U.S. Treasury securities | $40,214,000 | 145 |
| U.S. Government agency obligations | $235,788,000 | 466 |
| Securities issued by states & political subdivisions | $12,256,000 | 1,631 |
| Other domestic debt securities | $34,681,000 | 379 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $34,681,000 | 238 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $174,828,000 | 321 |
| Mortgage-backed securities | $787,000 | 5,934 |
| Certificates of participation in pools of residential mortgages | $759,000 | 5,486 |
| Issued or guaranteed by U.S. | $759,000 | 5,464 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $28,000 | 3,888 |
| CMOs issued by government agencies or sponsored agencies | $28,000 | 3,705 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $322,939,000 | 399 |
| Total debt securities | $322,939,000 | 448 |
| Structured notes | ||
| Amortized cost | $5,015,000 | 610 |
| Fair value | $5,085,000 | 604 |
| 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 | $319,213,000 | 467 |
| U.S. Government securities | $269,964,000 | 424 |
| U.S. Treasury securities | $35,503,000 | 151 |
| U.S. Government agency obligations | $234,461,000 | 463 |
| Securities issued by states & political subdivisions | $13,964,000 | 1,408 |
| Other domestic debt securities | $35,285,000 | 379 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $35,285,000 | 252 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $165,122,000 | 321 |
| Mortgage-backed securities | $913,000 | 5,895 |
| Certificates of participation in pools of residential mortgages | $880,000 | 5,412 |
| Issued or guaranteed by U.S. | $880,000 | 5,386 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $33,000 | 3,971 |
| CMOs issued by government agencies or sponsored agencies | $33,000 | 3,770 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $319,213,000 | 407 |
| Total debt securities | $319,213,000 | 455 |
| Structured notes | ||
| Amortized cost | $5,017,000 | 492 |
| Fair value | $5,105,000 | 487 |
| 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 | $286,380,000 | 508 |
| U.S. Government securities | $237,100,000 | 469 |
| U.S. Treasury securities | $35,814,000 | 154 |
| U.S. Government agency obligations | $201,286,000 | 528 |
| Securities issued by states & political subdivisions | $13,912,000 | 1,388 |
| Other domestic debt securities | $35,368,000 | 397 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $35,368,000 | 257 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $161,151,000 | 323 |
| Mortgage-backed securities | $1,069,000 | 5,877 |
| Certificates of participation in pools of residential mortgages | $1,030,000 | 5,331 |
| Issued or guaranteed by U.S. | $1,030,000 | 5,307 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $39,000 | 4,131 |
| CMOs issued by government agencies or sponsored agencies | $39,000 | 3,930 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $286,380,000 | 432 |
| Total debt securities | $286,380,000 | 493 |
| Structured notes | ||
| Amortized cost | $5,018,000 | 382 |
| Fair value | $5,126,000 | 382 |
| 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 | $287,167,000 | 499 |
| U.S. Government securities | $239,533,000 | 460 |
| U.S. Treasury securities | $35,954,000 | 161 |
| U.S. Government agency obligations | $203,579,000 | 507 |
| Securities issued by states & political subdivisions | $12,593,000 | 1,470 |
| Other domestic debt securities | $35,041,000 | 395 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $35,041,000 | 258 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $160,152,000 | 318 |
| Mortgage-backed securities | $1,279,000 | 5,747 |
| Certificates of participation in pools of residential mortgages | $1,235,000 | 5,164 |
| Issued or guaranteed by U.S. | $1,235,000 | 5,146 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $44,000 | 4,190 |
| CMOs issued by government agencies or sponsored agencies | $44,000 | 3,997 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $287,167,000 | 425 |
| Total debt securities | $287,167,000 | 481 |
| Structured notes | ||
| Amortized cost | $5,019,000 | 263 |
| Fair value | $5,111,000 | 264 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $278,133,000 | 488 |
| U.S. Government securities | $225,536,000 | 458 |
| U.S. Treasury securities | $36,254,000 | 161 |
| U.S. Government agency obligations | $189,282,000 | 516 |
| Securities issued by states & political subdivisions | $15,592,000 | 1,147 |
| Other domestic debt securities | $37,005,000 | 380 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $37,005,000 | 255 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $152,526,000 | 331 |
| Mortgage-backed securities | $1,483,000 | 5,617 |
| Certificates of participation in pools of residential mortgages | $1,432,000 | 5,013 |
| Issued or guaranteed by U.S. | $1,432,000 | 4,996 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $51,000 | 4,222 |
| CMOs issued by government agencies or sponsored agencies | $51,000 | 4,037 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $278,133,000 | 410 |
| Total debt securities | $278,133,000 | 461 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $208,821,000 | 584 |
| U.S. Government securities | $169,155,000 | 523 |
| U.S. Treasury securities | $34,538,000 | 182 |
| U.S. Government agency obligations | $134,617,000 | 604 |
| Securities issued by states & political subdivisions | $12,900,000 | 1,326 |
| Other domestic debt securities | $26,766,000 | 507 |
| 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 | $26,766,000 | 343 |
| 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 | $128,974,000 | 359 |
| Mortgage-backed securities | $2,117,000 | 5,187 |
| Certificates of participation in pools of residential mortgages | $2,035,000 | 4,458 |
| Issued or guaranteed by U.S. | $2,035,000 | 4,439 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $82,000 | 4,293 |
| CMOs issued by government agencies or sponsored agencies | $82,000 | 4,105 |
| 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) | $208,821,000 | 493 |
| Total debt securities | $208,821,000 | 564 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $159,360,000 | 702 |
| U.S. Government securities | $131,397,000 | 646 |
| U.S. Treasury securities | $23,228,000 | 301 |
| U.S. Government agency obligations | $108,169,000 | 725 |
| Securities issued by states & political subdivisions | $11,778,000 | 1,414 |
| Other domestic debt securities | $12,489,000 | 707 |
| 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 | $12,489,000 | 572 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $3,696,000 | 1,046 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,295,000 | 459 |
| Mortgage-backed securities | $2,209,000 | 4,648 |
| Certificates of participation in pools of residential mortgages | $2,094,000 | 3,907 |
| Issued or guaranteed by U.S. | $2,094,000 | 3,886 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $115,000 | 3,919 |
| CMOs issued by government agencies or sponsored agencies | $115,000 | 3,735 |
| 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) | $159,360,000 | 554 |
| Total debt securities | $155,664,000 | 681 |
| 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 | $141,237,000 | 836 |
| U.S. Government securities | $125,038,000 | 715 |
| U.S. Treasury securities | $16,974,000 | 558 |
| U.S. Government agency obligations | $108,064,000 | 751 |
| Securities issued by states & political subdivisions | $9,821,000 | 1,707 |
| Other domestic debt securities | $2,826,000 | 1,580 |
| Privately issued residential mortgage-backed securities | $5,000 | 1,593 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,821,000 | 1,304 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $3,552,000 | 1,065 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,755,000 | 603 |
| Mortgage-backed securities | $2,783,000 | 4,600 |
| Certificates of participation in pools of residential mortgages | $2,633,000 | 3,797 |
| Issued or guaranteed by U.S. | $2,633,000 | 3,779 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $150,000 | 4,098 |
| CMOs issued by government agencies or sponsored agencies | $145,000 | 3,924 |
| Privately issued | $5,000 | 1,400 |
| 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) | $141,237,000 | 635 |
| Total debt securities | $137,685,000 | 824 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $121,612,000 | 958 |
| U.S. Government securities | $109,354,000 | 832 |
| U.S. Treasury securities | $20,426,000 | 660 |
| U.S. Government agency obligations | $88,928,000 | 877 |
| Securities issued by states & political subdivisions | $9,289,000 | 1,825 |
| Other domestic debt securities | $517,000 | 2,646 |
| Privately issued residential mortgage-backed securities | $8,000 | 1,636 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $509,000 | 2,213 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $2,452,000 | 1,336 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,116,000 | 591 |
| Mortgage-backed securities | $2,786,000 | 4,860 |
| Certificates of participation in pools of residential mortgages | $1,503,000 | 4,762 |
| Issued or guaranteed by U.S. | $1,503,000 | 4,742 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,283,000 | 3,042 |
| CMOs issued by government agencies or sponsored agencies | $1,275,000 | 2,912 |
| Privately issued | $8,000 | 1,418 |
| 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) | $121,612,000 | 725 |
| Total debt securities | $119,160,000 | 943 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $82,029,000 | 1,403 |
| U.S. Government securities | $66,869,000 | 1,350 |
| U.S. Treasury securities | $16,454,000 | 1,134 |
| U.S. Government agency obligations | $50,415,000 | 1,429 |
| Securities issued by states & political subdivisions | $11,779,000 | 1,220 |
| Other domestic debt securities | $486,000 | 2,417 |
| Privately issued residential mortgage-backed securities | $12,000 | 1,657 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $474,000 | 1,953 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $2,895,000 | 1,144 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,914,000 | 713 |
| Mortgage-backed securities | $3,562,000 | 4,469 |
| Certificates of participation in pools of residential mortgages | $2,195,000 | 4,240 |
| Issued or guaranteed by U.S. | $2,195,000 | 4,227 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,367,000 | 3,108 |
| CMOs issued by government agencies or sponsored agencies | $1,355,000 | 2,999 |
| Privately issued | $12,000 | 1,408 |
| 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) | $82,029,000 | 987 |
| Total debt securities | $79,134,000 | 1,403 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $68,396,000 | 1,764 |
| U.S. Government securities | $54,982,000 | 1,773 |
| U.S. Treasury securities | $19,573,000 | 1,183 |
| U.S. Government agency obligations | $35,409,000 | 2,019 |
| Securities issued by states & political subdivisions | $9,199,000 | 1,583 |
| Other domestic debt securities | $997,000 | 2,086 |
| Privately issued residential mortgage-backed securities | $15,000 | 1,978 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $982,000 | 1,606 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $3,218,000 | 1,046 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,164,000 | 832 |
| Mortgage-backed securities | $4,350,000 | 4,532 |
| Certificates of participation in pools of residential mortgages | $2,895,000 | 4,157 |
| Issued or guaranteed by U.S. | $2,895,000 | 4,137 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,455,000 | 3,432 |
| CMOs issued by government agencies or sponsored agencies | $1,440,000 | 3,308 |
| Privately issued | $15,000 | 1,682 |
| 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 | 8,064 |
| Available-for-sale securities (fair market value) | $68,396,000 | 1,202 |
| Total debt securities | $65,178,000 | 1,800 |
| Structured notes | ||
| Amortized cost | $3,498,000 | 598 |
| Fair value | $3,479,000 | 580 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $62,717,000 | 1,981 |
| U.S. Government securities | $52,228,000 | 1,928 |
| U.S. Treasury securities | $12,486,000 | 2,201 |
| U.S. Government agency obligations | $39,742,000 | 1,777 |
| Securities issued by states & political subdivisions | $6,953,000 | 2,108 |
| Other domestic debt securities | $1,536,000 | 2,027 |
| Privately issued residential mortgage-backed securities | $22,000 | 2,347 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,514,000 | 1,574 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $2,000,000 | 1,424 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,488,000 | 747 |
| Mortgage-backed securities | $4,976,000 | 4,498 |
| Certificates of participation in pools of residential mortgages | $3,215,000 | 4,035 |
| Issued or guaranteed by U.S. | $3,215,000 | 4,009 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,761,000 | 3,628 |
| CMOs issued by government agencies or sponsored agencies | $1,739,000 | 3,486 |
| Privately issued | $22,000 | 2,019 |
| 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) | $62,717,000 | 1,343 |
| Total debt securities | $60,717,000 | 1,992 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $59,899,000 | 2,197 |
| U.S. Government securities | $49,988,000 | 2,117 |
| U.S. Treasury securities | $11,307,000 | 3,046 |
| U.S. Government agency obligations | $38,681,000 | 1,748 |
| Securities issued by states & political subdivisions | $7,381,000 | 2,061 |
| Other domestic debt securities | $1,465,000 | 2,366 |
| Privately issued residential mortgage-backed securities | $21,000 | 2,673 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,444,000 | 1,867 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $1,065,000 | 1,940 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,580,000 | 873 |
| Mortgage-backed securities | $4,124,000 | 5,140 |
| Certificates of participation in pools of residential mortgages | $3,494,000 | 4,067 |
| Issued or guaranteed by U.S. | $3,494,000 | 4,041 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $630,000 | 5,043 |
| CMOs issued by government agencies or sponsored agencies | $609,000 | 4,851 |
| Privately issued | $21,000 | 2,332 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,422,000 | 2,825 |
| Available-for-sale securities (fair market value) | $34,477,000 | 1,668 |
| Total debt securities | $58,834,000 | 2,183 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $59,631,000 | 2,302 |
| U.S. Government securities | $49,145,000 | 2,244 |
| U.S. Treasury securities | $11,551,000 | 3,102 |
| U.S. Government agency obligations | $37,594,000 | 1,867 |
| Securities issued by states & political subdivisions | $8,157,000 | 1,896 |
| Other domestic debt securities | $1,846,000 | 2,492 |
| Privately issued residential mortgage-backed securities | $40,000 | 3,090 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,806,000 | 1,911 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $483,000 | 3,135 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,195,000 | 811 |
| Mortgage-backed securities | $4,706,000 | 5,432 |
| Certificates of participation in pools of residential mortgages | $3,926,000 | 4,299 |
| Issued or guaranteed by U.S. | $3,926,000 | 4,261 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $780,000 | 5,275 |
| CMOs issued by government agencies or sponsored agencies | $740,000 | 5,110 |
| Privately issued | $40,000 | 2,640 |
| 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 | $59,148,000 | 2,255 |
| 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 | $46,502,000 | 2,932 |
| U.S. Government securities | $37,831,000 | 2,848 |
| U.S. Treasury securities | $5,568,000 | 5,422 |
| U.S. Government agency obligations | $32,263,000 | 2,101 |
| Securities issued by states & political subdivisions | $6,024,000 | 2,319 |
| Other domestic debt securities | $2,647,000 | 2,518 |
| Privately issued residential mortgage-backed securities | $287,000 | 2,805 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,360,000 | 1,885 |
| Foreign debt securities | $0 | 699 |
| 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 | $23,740,000 | 1,221 |
| Mortgage-backed securities | $5,161,000 | 5,399 |
| Certificates of participation in pools of residential mortgages | $3,934,000 | 4,488 |
| Issued or guaranteed by U.S. | $3,934,000 | 4,434 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,227,000 | 4,754 |
| CMOs issued by government agencies or sponsored agencies | $940,000 | 4,819 |
| Privately issued | $287,000 | 2,385 |
| 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 | $46,502,000 | 2,869 |
| 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 |